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    what lines are there in a strategy?

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    • Li Mike
      Li Mike last edited by

      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.

      1 Reply Last reply Reply Quote 0
      • run-out
        run-out last edited by

        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

        '''

        1 Reply Last reply Reply Quote 0
        • run-out
          run-out last edited by

          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 Reply Last reply Reply Quote 1
          • Li Mike
            Li Mike last edited by

            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?

            run-out 1 Reply Last reply Reply Quote 0
            • run-out
              run-out @Li Mike last edited by

              @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 Reply Last reply Reply Quote 1
              • Li Mike
                Li Mike last edited by

                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?

                run-out 1 Reply Last reply Reply Quote 0
                • run-out
                  run-out @Li Mike last edited by

                  @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,
                  1 Reply Last reply Reply Quote 2
                  • Li Mike
                    Li Mike last edited by

                    That's what I want, thank you.

                    1 Reply Last reply Reply Quote 1
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