Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Code running forever but no output

    General Code/Help
    2
    3
    161
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • C
      curious_one last edited by

      Hi, after fixing the datetime such that it is datetimeindex, I can run the code with no errors. However, now the code does not stop running and it has technically no output other than this: "Starting Portfolio Value: 10000.00".

      The code has been running (as shown in image screenshot below with the * circled in pink) in Jupyter notebook for at least 15 minutes and I only have 3000 rows and 2 columns worth of data containing Date on the index and Close price in another column. Hence, I am very puzzled by this.

      I have copy and pasted the code below. Can someone help please? Thank you vm in advance~!

      b121d31b-d3e5-44ce-a944-5c8463371362-image.png

      code_text
      
      class teststrat(bt.Strategy):
          
          params = (
              ('n',20),
              ('m',2),# Tuple of tuples containing any variable settings required by the strategy.
              ('printlog',False), # Stop printing the log of the trading strategy
              
          )
          
          def __init__(self):
              self.dataclose= self.datas[0].close    # Keep a reference to the "close" line in the data[0] dataseries
              self.order = None # Property to keep track of pending orders.  There are no orders when the strategy is initialized.
              self.buyprice = None
              self.buycomm = None
              self.redline = None
              self.blueline = None
              
              # Add Bband indicator for use in the trading strategy
              self.bband = bt.indicators.BBands( 
                  self.datas[0], period=self.params.n, devfactor=self.params.m)
          
          def log(self, txt, dt=None, doprint=False):
              if self.params.printlog or doprint: # Add if statement to only log of printlog or doprint is True
                  dt = dt or self.datas[0].datetime.date(0)
                  print('{0},{1}'.format(dt.isoformat(),txt))
          
          def notify_order(self, order):
              # 1. If order is submitted/accepted, do nothing 
              if order.status in [order.Submitted, order.Accepted]:
                  return
              # 2. If order is buy/sell executed, report price executed
              if order.status in [order.Completed]: 
                  if order.isbuy():
                      self.log('BUY EXECUTED, Price: {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm: {3:8.2f}'.format(
                          order.executed.price,
                          order.executed.size,
                          order.executed.value,
                          order.executed.comm))
                      
                      self.buyprice = order.executed.price
                      self.buycomm = order.executed.comm
                  else:
                      self.log('SELL EXECUTED, {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm{3:8.2f}'.format(
                          order.executed.price, 
                          order.executed.size, 
                          order.executed.value,
                          order.executed.comm))
                  
                  self.bar_executed = len(self) #when was trade executed
              # 3. If order is canceled/margin/rejected, report order canceled
              elif order.status in [order.Canceled, order.Margin, order.Rejected]:
                  self.log('Order Canceled/Margin/Rejected')
                  
              self.order = None
          
          def notify_trade(self,trade):
              if not trade.isclosed:
                  return
              
              self.log('OPERATION PROFIT, GROSS {0:8.2f}, NET {1:8.2f}'.format(
                  trade.pnl, trade.pnlcomm))
          
      def next(self):
              # Simply log the closing price of the series from the reference
              self.log('Close, %.2f' % self.dataclose[0])
      
              # Check if an order is pending ... if yes, we cannot send a 2nd one
              if self.order:
                  return
      
              if self.dataclose < self.bband.lines.bot and not self.position:
                  self.redline = True
      
              if self.dataclose > self.bband.lines.top and self.position:
                  self.blueline = True
      
              if self.dataclose > self.bband.lines.mid and not self.position and self.redline:        	
                  # BUY, BUY, BUY!!! (with all possible default parameters)
                  self.log('BUY CREATE, %.2f' % self.dataclose[0])
                  # Keep track of the created order to avoid a 2nd order
                  self.order = self.buy()
      
              if self.dataclose > self.bband.lines.top and not self.position:
                  # BUY, BUY, BUY!!! (with all possible default parameters)
                  self.log('BUY CREATE, %.2f' % self.dataclose[0])
                  # Keep track of the created order to avoid a 2nd order
                  self.order = self.buy()
      
              if self.dataclose < self.bband.lines.mid and self.position and self.blueline:
                  # SELL, SELL, SELL!!! (with all possible default parameters)
                  self.log('SELL CREATE, %.2f' % self.dataclose[0])
                  self.blueline = False
                  self.redline = False
                  # Keep track of the created order to avoid a 2nd order
                  self.order = self.sell()
      
      # Create a cerebro entity            
      cerebro = bt.Cerebro()
      
      # Add a strategy
      cerebro.addstrategy(teststrat)
      
      # Create a Data Feed
      data = bt.feeds.PandasData(dataname = df_daily)
                                  #, openinterest=False,open=False,high=False,low=False,close=-1,volume=False)
      
      # Add the Data Feed to Cerebro
      cerebro.adddata(data)
                  
      
      
      # Datas are in a subfolder of the samples. Need to find where the script is
      # because it could have been called from anywhere
      #modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
      #datapath = os.path.join(modpath, 'TSLA-USD.csv')
      
      
      strats = cerebro.optstrategy(
          teststrat,
          n=range(10,50),
          m=range(1,5),
          printlog=False)
      
      # Set our desired cash start
      cerebro.broker.setcash(10000.0)
      
      # Add a FixedSize sizer according to the stake
      cerebro.addsizer(bt.sizers.FixedSize, stake=5)
      
      # Set the commission
      cerebro.broker.setcommission(commission=0.002)
      
      # Print out the starting conditions
      print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
      # Run over everything
      cerebro.run()
      
      # Print out the final result
      print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
      
      # Plot the result
      cerebro.plot()
      
      

      Starting Portfolio Value: 10000.00

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

        @curious_one said in Code running forever but no output:

        if self.dataclose < self.bband.lines.bot and not self.position:
        self.redline = True

            if self.dataclose > self.bband.lines.top and self.position:
                self.blueline = True
        
            if self.dataclose > self.bband.lines.mid and not self.position and self.redline:  
        

        Just looking in your next, once you set self.reline = True nothing ever can change it to false. Consider just using redline=True but also setting it's value False in an else statement part of the conditional.

        Secondly, I do not think your conditional

        if self.dataclose > self.bband.lines.mid and not self.position and self.redline:  
        

        Can ever be true, since self.redline is only true when below bb.bottom.

        RunBacktest.com

        C 1 Reply Last reply Reply Quote 1
        • C
          curious_one @run-out last edited by

          @run-out Really appreciate your reply! I used the code provided in this thread (https://community.backtrader.com/topic/122/bband-strategy) at BBand Strategy and it worked. The queries you had were addressed in that thread too as per screenshot below. It worked for others but not for me. Hence, I am not sure where I went wrong :/

          cf53cb19-c050-4328-a6f3-014132016515-image.png

          1 Reply Last reply Reply Quote 0
          • 1 / 1
          • First post
            Last post
          Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors