Thanks @vladisld, really nice! Looking forward to this!
Regarding the name: Might backtrader2 lead people into thinking that it is v2 of the official project? Maybe the name should indicate more that is is a fork of the official backtrader? Some people seem to already expect some sort of a version 2 of the offical project, e.g. https://community.backtrader.com/topic/2210/backtrader-2-0
I would be happy to contribute what I have to a new backtrader project. Doing the fork is easy I guess. But it needs someone to step up willing to bring the needed commitment to lead a new project.
Also maybe better keep the discussion in the existing thread?
I agree the situation is not ideal. But I totally respect that people move on and don't enjoy maintaining projects forever. So yeah, the usual flow of things is that someone steps up willing to either get commit rights to the official repo or establish a fork which is considered as a new "official" repo (bt-next? bt-ng anyone?) :)
It looks like there are several open bugs in the code since some time which I guess won't be fixed anymore. So when you plan to get into BT then be ready to work with the code to be able to cope with bugs/problems. It surely is worth it though. You can find some fixes/improvements in other people's BT forks.
E.g. when using live mode and resampling live ticks to M1 bars then you get gaps in the data lines when in a given minute no tick arrived. I am unsure how to handle this properly and I think I have read about backtrader being able to forward fill those gaps when data is missing.
Currently I fail to find any definite information about this topic. What I found is this which involves using data filters:
https://www.backtrader.com/blog/posts/2016-04-19-sync-different-markets/sync-different-markets/
Not sure if something similar could be used to handle the situation mentioned above. I am sure this topic has been discussed already. So maybe someone could point me in the right direction?
Thank you.
I guess you are trying to instantiate your strategy with an argument size which is unknown to your strategy?
But still, debugging code is alot easier when you actually can see the code in question :)
optreturn ofc... I will never get this right...
However,I don't use the backtrader's original optimize function,because there is something wrong when I do it,I can't sovle it,so every time,my backtest must consume 13%(data._preload()),is there some ways to pcikle the preloaded data?
There is a bug with optresult=True in the current backtrader code when using particular analyzers which will result in unnecessary large result objects. As every process needs to pickle its result back to the one main process this main process will become a bottleneck with large result objects. The processes will pile up waiting for their chance to send their results which effectively brings them to a halt.
Not sure if you encountered this situation though.
I think I fixed it. Seems to work with the observers.
Thank you, yes I know, but then all observers are gone :)