A sincere recommendation again: read what you have before your eyes.

First:

For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Or else your posts are unreadable.

Second:

@vivalavida1982 said in Arbitrage Strategy Test with Minute Data:

TypeError: unsupported operand type(s) for +: 'int' and 'str'

You are obviously passing an str where an int is expected.

Third.

@vivalavida1982 said in Arbitrage Strategy Test with Minute Data:

for i in self.data1['Date'] and self.data2['Date']:

This seems to be a pandas-like syntax expectation. backtrader is not pandas. The expectation of your statement there is really a mistery here. Data feeds (like other lines objects) support integer indexing. See Docs - Platform Concepts