Multiple live data feed is not working about alpaca-backtrader-api HOT 12 CLOSED

class SmaCross1(bt.Strategy):
    # list of parameters which are configurable for the strategy
    params = dict(
        pfast=10,  # period for the fast moving average
        pslow=30   # period for the slow moving average
    )

    data_live = False

    def log(self, txt, dt=None):
        dt = dt or self.data.datetime[0]
        dt = bt.num2date(dt)
        print('%s, %s' % (dt.isoformat(), txt))

    def notify_data(self, data, status, *args, **kwargs):
        print('*' * 5, data0._name, 'DATA NOTIF:', data._getstatusname(status),
              *args)
        print('*' * 5, data1._name, 'DATA NOTIF:', data._getstatusname(status), *args)
        if status == data.LIVE:
            self.data_live = True

    def notify_trade(self, trade):
        self.log("placing trade for {}. target size: {}".format(
            trade.getdataname(),
            trade.size))

    def notify_order(self, order):
        if order.status in [order.Completed, order.Cancelled, order.Rejected]:
            self.order = None
            print('Created: {} Price: {} Size: {}'.format(bt.num2date(order.created.dt), order.executed.price,
                                                      order.executed.size))
            print('-' * 80)

        print('{}: Order ref: {} / Type {} / Status {}'.format(
            self.data.datetime.date(0),
            order.ref, 'Buy' * order.isbuy() or 'Sell',
            order.getstatusname()))

    def stop(self):
        print('==================================================')
        print('Starting Value - %.2f' % self.broker.startingcash)
        print('Ending   Value - %.2f' % self.broker.getvalue())
        print('==================================================')

    # def __init__(self):
    #     sma1 = bt.ind.SMA(self.data0, period=self.p.pfast)
    #     sma2 = bt.ind.SMA(self.data0, period=self.p.pslow)
    #     self.crossover0 = bt.ind.CrossOver(sma1, sma2)
    #
    #     sma1 = bt.ind.SMA(self.data1, period=self.p.pfast)
    #     sma2 = bt.ind.SMA(self.data1, period=self.p.pslow)
    #     self.crossover1 = bt.ind.CrossOver(sma1, sma2)



    def next(self):
        # if fast crosses slow to the upside
        print('{}: O {}, H {}, L {}, C {}'.format(
            self.data0.datetime.datetime(),
            self.data0.open[0],
            self.data0.high[0],
            self.data0.low[0],
            self.data0.close[0]))

        print('{}: O {}, H {}, L {}, C {}'.format(
            self.data1.datetime.datetime(),
            self.data1.open[0],
            self.data1.high[0],
            self.data1.low[0],
            self.data1.close[0]))

        if not self.data_live:
            return

        if not self.positionsbyname["AAPL"].size: #and self.crossover0 > 0:
            self.buy(data=data0, size=5)  # enter long

        if not self.positionsbyname["GOOG"].size: #and self.crossover1 > 0:
            self.buy(data=data1, size=5)  # enter long

        # in the market & cross to the downside
        if self.positionsbyname["AAPL"].size: #and self.crossover0 <= 0:
            self.sell(data=data0, size=5)  # close long position
        # in the market & cross to the downside
        if self.positionsbyname["GOOG"].size: #and self.crossover1 <= 0:
            self.sell(data=data1, size=5)  # close long position


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.addstrategy(SmaCross1)

    store = alpacastore.AlpacaStore(
        key_id=ALPACA_API_KEY,
        secret_key=ALPACA_SECRET_KEY,
        paper=True
    )

    DataFactory = store.getdata  # or use alpaca_backtrader_api.AlpacaData
    if ALPACA_PAPER:
        data0 = DataFactory(dataname='AAPL',
                            backfill_start=True,
                            timeframe=bt.TimeFrame.Minutes, compression=1)
        data1 = DataFactory(dataname='GOOG',
                            backfill_start=True,
                            timeframe=bt.TimeFrame.Minutes, compression=1)
        cerebro.resampledata(data0, name='AAPL', timeframe=bt.TimeFrame.Minutes, compression=1)
        cerebro.resampledata(data1, name='GOOG', timeframe=bt.TimeFrame.Minutes, compression=1)
        # or just alpaca_backtrader_api.AlpacaBroker()
        broker = store.getbroker(use_positions=False)
        cerebro.setbroker(broker)
    else:
        data0 = DataFactory(dataname='AAPL', historical=True, fromdate=datetime(
            2015, 1, 1), timeframe=bt.TimeFrame.Days)
        data1 = DataFactory(dataname='GOOG', historical=True, fromdate=datetime(
            2015, 1, 1), timeframe=bt.TimeFrame.Days)
    #cerebro.adddata(data0)
    #cerebro.adddata(data1)

    if not ALPACA_PAPER:
        # backtrader broker set initial simulated cash
        cerebro.broker.setcash(100000.0)

    print('Starting Portfolio Value: {}'.format(cerebro.broker.getvalue()))
    cerebro.run()
    print('Final Portfolio Value: {}'.format(cerebro.broker.getvalue()))
    cerebro.plot()

2020-05-04 16:42:00: O 1311.27, H 1311.27, L 1310.435, C 1310.96
2020-05-04 16:43:00: O 290.3, H 290.58, L 290.2551, C 290.49
2020-05-04 16:43:00: O 1311.2424, H 1311.8942, L 1311.2424, C 1311.8942
2020-05-04 16:45:00: O 290.48, H 290.5, L 290.33, C 290.37
2020-05-04 16:45:00: O 1311.29, H 1311.48, L 1311.13, C 1311.24
***** AAPL DATA NOTIF: LIVE
***** GOOG DATA NOTIF: LIVE
***** AAPL DATA NOTIF: LIVE
***** GOOG DATA NOTIF: LIVE
2020-05-04 16:46:00: O 290.33, H 290.42, L 290.25, C 290.28
2020-05-04 16:46:00: O 1311.34, H 1311.59, L 1311.12, C 1311.59
Created: 2020-05-04 16:46:00 Price: 0.0 Size: 0
--------------------------------------------------------------------------------
2020-05-04: Order ref: 1 / Type Buy / Status Rejected  <=== rejected because of account limitations
2020-05-04 16:47:00: O 290.27, H 290.36, L 290.2, C 290.25
2020-05-04 16:47:00: O 1311.59, H 1312.08, L 1311.23, C 1312.01

Exception in thread Thread-6:
Traceback (most recent call last):
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\threading.py", line 917, in _bootstrap_inner
    self.run()
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\threading.py", line 865, in run
    self._target(*self._args, **self._kwargs)
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_backtrader_api\alpacastore.py", line 483, in _t_streaming_prices
    streamer.run()
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_backtrader_api\alpacastore.py", line 132, in run
    self.conn.run(channels)
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_trade_api\stream2.py", line 275, in run
    loop.run_until_complete(self.subscribe(initial_channels))
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\asyncio\base_events.py", line 584, in run_until_complete
    return future.result()
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_trade_api\stream2.py", line 250, in subscribe
    await self.data_ws.subscribe(data_channels)
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_trade_api\stream2.py", line 104, in subscribe
    await self._ensure_ws()
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_trade_api\stream2.py", line 88, in _ensure_ws
    await self._connect()
  File "C:\Users\NEF\AppData\Local\Programs\Python\Python37\lib\site-packages\alpaca_trade_api\stream2.py", line 52, in _connect
    raise Exception(f"Error while connecting to {self._endpoint}:"
Exception: Error while connecting to wss://data.alpaca.markets/stream:your connection is rejected while another connection is open under the same account

data0 = DataFactory(dataname='AAPL',timeframe=bt.TimeFrame.TFrame("Minutes"),)
data1 = DataFactory(dataname='TSLA',timeframe=bt.TimeFrame.TFrame("Minutes"),)
cerebro.adddata(data0)
cerebro.adddata(data1) <<< error occurs when this is added