Backtrader TestStrategy Output Repeating

[Onkoko]

Hi,
I've read a lot here but this is my first post.
I've been tring the backtrader quickstart guide.
The code and source data are all the same with website like copy/paste but the output is not the same and on the other hand my output is repeating the "maperiod=15" after every line in the loop and I couldn't find it why. Any ideas?

Here is my code which is no different than the tutorial..

import backtrader as bt


# Create a Stratey
class TestStrategy(bt.Strategy):
    params = (
        ('maperiod', 15),
        ('printlog', False),
    )

    def log(self, txt, dt=None, doprint=False):
        ''' Logging function fot this strategy'''
        if self.params.printlog or doprint:
            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

        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None

        # Add a MovingAverageSimple indicator
        self.sma = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod)

        # indicators for the plotting show

        # bt.indicators.ExponentialMovingAverage(self.datas[0], period=25)
        # bt.indicators.WeightedMovingAverage(self.datas[0], period=25, subplot=True)
        # bt.indicators.StochasticSlow(self.datas[0])
        # bt.indicators.MACDHisto(self.datas[0])
        # rsi = bt.indicators.RSI(self.datas[0])
        # bt.indicators.SmoothedMovingAverage(rsi, period=10)
        # bt.indicators.ATR(self.datas[0], plot=False)

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f Comm: %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))
                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm

            else:
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order
        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (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

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] > self.sma[0]:
                # BUY, BUY, BUY!!! (with 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()

        else:

            # Already in the market ... we might sell
            if self.dataclose[0] < self.sma[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

    def stop(self):
        self.log('(MA Period %2d) Ending Value %.2f' %
                 (self.params.maperiod, self.broker.getvalue()), doprint=True)

This is my main.py

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt
import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])
from TestStrategy import TestStrategy


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

    # Add a strategy
    strats = cerebro.optstrategy(
        TestStrategy,
        maperiod=range(10, 31))

    cerebro.addstrategy(TestStrategy)

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

    # Create a Data Feed
    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(1000.0)

    # Add a FixedSize sizer according to the stake
    cerebro.addsizer(bt.sizers.FixedSize, stake=10)

    # Set the commission
    cerebro.broker.setcommission(commission=0.0)

    # Run over everything
    cerebro.run(maxcpus=1)
   # print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

    #cerebro.plot(style='candlestick')

Here is the output..

2000-12-29, (MA Period 10) Ending Value 10807.80
2000-12-29, (MA Period 15) Ending Value 10807.80
2000-12-29, (MA Period 11) Ending Value 10731.00
2000-12-29, (MA Period 15) Ending Value 10731.00
2000-12-29, (MA Period 12) Ending Value 10811.00
2000-12-29, (MA Period 15) Ending Value 10811.00
2000-12-29, (MA Period 13) Ending Value 10637.90
2000-12-29, (MA Period 15) Ending Value 10637.90
2000-12-29, (MA Period 14) Ending Value 10557.30
2000-12-29, (MA Period 15) Ending Value 10557.30
2000-12-29, (MA Period 15) Ending Value 953.40
2000-12-29, (MA Period 15) Ending Value 953.40
2000-12-29, (MA Period 16) Ending Value 6922.80
2000-12-29, (MA Period 15) Ending Value 6922.80
2000-12-29, (MA Period 17) Ending Value 10443.70
2000-12-29, (MA Period 15) Ending Value 10443.70
2000-12-29, (MA Period 18) Ending Value 10686.00
2000-12-29, (MA Period 15) Ending Value 10686.00
2000-12-29, (MA Period 19) Ending Value 9572.00
2000-12-29, (MA Period 15) Ending Value 9572.00
2000-12-29, (MA Period 20) Ending Value 9615.10
2000-12-29, (MA Period 15) Ending Value 9615.10
2000-12-29, (MA Period 21) Ending Value 11161.50
2000-12-29, (MA Period 15) Ending Value 11161.50
2000-12-29, (MA Period 22) Ending Value 11220.80
2000-12-29, (MA Period 15) Ending Value 11220.80
2000-12-29, (MA Period 23) Ending Value 9844.60
2000-12-29, (MA Period 15) Ending Value 9844.60
2000-12-29, (MA Period 24) Ending Value 9882.70
2000-12-29, (MA Period 15) Ending Value 9882.70
2000-12-29, (MA Period 25) Ending Value 9882.70
2000-12-29, (MA Period 15) Ending Value 9882.70
2000-12-29, (MA Period 26) Ending Value 11160.70
2000-12-29, (MA Period 15) Ending Value 11160.70
2000-12-29, (MA Period 27) Ending Value 11161.00
2000-12-29, (MA Period 15) Ending Value 11161.00
2000-12-29, (MA Period 28) Ending Value 9851.50
2000-12-29, (MA Period 15) Ending Value 9851.50
2000-12-29, (MA Period 29) Ending Value 9851.50
2000-12-29, (MA Period 15) Ending Value 9851.50
2000-12-29, (MA Period 30) Ending Value 9851.50
2000-12-29, (MA Period 15) Ending Value 9851.50

Process finished with exit code 0

[vladisld]

@onkoko

The problem is that in addition to using optstrategy call you are adding yet another instance of the stragegy to the pull by using addstrategy ( probably copy/paste error ). It means that during the optimization run, two strategies will always be instantiated for each permutation of parameters ( in your case for each value of maperiod from 10 to 31 ) - one added through optstrategy and the other through addstrategy.

So since the '(MA Perios XX)is printed inside yourstopstrategy's method - each time some strategy instance will complete, itsstop` method will be called and the above log will be printed.

[Onkoko]

@vladisld Thank you very much..

your recomendation solved the issue perfectly..