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backtrader2 / backtrader

Python Backtesting library for trading strategies
https://www.backtrader.com
GNU General Public License v3.0
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Does backtrader2 work with the new version of IB Gateway 10.19? #94

Open hermes-trading opened 8 months ago

hermes-trading commented 8 months ago

Seems like notify_data never receives the data feeds, historical or real time. If this version is not supported, is there an older version that is confirmed to work?

FGU1 commented 7 months ago

To my knowledge, no older version is confirmed to work. There has been a few changes on IB API side (volume int -> float, upcoming datetime format for order validity etc.) and I've made some (somehow) quick & dirty fixes on it and on other issues I found. You can find the branch with these fixes here : https://github.com/FGU1/backtrader/tree/IB_live_fix_and_others Tested with TWS 10.26.1h and python 3.11 on paper account, tests still ongoing on live account. For orders with GTD validity : have to be sent in UTC time. Feel free to let me know if it works for you or if you found some issues with it.