@Squirrel-Singing I can confirm that. Unfortunately, I have the same problem.

Best posts made by stevetree
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RE: Backtest vs live bars "off-by-1" discrepancy?
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RE: Quandl Data Feed - Futures Data
I used the quandl python lib, which returns a pandas DataFrame. Renaming columns and then using bt.feeds.PandasData to create a feed.
import quandl quandl.ApiConfig.api_key = "xxxx" df = quandl.get_table('SCF/PRICES', quandl_code='CME_GC1_ON') df.rename(columns={'settle': 'close','prev_day_open_interest':'openinterest'}, inplace=True) data = bt.feeds.PandasData(dataname=df.iloc[::-1],datetime="date")
Latest posts made by stevetree
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RE: Backtest vs live bars "off-by-1" discrepancy?
@Squirrel-Singing I can confirm that. Unfortunately, I have the same problem.
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RE: Anyone using Backtrader for live trading
I use Backtrader in combination with IB. I went live to a real account 6 month ago and trade 8 future-strategies, all day and night, and I could say that you can rely on Backtrader. It is a quite reliable element in my production-chain. So, many many thanks to @backtrader ! You did a great work! Greeting from Munich/Germany.
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RE: next() not generated anymore after "IB and Trader Workstation connectivity lost"
Hi,
thanks for this thread. The behavior of my system is slightly different. Between -1100 and -1102 I get sometimes some None messages, or one or more RTVolume, - it changes from time to time, - but only during night, when IB is restarting something. When I simulate this case by interrupting the internet-connection everything works as it should work. I testet different versions of TWS/Gateway on Mac against IB papertrading. My fix is similar to @vytautas-a 's one. -
RE: Quandl Data Feed - Futures Data
I used the quandl python lib, which returns a pandas DataFrame. Renaming columns and then using bt.feeds.PandasData to create a feed.
import quandl quandl.ApiConfig.api_key = "xxxx" df = quandl.get_table('SCF/PRICES', quandl_code='CME_GC1_ON') df.rename(columns={'settle': 'close','prev_day_open_interest':'openinterest'}, inplace=True) data = bt.feeds.PandasData(dataname=df.iloc[::-1],datetime="date")