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.
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The code in Quickstart really confuses me.
The code is as followsclass 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:
- what does len(self) mean and why it can be executed?
- why we can call the function notify_order()? I read the bt.Strategy but found the answer.
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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/
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@mike-van said in It's a silly question, but it really confuses me. Please help me.:
- 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.:
- 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
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@backtrader Thanks for your help