Unable to export exact results of optstrategy to CSV

[John Land]

Hi, I am trying to export the results of the optstrategy to a csv file in the stop function but I have tried it multiple times and everytime one or more lines are missing in the output csv file. It works fine when printed to the console. Below is the code:

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 backtrader.feeds as btfeeds
import csv
import pandas
# Import the backtrader platform
import backtrader as bt


# Create a Stratey
class TestStrategy(bt.Strategy):
    params = (
        ('maperiod', 15),
        ('printlog', False),
    )
    
    def log(self, txt, dt=None, doprint=False):
        ''' Logging function fot this strategy'''
        if self.params.printlog or doprint:
            dt = dt or self.datas[0].datetime.date(0)
            print('%s, %s' % (dt.isoformat(), txt))

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

        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None

        # Add a MovingAverageSimple indicator
        self.sma = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod)

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enougth cash
        if order.status in [order.Completed, order.Canceled, order.Margin]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        # Write down: no pending order
        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (trade.pnl, trade.pnlcomm))

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] > self.sma[0]:

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

        else:

            if self.dataclose[0] < self.sma[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

    def stop(self):
        self.log('(MA Period %2d) Ending Value %.2f' %
                 (self.params.maperiod, self.broker.getvalue()), doprint=True)
        items = [self.params.maperiod, self.broker.startingcash, self.broker.getvalue()]
        b = open('test.csv', 'a', newline='')
        a = csv.writer(b)
        a.writerow(items)
        b.close()
        
if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()
    
    # Add a strategy
    strats = cerebro.optstrategy(
        TestStrategy,
        maperiod=range(25,35))

   
    datapath = ('data.csv')
    
    df = pandas.read_csv(datapath,parse_dates=True,index_col=0)

    return_df = df['6/20/2018':'6/30/2018']
    
    data = bt.feeds.PandasData(dataname=return_df)
    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

    # Set our desired cash start
    cerebro.broker.setcash(10000.0)

    # Add a FixedSize sizer according to the stake
    cerebro.addsizer(bt.sizers.FixedSize, stake=10)

    # Set the commission
    cerebro.broker.setcommission(commission=0.0)

    # Run over everything
    cerebro.run()  # list of list

#

The output csv is always missing some lines as shown below:

26,10000.0,10291.39999999999
28,10000.0,10338.699999999997
27,10000.0,10321.899999999994
31,10000.0,10313.200000000012
30,10000.0,10312.200000000008
32,10000.0,10302.400000000001
33,10000.0,10293.2
34,10000.0,10282.500000000004

I even tried writing to a txt file but got the same problem. It might be something silly I am doing or some problem with my system, can anybody please help?

[John Land]

Nevermind I got the results with analyzers and everything is sorted for now.

[yongmou]

@john-land
cerebro = bt.Cerebro(optreturn=False)

set optreturn false when create cerebo