Order Executed Price Error

TYmax54

class TestStrategy(bt.Strategy):
    
    def log(self, txt, dt=None):
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' %(dt.isoformat(), txt))
        
    def __init__(self):
        self.dataclose = self.datas[0].close
        
        self.order = None
    
    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return
        
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log('BUY EXECUTED, %.2f' % order.executed.price)
            elif order.issell():
                self.log('SELL EXECUTED, %.2f' % order.executed.price)
            self.bar_executed = len(self)
            
        elif order.status in [order.Cancelled, order.Margin, order.Rejected]:
            self.log('Order Cancelled/Margin/Rejected')
            
        self.order = None
        
    def next(self):
        self.log('Close, %.2f' %self.dataclose[0])
        
        if self.order:
            return
        
        if not self.position:
        
            if self.dataclose[0] < self.dataclose[-1]:

                if self.dataclose[-1] < self.dataclose[-2]:

                    self.log('BUY CREATE, %.2f' %self.dataclose[0])
                    self.buy()
                    
        else:
            
            if len(self) >= (self.bar_executed + 5):
                self.log('SELL CREATE, %.2f' %self.dataclose[0])
                
                self.order = self.sell()

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    
    cerebro.addstrategy(TestStrategy)
    
    data = bt.feeds.YahooFinanceCSVData(
        dataname='tsla.csv',
        # Do not pass values before this date
        fromdate=datetime.datetime(2014, 12, 31),
        # Do not pass values after this date
        todate=datetime.datetime(2021, 12, 31),
        reverse=False)
    
    cerebro.adddata(data)
    
    cerebro.broker.setcash(1000000.0)
    
    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
    
    cerebro.run()
    
    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

I ran the same code as the quick start guide. I have used my own data. I got everything correctly except the buy executed and sell executed are showing value of 0 instead of buy create and sell create value. Everything is working completely fine. I don't know where I am going wrong.

This is the result I am getting.

Thank you

run-out

Looking at your code I couldn't see anything wrong with it. So I copied and ran it using just tsla downloaded data from yahoo and it seems to run fine. Maybe try another data source?

Starting Portfolio Value: 1000000.00
2014-01-02, Close, 30.02
2014-01-02, BUY CREATE, 30.02
2014-01-03, BUY EXECUTED, 30.00
2014-01-03, Close, 29.91
2014-01-06, Close, 29.40
2014-01-07, Close, 29.87
2014-01-08, Close, 30.26
2014-01-09, Close, 29.51
2014-01-10, Close, 29.14
2014-01-10, SELL CREATE, 29.14
2014-01-13, SELL EXECUTED, 29.16
2014-01-13, Close, 27.87
2014-01-13, BUY CREATE, 27.87
2014-01-14, BUY EXECUTED, 28.10
2014-01-14, Close, 32.25

davidavr

@tymax54 Can you show the first few lines of tsla.csv? I'm wondering if for some reason the default column for the open price is empty or zero.