Code running forever but no output

[curious_one]

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~!

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]

@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.

[curious_one]

@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 :/