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ranaroussi avatar ranaroussi commented on May 18, 2024

There's no strategy initialization in your code, and there's also a ] at the beginning on the instrument=... line. Does it also exist on the code you're running?

Please try running this code and let me know what's the output?

class TestStrategy(Algo):
    def on_start(self):
         pass

    def on_tick(self, instrument):
        print(".", end="")

    def on_bar(self, instrument):
        bar = instrument.get_bar()
        print("\n ==> BAR:", bar)
 
if __name__ == "__main__":
    strategy = TestStrategy(
        instruments = [ "AAPL" ],
        resolution  = "1T" # 1Min bar resolution (Pandas "resample" resolutions)
    )
    strategy.run()

from qtpylib.

avatar commented on May 18, 2024

Hi Ran. I ran the example you gave.

python print_data.py 
Server Version: 76
TWS Time at connection:20161202 16:42:58 CST
^C......................................................................................................................................................................................................................................................................................................................................

No output. The blotter is working. If I change the 1T to 1K, it works fine.

Another observation that might be related to this issue: I run this code

class TestStrategy(Algo):
    def on_start(self):
         pass

    def on_tick(self, instrument):
        print(".", end="")

    def on_bar(self, instrument):
         print(">", end="")

if __name__ == "__main__":
    strategy = TestStrategy(instruments = [ "AAPL" ], resolution  = "1K")
    strategy.run()

One interesting observation is that nothing was printed until I pressed Ctrl+C. Then all the > and . result appeared. Second observation was that even with sampling K, on_tick is called twice as many as on_bar, which is not as I expected (the frequencies to be same, right?):

python print_data.py 
Server Version: 76
TWS Time at connection:20161202 17:15:58 CST
^C.>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>..>.

>>> Interrupted with Ctrl-c...

It is like there is buffering happening and it is dumped when you terminate the process.

from qtpylib.

ranaroussi avatar ranaroussi commented on May 18, 2024

When printing with the end="" parameter, you should add flush=True to have it actually printing... :)

This should work:

from qtpylib.algo import Algo

class TestStrategy(Algo):
    def on_start(self):
         pass

    def on_tick(self, instrument):
        print(".", end="", flush=True)

    def on_bar(self, instrument):
         print(">", end="", flush=True)

if __name__ == "__main__":
    strategy = TestStrategy(instruments = [ "AAPL" ], resolution = "1K")
    strategy.run()

from qtpylib.

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