Quickstart - get different result for the tutorial

derek2017

Hi,

For below code which i took from the quick start, tutorial shows result as 95823.62, but i am get 99725.08, which seems incorrect. Can you please advise? thanks.

    from __future__ import (absolute_import, division, print_function,
                            unicode_literals)
    import datetime  # For datetime objects
    import os.path  # To manage paths
    import sys  # To find out the script name (in argv[0])

    import backtrader as bt


    # Create a strategy

    class TestStrategy(bt.Strategy):

        def log(self, txt, dt=None):
            '''Loggin function for this strategy'''
            dt = dt or self.datas[0].datetime.date(0)
            print('%s %s' % (dt.isoformat(), txt))

        def __init__(self):
            # Keep a reference to the "close" line in the data[0] dataseries
            self.dataclose = self.datas[0].close

        def next(self):
            # Simply log the closing price of the series from the reference
            self.log('Close, %.2f' % self.dataclose[0])

            if self.dataclose[0] < self.dataclose[-1]:
                # Currnet close less than previous close

                if self.dataclose[-1] < self.dataclose[-2]:
                    # previous close less than the previous close
                    self.log('BUY CREATE, %.2f' % self.dataclose[0])
                    self.buy()

    if __name__ == '__main__':
        cerebro = bt.Cerebro()

        # Add a strategy
        cerebro.addstrategy(TestStrategy)

        # Load Data
        modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
        datapath = os.path.join(modpath, 'datas/orcl-1995-2014.txt')

        # Create a datafeed
        data = bt.feeds.YahooFinanceCSVData(
            dataname=datapath,
            # Do not pass values before this date
            fromdate=datetime.datetime(2000, 1, 1),
            # Do not pass values after this date
            todate=datetime.datetime(2000, 12, 31),
            reverse=False)

        # Add the Data Feed to Cerebro
        cerebro.adddata(data)

        # Set our desired cash start
        cerebro.broker.setcash(100000.0)

        print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
        cerebro.run()
        print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

Results from the tutorial

2000-12-20T00:00:00, BUY CREATE, 26.88
2000-12-21T00:00:00, Close, 27.82
2000-12-22T00:00:00, Close, 30.06
2000-12-26T00:00:00, Close, 29.17
2000-12-27T00:00:00, Close, 28.94
2000-12-27T00:00:00, BUY CREATE, 28.94
2000-12-28T00:00:00, Close, 29.29
2000-12-29T00:00:00, Close, 27.41
Final Portfolio Value: 95823.62

Results on my laptop

2000-12-14 BUY CREATE, 25.93
2000-12-15 Close, 26.93
2000-12-18 Close, 30.18
2000-12-19 Close, 28.88
2000-12-20 Close, 26.88
2000-12-20 BUY CREATE, 26.88
2000-12-21 Close, 27.82
2000-12-22 Close, 30.06
2000-12-26 Close, 29.17
2000-12-27 Close, 28.94
2000-12-27 BUY CREATE, 28.94
2000-12-28 Close, 29.29
2000-12-29 Close, 27.41
Final Portfolio Value: 99725.08

backtrader

That's a leftover in the documentation. The Quickstart was one of the 1st parts to be ever written and the sample was then changed and in the process of updating, that line remained there (you can see that the operations match).

Documentation has been updated (Use Shift + F5 to force a reload in the browser bypassing the cache)

derek2017

Thanks for the prompt reply!