Sell executed 'notify_trade' showing orignal purchase value



  • Hi,

    I have a 'notify_trade' step in my strategy which prints buy / sell log per some standard backtrader tutorials. However I noticed the "Sell executed" log is actually returning the original buy cost, instead of what the trade sell value was. the following is my code within notify_trade:

            if order.status in [order.Completed, order.Canceled, order.Margin]:
                if order.isbuy():
                    self.log('BUY EXECUTED: %s, Price: %.2f, Cost: %.2f, Comm %.2f' %(order.data._name,
                                                                                      order.executed.price,
                                                                                      order.executed.value,
                                                                                      order.executed.comm))
                else:  # Sell
                    self.log('SELL EXECUTED: %s, Price: %.2f, Cost: %.2f, Comm %.2f' %(order.data._name,
                                                                                                order.executed.price,
                                                                                                order.executed.value,
                                                                                                order.executed.comm))
    

    I would expect the "SELL EXECUTED" cost component would show the sell value, given it references to the current sell instance of order.executed.value. How can I modify this to get what I am after?

    Thanks,
    CWE


  • administrators

    That's probably no code from notify_trade (or else a lot is missing), because you are checking an order from what seems code from a sample notify_order

    Two different orders are being processed which may or may not be related at all. Since the price and size components are unknown, it is difficult to evaluate what it's actually being delivered and what the expectation would be.


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