trade history

bb2

Hello,

I am paper trading with IB and have trade history enabled. I want to find out in which case notify_trade doesn't obtain a new Trade instance after a closed one. Assuming I have a closed trade for a given contract, if I make a new order and not close the trade, should notify_trade obtain a new trade with new history or append to history?

Every once in a while I notice that trade.history[0] is does not belong to my new open order but the previous opening order of the closed price. An example of trade.history you can see below:

[TradeHistory([('status', AutoOrderedDict([('status', 1), ('dt', 736969.4541666667), ('barlen', 0), ('size', -107500), ('price', 1.15164), ('value', 123801.3), ('pnl', 0.0), ('pnlcomm', 0.0), ('tz', <UTC>)])), ('event', AutoOrderedDict([('order', <backtrader.brokers.ibbroker.IBOrder object at 0x113c50cc0>), ('size', -107500), ('price', 1.15164), ('commission', 2.476026)]))]),
TradeHistory([('status', AutoOrderedDict([('status', 2), ('dt', 736969.4736689815), ('barlen', 337), ('size', 0), ('price', 1.15164), ('value', 0.0), ('pnl', -95.67500000000618), ('pnlcomm', -100.62896600000617), ('tz', <UTC>)])), ('event', AutoOrderedDict([('order', <backtrader.brokers.ibbroker.IBOrder object at 0x114dbe710>), ('size', 107500), ('price', 1.15253), ('commission', 2.47794)]))]),
TradeHistory([('status', AutoOrderedDict([('status', 1), ('dt', 736969.4907986111), ('barlen', 0), ('size', 107500), ('price', 1.15262), ('value', 123906.65), ('pnl', -95.67500000000618), ('pnlcomm', -100.62896600000617), ('tz', <UTC>)])), ('event', AutoOrderedDict([('order', <backtrader.brokers.ibbroker.IBOrder object at 0x114c9cbe0>), ('size', 107500), ('price', 1.15262), ('commission', 2.4781330000000006)]))])]

backtrader

@bb2 said in trade history:

should notify_trade obtain a new trade with new history or append to history?

These are different things. If you open a new trade you get a new Trade instance in notify_trade. In this method there is no notification about history.

Each trade keep its own history.

@bb2 said in trade history:

[TradeHistory([('status', AutoOrderedDict([('status', 1), ('dt', 736969.4541666667), ('barlen', 0), ('size', -107500), ('price', 1.15164), ('value', 123801.3), ('pnl', 0.0), ('pnlcomm', 0.0), ('tz', <UTC>)])), ('event', AutoOrderedDict([('order', <backtrader.brokers.ibbroker.IBOrder object at 0x113c50cc0>), ('size', -107500), ('price', 1.15164), ('commission', 2.476026)]))]),
TradeHistory([('status', AutoOrderedDict([('status', 2), ('dt', 736969.4736689815), ('barlen', 337), ('size', 0), ('price', 1.15164), ('value', 0.0), ('pnl', -95.67500000000618), ('pnlcomm', -100.62896600000617), ('tz', <UTC>)])), ('event', AutoOrderedDict([('order', <backtrader.brokers.ibbroker.IBOrder object at 0x114dbe710>), ('size', 107500), ('price', 1.15253), ('commission', 2.47794)]))]),
TradeHistory([('status', AutoOrderedDict([('status', 1), ('dt', 736969.4907986111), ('barlen', 0), ('size', 107500), ('price', 1.15262), ('value', 123906.65), ('pnl', -95.67500000000618), ('pnlcomm', -100.62896600000617), ('tz', <UTC>)])), ('event', AutoOrderedDict([('order', <backtrader.brokers.ibbroker.IBOrder object at 0x114c9cbe0>), ('size', 107500), ('price', 1.15262), ('commission', 2.4781330000000006)]))])]

You may want to elaborate on what has to be seen there.