Posts made by Yuehua-Liu

Hi team,

I'm trying to build my own feed.DataBase Class for my websocket service. But I'm stuck right now.
I can run the Class and print my data correctly, but I'm not able to set the lines for my data.
It always raise the error when I tried to assign the data.

Here's the code I've done, can anyone help to give a example how to set the web socket data？ thanks

rom datetime import datetime
import backtrader as bt
import websocket
import logging
import json

class MySocketData(bt.feeds.DataBase):
    def __init__(self):
        self.ws = None
        self.data = []

    def islive(self):
        return True

    def start(self):
        self.ws = websocket.WebSocketApp('MY_IP:PORT',
                                         on_open=self.on_open,
                                         on_message=self.next)
        print("start run forever!!!!")
        self.ws.run_forever()

    def stop(self):
        self.ws.close()

    def on_open(self, ws):
        logging.info('connected the data stream')
        ws.send('This is a test message from NB yo man!')

    def next(self, ws, message):
        logging.info(f'received: {message}')
        data = json.loads(message)
        self.data.append(data)

        if len(self.data) > 0:
            print(datetime.strptime(self.data[0]['日期'], r'%Y/%m/%d %H:%M:%S'))
            
            dt = bt.date2num(datetime.strptime(self.data[0]['日期'], r'%Y/%m/%d %H:%M:%S'))
            print(self.lines.datetime)
            self.l.datetime[0] = dt
            self.l.open[0] = self.data[0]['KBAR']
            self.l.high[0] = self.data[0]['KBAR']
            self.l.low[0] = self.data[0]['KBAR']
            self.l.close[0] = self.data[0]['KBAR']


if __name__ == '__main__':
    datafeed = MySocketData()
    datafeed.start()