3. possible bug in TradeAnalyzer.get_analysis
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2019-10-02: The community is currently in read-only mode

possible bug in TradeAnalyzer.get_analysis


  • Hello,

    I am using backtrader==1.9.64.122
    Below you can see the output of bt.analyzers.TradeAnalyzer, accessed by .get_analysis() of the analyzer. The field ['won']['total'] always shows boolean where an int value is expected.

    AutoOrderedDict([('total',
                  AutoOrderedDict([('total', 1), ('open', 0), ('closed', 1)])),
                 ('streak',
                  AutoOrderedDict([('won',
                                    AutoOrderedDict([('current', True),
                                                     ('longest', True)])),
                                   ('lost',
                                    AutoOrderedDict([('current', 0),
                                                     ('longest', 0)]))])),
                 ('pnl',
                  AutoOrderedDict([('gross',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119)])),
                                   ('net',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119)]))])),
                 ('won',
                  AutoOrderedDict([('total', True),
                                   ('pnl',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119),
                                                     ('max',
                                                      0.0007999999999999119)]))])),
                 ('lost',
                  AutoOrderedDict([('total', 0),
                                   ('pnl',
                                    AutoOrderedDict([('total', 0.0),
                                                     ('average', 0.0),
                                                     ('max', 0.0)]))])),
                 ('long',
                  AutoOrderedDict([('total', 1),
                                   ('pnl',
                                    AutoOrderedDict([('total',
                                                      0.0007999999999999119),
                                                     ('average',
                                                      0.0007999999999999119),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        0.0007999999999999119),
                                                                       ('average',
                                                                        0.0007999999999999119),
                                                                       ('max',
                                                                        0.0007999999999999119)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0.0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0.0)]))])),
                                   ('won', True),
                                   ('lost', 0)])),
                 ('short',
                  AutoOrderedDict([('total', 0),
                                   ('pnl',
                                    AutoOrderedDict([('total', 0.0),
                                                     ('average', 0.0),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        0.0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0.0)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0.0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0.0)]))])),
                                   ('won', False),
                                   ('lost', 0)])),
                 ('len',
                  AutoOrderedDict([('total', 15),
                                   ('average', 15.0),
                                   ('max', 15),
                                   ('min', 15),
                                   ('won',
                                    AutoOrderedDict([('total', 15),
                                                     ('average', 15.0),
                                                     ('max', 15),
                                                     ('min', 15)])),
                                   ('lost',
                                    AutoOrderedDict([('total', 0),
                                                     ('average', 0.0),
                                                     ('max', 0)])),
                                   ('long',
                                    AutoOrderedDict([('total', 15),
                                                     ('average', 15.0),
                                                     ('max', 15),
                                                     ('min', 15),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        15),
                                                                       ('average',
                                                                        15.0),
                                                                       ('max',
                                                                        15),
                                                                       ('min',
                                                                        15)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0),
                                                                       ('min',
                                                                        9223372036854775807)]))])),
                                   ('short',
                                    AutoOrderedDict([('total', 0),
                                                     ('average', 0.0),
                                                     ('max', 0),
                                                     ('min',
                                                      9223372036854775807),
                                                     ('won',
                                                      AutoOrderedDict([('total',
                                                                        0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0),
                                                                       ('min',
                                                                        9223372036854775807)])),
                                                     ('lost',
                                                      AutoOrderedDict([('total',
                                                                        0),
                                                                       ('average',
                                                                        0.0),
                                                                       ('max',
                                                                        0),
                                                                       ('min',
                                                                        9223372036854775807)]))]))]))])
AutoOrderedDict([('total', AutoOrderedDict([('total', 0)]))])
    0
  • B
    administrators

    This is an artifact, because you only have 1 trade and initial sum is done using a won/lost boolean. If you had more trades you wouldn't see True.

    0
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