Possibly wrong output of tradeanalyzer?

[kfeeeeee]

Hello everyone,

I recently noticed some strange output when using the trade analyzer. Specifically, the total.won and total.lost values are always equal. I am not sure if this is really a bug in bt or just in my head , so please see below a working example:

This will generate 3 trades (first two are losers, the last one is a winner) but the tradeanaylzer outputs:

open: 0
closed: 3
won: 3
lost: 3

Any help is appreciated. Thanks.

import backtrader as bt
import datetime


class simpleStrat(bt.Strategy):
   
    def __init__(self):
        self.p.stake = 1
        pass

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

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

    def notify_trade(self, trade):
        if trade.isclosed:
            self.log('TRADE PROFIT, GROSS %.2f, NET %.2f' %
                     (trade.pnl, trade.pnlcomm))


    def next(self):
        if len(self.data) == 20:
            self.buy(size=self.p.stake)
            self.log('BUY CREATE , %.2f' % self.data.close[0])

        if len(self.data) == 30:
            self.close(size=self.p.stake)
            self.log('CLOSE CREATE , %.2f' % self.data.close[0])

        if len(self.data) == 40:
            self.buy(size=self.p.stake)
            self.log('BUY CREATE , %.2f' % self.data.close[0])

        if len(self.data) == 50:
            self.close(size=self.p.stake)
            self.log('CLOSE CREATE , %.2f' % self.data.close[0])

        if len(self.data) == 60:
            self.sell(size=self.p.stake)
            self.log('SELL CREATE , %.2f' % self.data.close[0])

        if len(self.data) == 70:
            self.close(size=self.p.stake)
            self.log('CLOSE CREATE , %.2f' % self.data.close[0])




cerebro = bt.Cerebro()


cerebro.broker.set_cash(10000)
cerebro.broker.setcommission(commission=0.001,margin=1)


data = bt.feeds.Quandl(dataname='YHOO', apikey='XXX', fromdate=datetime.datetime(2015, 6, 20),)
cerebro.adddata(data)
cerebro.addstrategy(simpleStrat)
cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="ta")



strategies = cerebro.run()

cerebro.plot()

analysis = strategies[0].analyzers.ta.get_analysis()

print('open:',analysis.total.open)
print('closed:',analysis.total.closed)
print('won:',analysis.total.closed)
print('lost:',analysis.total.closed)

[kfeeeeee]

Doh, just saw a post that makes this one irrelevant. Sorry for that. Please close/delete.

[backtrader]

No issue keeping it. It was a regression error and it will soon be in the mainline.