Lionel Young

Results 30 comments of Lionel Young

Hi @andrewcz , I don't see a hook in the code, but a workaround could be tracking this in your strategy file For example, whenever you have an `instrument.order()` or...

Added a test in #104 for an indicator Slow and steady we go

I get a similar error about the sql execution for trades (I assume it's normal because I have no trades on this database), but I don't lose my MySQL connection...

Nevermind, it crashes for me too. I tried again, with --nopass and it lasted a bit longer. Not sure if related I also took a trade and checked it again,...

Hi @jshridha, can you try a larger tick resolution? "1K" refers to 1 tick. Perhaps you can try 1000 ticks? This would be: ``` strategy = TestAlgo( instruments=["AAPL", ], resolution="1000K",...

I got the same issue too: ``` Traceback (most recent call last): File "strategy_tick_demo.py", line 102, in strategy.run() File "c:\users\summit\projects\summit\summitquant\env\src\qtpylib\qtpylib\algo.py", line 412, in run book_handler=self._book_handler File "c:\users\summit\projects\summit\summitquant\env\src\qtpylib\qtpylib\blotter.py", line 1084, in...

Interactive Brokers API has historical data for 1min/1day, etc, but they only provide API for real time streaming in either ticks or in 5-sec bars Here's a link to the...

Thanks for pointing out this feature! > keepUpToDate, Whether a subscription is made to return updates of unfinished real time bars as they are available (True), or all data is...

I found this note, worth keeping in mind: > The advantage of reqRealTimeBars is that it behaves more robust when the connection to the IB server farms is interrupted. After...

I'll test this out with the API too, see how it handles it