@jdrizz said in Multiple Order:
I'm not quite sure how to tell if it is executed or not
The Order class has a status property that could be used to detect the order current state:
https://www.backtrader.com/docu/order/#order-status-values
Take a look at the code sample in the documentation for how it about to be used inside the notify_order method:
https://www.backtrader.com/docu/order-creation-execution/order-creation-execution/#the-full-code
Any particular reason for not using preload and runone options?
@wnwkr13 First few notes:
As for the problem, my wild guess is that pandas read_csv method wasn't able to deduce/parse the datetime column from the .csv file ( it could be in unknown format, unsupported resolution - in case of timestamps used - or missing).
A similar problem was discussed few times here in the forum:
https://community.backtrader.com/topic/3411/data-feed-format/6
https://community.backtrader.com/topic/3384/attributeerror-int-object-has-no-attribute-to_pydatetime/18
Please take a look at the following post:
https://community.backtrader.com/topic/2433/transformation-from-datetime-float-to-datetime-type?_=1614783991179
@kitmir7 I'm not sure there is a built-in analyzer that provide this info ready out of the box, but it is pretty easy to create your own.
Basically you need to create a custom Analyzer ( inherited from bt.Analyzer) where it will retriev the commissions in its 'notify_order` method.
You then need to create a custom Observer that will gather the commissions from the above Analyzer. This observer may then be plotted.
Probably others may point an easier method.
More info about analyzers and observers:
https://www.backtrader.com/docu/observers-and-statistics/observers-and-statistics/
https://www.backtrader.com/docu/analyzers/analyzers/
For the example of Analyzer/Observer interaction take a look at the backtrader/observers/benchmark.py for Observers and backtrader/analyzers/timereturn.py for Analyzer
@houba I'm not using IPython myself but probably the following post may help: https://community.backtrader.com/topic/1911/cerebro-plot-does-not-work-with-anaconda-ipython?_=1614109874231
@houba YahooFinanceCSVData implementation expect the OHLC columns to be present.
I guess your data file is not in Yahoo format and/or contains only close prices.
You may try to use GenericCSVData instead - it is much more forgiving and doesn't request all OHLC fields to be present.
@zuj Please take a look at the following post:
https://community.backtrader.com/topic/3090/threading-error-in-cerebro-run-maxcpus/2
and the links inside - this is a known issue with several possible solutions.
@hexabraum said in Adding Multiple CSV data feeds:
def __init__(self): for i, d in enumerate(self.datas): self.dataclose = self.datas[i].close
It seems you are overriding the same instance variable self.dataclose for each data feed. So self.dataclose will just point to the latest symbol close line.
@marketwizard said in Portfolio backtesting & Benchmark:
cerebro.addobserver(bt.observers.Benchmark, data=data[0])
I believe it should be:
cerebro.addobserver(bt.observers.Benchmark, data=data)
@dmitry-prokopiev said in Abnormal behavior of the CrossOver class:
what the relationship is cash on the broker and not open BUY position
there was not enough cash for the broker to buy even a single contract at that price level ( cash = 1000 < price = 33550).
@dmitry-prokopiev said in Abnormal behavior of the CrossOver class:
what to read in the documentation
probably this one: https://www.backtrader.com/docu/broker/
@dmitry-prokopiev said in Abnormal behavior of the CrossOver class:
cerebro.broker.setcash(1000)
It probably makes sense to increase the cash available for the broker.
@foxbearbear it would help if you could share your code.
Probably the same issue as in the following post:
https://community.backtrader.com/topic/3306/signals-stop-showing-after-a-certain-date/2
Note: Please do not post your code as image. See the top of the page for the instructions for posting code in the text form.
It seems a very similar question was discussed already not so long ago. Take a look:
https://community.backtrader.com/topic/3411/data-feed-format
@gonzalo-cavanagh this is a known issue:
https://github.com/mementum/backtrader/pull/418
It's not yet merged unfortunately, but you may try to apply this fix locally and see if it solves your problem.
Alternatively you may try to downgrade the matplot package to 3.2.2.
The following post discussed this issue:
https://community.backtrader.com/topic/981/importerror-cannot-import-name-min_per_hour-when-trying-to-plot/4
@dave78 Sure, no problem with that. I'm usually live trading multiple instruments with few pending orders each on different price levels and it works flawlessly. Same code is used for backtesting - so really no problem at all.
@yacc2000, yep, something is not right with this forum's setup. At first I thought that it was a problem with the latest upgrade of the underlying 'NodeBB' infrastructure - but visiting other 'NodeBB' forums I don't see these issues.
Only members of 'administrators' group ( only @backtrader actually) can change the settings. But probably we may still ask for technical assistance in the 'NodeBB' support forum itself:
@ethan this is discussed in the following post:
https://community.backtrader.com/topic/3422/how-to-change-asset-dynamically