How to compare two instruments ?

[infopinecodex-hue]

Hi, I’m trying to compare two instruments, but I haven’t been successful — there’s always a problem. Actually, I was able to get the data for both instruments, but I couldn’t compare them correctly. I saw that you made an example for multiple timeframes; could you please make an example for multiple instruments as well?

[TexasCoding]

This is not something that I have actually implemented yet. It will be relatively easy to do, I just have not got around to doing it. I will make it the next project though once I make sure I have the ETH/RTH feature fully implemented and bugs worked out.

[TexasCoding]

I added the multi-instrument feature to trading suite, but can not fully test until the markets are open again. but it seems to be working. I added a lot this week to the project, so over the next couple weeks I will be having to debug and verify it is all working as intended.

v3.5.0 has the multi-instrument and ETH/RTH features that you requested. There will most likely be some bugs to work out, but the core setup should be solid. I will make more examples and test scripts this coming week and try to test all edge cases and uses for both features to help work out any bugs.

Thanks

[infopinecodex-hue]

hi when i want to get historical data for multi timeframe instruments i get this error
" AttributeError: 'InstrumentContext' object has no attribute 'client' "
so we have'nt client attribute we have only data attribute
so data = await suite.client.get_bars(Instrument, days=5, interval=5) working fine for single instrument but for multi instruments .client is not available

[TexasCoding]

Yes this was intentional behavior. When initializing trading suite with multiple instruments you can get whatever historical data you may need by adding initial_days attribute:

suite = await TradingSuite.create(
instruments=["MNQ", "ES", "MGC"], # Multiple instruments
timeframes=["1min", "5min"],
features=["orderbook", "risk_manager"],
initial_days=30,
)

Then use the context of a instrument to get data:

mnq_context = suite["MNQ"]
mnq_data = await mnq_context.data.get_data("1min")

So basically Multi instrument is really only setup to work with realtime data manager currently. Client will still work independently if you need to get some data other than what was initially download.

I will be adding some examples that will help and I am also fixing documentation examples.

I could be misunderstanding your issue. But I felt like client should be independent of the instrument context.