which ticker opened/closed in notify_order

Alon Horesh

How can I tell which ticker symbol was opened or closed when notify_order is called?

Paska Houso

notify_order receives an order. And this contains several attributes including data

https://www.backtrader.com/docu/order.html

Alon Horesh

but data attribute does not include the ticker, or am I missing something?
what is the data attribute for the ticker symbol?

Paska Houso

That depends on the data source and what you have done (which we don't know). Data feeds have for example an parameter dataname which is the parameter you use to create them. And they can also be assigned a name in cerebro.adddata which is later available as _name

But at the end of the day it's up to you and your data feed.

Alon Horesh

I added the data source with
data = bt.feeds.QuandlCSV(dataname="+ticker[0]+".csv",...)
but when calling print(order.data._name) I get the name of the ticker for datas[0] every time, regardless of the order sent to the print command, BTW all other parameters are displayed OK, only the _name is the same.
it should be basic and intuitive to get the ticker symbol.

Paska Houso

Although your explanation for sure makes sense for you, it doesn't make any sense here.

@Alon-Horesh said in which ticker opened/closed in notify_order:

I added the data source with
data = bt.feeds.QuandlCSV(dataname="+ticker[0]+".csv",...)

You didn't add anything. You created it.

@Paska-Houso said in which ticker opened/closed in notify_order:

And they can also be assigned a name in cerebro.adddata which is later available as _name

From my own comment above, it should be clear that _name is only available when provided with cerebro.adddata. See the linked doc for cerebro

it should be basic and intuitive to get the ticker symbol.

Subclass, add your own field ticker and get it. There is no code and not much can be said. You can read the linked docs and then work it out. Or you can further complain.

Alon Horesh

the data was added using cerebro.adddata
for ticker in tickers:
# Create a Data Feed
data = bt.feeds.QuandlCSV(
dataname='ticker[0]+'.csv',
fromdate=datetime.datetime(2013, 1, 1),
todate=datetime.datetime(2016, 12, 29),
adjclose=False, reverse=True)
# Add the Data Feed to Cerebro
cerebro.adddata(data)

Alon Horesh

here is the entire code sample:
# Create a cerebro entity
cerebro = bt.Cerebro()

# load symbol list from file
with open('list.txt', 'r') as f:
    reader = csv.reader(f)
    tickers = list(reader)

for ticker in tickers:
    # Create a Data Feed
    data = bt.feeds.QuandlCSV(
        dataname=ticker[0]+'.csv',
        fromdate=datetime.datetime(2013, 1, 1),
        todate=datetime.datetime(2016, 12, 29),
        adjclose=False, reverse=True)
    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

Paska Houso

@Alon-Horesh said in which ticker opened/closed in notify_order:

cerebro.adddata(data)

No name is being assigned when using addata

. https://www.backtrader.com/docu/cerebro.html

Trade Prophet

cerebro.adddata(data,name=ticker[0])

Trade Prophet

the problem is solved on another line:
self.buy(data = ticker_data,...)