next() is run every second in live mode, even though it is set to days about alpaca-backtrader-api HOT 8 CLOSED

Hi, sorry for the late response
this project is quote driven (as opposed to clock driven)
or in other words, currently the only events for live trading are quotes (which could basically be even more than once per second)
I will try to look in to it soon, and see what could be done (but probably, we could not do daily events because they do not exist in the data providers - alpaca or polygon. so minute events is probably a possibility)

you have 2 choices:

• you check inside your code "did I execute today?" and mark it in a variable with today's date. if you already did what you want for today - don't do nothing new (so next() will be called many times, but will take action once per day)
• look at pylivetrader which is another project by alpaca which is clock driven (so you could handle_data() which is the equivalent to next() every minute/day). but this means learning a new environment and writing a new algo.

so you should probably take the first approach.
hope that helps.

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@shlomikushchi wouldn't a resample like this also work?

datakwargs = dict(
    historical=False,
    backfill_start=False,
)
data = DataFactory(dataname="SPY", **datakwargs)
cerebro.resampledata(data, timeframe=bt.TimeFrame.Days)

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it will probably work better when the samples will be aggs (minute bars) and not quotes

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@shlomikushchi my understanding is that tick data should work fine with bar2edge being set to True, which by default it is. Per resamplerfilter.py:

      - bar2edge (default: True)
        replays using time boundaries as the target of the closed bar. For
        example with a "ticks -> 5 seconds" the resulting 5 seconds bars will
        be aligned to xx:00, xx:05, xx:10 ...

But obviously you are more familiar with these things than I am.

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thanks I will look in to it. @daquilnp tell us if you have tried it

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I will try it soon and let you know. Is there somewhere in the documentation about the project being quote driven? I grabbed most of my live trading code from the samples and expected it to be clock driven.

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I checked this, and as I thought the resampledata() doesn't resample the data to different timeframe.
I will look into it in later releases
if anyone knows differently, let me know

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closing due to lack of activity

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