Buying and Selling at specific time (replication)

[hangouts91]

Hello, I found this https://community.backtrader.com/topic/3389/open-and-exit-at-specific-time post on how to buy and sell at specific time. I tried to replicate the code suggested by @rajanprabu but for some reason keep getting this error.

'>' not supported between instances of 'NoneType' and 'int'

Here is my code. I have 5 minute stock data

class daily_strategy(bt.Strategy):
    params = (('entrytime', 10), ('exittime', 15),('printlog', True))  
             #open trade at 10:00 UTC, exit at 15:00 UTC 

    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        if self.params.printlog: 
            dt = dt or self.datas[0].datetime.datetime(0).strftime('%Y-%m-%d %H:%M:%S')
            print('%s, %s' % (dt, txt))   

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close
        self.order = None

    def next(self):
        self.log('Close, %.2f' % self.dataclose[0])

        if self.order:
            return

        if not self.position and self.datas[0].datetime.time() == datetime.time(self.params.entrytime , 0) :

            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.buy()
               
        
        if self.position > 0 and self.datas[0].datetime.time() == datetime.time(self.params.exittime , 0) :

            self.log('EXIT BUY CREATE, %.2f' % self.dataclose[0])
            self.order = self.close()

The error that I get

'>' not supported between instances of 'NoneType' and 'int'

It appears that the strategy does not buy the stock at the specified time. That is why I do not have a position, which leads to the error. I cannot understand why it does not buy anything.

Any help would be very much appreciated.

[run-out]

@hangouts91 said in Buying and Selling at specific time (replication):

'>' not supported between instances of 'NoneType' and 'int'

It would be most helpful if you included the few lines before that error, so we can see what it is referring to.

[hangouts91]

@run-out Sorry about that,

Here is the full error

File "C:\Users\OneDrive\backtrader.py", line 87, in <module>
    cerebro.run()

  File "C:\Users\User\anaconda3\envs\myenv\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)

  File "C:\Users\User\anaconda3\envs\myenv\lib\site-packages\backtrader\cerebro.py", line 1293, in runstrategies
    self._runonce(runstrats)

  File "C:\Users\User\anaconda3\envs\myenv\lib\site-packages\backtrader\cerebro.py", line 1695, in _runonce
    strat._oncepost(dt0)

  File "C:\Users\User\anaconda3\envs\myenv\lib\site-packages\backtrader\strategy.py", line 311, in _oncepost
    self.nextstart()  # only called for the 1st value

  File "C:\Users\User\anaconda3\envs\myenv\lib\site-packages\backtrader\lineiterator.py", line 347, in nextstart
    self.next()

  File "C:\Users\OneDrive\backtrader.py", line 76, in next
    if self.position > 0 and self.datas[0].datetime.time() == datetime.time(self.params.exittime , 0) :

TypeError: '>' not supported between instances of 'Position' and 'int'

[hangouts91]

@run-out I figured that out, here's the code

class daily_strategy(bt.Strategy):
    params = (('entrytime', 9), ('exittime', 15),('printlog', True))  
             #open trade at 10:00 UTC, exit at 15:00 UTC 
             
    def log(self, txt, dt=None):
        ''' Logging function fot this strategy'''
        if self.params.printlog: 
            dt = dt or self.datas[0].datetime.datetime(0).strftime('%Y-%m-%d %H:%M:%S')
            print('%s, %s' % (dt, txt))   
 
    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close
        

    def next(self):
        self.log('Close, %.2f' % self.dataclose[0])
     

        if not self.position and self.datas[0].datetime.time() == datetime.time(self.params.entrytime , 30) :

            self.log('BUY CREATE, %.2f' % self.dataclose[0])
            self.buy()
               
        
        if self.position and  self.datas[0].datetime.time() == datetime.time(self.params.exittime , 0) :

            self.log('EXIT BUY CREATE, %.2f' % self.dataclose[0])
            self.close()

[run-out]

@hangouts91 Thanks. Try:

self.position.size

Glad you got. Just a note for future readers, the Position object returns with the following attributes:

--- Position Begin
- Size: 1
- Price: 75.288928057554
- Price orig: 0.0
- Closed: 0
- Opened: 1
- Adjbase: 85.71
--- Position End

If you make a condition of:

if self.position

You will be able to know if there's a position object. You can also use:

if self.position.size > 0

[hangouts91]

@run-out Thanks, i will have a look at them