For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

It's a silly question, but it really confuses me. Please help me.



  • The code in Quickstart really confuses me.
    The code is as follows

    class TestStrategy(bt.Strategy):

    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 __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
        self.order = None
    
    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 enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log('BUY EXECUTED, %.2f' % order.executed.price)
            elif order.issell():
                self.log('SELL EXECUTED, %.2f' % order.executed.price)
    
            self.bar_executed = len(self)
    
        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')
    
        # Write down: no pending order
        self.order = None
    
    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.dataclose[-1]:
                    # current close less than previous close
    
                    if self.dataclose[-1] < self.dataclose[-2]:
                        # previous close less than the previous close
    
                        # BUY, BUY, BUY!!! (with 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:
    
            # Already in the market ... we might sell
            if len(self) >= (self.bar_executed + 5):
                # 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()
    

    Two questions:

    1. what does len(self) mean and why it can be executed?
    2. why we can call the function notify_order()? I read the bt.Strategy but found the answer.

  • administrators

    First thing (it's at the top of each page)

    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
    

  • administrators

    @mike-van said in It's a silly question, but it really confuses me. Please help me.:

    1. what does len(self) mean and why it can be executed?

    It's the number of bars processed so far.

    @mike-van said in It's a silly question, but it really confuses me. Please help me.:

    1. why we can call the function notify_order()? I read the bt.Strategy but found the answer.

    You don't call it. It is called when a status change takes place in an order. Docs - Strategy



  • @backtrader Thanks for your help