how to test multi data

bebe

dear all:
I am a fresher.
I want to test multi stock use same strategy.
how to write the test function?
the following is framework... anybody can share some code ?thanks.

main:#add multi data
cerebro.adddata(data1)
cerebro.adddata(data2)
cerebro.adddata(data3)

def init(self):
self.sma = bt.indicators.SimpleMovingAverage( self.datas, 30)
def next(self):
if self.dataclose > self.sma:
self.buy()

rajanprabu

Note: Please use backticks ``` to post your code, otherwise its hard to read.

Here is the example of how to use BT with multi data.

https://www.backtrader.com/blog/posts/2017-04-09-multi-example/multi-example/

bebe

code_text
if __name__ == '__main__':
    cerebro.adddata(data1)
    cerebro.adddata(data2)
    cerebro.adddata(data3)

def init(self):
    self.sma = bt.indicators.SimpleMovingAverage( self.datas, 30)
def next(self):
    if self.dataclose > self.sma:
        self.buy()

run-out

Let's assume for the moment you have created three datas and successfully added them in to cerebro, and also assume that the init and next are properly in a strategy class, which was properly added to cerebro....

You are going to have trouble with the self. sma.

self.sma = bt.indicators.SimpleMovingAverage( self.datas, 30)

self.datas is a list of the datas you have added, so it will not know what to calculate the sma on. Ideally you should create a dictionary of the sma's calculated for each data.

self.sma_dict = dict()
for d in self.datas:
    self.sma_dict[d] = bt.indicators.SimpleMovingAverage(d, period=30)

Make sure you add in the 'period=' keyword.

Now you have a dictionary that you can call in next as follows:

def next(self):  
    for d in self.datas:
        if d.close[0] > self.sma_dict[d][0]:
            self.buy(d)

Something like that.

bebe

@run-out thanks.