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.