We have created live DataFeed where _load() returns 1 min live candle.
This data is being used in the strategy's next(self).
The issue is if the signal is generated for a candle in next() then notify_order() is called after receiving next candle. This is causing 1 candle delay in live trading as we are placing order to broker from notify_order().

Scenario:

1. _load(self): - Returns 1 min candle at 9:30
2. next(self) - Strategy creates Buy signal for 9:30 candle.
3. notify_order(self, order) - Places order after getting 9:31 candle.

Are we missing anything? Kindly guide.

We are trying to get analyzer values in next() using below code but getting "KeyError: 'returns'" error.

pyfoliozer = thestrat.analyzers.getbyname('pyfolio')
returns, positions, transactions, gross_lev = pyfoliozer.get_pf_items()

Is there any workaround for this?

Is there way to run a backtrader based py file and have live signals processed based on a csv or a webhook?