INNER CODE UNIT · Python

start

WISEPLAT/backtrader_moexalgo · DataExamplesMoexAlgo/02 - Symbol data to DF.py:19

    def start(self):
        for data in self.datas:  # Running through all the requested tickers
            ticker = data._name
            self.df[ticker] = []
            self.df_tf[ticker] = store.get_interval(data._timeframe, data._compression)

    def next(self):
        """Arrival of a new ticker bar"""
        for data in self.datas:  # Running through all the requested tickers
            ticker = data._name
            _date = bt.num2date(data.datetime[0])

            try:
                if data.p.supercandles[ticker][data.p.metric_name]:
                    print("\tSuper Candle:", data.p.supercandles[ticker][data.p.metric_name][0])
                    _data = data.p.supercandles[ticker][data.p.metric_name][0]
                    _data['datetime'] = _date
                    self.supercandles[ticker][data.p.metric_name].append(_data)

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