@backtrader
I have asked for a legacy account . at the end of the year legacy account wont access the api service anymore.
I try with the legacy account (2121212 )

here the code :
from future import (absolute_import, division, print_function,
unicode_literals)

import argparse
import datetime

The above could be sent to an independent module

import backtrader as bt
from backtrader.utils import flushfile # win32 quick stdout flushing

StoreCls = bt.stores.OandaStore
DataCls = bt.feeds.OandaData
#BrokerCls = bt.brokers.OandaBroker

class TestStrategy(bt.Strategy):
params = dict(
smaperiod=5,
trade=False,
stake=10,
exectype=bt.Order.Market,
stopafter=0,
valid=None,
cancel=0,
donotcounter=False,
sell=False,
usebracket=False,
)

def __init__(self):
    # To control operation entries
    self.orderid = list()
    self.order = None

    self.counttostop = 0
    self.datastatus = 0

    # Create SMA on 2nd data
    self.sma = bt.indicators.MovAv.SMA(self.data, period=self.p.smaperiod)

    print('--------------------------------------------------')
    print('Strategy Created')
    print('--------------------------------------------------')

def notify_data(self, data, status, *args, **kwargs):
    print('*' * 5, 'DATA NOTIF:', data._getstatusname(status), *args)
    if status == data.LIVE:
        self.counttostop = self.p.stopafter
        self.datastatus = 1

def notify_store(self, msg, *args, **kwargs):
    print('*' * 5, 'STORE NOTIF:', msg)

def notify_order(self, order):
    if order.status in [order.Completed, order.Cancelled, order.Rejected]:
        self.order = None

    print('-' * 50, 'ORDER BEGIN', datetime.datetime.now())
    print(order)
    print('-' * 50, 'ORDER END')

def notify_trade(self, trade):
    print('-' * 50, 'TRADE BEGIN', datetime.datetime.now())
    print(trade)
    print('-' * 50, 'TRADE END')

def prenext(self):
    self.next(frompre=True)

def next(self, frompre=False):
    txt = list()
    txt.append('Data0')
    txt.append('%04d' % len(self.data0))
    dtfmt = '%Y-%m-%dT%H:%M:%S.%f'
    txt.append('{:f}'.format(self.data.datetime[0]))
    txt.append('%s' % self.data.datetime.datetime(0).strftime(dtfmt))
    txt.append('{:f}'.format(self.data.open[0]))
    txt.append('{:f}'.format(self.data.high[0]))
    txt.append('{:f}'.format(self.data.low[0]))
    txt.append('{:f}'.format(self.data.close[0]))
    txt.append('{:6d}'.format(int(self.data.volume[0])))
    txt.append('{:d}'.format(int(self.data.openinterest[0])))
    txt.append('{:f}'.format(self.sma[0]))
    print(', '.join(txt))

    if len(self.datas) > 1 and len(self.data1):
        txt = list()
        txt.append('Data1')
        txt.append('%04d' % len(self.data1))
        dtfmt = '%Y-%m-%dT%H:%M:%S.%f'
        txt.append('{}'.format(self.data1.datetime[0]))
        txt.append('%s' % self.data1.datetime.datetime(0).strftime(dtfmt))
        txt.append('{}'.format(self.data1.open[0]))
        txt.append('{}'.format(self.data1.high[0]))
        txt.append('{}'.format(self.data1.low[0]))
        txt.append('{}'.format(self.data1.close[0]))
        txt.append('{}'.format(self.data1.volume[0]))
        txt.append('{}'.format(self.data1.openinterest[0]))
        txt.append('{}'.format(float('NaN')))
        print(', '.join(txt))

    if self.counttostop:  # stop after x live lines
        self.counttostop -= 1
        if not self.counttostop:
            self.env.runstop()
            return

    if not self.p.trade:
        return

    if self.datastatus and not self.position and len(self.orderid) < 1:
        if not self.p.usebracket:
            if not self.p.sell:
                # price = round(self.data0.close[0] * 0.90, 2)
                price = self.data0.close[0] - 0.005
                self.order = self.buy(size=self.p.stake,
                                      exectype=self.p.exectype,
                                      price=price,
                                      valid=self.p.valid)
            else:
                # price = round(self.data0.close[0] * 1.10, 4)
                price = self.data0.close[0] - 0.05
                self.order = self.sell(size=self.p.stake,
                                       exectype=self.p.exectype,
                                       price=price,
                                       valid=self.p.valid)

        else:
            print('USING BRACKET')
            price = self.data0.close[0] - 0.05
            self.order, _, _ = self.buy_bracket(size=self.p.stake,
                                                exectype=bt.Order.Market,
                                                price=price,
                                                stopprice=price - 0.10,
                                                limitprice=price + 0.10,
                                                valid=self.p.valid)

        self.orderid.append(self.order)
    elif self.position and not self.p.donotcounter:
        if self.order is None:
            if not self.p.sell:
                self.order = self.sell(size=self.p.stake // 2,
                                       exectype=bt.Order.Market,
                                       price=self.data0.close[0])
            else:
                self.order = self.buy(size=self.p.stake // 2,
                                      exectype=bt.Order.Market,
                                      price=self.data0.close[0])

        self.orderid.append(self.order)

    elif self.order is not None and self.p.cancel:
        if self.datastatus > self.p.cancel:
            self.cancel(self.order)

    if self.datastatus:
        self.datastatus += 1

def start(self):
    if self.data0.contractdetails is not None:
        print('-- Contract Details:')
        print(self.data0.contractdetails)

    header = ['Datetime', 'Open', 'High', 'Low', 'Close', 'Volume',
              'OpenInterest', 'SMA']
    print(', '.join(header))

    self.done = False

def runstrategy():
args = parse_args()

# Create a cerebro
cerebro = bt.Cerebro()

storekwargs = dict(
    token=args.token,
    account=args.account,
    practice=not args.live
)

if not args.no_store:
    store = StoreCls(**storekwargs)

if args.broker:
    if args.no_store:
        broker = BrokerCls(**storekwargs)
    else:
        broker = store.getbroker()

    cerebro.setbroker(broker)

timeframe = bt.TimeFrame.TFrame(args.timeframe)
# Manage data1 parameters
tf1 = args.timeframe1
tf1 = bt.TimeFrame.TFrame(tf1) if tf1 is not None else timeframe
cp1 = args.compression1
cp1 = cp1 if cp1 is not None else args.compression

if args.resample or args.replay:
    datatf = datatf1 = bt.TimeFrame.Ticks
    datacomp = datacomp1 = 1
else:
    datatf = timeframe
    datacomp = args.compression
    datatf1 = tf1
    datacomp1 = cp1

fromdate = None
if args.fromdate:
    dtformat = '%Y-%m-%d' + ('T%H:%M:%S' * ('T' in args.fromdate))
    fromdate = datetime.datetime.strptime(args.fromdate, dtformat)

DataFactory = DataCls if args.no_store else store.getdata

datakwargs = dict(
    timeframe=datatf, compression=datacomp,
    qcheck=args.qcheck,
    historical=args.historical,
    fromdate=fromdate,
    bidask=args.bidask,
    useask=args.useask,
    backfill_start=not args.no_backfill_start,
    backfill=not args.no_backfill,
    tz=args.timezone
)

if args.no_store and not args.broker:   # neither store nor broker
    datakwargs.update(storekwargs)  # pass the store args over the data

data0 = DataFactory(dataname=args.data0, **datakwargs)

data1 = None
if args.data1 is not None:
    if args.data1 != args.data0:
        datakwargs['timeframe'] = datatf1
        datakwargs['compression'] = datacomp1
        data1 = DataFactory(dataname=args.data1, **datakwargs)
    else:
        data1 = data0

rekwargs = dict(
    timeframe=timeframe, compression=args.compression,
    bar2edge=not args.no_bar2edge,
    adjbartime=not args.no_adjbartime,
    rightedge=not args.no_rightedge,
    takelate=not args.no_takelate,
)

if args.replay:
    cerebro.replaydata(data0, **rekwargs)

    if data1 is not None:
        rekwargs['timeframe'] = tf1
        rekwargs['compression'] = cp1
        cerebro.replaydata(data1, **rekwargs)

elif args.resample:
    cerebro.resampledata(data0, **rekwargs)

    if data1 is not None:
        rekwargs['timeframe'] = tf1
        rekwargs['compression'] = cp1
        cerebro.resampledata(data1, **rekwargs)

else:
    cerebro.adddata(data0)
    if data1 is not None:
        cerebro.adddata(data1)

if args.valid is None:
    valid = None
else:
    valid = datetime.timedelta(seconds=args.valid)
# Add the strategy
cerebro.addstrategy(TestStrategy,
                    smaperiod=args.smaperiod,
                    trade=args.trade,
                    exectype=bt.Order.ExecType(args.exectype),
                    stake=args.stake,
                    stopafter=args.stopafter,
                    valid=valid,
                    cancel=args.cancel,
                    donotcounter=args.donotcounter,
                    sell=args.sell,
                    usebracket=args.usebracket)

# Live data ... avoid long data accumulation by switching to "exactbars"
cerebro.run(exactbars=args.exactbars)
if args.exactbars < 1:  # plotting is possible
    if args.plot:
        pkwargs = dict(style='line')
        if args.plot is not True:  # evals to True but is not True
            npkwargs = eval('dict(' + args.plot + ')')  # args were passed
            pkwargs.update(npkwargs)

        cerebro.plot(**pkwargs)

def parse_args(pargs=None):
parser = argparse.ArgumentParser(
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
description='Test Oanda integration')

parser.add_argument('--exactbars', default=1, type=int,
                    required=False, action='store',
                    help='exactbars level, use 0/-1/-2 to enable plotting')

parser.add_argument('--stopafter', default=0, type=int,
                    required=False, action='store',
                    help='Stop after x lines of LIVE data')

parser.add_argument('--no-store',
                    required=False, action='store_true',
                    help='Do not use the store pattern')

parser.add_argument('--debug',
                    required=False, action='store_true',
                    help='Display all info received from source')

parser.add_argument('--token', default=None,
                    required=True, action='store',
                    help='Access token to use')

parser.add_argument('--account', default=None,
                    required=True, action='store',
                    help='Account identifier to use')

parser.add_argument('--live', default=None,
                    required=False, action='store',
                    help='Go to live server rather than practice')

parser.add_argument('--qcheck', default=0.5, type=float,
                    required=False, action='store',
                    help=('Timeout for periodic '
                          'notification/resampling/replaying check'))

parser.add_argument('--data0', default=None,
                    required=True, action='store',
                    help='data 0 into the system')

parser.add_argument('--data1', default=None,
                    required=False, action='store',
                    help='data 1 into the system')

parser.add_argument('--timezone', default=None,
                    required=False, action='store',
                    help='timezone to get time output into (pytz names)')

parser.add_argument('--bidask', default=None,
                    required=False, action='store_true',
                    help='Use bidask ... if False use midpoint')

parser.add_argument('--useask', default=None,
                    required=False, action='store_true',
                    help='Use the "ask" of bidask prices/streaming')

parser.add_argument('--no-backfill_start',
                    required=False, action='store_true',
                    help='Disable backfilling at the start')

parser.add_argument('--no-backfill',
                    required=False, action='store_true',
                    help='Disable backfilling after a disconnection')

parser.add_argument('--historical',
                    required=False, action='store_true',
                    help='do only historical download')

parser.add_argument('--fromdate',
                    required=False, action='store',
                    help=('Starting date for historical download '
                          'with format: YYYY-MM-DD[THH:MM:SS]'))

parser.add_argument('--smaperiod', default=5, type=int,
                    required=False, action='store',
                    help='Period to apply to the Simple Moving Average')

pgroup = parser.add_mutually_exclusive_group(required=False)

pgroup.add_argument('--replay',
                    required=False, action='store_true',
                    help='replay to chosen timeframe')

pgroup.add_argument('--resample',
                    required=False, action='store_true',
                    help='resample to chosen timeframe')

parser.add_argument('--timeframe', default=bt.TimeFrame.Names[1],
                    choices=bt.TimeFrame.Names,
                    required=False, action='store',
                    help='TimeFrame for Resample/Replay')

parser.add_argument('--compression', default=1, type=int,
                    required=False, action='store',
                    help='Compression for Resample/Replay')

parser.add_argument('--timeframe1', default=None,
                    choices=bt.TimeFrame.Names,
                    required=False, action='store',
                    help='TimeFrame for Resample/Replay - Data1')

parser.add_argument('--compression1', default=None, type=int,
                    required=False, action='store',
                    help='Compression for Resample/Replay - Data1')

parser.add_argument('--no-takelate',
                    required=False, action='store_true',
                    help=('resample/replay, do not accept late samples'))

parser.add_argument('--no-bar2edge',
                    required=False, action='store_true',
                    help='no bar2edge for resample/replay')

parser.add_argument('--no-adjbartime',
                    required=False, action='store_true',
                    help='no adjbartime for resample/replay')

parser.add_argument('--no-rightedge',
                    required=False, action='store_true',
                    help='no rightedge for resample/replay')

parser.add_argument('--broker',
                    required=False, action='store_true',
                    help='Use Oanda as broker')

parser.add_argument('--trade',
                    required=False, action='store_true',
                    help='Do Sample Buy/Sell operations')

parser.add_argument('--sell',
                    required=False, action='store_true',
                    help='Start by selling')

parser.add_argument('--usebracket',
                    required=False, action='store_true',
                    help='Test buy_bracket')

parser.add_argument('--donotcounter',
                    required=False, action='store_true',
                    help='Do not counter the 1st operation')

parser.add_argument('--exectype', default=bt.Order.ExecTypes[0],
                    choices=bt.Order.ExecTypes,
                    required=False, action='store',
                    help='Execution to Use when opening position')

parser.add_argument('--stake', default=10, type=int,
                    required=False, action='store',
                    help='Stake to use in buy operations')

parser.add_argument('--valid', default=None, type=float,
                    required=False, action='store',
                    help='Seconds to keep the order alive (0 means DAY)')

parser.add_argument('--cancel', default=0, type=int,
                    required=False, action='store',
                    help=('Cancel a buy order after n bars in operation,'
                          ' to be combined with orders like Limit'))

# Plot options
parser.add_argument('--plot', '-p', nargs='?', required=False,
                    metavar='kwargs', const=True,
                    help=('Plot the read data applying any kwargs passed\n'
                          '\n'
                          'For example (escape the quotes if needed):\n'
                          '\n'
                          '  --plot style="candle" (to plot candles)\n'))

if pargs is not None:
    return parser.parse_args(pargs)

return parser.parse_args()

if name == 'main':
runstrategy()

@backtrader
please forget the my question : V20 is not supported with ondatest.py I need to ask the support for a oldversion account.

@backtrader
Hello Dro,
I'm trying to use the sample oandatest.py but I have this error message.
"
traceback (most recent call last):
File "C:/Users/demo/PycharmProjects/oandatest.py", line 31, in <module>
StoreCls = bt.stores.OandaStore
AttributeError: 'module' object has no attribute 'OandaStore'
"

I use the last version of backtrader and I have installed ondapyV20
I use the token and account name not the account number .
My account is a V20 type.

I utilise the last version of the sample oandatest.py.

do you have any idea how to make this sample works ? did anyone had the same problem ?

My period of observation was to small. it does work when I put more days .

Hello I 'm using "analyzer-annualreturn.py" that I have modified to use generic data .
the problem is that I have a data of gold that doesn't have neither volume nor openinterest.

*when I try to use the program I have the following error:

C:\Users\bobwilson\Anaconda2\python.exe C:/Users/bobwilson/PycharmProjects/PYondaSMA/goldcross.py --plot
Traceback (most recent call last):
  File "C:/Users/bobwilson/PycharmProjects/PYondaSMA/goldcross.py", line 273, in <module>
    runstrategy()
  File "C:/Users/bobwilson/PycharmProjects/PYondaSMA/goldcross.py", line 206, in runstrategy
    cerebro.run()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\cerebro.py", line 809, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\cerebro.py", line 926, in runstrategies
    self._runonce(runstrats)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\cerebro.py", line 1245, in _runonce
    strat._once()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\lineiterator.py", line 274, in _once
    indicator._once()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\lineiterator.py", line 274, in _once
    indicator._once()
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\lineiterator.py", line 294, in _once
    self.oncestart(self._minperiod - 1, self._minperiod)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\indicators\basicops.py", line 371, in oncestart
    super(ExponentialSmoothing, self).once(start, end)
  File "C:\Users\bobwilson\Anaconda2\lib\site-packages\backtrader\indicators\basicops.py", line 334, in once
    dst[i] = math.fsum(src[i - period + 1:i + 1]) / period
IndexError: array assignment index out of range*

# Create the 1st data
    data = btfeeds.GenericCSVData(
        dataname='C:/Users/bobwilson/PycharmProjects/PYondaSMA/eurusd24122016.csv',

        fromdate=datetime.datetime(2016, 1, 8),
        todate=datetime.datetime(2016, 1, 23),

        nullvalue=0.0,

        dtformat=('%Y-%m-%d %H:%M:%S'),
        # tmformat=('%H:%M:%S'),
        datetime=0,
        high=2,
        low=3,
        open=4,
        close=1,
        volume=5,
        openinterest=-1, )
    # Add the 1st data to cerebro
    cerebro.adddata(data)

this is the sample of my data :

Date,PX_OPEN,PX_HIGH,PX_LOW,PX_SETTLE
10/09/2010,1243.75,1251.25,1236.8,1246.25
13/09/2010,1244.25,1249.1,1241.32,1245.6
14/09/2010,1245.65,1274.95,1244.82,1268.15
15/09/2010,1268.2,1271.97,1263.2,1268.05
16/09/2010,1268.1,1278.02,1264.93,1275.25
17/09/2010,1275.1,1282.97,1272,1274.3
20/09/2010,1277.15,1283.8,1274.35,1278.35
21/09/2010,1278.25,1291,1270.9,1287.15
22/09/2010,1287.25,1296.3,1286.45,1291.35
23/09/2010,1291.45,1296.1,1287.05,1292.45
24/09/2010,1292.35,1300.07,1291.4,1295.95
27/09/2010,1297.8,1300.15,1294.25,1294.35
28/09/2010,1294.35,1310.2,1283.15,1309.05
29/09/2010,1309.2,1313.45,1305.73,1309.85
30/09/2010,1309.95,1315.95,1295.85,1308.35
01/10/2010,1308.53,1320.7,1306.15,1319.1
04/10/2010,1319.95,1320.63,1312.58,1315.25
05/10/2010,1315.35,1341.81,1312.55,1340.65
06/10/2010,1340.75,1349.8,1339.03,1349.05
07/10/2010,1349,1364.77,1325.88,1333.55
08/10/2010,1333.6,1349.8,1325.2,1346.74
11/10/2010,1346.6,1355.65,1340.35,1354.05
12/10/2010,1353.95,1355.77,1340.8,1350.35
13/10/2010,1350.45,1374.35,1349,1372.15
14/10/2010,1372.05,1387.35,1370.6,1381.15
15/10/2010,1381.1,1385.65,1362.38,1368.4
18/10/2010,1370.07,1375.14,1353.18,1368.45
19/10/2010,1368.65,1371.2,1328.3,1332.05
20/10/2010,1331.95,1347.35,1330.38,1346.25
21/10/2010,1346.15,1349.25,1318,1325.68
22/10/2010,1325.75,1328.65,1315.45,1328.45
25/10/2010,1329.3,1349.3,1329.15,1339.85
26/10/2010,1339.95,1343.75,1328.25,1340.45
27/10/2010,1340.55,1343.8,1319.2,1325.35
28/10/2010,1325.35,1346.1,1322.93,1344.05
29/10/2010,1344.15,1359.7,1335.35,1359.4
01/11/2010,1361.22,1365.85,1349.05,1353.85
02/11/2010,1353.47,1359.75,1350.52,1357.45
03/11/2010,1357.35,1364.6,1325.82,1348.55
04/11/2010,1348.65,1393.55,1346.95,1392.5
05/11/2010,1392.55,1398.27,1374.05,1393.65
08/11/2010,1394.35,1410.6,1386.82,1409.55
09/11/2010,1409.65,1424.6,1382.8,1392.9

Does anyone knows why I have this problem ?

Hello ,
I 'm trying to see how to integrate Xbtce with BT.
the way xbtce give the historical data is strange. there is Ask bars historical data and bidbars historical data .
usually , I use YAhoo historical data and there is not this distinction .
do you wich data stream should be use for trading Ask Bars or Bid bars ?
here the link of the documentation : https://www.xbtce.cc/tradeapi

Thank you , My dream was it would be simple to implement . Now , back to the reality :) good night

Hello,
does anyone knows if it is possible to use the GPU during the optimisation ?
I have seen the parameter maxcpu but I don't if it include GPU.
https://www.backtrader.com/docu/optimization-improvements.html

thank you very much for your answer.
next time I'll use the function snippet.

here the code in text :

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015, 2016 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse
import datetime

# The above could be sent to an independent module
import backtrader as bt
import backtrader.feeds as btfeeds
import backtrader.indicators as btind
from backtrader.analyzers import (SQN, AnnualReturn, TimeReturn, SharpeRatio,
                                  TradeAnalyzer)


class LongShortStrategy(bt.Strategy):
    '''This strategy buys/sells upong the close price crossing
    upwards/downwards a Simple Moving Average.

    It can be a long-only strategy by setting the param "onlylong" to True
    '''
    params = dict(
        period=15,
        stake=1,
        printout=False,
        onlylong=False,
        csvcross=False,
    )

    def start(self):
        pass

    def stop(self):
        pass

    def log(self, txt, dt=None):
        if self.p.printout:
            dt = dt or self.data.datetime[0]
            dt = bt.num2date(dt)
            print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # To control operation entries
        self.orderid = None

        # Create SMA on 2nd data
        sma = btind.MovAv.SMA(self.data, period=self.p.period)
        sma2 = btind.MovAv.SMA(self.data, period=self.p.period * 2)
        # Create a CrossOver Signal from close an moving average
        self.signal = btind.CrossOver(self.data.close, sma)
        self.signal2 = btind.CrossOver(sma, sma2)
        self.signal2.csv = self.p.csvcross

    def next(self):
        if self.orderid:
            return  # if an order is active, no new orders are allowed

        if self.signal2 > 0.0:  # cross upwards
            if self.position:
                self.log('CLOSE SHORT , %.2f' % self.data.close[0])
                self.close()

            self.log('BUY CREATE , %.2f' % self.data.close[0])
            self.buy(size=self.p.stake)

        elif self.signal2 < 0.0:
            if self.position:
                self.log('CLOSE LONG , %.2f' % self.data.close[0])
                self.close()

            if not self.p.onlylong:
                self.log('SELL CREATE , %.2f' % self.data.close[0])
                self.sell(size=self.p.stake)

    def notify_order(self, order):
        if order.status in [bt.Order.Submitted, bt.Order.Accepted]:
            return  # Await further notifications

        if order.status == order.Completed:
            if order.isbuy():
                buytxt = 'BUY COMPLETE, %.2f' % order.executed.price
                self.log(buytxt, order.executed.dt)
            else:
                selltxt = 'SELL COMPLETE, %.2f' % order.executed.price
                self.log(selltxt, order.executed.dt)

        elif order.status in [order.Expired, order.Canceled, order.Margin]:
            self.log('%s ,' % order.Status[order.status])
            pass  # Simply log

        # Allow new orders
        self.orderid = None

    def notify_trade(self, trade):
        if trade.isclosed:
            self.log('TRADE PROFIT, GROSS %.2f, NET %.2f' %
                     (trade.pnl, trade.pnlcomm))

        elif trade.justopened:
            self.log('TRADE OPENED, SIZE %2d' % trade.size)


def runstrategy():
    args = parse_args()

    # Create a cerebro
    cerebro = bt.Cerebro()

    # Get the dates from the args
    fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
    todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')

    # Create the 1st data
    data = btfeeds.BacktraderCSVData(
        dataname=args.data,
        fromdate=fromdate,
        todate=todate)

    # Add the 1st data to cerebro
    cerebro.adddata(data)

    # Add the strategy
    cerebro.addstrategy(LongShortStrategy,
                        period=args.period,
                        onlylong=args.onlylong,
                        csvcross=args.csvcross,
                        stake=args.stake)

    # Add the commission - only stocks like a for each operation
    cerebro.broker.setcash(args.cash)

    # Add the commission - only stocks like a for each operation
    cerebro.broker.setcommission(commission=args.comm,
                                 mult=args.mult,
                                 margin=args.margin)

    tframes = dict(
        days=bt.TimeFrame.Days,
        weeks=bt.TimeFrame.Weeks,
        months=bt.TimeFrame.Months,
        years=bt.TimeFrame.Years)

    # Add the Analyzers
    cerebro.addanalyzer(SQN)
    if args.legacyannual:
        cerebro.addanalyzer(AnnualReturn)
        cerebro.addanalyzer(SharpeRatio, legacyannual=True)
    else:
        cerebro.addanalyzer(TimeReturn, timeframe=tframes[args.tframe])
        cerebro.addanalyzer(SharpeRatio, timeframe=tframes[args.tframe])

    cerebro.addanalyzer(TradeAnalyzer)

    cerebro.addwriter(bt.WriterFile, csv=args.writercsv, rounding=4)

    # And run it
    cerebro.run()

    # Plot if requested
    if args.plot:
        cerebro.plot(numfigs=args.numfigs, volume=False, zdown=False)


def parse_args():
    parser = argparse.ArgumentParser(description='TimeReturn')

    parser.add_argument('--data', '-d',
                        default='../../datas/2005-2006-day-001.txt',
                        help='data to add to the system')

    parser.add_argument('--fromdate', '-f',
                        default='2005-01-01',
                        help='Starting date in YYYY-MM-DD format')

    parser.add_argument('--todate', '-t',
                        default='2006-12-31',
                        help='Starting date in YYYY-MM-DD format')

    parser.add_argument('--period', default=15, type=int,
                        help='Period to apply to the Simple Moving Average')

    parser.add_argument('--onlylong', '-ol', action='store_true',
                        help='Do only long operations')

    parser.add_argument('--writercsv', '-wcsv', action='store_true',
                        help='Tell the writer to produce a csv stream')

    parser.add_argument('--csvcross', action='store_true',
                        help='Output the CrossOver signals to CSV')

    group = parser.add_mutually_exclusive_group()
    group.add_argument('--tframe', default='years', required=False,
                       choices=['days', 'weeks', 'months', 'years'],
                       help='TimeFrame for the returns/Sharpe calculations')

    group.add_argument('--legacyannual', action='store_true',
                       help='Use legacy annual return analyzer')

    parser.add_argument('--cash', default=100000, type=int,
                        help='Starting Cash')

    parser.add_argument('--comm', default=2, type=float,
                        help='Commission for operation')

    parser.add_argument('--mult', default=10, type=int,
                        help='Multiplier for futures')

    parser.add_argument('--margin', default=2000.0, type=float,
                        help='Margin for each future')

    parser.add_argument('--stake', default=1, type=int,
                        help='Stake to apply in each operation')

    parser.add_argument('--plot', '-p', default=True, action='store_true',
                        help='Plot the read data')

    parser.add_argument('--numfigs', '-n', default=1,
                        help='Plot using numfigs figures')

    return parser.parse_args()


if __name__ == '__main__':
    runstrategy()