Next() Called Twice

pjg

Hi Everyone I have uploaded two 'minute level' data streams. I have added timezone to both. However, the next() function is still called twice and so each trade call is made twice. Has anyone had this problem? Here is a simple example. "Not a very smart strategy ;)"

'''

from __future__ import (absolute_import, division, print_function, unicode_literals)
import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])

# Import the backtrader platform
import backtrader as bt


# Create a Stratey
class TestStrategy(bt.Strategy):

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


def __init__(self):
    # Keep a reference to the "close" line in the data[0] dataseries
    self.dataclose0 = self.datas[0].close
    self.dataclose1 = self.datas[1].close



def next(self):

   

    # Placing the order
    self.log('SELL CREATE %s, price = %.2f, qty = %d' % ("AAPL", self.data0.close[0], 100))
    self.sell(data=self.data0, size=100)  # Place an order for buying y + qty2 shares
    self.log('BUY CREATE %s, price = %.2f, qty = %d' % ("GOOGL", self.data1.close[0], 100))
    self.buy(data=self.data1, size=100)  # Place an order for selling x + qty1 shares




if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()

# Add a strategy
cerebro.addstrategy(TestStrategy)

#Datas are in a subfolder of the samples. Need to find where the script is
# because it could have been called from anywhere
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath0 = os.path.join(modpath, 'datas/AAPL.csv')
datapath1 = os.path.join(modpath, 'datas/GOOGL.csv')

 # Create a Data Feed 1

data0 = bt.feeds.GenericCSVData(
    dataname=datapath0,

    fromdate=datetime.datetime(2019, 12, 23, 14, 30),
    todate=datetime.datetime(2021, 11, 29, 23, 51),
    timeframe = bt.TimeFrame.Minutes,
    tz=pytz.timezone('US/Eastern'),
    nullvalue=0.0,

    dtformat=('%Y-%m-%d %H:%M:%S'),
    datetime=0,
    high=2,
    low=3,
    open=1,
    close=4,
    volume=5,
    openinterest=-1,
)

cerebro.adddata(data0)

# Create a Data Feed 2
data1 = bt.feeds.GenericCSVData(
    dataname=datapath1,

    fromdate=datetime.datetime(2019, 12, 23, 14, 30),
    todate=datetime.datetime(2021, 11, 29, 23, 51),
    timeframe = bt.TimeFrame.Minutes,
    tz=pytz.timezone('US/Eastern'),
    nullvalue=0.0,

    dtformat=('%Y-%m-%d %H:%M:%S'),
    datetime=0,
    high=2,
    low=3,
    open=1,
    close=4,
    volume=5,
    openinterest=-1,
)

cerebro.adddata(data1)

# Set our desired cash start
cerebro.broker.setcash(100000.0)

# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

# Run over everything
cerebro.run(tz=pytz)

# Print out the final result
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())