Trade "opened"

tw00000

In: https://www.backtrader.com/docu/trade.html?highlight=trade

It reads:

isopen (bool): records if any update has opened the trade

I'm wondering which of these options this refers:

Trade was filled
Trade was sent to broker
Trade was accepted

Here's what I'm trying to achieve:

At the end of a backtest, I'm saving all the trades to a pickle file so that I can examine them

I would like to know, for each order (buy / sell / close): when the order was sent to the broker and when the order was filled.

Here's what I have so far, but I'm not sure what I'm getting from trade.dtopen:

for index, data in enumerate(strategy.datas):
        dataname = data._name

        data_trades = strategy._trades[data][0]
        trades = []
        for trade in data_trades:
            try: 
                trades.append({'ticker' : trade.data._name,
                                'bar_closed' : len(trade.data),
                                'trade_ref' : trade.ref,
                                'pnl' : round(trade.pnl, 2),
                                'bar_opened' : trade.baropen,
                                'date_opened' : trade.data.num2date(trade.dtopen),
                                'bar_closed' : trade.barclose,
                                'date_closed' : trade.data.num2date(trade.dtclose),
                                'n_bars_open_for' : trade.barlen,
                                'entry_trade' : trade.history[0]['event']['order'].info,
                                'exit_trade' : trade.history[1]['event']['order'].info,
                                'entry_price' : trade.history[0]['event']['price'],
                                'exit_price' : trade.history[1]['event']['price']
                                })
            except Exception as e:
                pass

Thanks for any assistance!

backtrader

@tw00000 said in Trade "opened":
I'm wondering which of these options this refers:

Trade was filled

Trade was sent to broker

Trade was accepted

None of them, because a Trade is not an Order. A trade refers only to the position in an asset and can comprise multiple orders in different directions.

Docs - Trade

It is clearly defined at the beginning:

Definition of a trade:

    - A Trade is open when the a position in a instrument goes from 0 to a size X which may positive/negative for long/short positions
    - A Trade is closed when a position goes from X to 0.

@tw00000 said in Trade "opened":

I would like to know, for each order (buy / sell / close): when the order was sent to the broker and when the order was filled.

You should then work with Order instances and not with Trade instances.

Docs - Orders