Analyzer problem

[Gleetche]

Hi there,

The full code below works perfectly as it is but I wonder why removing the

        else:
            if self.rsi > 70:
                self.sell(size=100)

from the next function will cause an error?

This is the error i get

This is the full code:

import backtrader as bt
from datetime import datetime
from collections import OrderedDict

class firstStrategy(bt.Strategy):

    def __init__(self):
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=21)

    def next(self):
        if not self.position:
            if self.rsi < 30:
                self.buy(size=100)
        else:
            if self.rsi > 70:
                self.sell(size=100)


def printTradeAnalysis(analyzer):
    '''
    Function to print the Technical Analysis results in a nice format.
    '''
    #Get the results we are interested in
    total_open = analyzer.total.open
    total_closed = analyzer.total.closed
    total_won = analyzer.won.total
    total_lost = analyzer.lost.total
    win_streak = analyzer.streak.won.longest
    lose_streak = analyzer.streak.lost.longest
    pnl_net = round(analyzer.pnl.net.total,2)
    strike_rate = (total_won / total_closed) * 100
    #Designate the rows
    h1 = ['Total Open', 'Total Closed', 'Total Won', 'Total Lost']
    h2 = ['Strike Rate','Win Streak', 'Losing Streak', 'PnL Net']
    r1 = [total_open, total_closed,total_won,total_lost]
    r2 = [strike_rate, win_streak, lose_streak, pnl_net]
    #Check which set of headers is the longest.
    if len(h1) > len(h2):
        header_length = len(h1)
    else:
        header_length = len(h2)
    #Print the rows
    print_list = [h1,r1,h2,r2]
    row_format ="{:<15}" * (header_length + 1)
    print("Trade Analysis Results:")
    for row in print_list:
        print(row_format.format('',*row))

def printSQN(analyzer):
    sqn = round(analyzer.sqn,2)
    print('SQN: {}'.format(sqn))

#Variable for our starting cash
startcash = 100000

#Create an instance of cerebro
cerebro = bt.Cerebro()

#Add our strategy
cerebro.addstrategy(firstStrategy)

#Get Apple data from Yahoo Finance.
data = bt.feeds.YahooFinanceData(
    dataname='AAPL',
    fromdate = datetime(2009,1,1),
    todate = datetime(2017,1,1),
    buffered= True
    )

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

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

# Add the analyzers we are interested in
cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="ta")
cerebro.addanalyzer(bt.analyzers.SQN, _name="sqn")

# Run over everything
strategies = cerebro.run()
firstStrat = strategies[0]

# print the analyzers
printTradeAnalysis(firstStrat.analyzers.ta.get_analysis())
printSQN(firstStrat.analyzers.sqn.get_analysis())

#Get final portfolio Value
portvalue = cerebro.broker.getvalue()

#Print out the final result
print('Final Portfolio Value: ${}'.format(portvalue))

#Finally plot the end results
cerebro.plot(style='candlestick')

[run-out]

@gleetche said in Analyzer problem:

else:
if self.rsi > 70:
self.sell(size=100)

Removing this will result in no closed trades. In the trade analyzer, I would presume some of the fields/results don't get created if there are no closed trades, resulting in a lack of a field, resulting in a key error.

[Gleetche]

@run-out Ohhhh thanks!