3. btrun passing parameters to strategy
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2019-10-02: The community is currently in read-only mode

btrun passing parameters to strategy

  • T

    I am trying to execute a strategy using btrun. I would also like to pass parameters stoploss and profit to the strategy. Following command line code -

     btrun --csvformat btcsv  --data /home/dev/backTest/btDev/data/EOD/data1.csv --data /home/dev/backTest/btDev/data/EOD/data2.csv --data /home/dev/backTest/btDev/data/EOD/data3.csv --data /home/dev/backTest/btDev/data/EOD/data4.csv --strategy :/home/dev/backTest/btDev/data/tbadu99/strategy00113.py:stoploss=0.01,profit=0.1 --cash 100000 --commission 0.006 --fromdate 2016-01-01 --todate 2016-04-04 --analyzer :Returns --analyzer :DrawDown --analyzer :SharpeRatio --analyzer :Transactions --observer :Value --nostdstats --write csv=True > /home/dev/backTest/btDev/data/tbadu99/result.csv

    Passing two parameter to strategy00113 - stoploss and profit
    While execution it produces no results
    Error below -
    No class stoploss=0.01 profit=0.1 / module /home/dev/backTest/btDev/data/tbadu99/strategy00113.py

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  • B
    administrators

    See: Docs - Automating BackTesting

    The notation is:

    • module:strategy:kwargs

    You provide module and kwargs, but neither a strategy nor an empty separator to simply load the 1st one available in the module.

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