Yes thanks!
I had completely forgotten the market hours.
It working with the correct start/end session.

df = bt.feeds.PandasData(dataname=data, 
                timeframe=bt.TimeFrame.Minutes, 
                sessionstart=datetime.time(16,0), 
                sessionend=datetime.time(22,0), 
                compression=60, 
                openinterest=-1)

Thank you, it's working. Here is the code :
(no images this time )

import backtrader as bt
from trending_detect import  TestStrategy2
from getting_data import getStockFromCSV

# Create a cerebro entity
cerebro = bt.Cerebro()

# Add a strategy
cerebro.addstrategy(TestStrategy2)

data = getStockFromCSV(stock_index='AAPL', period='H1', add=[])[-3000:]
df = bt.feeds.PandasData(dataname=data, 
                timeframe=bt.TimeFrame.Minutes, 
                compression=60, 
                openinterest=-1) 


#df = PandasData(dataname=data)
cerebro.adddata(df)

cerebro.resampledata(df, timeframe=bt.TimeFrame.Days, compression=1)

# Set our desired cash start
cerebro.broker.setcash(1000000.0)

# Print out the starting conditions
print('Starting Portfolio Value: %.5f' % cerebro.broker.getvalue())

# Run over everything

cerebro.run()

# Print out the final result
print('Final Portfolio Value: %.5f' % cerebro.broker.getvalue())

  
class TestStrategy2(bt.Strategy):
    
    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose0 = self.data0.close
        self.dataclose1 = self.data1.close

        #print(len(self.datas))
        #print(len(self.data0.close))
        #print(len(self.data1.close))
        
    def log(self, dt=None):
        txt0 = 'closing: %.5f' % self.dataclose0[0] 
        txt1 = 'closing: %.5f' % self.dataclose1[0] 

        date0 = dt or self.datas[0].datetime.date(0)
        time0 = self.datas[0].datetime.time(0)
        
        date1 = dt or self.datas[1].datetime.date(0)
        time1 = self.datas[1].datetime.time(0)
        print('%s,%s, %s' % (date0.isoformat(),time0.isoformat(), txt0))
        print('%s,%s, %s' % (date1.isoformat(),time1.isoformat(), txt1))


    def next(self):
        #print('datas', len(self.datas))
        print('close0', self.dataclose0[0])
        print('close1', self.dataclose1[0])
        self.log()

But the output is a litlle weird...

close0 132.91
close1 133.72
2020-12-31,21:00:00, closing: 132.91000
2020-12-30,23:59:59.999989, closing: 133.72000
close0 132.03
close1 132.91
2021-01-04,16:00:00, closing: 132.03000
2020-12-31,23:59:59.999989, closing: 132.91000
close0 131.02
close1 132.91
2021-01-04,17:00:00, closing: 131.02000
2020-12-31,23:59:59.999989, closing: 132.91000
close0 131.02
close1 131.02
2021-01-04,17:00:00, closing: 131.02000
2021-01-04,23:59:59.999989, closing: 131.02000
Final Portfolio Value: 1000000.00000

why do I have a few milliseconds difference between the two dates?

Hi!

I would like to test my strategy with datas on multiple timeframes (hourly and daily) but it seems that it does not work.
Furthermore, when I launch my strategy data0 and data1 seems to be empty :

The code :

My strategy :

The ouput :

Some advice?