Plotting Number of stocks held over time

cwse

Hi,
I am hoping to plot the number of stocks held over time on my final output chart.

Are there any examples of this already?

I believe I should create an observer, but not sure the best (/easiest) way to do this.

I am currently logging how many stocks are held in each next() statement under a variable "num_long" which I add 1 unit to whenever a stock iteration has self.broker.getposition(d).size.

Any examples here would be much appreciated :)

Thank you!

ab_trader

First I would set the counter in the strategy __init__() as series object:

self.num_long = bt.LineNum(0)

then in the strategy next() I would change value of self.num_long[0] based on the counting rules. And then the following observer can be implemented:

class StockCounter(bt.Observer):

    lines = ('num_long',)

    plotinfo = dict(plot=True, subplot=True)

    def next(self):

        self.lines.num_long[0] = self._owner.num_long[0]

I think this should work.

backtrader

That's a nice approach. A couple of variations on the topic

class MyStrategy(bt.Strategy):
    lines = ('numlong',)
    ...

which avoids using LineNum by integrating the line definition in the definition of the strategy.

And

class StockCounter(bt.Observer):
    lines = ('num_long',)
    def __init__(self):
        self.lines.num_long = self._owner.lines.num_long

should also work by establishing a binding between the 2 lines.

The actual number of holding objects can be quickly calculated in the strategy with:

holding = len([1 for d, p in self.getpositions() if p.size])

backtrader

With the latter also being possible as for example

holding = sum(bool(pos) for pos in self.getpositions().values())

# For 100% equivalence between Python2/3
from backtrader.utils.py3 import itervalues
holding = sum(bool(pos) for pos in itervalues(self.getpositions()))

In practical terms it really shouldn't make a difference to use .values() even if that generates a copy in Python2, because the number of items being held is not going to have needed magnitude to matter.

Updated
To change items to values

cwse

Awesome thank you guys!

@backtrader, when I use my old counting method it works perfectly, however when I use
holding = sum(bool(pos) for pos in self.getpositions().items()) it always plots 200 as a flat line (i.e. it thinks I am holding every possible stock... so somehow this method is counting everything, not just those in market? Note: I am using Python 3.

Thanks

backtrader

Because items always returns a tuple and that evaluates to True. It should have said values. The answer has been updated to avoid future miscopying.