issue with self.Position.size

Rstrong

I am trying to use a strategy that buys or sells based on how many shares are currently in the position. My issue arises when I test multiple data feeds.

I have my next function iterate through each data, and for most things I want, I can specify to use the data that is currently being iterated through.

However, since self.position.size only produces the size for datas[0], when i try to reference size in subsequent datas it produces 0s. Below are the print functions I use.

print('Start Short {} {}'.format(Time(0),self.position.size))
print('Add Short {} {}'.format(Time(0),self.position.size))
print('Close {} {}'.format(Time(0),self.position.size))

Below are a sample of outputs where the first datafeed prints the size fine but the one that trades right after prints 0s for size.

Start Short 10:03:00 0
Add Short 10:08:00 -100
Close 10:46:00 -200

Start Short 09:40:00 0
Add Short 09:43:00 0
Add Short 09:47:00 0
Close 10:13:00 0

I was looking for functions in the documentation that allow you to specify which data to pull the size number from, but couldn't find any. The best I could find was self.broker.getposition() but that produces values in addition to size and i cant pull the size alone.

How do I get around this?

ab_trader

Docs - Strategy

Try self.getposition(data=your_data)

Rstrong

@ab_trader self.getposition(data= your_data) produces -
-Size: 0

Price: 0.0
Price orig: 0.0
Closed: 0
Opened: 0
Adjbase: None

This doesnt allow me to get just the size so that I can make trades on it. I want to be able to say something like :

 if self.position_size(data = my_data) > 500:
    (some logic)

@backtrader do you have any recommendations?

backtrader

Why can't you access the size? It's an attribute of the returned Position instance

the_size = self.getposition(data=thedata).size

Isn't that working?

Rstrong

@backtrader that solved it!

I didnt know that .size was an attribute of getposition. If its in the docs i didnt see it.

Thanks for the help!

backtrader

It's documented: Docs - Position

In any case Python doesn't hide the attributes and you can use the inspect module or simple dir to see what's available.