Number of decimals in output

eric

Hello. This is my first day with backtrader and I must say you have done a great work.

I have a question about the output I get from running the following code.

I read my data from sql database and create a pandas dataframe. I have set my own params for the datafeed.

I will work with cryptocurrencies and they often have alot of decimals. My output only gives two decimals and I wonder if it is possible to change this to show say 6 decimals. Will this affect backtesting or is it only this output that is rounded?

The code I run is this:

# Create a Stratey
class TestStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function for 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

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])


if __name__ == '__main__':
    # Create a cerebro entity
    cerebro = bt.Cerebro()

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Create custom datafeed 
    class CustomDataLoader(btfeeds.PandasData):
        lines = ('datetime','open','high','low','close','volume',)
        params = (('datetime', None),('open ',0),('high',1),('low',2),('close',3),('volume',-1))
    
    # Obtain a database connection to the MySQL instance
    connection = mdb.connect(host=db_host, database=db_name, user=db_user, password=db_pass)
  
    # Create dataframe
    df = psql.read_sql_query(sql, con=connection, index_col='price_date') 
    
    # print dataframe
    print(df)
    
    # Create a Data Feed
    data = CustomDataLoader(dataname=df)

    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

    # Set our desired cash start
    cerebro.broker.setcash(100000.0)

    # Print out the starting conditions
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    # Run over everything
    cerebro.run()

    # Print out the final result
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

Here comes the output. I have printed the dataframe so you can se the original data:

                     open_price  high_price     ...      close_price      volume
price_date                                      ...                             
2016-12-29 12:00:00      0.0085      0.0085     ...           0.0085   383842354
2016-12-29 12:15:00      0.0085      0.0085     ...           0.0084   871546155
2016-12-29 12:30:00      0.0084      0.0084     ...           0.0083  1815853757
2016-12-29 12:45:00      0.0083      0.0084     ...           0.0083  1267746603
2016-12-29 13:00:00      0.0083      0.0084     ...           0.0084  1717625984

[5 rows x 5 columns]
Starting Portfolio Value: 100000.00
2016-12-29, Close, 0.01
2016-12-29, Close, 0.01
2016-12-29, Close, 0.01
2016-12-29, Close, 0.01
2016-12-29, Close, 0.01
Final Portfolio Value: 100000.00

As you can see the values have been rounded to 0.01

Regards
Eric

backtrader

@eric said in Number of decimals in output:

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

eric

@backtrader
Thank you for your quick respons. Problem solved!

Eric