Skip to content

Instantly share code, notes, and snippets.

@backtrader
Last active May 9, 2024 03:06
Show Gist options
  • Save backtrader/456cf0891a7a62ceb2bbb5e4234c01e7 to your computer and use it in GitHub Desktop.
Save backtrader/456cf0891a7a62ceb2bbb5e4234c01e7 to your computer and use it in GitHub Desktop.
Interactive Brokers in Python with backtrader
#!/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
Copy link

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

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment