Re: Daily Resample Data
The problem is solved after I remove timeframe and compression parameter in getdata().
Can I ask why would that resolve the problem?
Is the inclusion of parameters, timeframe and compression, in ibstore.getdata() redundant if I were to specify a value for rtbar?
See below correct code.
import backtrader as bt
import datetime as dt
import pytz
class Test_Strategy (bt.Strategy):
def next (self):
self.log (self.data.close[0])
def log (self, text):
print (self.data.datetime.datetime(0),": ", text)
if __name__ == '__main__':
ibstore = bt.stores.IBStore (host = '127.0.0.1', clientId = 100, port = 7497)
data = ibstore.getdata (dataname = 'GBP.USD-CASH-IDEALPRO',
rtbar = False,
historical = True,
fromdate = dt.datetime (2019,4,25),
todate = dt.datetime(2019,10,26),
tz=pytz.timezone('US/Eastern'),
)
cerebro = bt.Cerebro()
cerebro.resampledata (data, timeframe = bt.TimeFrame.Days, compression = 1)
cerebro.addstrategy (Test_Strategy)
cerebro.run()
