ultra1971 / backtrader_ib_insync Goto Github PK
View Code? Open in Web Editor NEWAsync integration between backtrader and Interactive brokers.
License: GNU General Public License v3.0
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Error 10314, reqId 4: End Date/Time: The date, time, or time-zone entered is invalid.
Dear,
I tried to run the example code ibdemo.py with latest IB TWS. It met with below error, anyone has any idea to solve it?
Regard
Aaron
backtrader_ib_insync-main\examples> py .\ibdemo.py
Using New IBstore
Data added to cerebro
Error 10314, reqId 4: End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xx/xxxx where yyyymmdd and xx/xxxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation., contract: Contract(secType='CASH', conId=12087792, symbol='EUR', exchange='IDEALPRO', currency='USD', localSymbol='EUR.USD', tradingClass='EUR.USD')
***** DATA NOTIF: DELAYED
***** DATA NOTIF: LIVE
TWS auto-restart
Hi,
super useful project, thanks for publishing :)
I'm trying to run ibdemo.py live for several consecutive days. The job crashes when TWS auto-restarts. With _debug=True I get:
2023-08-09 20:14:00,109 ib_insync.client ERROR Peer closed connection.
Traceback (most recent call last):
File "/Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/3.9/lib/python3.9/asyncio/tasks.py", line 258, in __step
result = coro.throw(exc)
File "/Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/3.9/lib/python3.9/asyncio/tasks.py", line 654, in sleep
return await future
File "/Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/3.9/lib/python3.9/asyncio/futures.py", line 284, in __await__
yield self # This tells Task to wait for completion.
File "/Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/3.9/lib/python3.9/asyncio/tasks.py", line 328, in __wakeup
future.result()
File "/Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/3.9/lib/python3.9/asyncio/futures.py", line 196, in result
raise exc
asyncio.exceptions.CancelledError
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/Users/admin/backtrader_ib_insync/venv/lib/python3.9/site-packages/ib_insync/util.py", line 341, in run
result = loop.run_until_complete(task)
File "/Users/admin/backtrader_ib_insync/venv/lib/python3.9/site-packages/nest_asyncio.py", line 99, in run_until_complete
return f.result()
File "/Library/Developer/CommandLineTools/Library/Frameworks/Python3.framework/Versions/3.9/lib/python3.9/asyncio/futures.py", line 196, in result
raise exc
asyncio.exceptions.CancelledError
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/Users/admin/backtrader_ib_insync/examples/ibdemo_thomas.py", line 58, in <module>
run()
File "/Users/admin/backtrader_ib_insync/examples/ibdemo_thomas.py", line 54, in run
cerebro.run()
File "/Users/admin/backtrader/backtrader/cerebro.py", line 1132, in run
runstrat = self.runstrategies(iterstrat)
File "/Users/admin/backtrader/backtrader/cerebro.py", line 1303, in runstrategies
self._runnext(runstrats)
File "/Users/admin/backtrader/backtrader/cerebro.py", line 1547, in _runnext
drets.append(d.next(ticks=False))
File "/Users/admin/backtrader/backtrader/feed.py", line 407, in next
ret = self.load()
File "/Users/admin/backtrader/backtrader/feed.py", line 480, in load
_loadret = self._load()
File "/Users/admin/backtrader_ib_insync/backtrader_ib_insync/ibdata.py", line 448, in _load
self.q = self.ibstore.reqRealTimeBars(self.contract)
File "/Users/admin/backtrader_ib_insync/backtrader_ib_insync/ibstore.py", line 544, in reqRealTimeBars
self.ib.sleep(duration)
File "/Users/admin/backtrader_ib_insync/venv/lib/python3.9/site-packages/ib_insync/util.py", line 386, in sleep
run(asyncio.sleep(secs))
File "/Users/admin/backtrader_ib_insync/venv/lib/python3.9/site-packages/ib_insync/util.py", line 343, in run
raise globalErrorEvent.value() or e
ConnectionError: Socket disconnect
Any idea?
Getting wrong values
I am trying to integrate with this lib. (Thank you)
I am getting wrong value like below.
2022-02-02T19:41:54.263717,-1.000000,-1.000000,-1.000000,-1.000000,67418
2022-02-02T19:41:54.872746,0.000000,0.000000,0.000000,0.000000,0
datakwargs = dict(
timeframe=bt.TimeFrame.Seconds, compression=10,
fromdate=dt_now,
)
# data0 = ibdata(dataname='EUR.USD-CASH-IDEALPRO', **datakwargs)
data0 = ibdata(dataname='MNQ-FUT-GLOBEX-USD-202203-2', **datakwargs)
cerebro.adddata(data0)
is there anything need to set or fix?
Merge with Backtrader
@ultra1971 thanks for this!
Would you consider (down the track - once tested fully) working this into Backtrader and fully replacing IbPy2/IBStore?
I know there's still some work to do, but it's a much needed upgrade.
Happy to help test. I'll get it running in a better suited dev environment the weekend.
Question on rtbar.open_
Greatly appreciate the efforts in building the ib_insync capability into backtrader. Have a small question on the following line of code under ibdata.py line 673:
AttributeError:`
self.lines.open[0] = rtbar.open_I do not recall bar having the property .open_. Is there a reason why you have inserted this exception?
Receiving data from IB where OHLCV are 0.0
Hi @ultra1971 , I had been playing around with your codebase and had been impressed with your implementation with ib_insync so far.
However, when I observe the data receive from IB in backtrader. I saw there is a few lines of data comes in with 0.0 on OHLCV as attached in the post.
Is this a known issue that I should handle on the application end? Or there is a parameter that I had mislook in the documentation that will be able to solve the problem.
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