latency between system and bt clock

bt_latency1.py

import datetime
import backtrader as bt
import pytz
import pandas as pd

from utils.constants import getIBFX



class TickerStrat(bt.Strategy):
    params = (
        ('tickNameEndswith', None),
    )

    def notify_data(self, data, status, *args, **kwargs):
        print('*' * 5, datetime.datetime.utcnow(), 'DATA NOTIF:', data._getstatusname(status), data._name, *args)

    def notify_store(self, msg, *args, **kwargs):
        print('*' * 5, datetime.datetime.utcnow(), 'STORE NOTIF:', msg)

    def __init__(self):
        # self.data_length = [len(data) for data in self.datas]
        self.data_length = [0 for data in self.datas]
        self.dt = [None for i in self.datas]
        return

    def printAllTicks(self):
        print(datetime.datetime.utcnow())
        for i, x in enumerate(self.datas):
            if self.p.tickNameEndswith not in self.datas[i]._name:
                continue
            if self.dt[i] != self.datas[i].datetime.datetime():
                marker = '---'
                self.dt[i] = self.datas[i].datetime.datetime()
            else:
                marker = '***'
            print(self.datas[i]._name, self.datas[i].datetime.datetime(), self.datas[i].close[0], marker)
        print()

    def next(self):
        self.printAllTicks()


def main():
    cerebro = bt.Cerebro(stdstats=False)

    ibstore = bt.stores.IBStore(
        host='127.0.0.1', port=4002, clientId=42, reconnect=-1)
    broker = ibstore.getbroker()

    cerebro.setbroker(broker)
    tickNameEndswith = '_tick'

    instrumentNames = getIBFX()
    instrumentNames = instrumentNames[:3]

    for instrumentName in instrumentNames:

        data = ibstore.getdata(dataname=instrumentName, tz=pytz.timezone('UTC'))
        cerebro.adddata(data, name='{}{}'.format(instrumentName, tickNameEndswith))

    cerebro.addstrategy(TickerStrat, tickNameEndswith=tickNameEndswith)
    cerebro.run(tradehistory=True)


if __name__ == '__main__':
    main()