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    How do i retrieve VWAP of positions ?

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    • G
      GuacheSuede last edited by

      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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      • G
        GuacheSuede last edited by

        Another side question to avoid duplicates, how does one calculate sharpe ratio of multiple stocks combined in backtrader ?

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        • A
          ab_trader last edited by ab_trader

          @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-position

          It is self.position.price within the strategy. The value is updated each time the size changes.

          Docs - Position

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          • Python Debugging With Pdb
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          • A
            ab_trader @GuacheSuede last edited by ab_trader

            @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.

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            • Python Debugging With Pdb
            • New to python and bt - check this out
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