Managing orders for multiple data feeds

[Vypy1]

I wanted to know what is the best way to manage orders in multi data feeds. In case of single data feeds I use the notify order method but incase on multiple data feeds, as is the case in the below code, I think it is submitting orders for both my feeds.

# Breakout Strategy

class Breakout(bt.Strategy):
    
    params = (('roc', 10), ('stop', 0.98), ('tgt', 1.05), )
    
    def __init__(self):
        
        self.inds = {}
        for d in (self.datas):
            self.inds[d] = {}
#             self.open = self.datas[d].open
#             self.close = self.datas[d].close
#             self.high = self.datas[0].high
            self.inds[d]['roc'] = bt.talib.ROC(d.close, timeperiod = self.p.roc)
            self.inds[d]['p_range'] = bt.talib.SUB(d.close, d.open)
            self.inds[d]['price_range'] = bt.talib.SMA(self.inds[d]['p_range'], timeperiod = 10)
            self.inds[d]['vol_range'] = bt.talib.SMA(d.volume, timeperiod = 10)
            self.inds[d]['prev_high'] = 0
            self.orefs = list()
            self.execprice = None
            self.totalcost = None
        
        
    def log(self, txt, dt=None):
        dt = self.datas[0].datetime.date()
        print(f'Date: {dt}, {txt}')
        
        
        
    def notify_order(self, order):
        
        for d in self.datas:
            print(f'{self.datetime.date()}: Close: {d.close[0]}')
        
        print(f'Order ref: {order.ref} / Type {"Buy" * order.isbuy() or "Sell"} / Status {order.getstatusname()}')
     
        if order.status == order.Completed:
            self.execprice = order.executed.price
            self.totalcost = order.executed.value
            self.log(f'Executed price: {self.execprice}')


        if not order.alive() and order.ref in self.orefs:
            self.orefs.remove(order.ref)
            print(f'Order Numbers are {self.orefs}')
            

   
    def notify_trade(self, trade):
        if trade.isopen:
            return  
        else:
            self.log(f'OPERATION PROFIT: GROSS {trade.pnl}, NET {trade.pnlcomm}, Trade PnL: {trade.pnlcomm/self.totalcost}')
            self.log(f'Updated Account Balance: {cerebro.broker.getcash()}')
            
            
    
    def next(self):
 
        for d in (self.datas):
            name = d._name
            pos = self.getposition(d).size
            
            self.log(f'Name: {name}, Close: {d.close[0]}')
            

            
            if d.Peaks == 1.0:
                self.inds[d]['prev_high'] = d.high[0]
#             print('Date: {}, Name: {}, ROC: {}, Prange: {}, Price Range: {}, Vol_range: {}, Prev_high: {}'.format(self.datas[0].datetime.date(), name, self.inds[d]['roc'][0], self.inds[d]['p_range'][0], self.inds[d]['price_range'][0], self.inds[d]['vol_range'][0], self.inds[d]['prev_high']))
            
            if not pos:
                        
                if (-3 <= self.inds[d]['roc'][-1] <= 3):
                        
                                p1 = d.open[1]
                                p2 = p1 * self.p.stop
                                p3 = p1 * self.p.tgt

                                os = self.buy_bracket(data = d, price=p1, stopprice=p2, limitprice=p3, exectype = bt.Order.Market)
                            
                
                                self.orefs = [o.ref for o in os]
#                             print(f'Order Numbers are : {self.orefs}')
                                self.log(f'Name: {name}, Buy at {p1} - OID: {self.orefs[0]}, Stop sell at {p2} - OID: {self.orefs[1]}, Tgt sell at {p3} - OID: {self.orefs[2]}')


#                                 print('Date: {}, Name: {}, Prange: {}'.format(self.datetime.date(), name, self.inds[d]['p_range'][0], self.inds[d]['price_range'][0], self.inds[d]['vol_range'][0]))
                        
        
cerebro = bt.Cerebro()
dataset = [(hdfc, 'hdfc'), (maruti, 'maruti')]

for n in range(len(dataset)):
    data = pandas_data_ext(dataname=dataset[n][0], datetime=None, open=-1, high=-1, low=-1, close=-1, volume=-1, Peaks=-1, Trough=-1)
    cerebro.adddata(data, name = dataset[n][1])
    
cerebro.addstrategy(Breakout)
cerebro.run()

Output is as below:

Date: 2017-02-27, Name: hdfc, Close: 1375.7
Date: 2017-02-27, Name: maruti, Close: 5951.5
Date: 2017-02-28, Name: hdfc, Close: 1370.05
Date: 2017-02-28, Name: hdfc, Buy at 1369.8 - OID: 1078, Stop sell at 1342.404 - OID: 1079, Tgt sell at 1438.29 - OID: 1080
Date: 2017-02-28, Name: maruti, Close: 5922.5
Date: 2017-02-28, Name: maruti, Buy at 5960.0 - OID: 1081, Stop sell at 5840.8 - OID: 1082, Tgt sell at 6258.0 - OID: 1083
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1078 / Type Buy / Status Submitted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1079 / Type Sell / Status Submitted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1080 / Type Sell / Status Submitted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1081 / Type Buy / Status Submitted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1082 / Type Sell / Status Submitted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1083 / Type Sell / Status Submitted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1078 / Type Buy / Status Accepted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1079 / Type Sell / Status Accepted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1080 / Type Sell / Status Accepted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1081 / Type Buy / Status Accepted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1082 / Type Sell / Status Accepted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1083 / Type Sell / Status Accepted
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1078 / Type Buy / Status Completed
Date: 2017-03-01, Executed price: 1369.8
2017-03-01: Close: 1400.55
2017-03-01: Close: 5919.6
Order ref: 1081 / Type Buy / Status Completed
Date: 2017-03-01, Executed price: 5960.0
Order Numbers are [1082, 1083]
Date: 2017-03-01, Name: hdfc, Close: 1400.55
Date: 2017-03-01, Name: maruti, Close: 5919.6
Date: 2017-03-02, Name: hdfc, Close: 1399.0
Date: 2017-03-02, Name: maruti, Close: 5918.75
Date: 2017-03-03, Name: hdfc, Close: 1371.2
Date: 2017-03-03, Name: maruti, Close: 5887.75
Date: 2017-03-06, Name: hdfc, Close: 1365.95
Date: 2017-03-06, Name: maruti, Close: 5934.85
Date: 2017-03-07, Name: hdfc, Close: 1365.4
Date: 2017-03-07, Name: maruti, Close: 5888.5
2017-03-08: Close: 1367.7
2017-03-08: Close: 5864.15
Order ref: 1082 / Type Sell / Status Completed
Date: 2017-03-08, Executed price: 5840.8
Order Numbers are [1083]
2017-03-08: Close: 1367.7
2017-03-08: Close: 5864.15
Order ref: 1083 / Type Sell / Status Canceled
Order Numbers are []
Date: 2017-03-08, OPERATION PROFIT: GROSS -119.19999999999982, NET -119.19999999999982, Trade PnL: -0.01999999999999997
Date: 2017-03-08, Updated Account Balance: 8511.0
Date: 2017-03-08, Name: hdfc, Close: 1367.7
Date: 2017-03-08, Name: maruti, Close: 5864.15
Date: 2017-03-09, Name: hdfc, Close: 1371.5
Date: 2017-03-09, Name: maruti, Close: 5964.4
Date: 2017-03-10, Name: hdfc, Close: 1373.8
Date: 2017-03-10, Name: maruti, Close: 5955.6
Date: 2017-03-10, Name: maruti, Buy at 6060.0 - OID: 1084, Stop sell at 5938.8 - OID: 1085, Tgt sell at 6363.0 - OID: 1086

What I want is to submit an order for one feed upon meeting the criteria in next. But not to submit order for the other feed if the criteria is not met. How can I do this?

[run-out]

@vypy1 Here

[Vypy1]

@run-out thanks, was able to figure it out.