@vladisld Thank for your reply, I have some question about your solution, would you please clarify it for me? Thanks for you time.

1. If add all the asset (which could be 4000+) to the strategy, how to make other data feed inactive, and don't need to load them and process them? Otherwise it will be very bad for performance and memory.
2. Once stratgey start to run, if I want to change some asset, how to make the new selected asset active?
3. Could I initize the indicator with new data feed in the strategy.next() function, then start to use these indicator? for example:

class UserStockStrategy(bt.Strategy):
    def next(self):
          if time_is_right == True:
               new_asset_idx = self.pick_some_asset()
               self.sma = SMA(self.datas[new_asset_idx], period=5)

          if self.sma > self.datas[new_asset_idx].close:
               self.buy()

Thanks

Hi, I'm trying to implement some strategy which might change asset from time to time.

As illustration above, I might want to select stock at some interval, the asset might change, or might not change like Asset2.

And as the recommendation in this thread:
https://community.backtrader.com/topic/1559/indicator-with-dynamically-changing-data
Quote from thread: "In any case I feel you are using the wrong approach imho. Instead of changing the data feeds, you should change what the data feed delivers, which at the end of the day delivers the same result, but is compatible with any way an indicator can be written."

So I extend PandasData as follow, to change data feed when the asset is changed.

class ReplaceablePandasData(bt.feeds.PandasData):
    def changeDf(self, df):
        self._idx = df.index.get_loc( self.p.dataname.iloc[self._idx]["date"], method="backfill")
        self.p.dataname = df.reset_index()

But there is a problem: the indicator like SMA, might caculate the result from data in LineBuffer array, which contain both old data and new data:

How could I fix this problem, or is there any other better way to achieve dynamical asset?

Thanks
@ab_trader @backtrader

@ab_trader Thanks

sorry, my mistake.

I run cerebro with preload=False, then I change the content of data feed at some time.

As for stateless and stateful, here is example.

class stateful_crossover(bt.Indicator):

   def next(self):
         if self.data0 < self.data1:
                if self.state == OVER:  #check state caculate by old data
                       self.line.crossover = -1
                self.state = UNDER     #keep state
          elif self.data0 > self.data1:
                if self.state == UNDER:
                       self.line.crossover = 1
                self.state = OVER        #keep state

class stateless_crossover(bt.Indicator):
   def next(self):
         #always caculate result from new data, not keeping any state
         if self.data0 < self.data1 and self.data0[-1] > self.data1[-1]: 
                self.line.crossover = -1
         elif self.data0 > self.data1 and self.data0[-1] <self.data1[-1]:
                self.line.crossover = 1

So I'm wondering if Is backtrader predefined indicator (for example crossover etc) stateless. And if it's not stateless, is there any general way to reset the indicator to initial state?

Thanks

Hi,
I'm trying to implement some kind of strategy, which pick stock base on some criteria at some time, then trade those stock.

So the data feed is dynamically changing.

I run cerebro with preload=True, so it will always use new data.
But it require the indicator to be stateless, which all the line caculate with new data feed, and don't keep any state from old data feed.

So I'm wondering if Is backtrader predefined indicator (for example SMA, crossover) stateless. And if it's not stateless, is there any general way to reset the indicator to initial state?

@backtrader @ab_trader

Thanks

@yacc-don
if inner timeperiod is not equal to outer timeperiod, and runonce=False, the got the following excetption:

  File "/home/user/.local/lib/python3.7/site-packages/backtrader/lineiterator.py", line 347, in nextstart
    self.next()
  File "/home/user/.local/lib/python3.7/site-packages/backtrader/talib.py", line 217, in next
    out = self._tafunc(*narrays, **self.p._getkwargs())
  File "/home/user/.local/lib/python3.7/site-packages/talib/__init__.py", line 27, in wrapper
    return func(*args, **kwargs)
  File "talib/_func.pxi", line 3323, in talib._ta_lib.LINEARREG_SLOPE
  File "talib/_func.pxi", line 68, in talib._ta_lib.check_begidx1
Exception: inputs are all NaN

@vladisld Thanks

Here is my code

class UserStockStrategy(bt.Strategy):
    def __init__(self):
        self.ind = bt.talib.LINEARREG_SLOPE(bt.talib.LINEARREG_SLOPE(self.datas[0].close, timeperiod=5), timeperiod=2)  #recursive formula

cerebro = bt.Cerebro(runonce=False)

If runonce is True, everything is ok, and exception raised if runonce is False.
And if inner timeperiod equal to outer timeperiod, it's also fine with runonce=False.

Could anybody help me? Thanks.

Hi,

I want to caculate growth each day, so I did like this in strategy:

class UserStockStrategy(bt.Strategy):
    def __init__(self):
        exp_variables["growth"] = (self.data.close - self.data.close[-1])/self.data.close[-1]

Everthing is OK, until I run cerebo with preload=False

    cerebro = bt.Cerebro(runonce=False, preload=False)

The I got IndexError:
IndexError: array index out of range

    exp_variables["growth"] = (self.data.close - self.data.close[-1])/self.data.close[-1]
  File "/home/user/.local/lib/python3.7/site-packages/backtrader/linebuffer.py", line 163, in __getitem__
    return self.array[self.idx + ago]
IndexError: array index out of range

Could anybody help me, thanks

@ab_trader @backtrader

@ab_trader Your solution is very good, thank you.