self.macd = btalib.macd(self.get_data_bars(self.symbol, '1Min')[self.symbol], pfast=self.params.macdfast, pslow=self.params.macdslow, psignal=self.params.macdsignal)

self.macdX = btalib.crossover(self.macd.macd, self.macd.signal)
print(self.macd.df)

                     
time      macd    signal  histogram


2020-10-19 11:37:00-04:00       NaN       NaN        NaN
2020-10-19 11:38:00-04:00       NaN       NaN        NaN
2020-10-19 11:39:00-04:00       NaN       NaN        NaN
2020-10-19 11:40:00-04:00       NaN       NaN        NaN
2020-10-19 11:41:00-04:00       NaN       NaN        NaN
...                             ...       ...        ...
2020-10-19 14:52:00-04:00 -0.248898 -0.304889   0.055992
2020-10-19 14:53:00-04:00 -0.252423 -0.298331   0.045908
2020-10-19 14:54:00-04:00 -0.225212 -0.289191   0.063979
2020-10-19 14:55:00-04:00 -0.164539 -0.273610   0.109071
2020-10-19 14:56:00-04:00 -0.086874 -0.250268   0.163394

Error:

UserWarning: evaluating in Python space because the '-' operator is not supported by numexpr for the bool dtype, use '^' instead
  f"evaluating in Python space because the {repr(op_str)} "

What I am doing wrong?

   DataFactory = store.getdata 
   data = DataFactory(
        dataname=ticker,
        tz=timezone,
        timeframe=bt.TimeFrame.Minutes,
        compression=1,
        fromdate=pd.Timestamp(args.start),
        sessionstart=datetime.time(9, 30),
        sessionend=datetime.time(16, 00),
        historical=True)

I am using such parameters to backtest on history some simple strategy and I see that it runs from right date fromdate, but then after 1month of period, it skips all dates range and jump to the current last date. Any idea why this happens?

@orenshkol @vladisld why when I am using with resample data instead adddata, strategy runs on the first symbol only?

May be you can help how check type of order that accepted? Because I am updating take profit Limit order by moving average price and every updating of price I receiving new Limit order - previous not replaced.

I understand that this is not bug by backtrader, but anyway maybe someone had the same.

When stock is hold by exchange or sometimes after overnight I see that type of error. How I can catch this?

File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1130, in run
    runstrat = self.runstrategies(iterstrat)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1301, in runstrategies
    self._runnext(runstrats)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1545, in _runnext
    drets.append(d.next(ticks=False))
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 407, in next
    ret = self.load()
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 479, in load
    _loadret = self._load()
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 301, in _load
    ret = self._load_tick(msg)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 401, in _load_tick
    msg['bidprice'])
KeyError: 'bidprice'

@Ronan-Dunham do you have experience with Alpaca API?

@ab_trader all my questions about orders event handling. But I understand that if I had broker terminal I wasn't confused with logs output and next(). Anyway, thank you for replies!

@ab_trader how to check what minimal timeframe data feed can send?

@Yaroslav-Horyslavets thx for reply. Looks like I can't understand it because I test it without broker platfrom (only live feed) and my logs show after each "next()".

Last 2 days I am testing live data feed. I noticed, that first resample timeframe is major for "next(self):" function. right?
So, if all logic calculates inside of this "loop" it will calculates at the same "speed" as your major timeframe, right?
My major resample timeframe is 1 minute, and when I receive signal my order create and it executes after 1 minute...or I am wrong? On backtesting I didn't understant this moment untill try live data, so looking for asnwer from experienced guys. Thx!