Posts made by vladisld

@chen-xu what is the reason not to implement this logic in a single strategy?

@peixoto hmm, other than looking at the TWS API Log file and see if any order request came through I can't think of anything right now.

@peixoto The config looks ok. Could you try to pass None for clientId ( that's what I'm using in my system)?

@peixoto said in backtrader connects to diferent instance of TWS:

I believe the tws window and my algo are running too different instances

Do you see any changes (like cash changes) in the portfolio window upon order execution?

@run-out @run-out Just to keep this thread active in hope that Daniel will notice:

The registration seems still to be broken - just got another private email about it ( Dec`19 )

@tianjixuetu ok. One other thing that I've noticed in my experience is the default port number on linux and windows could be different.

So if your code assumes the same port on all platforms - this could be a source of the problem and it worth to check this out.

I

@tianjixuetu As the error said - you should check the "Enable ActiveX and Socket Clients" settings

@drew-clayman said in 'AutoInfoClass_OrderBase_Order_SellOrder' object has no attribute 'isclosed' (for trade.isclosed):

self.notify_trade(self.order)

Few notes:

• notify_trade method is defined to accept the 'Tradeinstance and not anOrder` instance.
• usually the notify_trade is not called directly, instead it is used by the Cerebro instance to notify the strategy about the trade status change

More on Trade class (https://www.backtrader.com/docu/trade/)
More on notify_trade method (https://community.backtrader.com/topic/1047/notify_trade)
There are few examples of notify_trade usage in QuickStart Guide.

@run-out Registration process seems not to be functioning once again ( returning 504 Timeout error ).

@littleking you may take a look at the following code in my fork and compare it to the current code used in backtrader:

https://github.com/vladisld/backtrader/blob/lazytrader/backtrader/feeds/influxfeed.py

@nsananguly

Please take a look at the following post about extending the PandasData to include custom columns:
https://community.backtrader.com/topic/1828/how-to-feed-a-custom-pandas-dataframe-in-backtrader/6

@nsananguly

in order to pass the period parameter to the cerebro.optstrategy method, your strategy class should have period param defined as in the following example:

class MyStrategy(bt.Strategy):

    params = (('period', 20),)

Please take a closer look at the docs:

https://www.backtrader.com/docu/operating/#a-strategy-derived-class

@nsananguly said in #module #object #not callable:

cerebro = bt.cerebro()

cerebro = bt.Cerebro()

please mind the upper case of the Cerebro class.

@duni4i timeframe parameter may be specified during PandasData instantiation:

data = bt.feeds.PandasData(dataname=df,timeframe=...

@adamb032 The next() method runs after a candle has been closed when all final ohlc data for that candle is available.

Does it answer your question?

IBStore is using the IBPy library for communication with Interactive Brokers. This library seems to be thread safe theoretically. However I'm not sure that sharing the IBStore instance between multiple Cerebro instances is supported and/or tested.

For example, I'm not sure how the notification mechanism will work, when multiple instances of the Cerebro engines will have to be somehow connected to the same instance of the IBStore.

@walt This behavior is by design although I would agree is somewhat unexpected.

During first few prenext calls only the first data datas[0] is actually iterated ( since the second data datas[1] is still not started). Getting the 'current' value of the datas[1] doesn't make sense at this point - however the current implementation of GenericCSVData will just return the latest loaded bar value. Other data feed classes may just throw exception for example.

To be on the safe side I'd suggest to just test that the data was actually iterated before trying to access the current bar:

if len(self.datas[1]):
   px2 = self.datas[1].close[0]

the len(self.datas[1]) will be zero unless the first bar of the data will be iterated.

@walt It would be great if you could share the code, logs and a sample of the data that shows the problem.

@jrothschild33 said in How to process data by quarter?:

You have to make sure the data is started on January，or the result will only compression by 3 continuous months, not by quarter.

AFAIU this is the only option right now. Properly solving this should involve extending Backtrader to support yet another TimeFrame with all the ensuing consequences.

Others may correct me of cause.

I've got few emails from people wanted to register on the forum and getting errors while doing so.

Here the example:

 I contact you because I can't finish my registration.
Therefore I can't post in the forum but I would really like to join the community, maybe you can help or connect me with someone? ...

...It seems that a required javascript file for the registration process is not being loaded... 
I don't know if this is on purpose? 
The process fails when I try to consent to the data policies AFTER account creation. 
After buffering for a while I receive a 504 timeout after clicking on "Submit".

I've tried to verify it by registering some temporary account and I'm getting the same error right now (Oct'19 2021)

Hope Daniel will notice this forum post and could fix the issue.