Interactive Brokers in Python with backtrader

ibtutorial.py

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2018 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt


class St(bt.Strategy):
    def logdata(self):
        txt = []
        txt.append('{}'.format(len(self)))
        txt.append('{}'.format(self.data.datetime.datetime(0).isoformat()))
        txt.append('{:.2f}'.format(self.data.open[0]))
        txt.append('{:.2f}'.format(self.data.high[0]))
        txt.append('{:.2f}'.format(self.data.low[0]))
        txt.append('{:.2f}'.format(self.data.close[0]))
        txt.append('{:.2f}'.format(self.data.volume[0]))
        print(','.join(txt))

    data_live = False

    def notify_data(self, data, status, *args, **kwargs):
        print('*' * 5, 'DATA NOTIF:', data._getstatusname(status), *args)
        if status == data.LIVE:
            self.data_live = True

    def notify_order(self, order):
        if order.status == order.Completed:
            buysell = 'BUY ' if order.isbuy() else 'SELL'
            txt = '{} {}@{}'.format(buysell, order.executed.size,
                                    order.executed.price)
            print(txt)

    bought = 0
    sold = 0

    def next(self):
        self.logdata()
        if not self.data_live:
            return

        if not self.bought:
            self.bought = len(self)  # keep entry bar
            self.buy()
        elif not self.sold:
            if len(self) == (self.bought + 3):
                self.sell()


def run(args=None):
    cerebro = bt.Cerebro(stdstats=False)
    store = bt.stores.IBStore(port=7497)

    data = store.getdata(dataname='TWTR', timeframe=bt.TimeFrame.Ticks)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds, compression=10)

    cerebro.broker = store.getbroker()

    cerebro.addstrategy(St)
    cerebro.run()


if __name__ == '__main__':
    run()

@AndelFeng @Shu882 @ch01ca @fly2fire I found a fix.

Problem
Assuming we are using backtrader and ibpy2, there is already a clue...

So in our current state we cannot find IBStores which we can confirm it doesn't exist by using dir in python to print the properties of bt.stores:

['VCStore', 'VChartFile', 'builtins', 'cached', 'doc', 'file', 'loader', 'name', 'package', 'path', 'spec', 'absolute_import', 'division', 'ibstore', 'print_function', 'unicode_literals', 'vchartfile', 'vcstore']

Since we know ibpy2 is python2 (trailing 2 in package name being a giveaway) it's reasonable to guess that the reason this doesn't work is some mismatch between this python2 thing (and its assumptions about how things work) and the python3 backtrader.

Solution
So the way to test that guess is to port the whole of ibpy2 to python3:

find x/lib/python3.9/site-packages/ib/ -name '*.py' -exec 2to3 -w {} \;

(x in this is the name of the virtual env I installed it under)

If we check the properties of bt.stores again IBStores shows up:

['IBStore', 'VCStore', 'VChartFile', 'builtins', 'cached', 'doc', 'file', 'loader', 'name', 'package', 'path', 'spec', 'absolute_import', 'division', 'ibstore', 'print_function', 'unicode_literals', 'vchartfile', 'vcstore']

@Jamesfryer1998
Does it work now? I wonder how to fix it in my Windows PC. Thanks a lot:)