Hello,
How can I tell if the next() method runs on the last trading bar during backtesting?
Thanx

Hello,

If anyone is interested in pair-programming, developing algorithms with backtrader platform but doing it together, please send me an email :
trade.prophet1@gmail.com

Thx.

Hello,
When asking for the tickers in the SnP500 from IB , I get an error message:
You have requested data for 128 contracts simultaneously, which exceeds your account current limit of 100. You may increase your limit by subscribing to market data Booster Packs

Any advice?

The software I develop is for my personal use only and I'm not trying to get anything for free,I have my own .csv files with up-to-date historical quotes which I would like to use as the data feed, while the bt-ib interface is not working smoothly,this is why I wanted to know if I may use the up-to-date csv file as datafeed while leaving the bt-ib interface for orders and portfolio status,I have done this before with C++ TWS interface and it worked fine.

Hi and thank you for your reply,
Can you elaborate what that means?

Thank you

Hello,
Is it possible to use IB for buy/sell orders (+portfolio status) but take the ticker data from a csv file ?
Meaning,
Can I replace the ibstore.getdata(...) line with cerebro.adddata(...) line, in the following example?

    cerebro = bt.Cerebro()
    ibstore = bt.stores.IBStore(host='127.0.0.1', port=1001, clientId=33,notifyall=True)
    cerebro.broker = ibstore.getbroker()

    for ticker in ['AAPL', 'XOM']:
        ib_dataname = ticker+'-STK-SMART-USD'
        data = ibstore.getdata(dataname=ib_dataname,name=ticker,timeframe=bt.TimeFrame.Days,
                               compression=1,rtbar=False)
        cerebro.adddata(data)

Thank you.

@backtrader
Sorry for the late response,
in the line

self.lr = {data._name: lr(lr_lookback=self.p.rank_period, ticker_data=data) for data in self.datas}

I pass the specific data in ... ticker_data=data) for data in self.datas
Or am I missing something ?

Thank you.

in the next() method?

OK,
What am I doing wrong?
How can I pass specific data feed to an indicator?
Can you give an example?

Thank you

Hello,
I have implemented an indicator that is initialized in Strategy init for a multi-ticker strategy,
The indicator's next() is calculated OK for the first ticker(data0) but not for the rest of the tickers

code:
Here is the Strategy init code:

self.lr = {data._name: lr(lr_lookback=self.p.rank_period, ticker_data=data) for data in self.datas}

the indicators code

class LinearRegression(bt.Indicator):
    lines = ('slope','r2',)

    def __init__(self, lr_lookback, ticker_data):
        self.addminperiod(lr_lookback)
        self.ticker_data = ticker_data
        self.lr_lookback = lr_lookback

    def next(self):
        samples = self.ticker_data.get(size=self.lr_lookback)# ERROR return 0 for ALL tickers other than the first one
        if len(samples):
            slope, intercept, r_value, p_value, std_err = stats.linregress(np.arange(self.lr_lookback), np.array(samples))
        else:
            slope=0
            r_value=0
        self.lines.slope[0] = slope
        self.lines.r2[0] = r_value ** 2

please advise,
Thank you