Topics created by vladisld

After 1 year of trying to register, today the issue seems to miracously be fixed! I hope whoever struggled to register in the past sees this.

Ill add the news to the subreddit post about this issue as well.

Yippie! ;)

PR submitted: https://github.com/mementum/backtrader/pull/411

@vladisld Has memory leak problem been solved?can you show me the code, I meet the same problem,tnank u .

The proposal is to introduce the new type of Timer that will use the real-time clock and could be scheduled using 'crontab' syntax to be used in live trading scenarios. There is a prototype implemented in my fork ( still not final) - open to discussion of cause:

https://github.com/vladisld/backtrader/commit/d3617d9df273719fa4cb8ecc7061d3b8123fb4db

After further check - it seems the problem was caused by my own changes. The warning messages were pushed by mistake to the same message queue that was used by 'reqContractDetails'.

My apologies. Please ignore this topic.

Unfortunately the fix wasn't as trivial - since the error codes 2105/2016 were sent in other scenarios as well - so since nobody was interested I've just abandoned the fix. Currently I'm just making my best to avoid such double connections :-(

@vladisld Even with this fix, I still see the issue. Worked once and failed twice.

It seems the 'fix' worked pretty well on real time (paper) trading.

2020-01-17 15:45:00:HMI-STK-SMART-USD:track:notify_order: Market Buy Partial, price: 14.63, size: 400, cost: 5852.0, comm: 2.0, ref: 7 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits: p1: 0, p2: 3 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 0, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 1, dt: 2020-01-17 15:45:06, bit size:200, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 2, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits done. ... 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:notify_order: Market Buy Partial, price: 14.63, size: 500, cost: 7315.0, comm: 2.5, ref: 7 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits: p1: 3, p2: 4 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 0, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 1, dt: 2020-01-17 15:45:06, bit size:200, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 2, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 3, dt: 2020-01-17 15:45:08, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 4, dt: 2020-01-17 15:45:09, bit size:182, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits done. ... 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:notify_order: Market Buy Completed, price: 14.629999999999999, size: 682, cost: 9977.66, comm: 3.41, ref: 7 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits: p1: 4, p2: 5 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 0, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 1, dt: 2020-01-17 15:45:06, bit size:200, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 2, dt: 2020-01-17 15:45:06, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 3, dt: 2020-01-17 15:45:08, bit size:100, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:idx: 4, dt: 2020-01-17 15:45:09, bit size:182, bit price:14.63 2020-01-17 15:45:00:HMI-STK-SMART-USD:track:order bits done.

Now I wonder how such 'fix' would have been tested in normal scenario ( in dev environment). Usually this requires 'component level testing' of IBStore/IBBroker/IBFeed components. However this will in turn require some mockups for interfaces below (celebro) and above the IB implementation (IBPy2) that are not existing today.

How are you usually testing the components outside the core ?

I couldn't find such tests in the package, but given that this is already a second issue I've seen in IBStore/IBBroker/IBFeed component it is a good idea to add some tests (at least to cover the issues already found) - volunteering to help with it if accepted by maintainer.

Thanks
Vlad

@vladisld said in StrategySkipError exception:

The documentation

Docs - Exceptions - https://www.backtrader.com/docu/exceptions/

That's the specific documentation for the exception and it clearly shows it is done during __init__

@vladisld said in StrategySkipError exception:

Am I wrong?

No, it is shown in the docs.

@shspersonalwork

order the strategy to create orders for each data in self.datas.