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So in the file lib/python3.6/site-packages/backtrader/brokers/, I copied bbroker.py to mybbroker.py which is the same as the original except for the function _try_exec_limit which I have replaced by:
def _try_exec_limit(self, order, popen, phigh, plow, plimit):
if order.isbuy():
if 1==0:
#plimit >= popen:
# open smaller/equal than requested - buy cheaper
pmax = min(phigh, plimit)
p = self._slip_up(pmax, popen, doslip=self.p.slip_open,
lim=True)
self._execute(order, ago=0, price=p)
elif plimit >= plow:
# day low below req price ... match limit price
self._execute(order, ago=0, price=plimit)
else: # Sell
if 1==0:
#plimit <= popen:
# open greater/equal than requested - sell more expensive
pmin = max(plow, plimit)
p = self._slip_down(plimit, popen, doslip=self.p.slip_open,
lim=True)
self._execute(order, ago=0, price=p)
elif plimit <= phigh:
# day high above req price ... match limit price
self._execute(order, ago=0, price=plimit)
Now my questions is how can I tell BT to use mybbroker.py instead of bbroker.py? (I understand I can simply over-write bbroker.py but I'm sure there is a more elegant way to switch these things. I just don't know how)
Thanks in advance,
