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Comments (8)

saleh-mir avatar saleh-mir commented on May 15, 2024

Which version of Jesse are you using?

Run jesse --version

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Gabri avatar Gabri commented on May 15, 2024

I had similar problems too with charts in a previous version(s) but I tried now with version 0.18.2 and no more problems in my test

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saleh-mir avatar saleh-mir commented on May 15, 2024

Is this solved?

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noenfugler avatar noenfugler commented on May 15, 2024

Can confirm.
jesse, version 0.20.9

Also found a confirmation on Discord.

Can confirm that seems to be linked to use of self.liquidate()

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noenfugler avatar noenfugler commented on May 15, 2024

Seems to be related to line 85 of charts.py. Suspect something to do with the last trade being open as the timestamp that is causing the key error is not in price_dict.

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saleh-mir avatar saleh-mir commented on May 15, 2024

I want to include the last trade in the chart too. Do you guys have a sample strategy that produces this error so I can reproduce the issue?

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noenfugler avatar noenfugler commented on May 15, 2024

I want to include the last trade in the chart too. Do you guys have a sample strategy that produces this error so I can reproduce the issue?

Great. My fix never really got to the source of the issue, just caught it before it caused an exception.

It's odd though, I'm having time reproducing the issue now. I'll keep trying

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noenfugler avatar noenfugler commented on May 15, 2024

Ok, got it. Routes is:

# Make sure to read the docs about routes if you haven't already:
# https://docs.jesse.trade/docs/routes.html
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # #

from jesse.utils import anchor_timeframe

# trading routes
routes = [

    ('Binance Futures', 'BTC-USDT', '1h', 'HighPass'),
]

# in case your strategy requires extra candles, timeframes, ...
extra_candles = [
    ('Binance Futures', 'BTC-USDT', anchor_timeframe('1h')),
]

Check the files for strategy init and Custom Indicator.

Bactest parameters below.
$jesse backtest '2021-02-01' '2021-03-27' --chart

init.py.zip
high_pass.py.zip

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