Can you please specify how to activate the option? and how can I know from the messages what is slowing me down?
Posts made by Trade Prophet
Waiting a long time for IB to backfill
I using IB for live trade but the waiting time for backfill is very long(~20 minutes+),
I need daily bars of the last year for my strategy to start so its not many bars but still, I wait a long time,
here is my code :
I have a list of strategies(one in the added example) the symbols are read from csv file(2 in this case), then IB is registered and operated, nothing fancy.
feed_folder = 'quotes'
constituents = 
cerebro = bt.Cerebro() ibstore = bt.stores.IBStore(host='127.0.0.1', port=8002, clientId=33,notifyall=True) cerebro.broker = ibstore.getbroker() lookback = datetime.timedelta(days=200) strategies = [RiskPair_NN] for strategy in strategies: strats = cerebro.addstrategy(strategy=strategy, timeframe=datetime.timedelta(days=1),optimizing=False, feed_folder=feed_folder, start_date=datetime.datetime.now() - lookback,\ end_date=datetime.datetime.now()) symbol_list = ['SPY'] for strategy in strategies: with open(strategy.get_symbol_list_filename(), 'r') as f: reader = csv.reader(f) for ticker in reader: if len(ticker): symbol_list.append(ticker) symbol_list = set(symbol_list) for ticker in symbol_list: ib_dataname = ticker+'-STK-SMART-USD' data = ibstore.getdata(dataname=ib_dataname, name=ticker, clientId=33, reverse=False) cerebro.adddata(data) cerebro.run()
Can anyone share if they have to wait a long time too? can something be done about this?
RE: Issue with order_target on live trading
I have the same problem as reported in the initial post:
in my strategy, I call self.order_target_value(...), when debugging into that function I get to the framework call value = self.broker.getvalue(datas=[data]) , this call returns an invalid value(a very large value, close to the value of the entire portfolio), in my case, it should return 0 since the ticker does not exist in IB portfolio
Can you try and replicate this behavior and fix in case there is a bug?
error when buying stocks with ib
I use ib as the live broker and everything seems to be ok until I get to the code that actually buys a stock
I get the error "error() takes 2 positional arguments but 4 were given"
can anyone help?