How do i retrieve VWAP of positions ?
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What is backtrader's equivalent of the cost_basis attribute in quantopian's position object ?
https://www.quantopian.com/help#api-position
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Another side question to avoid duplicates, how does one calculate sharpe ratio of multiple stocks combined in backtrader ?
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@guachesuede said in How do i retrieve VWAP of positions ?:
What is backtrader's equivalent of the cost_basis attribute in quantopian's position object ?
https://www.quantopian.com/help#api-positionIt is
self.position.pricewithin thestrategy. The value is updated each time the size changes.
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@guachesuede said in How do i retrieve VWAP of positions ?:
Another side question to avoid duplicates, how does one calculate sharpe ratio of multiple stocks combined in backtrader ?
Sharpe ratio is calculated based on the returns == equity (broker's value) changes. It is independent from the number of stocks traded.