Possible to pass and return a dataframe to a strategy?

[mapesd]

Is it possible to pass and return a dataframe to a strategy?

Got started with this post.

Here is a code snippet of the strategy parameters.

class TestStrategy(bt.Strategy):
    params = (
        ('results', None),       # This is the dataframe
        ('fastmaperiod', 10),
        ('midmaperiod', 20),
        ('slowmaperiod', 50),
        ('atrperiod', 15),       # ATR Period (standard)
        ('atrdist', 3.0),        # ATR distance for the strike price

cerebro.addstrategy(TestStrategy, results = results_df)

I want to return the results dataframe after the strategy has completed.

Thanks,
Dave

[backtrader]

Cerebro returns the strategy instances that have run.

The definition of what's returned is in the Cerebro reference: https://www.backtrader.com/docu/cerebro/, section Returning the Results

You may pass a dataframe and later get it from the executed strategy.

[mapesd]

Can you give me a hint how to get the dataframe from the executed strategy? May be obvious to a python expert but is not obvious to me. A simple example is usually good enough.

[backtrader]

Executed strategy instances are returned. See

• https://www.backtrader.com/docu/cerebro/#returning-the-results

And each strategy has its parameters available as instance.params.parameter_name

[Tejas Krishna Reddy]

@mapesd

Hey,

Just to provide an example,

strategy1 = cerebro.run()
st = strategy1[0]

# To return something back from the strategy - 
df = st.params.results      # Will return your df back.
st.params.midmaperiod   # will return back 20 and so on.