3. what lines are there in a strategy?
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what lines are there in a strategy?


  • The document says "Data Feeds, Indicators and Strategies have lines.". I wonder what lines there are in a strategy. In strategy.py, there is a definition ines = ('datetime',) under class Strategy, so I gusess that the line in a strategy is datetime line, am I right?

    Another question is when we define our own strategy sub class, we can use len(self) to get bars processed. I wonder if the len(self) return the length of datetime line until now?

    any help is appreciated.

    0

  • To answer your question regarding len(self), it will return the running count of how many bars have been processed.

    def next(self):
    self.log(f"Number of bars {len(self)}")

    Using a file I have with 100 bars for testing, the results are as follows:
    '''
    /home/runout/projects/scratch/venv/bin/python "/home/runout/projects/scratch/20200713 lines_question.py"
    2020-02-03 09:01:00, Number of bars 1
    2020-02-03 09:02:00, Number of bars 2
    2020-02-03 09:03:00, Number of bars 3
    2020-02-03 09:04:00, Number of bars 4
    2020-02-03 09:05:00, Number of bars 5
    2020-02-03 09:06:00, Number of bars 6
    2020-02-03 09:07:00, Number of bars 7
    2020-02-03 09:08:00, Number of bars 8
    2020-02-03 09:09:00, Number of bars 9
    2020-02-03 09:10:00, Number of bars 10
    2020-02-03 09:11:00, Number of bars 11
    2020-02-03 09:12:00, Number of bars 12
    2020-02-03 09:13:00, Number of bars 13
    2020-02-03 09:14:00, Number of bars 14
    2020-02-03 09:15:00, Number of bars 15
    2020-02-03 09:16:00, Number of bars 16
    2020-02-03 09:17:00, Number of bars 17
    2020-02-03 09:18:00, Number of bars 18
    2020-02-03 09:19:00, Number of bars 19
    2020-02-03 09:20:00, Number of bars 20
    2020-02-03 09:21:00, Number of bars 21
    2020-02-03 09:22:00, Number of bars 22
    2020-02-03 09:23:00, Number of bars 23
    2020-02-03 09:24:00, Number of bars 24
    2020-02-03 09:25:00, Number of bars 25
    2020-02-03 09:26:00, Number of bars 26
    2020-02-03 09:27:00, Number of bars 27
    2020-02-03 09:28:00, Number of bars 28
    2020-02-03 09:29:00, Number of bars 29
    2020-02-03 09:30:00, Number of bars 30
    2020-02-03 09:31:00, Number of bars 31
    2020-02-03 09:32:00, Number of bars 32
    2020-02-03 09:33:00, Number of bars 33
    2020-02-03 09:34:00, Number of bars 34
    2020-02-03 09:35:00, Number of bars 35
    2020-02-03 09:36:00, Number of bars 36
    2020-02-03 09:37:00, Number of bars 37
    2020-02-03 09:38:00, Number of bars 38
    2020-02-03 09:39:00, Number of bars 39
    2020-02-03 09:40:00, Number of bars 40
    2020-02-03 09:41:00, Number of bars 41
    2020-02-03 09:42:00, Number of bars 42
    2020-02-03 09:43:00, Number of bars 43
    2020-02-03 09:44:00, Number of bars 44
    2020-02-03 09:45:00, Number of bars 45
    2020-02-03 09:46:00, Number of bars 46
    2020-02-03 09:47:00, Number of bars 47
    2020-02-03 09:48:00, Number of bars 48
    2020-02-03 09:49:00, Number of bars 49
    2020-02-03 09:50:00, Number of bars 50
    2020-02-03 09:51:00, Number of bars 51
    2020-02-03 09:52:00, Number of bars 52
    2020-02-03 09:53:00, Number of bars 53
    2020-02-03 09:54:00, Number of bars 54
    2020-02-03 09:55:00, Number of bars 55
    2020-02-03 09:56:00, Number of bars 56
    2020-02-03 09:57:00, Number of bars 57
    2020-02-03 09:58:00, Number of bars 58
    2020-02-03 09:59:00, Number of bars 59
    2020-02-03 10:00:00, Number of bars 60
    2020-02-03 10:01:00, Number of bars 61
    2020-02-03 10:02:00, Number of bars 62
    2020-02-03 10:03:00, Number of bars 63
    2020-02-03 10:04:00, Number of bars 64
    2020-02-03 10:05:00, Number of bars 65
    2020-02-03 10:06:00, Number of bars 66
    2020-02-03 10:07:00, Number of bars 67
    2020-02-03 10:08:00, Number of bars 68
    2020-02-03 10:09:00, Number of bars 69
    2020-02-03 10:10:00, Number of bars 70
    2020-02-03 10:11:00, Number of bars 71
    2020-02-03 10:12:00, Number of bars 72
    2020-02-03 10:13:00, Number of bars 73
    2020-02-03 10:14:00, Number of bars 74
    2020-02-03 10:15:00, Number of bars 75
    2020-02-03 10:16:00, Number of bars 76
    2020-02-03 10:17:00, Number of bars 77
    2020-02-03 10:18:00, Number of bars 78
    2020-02-03 10:19:00, Number of bars 79
    2020-02-03 10:20:00, Number of bars 80
    2020-02-03 10:21:00, Number of bars 81
    2020-02-03 10:22:00, Number of bars 82
    2020-02-03 10:23:00, Number of bars 83
    2020-02-03 10:24:00, Number of bars 84
    2020-02-03 10:25:00, Number of bars 85
    2020-02-03 10:26:00, Number of bars 86
    2020-02-03 10:27:00, Number of bars 87
    2020-02-03 10:28:00, Number of bars 88
    2020-02-03 10:29:00, Number of bars 89
    2020-02-03 10:30:00, Number of bars 90
    2020-02-03 10:31:00, Number of bars 91
    2020-02-03 10:32:00, Number of bars 92
    2020-02-03 10:33:00, Number of bars 93
    2020-02-03 10:34:00, Number of bars 94
    2020-02-03 10:35:00, Number of bars 95
    2020-02-03 10:36:00, Number of bars 96
    2020-02-03 10:37:00, Number of bars 97
    2020-02-03 10:38:00, Number of bars 98
    2020-02-03 10:39:00, Number of bars 99
    2020-02-03 10:40:00, Number of bars 100

    Process finished with exit code 0

    '''

    0

  • The 'lines' are typically whatever you put into your strategy. The starting point would be your trading data, OHLCV open interest. This of course would have a datetime element.

    But you could also add custom information or signal lines to your trading data using a custom data class and these custom data lines would also show up in your strategy.

    And then also you could use indicators in your strategies which have lines defined as part of the indicator or defined by you in a custom indicator.

    1

  • Thank you for your help. According to my understanding, self.datas[0] holds lines such as open, close, high, etc. Do you mean strategies also have these lines? Could we print out the name of a line by some api?

    0 1 Reply

  • @Li-Mike said in what lines are there in a strategy?:

    Could we print out the name of a line by some api?

    When putting your data in, make sure you add a name.

    cerebro.adddata(data, name="AAPL")

    Then you can retrieve the name of the data line as follows:

    self.datas[0]._name

    With the number '0' being the number indicating the order the lines were entered into the system.

    If by chance you need to reteive datalines buy name, as opposed to just printing the name, I have had success building a dictionary by looping through all my datas and making the key from the name, and putting the data object in as the value.

    # Goes through the datas and makes a lookup dictionary of {symbols:d}
self.stock_list = {}
for d in self.datas:
    self.stock_list[d._name] = d

    This way you can find the AAPL data object like:

    self.stock_list["AAPL"]
    1

  • Thank you for your kindly help and your patience. I am not good at English. So I may not express my idea clearly.

    Let me give a pseudo code:

    for l in self.datas[0].lines:
            print(l.name)

    I expect it to print out 'close', 'high', 'low', 'open', etc. Can we achieve this?

    0 1 Reply

  • @Li-Mike No problem, your English is fine. I think you are trying for:

    for l in self.datas[0].datafields:
    print(l)

    Output

    datetime, open, high, low, close, volume, openinterest,
    2

  • That's what I want, thank you.

    1
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