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    the world

    @the world

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    Best posts made by the world

    • RE: How to speed up almost 100 times when add data and preload data?

      @the-world I solved this error by modifying the code using the pickle in the cerebro.py

                  if self.p.optdatas and self._dopreload and self._dorunonce:
                      if self.p.load_my_data:
                          begin_time = time.time()
                          self.datas = self.load_my_data_from_pickle()
                          end_time = time.time()
                          print("every time pre_load from pkl consume time :{}".format(end_time - begin_time))
                      else:
                          begin_time = time.time()
                          for data in self.datas:
                              data.reset()
                              if self._exactbars < 1:  # datas can be full length
                                  data.extend(size=self.params.lookahead)
                              data._start()
                              if self._dopreload:
                                  data.preload()
                          end_time = time.time()
                          print("every time pre_load from raw consume time :{}".format(end_time-begin_time))
      
      
      posted in General Discussion
      the world
      the world
    • RE: How to improve the performance when backtest on multi-data

      @run-out Thanks for your suggestion. I need the coins in the same portfolio, but I will tune the params separately using the optimize.

      posted in General Code/Help
      the world
      the world

    Latest posts made by the world

    • RE: Can't get indicator trigger date to show up in logs

      @davidavr said in Can't get indicator trigger date to show up in logs:

      community are really attrac

      lean uses C# for its core, shouldn't it be faster?

      posted in General Code/Help
      the world
      the world
    • Ways to accelerate the interactive plot of your backtest result.

      1.downsample
      2.gpu accelerate (bokeh and plotly have the gpu api)
      The two points mentioned above are just my thoughts and have not taken action. When I realize it, I will update it in this post. Before, I drew a K-line with a one minute interval of three months data. When dragging and zooming, the speed was very slow, so I came up with the idea of improving the speed

      posted in General Code/Help
      the world
      the world
    • RE: Is there any high performance plot python packages?

      @leggomaeggo I have tried this, still this problem, when there is a large dataset

      posted in General Code/Help
      the world
      the world
    • Is there any high performance plot python packages?

      When my data has 10000 points, It will be very slow when I want to view the details of the plot (zoom and drag), but it is easy to zoom and drag the plot drawn by MATLAB. Does Python have a high-performance drawing tool like matlab's plot

      posted in General Code/Help
      the world
      the world
    • RE: data feeds with different start date

      @dasch said in data feeds with different start date:

      you could provide some code to see what issue you have, its better than just guesswork what your issues may be.

      The trade just happened, but no plot.
      I think it is too little data in C98, if I change to another data not so little (with BTC data 90% of the length), then the graph will show normal. There should be some problem with the logic of plot.
      You can try to reproduce this whit data feeds of different start time. But need to override the prenext method to make trade happen when there is only one data feeds have valid data

      posted in General Code/Help
      the world
      the world
    • RE: data feeds with different start date

      @run-out There is no buy-sell plot in the second symbol(C98USDT), I don't know why.

      posted in General Code/Help
      the world
      the world
    • RE: Can't get indicator trigger date to show up in logs

      @davidavr how about the backtest speed of LEAN

      posted in General Code/Help
      the world
      the world
    • How to optimize the strategy selection

      https://www.backtrader.com/blog/posts/2016-10-29-strategy-selection/strategy-selection/
      Two strategies have different parameters, How to pass the parameter to the strategy selection

      posted in Indicators/Strategies/Analyzers
      the world
      the world
    • RE: optimization on Strategy Selection example

      @backtrader said in optimization on Strategy Selection example:

      You then need to have 5 optimizations (the sample shows 2) and the StFetcher instantiating the appropriate strategy with the appropriate parameters. In the example idx is used as the key to decide which strategy to return. The same idx can be used to decide which strategy to instantiate and with which parameters.

      Can you give me an example code? thank you

      posted in General Code/Help
      the world
      the world
    • data feeds with different start date

      There is no buy-sell triangles in symbol C98's figure. But the cash grows which means there are trades in C98
      329a29b4-50ee-4af0-8e40-df30ccf7f5a4-image.png

      posted in General Code/Help
      the world
      the world