@run-out thanks so much. This code you provided works now. Though the sharpe ratio and pnl are both horrible (no surprise here since it is such a simple strategy). However, it works! and I can tweak the strategy accordingly from here. Cheers!
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Latest posts made by curious_one
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RE: BBand Strategy - code runs forever with no outputposted in Indicators/Strategies/Analyzers
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RE: BBand Strategy - code runs forever with no outputposted in Indicators/Strategies/Analyzers
@ab_trader and anyone else in the community....
I am currently switching up my strategies from the original version. As I just started coding python, especially for this backtrader suite (amazing), I am posting following code to check if I am doing it correctly....
It is a simple strategy.
- Buy (open new position) when close price is below the lower band.
- Sell (close the position due to my buy) when close price is at or above the mid band.
Conversely
- Sell (open new position) when close price is above the upper band
- Buy (close the position due to my sell) when close price is at or below the mid band.
Pls feedback and advise. Thanks.
###### VERSION 2 ########## from __future__ import (absolute_import, division, print_function, unicode_literals) import backtrader.indicators as btind class BBands(bt.Strategy): params = (('BBandsperiod', 20), ('devfactor' , 2),('logging',True)) def log(self, txt, dt=None): ''' Logging function fot this strategy''' if self.params.logging: dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None self.redline = None self.blueline = None self.topline = None # Add a BBand indicator self.bband = bt.indicators.BBands(self.datas[0], period=self.params.BBandsperiod, devfactor = self.params.devfactor) def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enougth cash if order.status in [order.Canceled, order.Margin]: if order.isbuy(): self.log( 'BUY FAILED, Cancelled or Margin' ) self.log if order.status in [order.Completed, order.Canceled, order.Margin]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) # Write down: no pending order self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return if self.dataclose < self.bband.lines.bot and not self.position: self.redline = True if self.dataclose > self.bband.lines.top and self.position: self.blueline = True if self.dataclose > self.bband.lines.top and not self.position: self.topline = True if self.dataclose < self.bband.lines.bot and not self.position and self.redline: self.log('BUY CREATE, %.2f' % self.dataclose[0]) self.order = self.buy() if self.dataclose >= self.bband.lines.mid and self.position and self.redline: self.log('SELL CLOSE, %.2f' % self.dataclose[0]) self.order = self.sell() if self.dataclose > self.bband.lines.top and not self.position: self.log('SELL CREATE, %.2f' % self.dataclose[0]) self.order = self.sell() if self.dataclose <= self.bband.lines.mid and self.position and self.topline: self.log('BUY CLOSE, %.2f' % self.dataclose[0]) self.order = self.buy() def optimizer_callbacks(cb): print('optcallback executed') if __name__ == '__main__': print('Starting up Cerebro...') cerebro = bt.Cerebro(optreturn=False) cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe_ratio') cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="trades") cerebro.optcallback(optimizer_callbacks) cerebro.broker.setcommission(commission=0.0) # 0% commission cerebro.optstrategy(BBands, BBandsperiod=range(18,31), devfactor = range(1,6), logging=False ) cerebro.addsizer(bt.sizers.SizerFix, stake=0.1) start_portfolio_value = 10000.0 cerebro.broker.setcash(start_portfolio_value) #print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) data = bt.feeds.PandasData(dataname = df_daily) cerebro.adddata(data) print('run begin') optimized_runs = cerebro.run(maxcpus=1) print('runs completed: ' + str(len(optimized_runs))) for optimized_run in optimized_runs: for strategy in optimized_run: print(strategy.params.BBandsperiod) print(strategy.params.devfactor) try: print(strategy.analyzers.trades.get_analysis()) print(strategy.analyzers.sharpe_ratio.get_analysis()) print('---------------------------------------') except: print('not enough data...') -
RE: BBand Strategy - code runs forever with no outputposted in Indicators/Strategies/Analyzers
@ab_trader Hi, it does run the close price. However, it seems to work now after I used the slightly edited version of this code in this thread (https://community.backtrader.com/topic/2549/beginner-optimizer-and-analyzer-help/6). Code below. Thanks :)
code_text from __future__ import (absolute_import, division, print_function, unicode_literals) import backtrader.indicators as btind class BBands(bt.Strategy): params = (('BBandsperiod', 20),('logging',True)) def log(self, txt, dt=None): ''' Logging function fot this strategy''' if self.params.logging: dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None self.redline = None self.blueline = None # Add a BBand indicator self.bband = bt.indicators.BBands(self.datas[0], period=self.params.BBandsperiod) def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enougth cash if order.status in [order.Canceled, order.Margin]: if order.isbuy(): self.log( 'BUY FAILED, Cancelled or Margin' ) self.log if order.status in [order.Completed, order.Canceled, order.Margin]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) # Write down: no pending order self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference #self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return if self.dataclose < self.bband.lines.bot and not self.position: self.redline = True if self.dataclose > self.bband.lines.top and self.position: self.blueline = True if self.dataclose > self.bband.lines.mid and not self.position and self.redline: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose > self.bband.lines.top and not self.position: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose < self.bband.lines.mid and self.position and self.blueline: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) self.blueline = False self.redline = False # Keep track of the created order to avoid a 2nd order self.order = self.sell() def optimizer_callbacks(cb): print('optcallback executed') if __name__ == '__main__': print('Starting up Cerebro...') cerebro = bt.Cerebro(optreturn=False) cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe_ratio') cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="trades") cerebro.optcallback(optimizer_callbacks) cerebro.broker.setcommission(commission=0.0) # 0% commission cerebro.optstrategy(BBands, BBandsperiod=range(90,96), logging=False ) cerebro.addsizer(bt.sizers.SizerFix, stake=0.1) start_portfolio_value = 10000.0 cerebro.broker.setcash(start_portfolio_value) #print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) data = bt.feeds.PandasData(dataname = df_daily) cerebro.adddata(data) print('run begin') optimized_runs = cerebro.run(maxcpus=1) print('runs completed: ' + str(len(optimized_runs))) for optimized_run in optimized_runs: for strategy in optimized_run: print(strategy.params.BBandsperiod) try: print(strategy.analyzers.trades.get_analysis()) print(strategy.analyzers.sharpe_ratio.get_analysis()) print('---------------------------------------') except: print('not enough data...') -
RE: BBand Strategy - code runs forever with no outputposted in Indicators/Strategies/Analyzers
@ab_trader Thanks a lot for the response. And apologies on creating multiple topics regarding the same thing. It is my first time using this (or in fact any type of) community platform hence I am trying to figure out the best way to post these questions to the community.
Regarding me using df_daily. I was using this data set as per below screenshot - apols for the confusion. The code runs forever with while having only the one output of "Starting Portfolio Value: 10000.00".
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RE: Code running forever but no outputposted in General Code/Help
@run-out Really appreciate your reply! I used the code provided in this thread (https://community.backtrader.com/topic/122/bband-strategy) at BBand Strategy and it worked. The queries you had were addressed in that thread too as per screenshot below. It worked for others but not for me. Hence, I am not sure where I went wrong :/
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BBand Strategy - code runs forever with no outputposted in Indicators/Strategies/Analyzers
Re: BBand Strategy
Hi, I tried using almost the exact same code you provided on this Bband strategy, albeit with a different dataframe here (screenshot of dataframe table is below).
The code does not stop running and it has technically no output other than this: "Starting Portfolio Value: 10000.00".
The code has been running (as shown in image screenshot below with the * circled in pink) in Jupyter notebook for an hour (forever)and I only have 3000 rows and 2 columns worth of data containing Date on the index and Close price in another column. Hence, I am very puzzled by this.
I have copy and pasted the code below. Can someone help please? Thank you vm in advance~!
code_text class teststrat(bt.Strategy): params = ( ('n',20), ('m',2),# Tuple of tuples containing any variable settings required by the strategy. ('printlog',False), # Stop printing the log of the trading strategy ) def __init__(self): self.dataclose= self.datas[0].close # Keep a reference to the "close" line in the data[0] dataseries self.order = None # Property to keep track of pending orders. There are no orders when the strategy is initialized. self.buyprice = None self.buycomm = None self.redline = None self.blueline = None # Add Bband indicator for use in the trading strategy self.bband = bt.indicators.BBands( self.datas[0], period=self.params.n, devfactor=self.params.m) def log(self, txt, dt=None, doprint=False): if self.params.printlog or doprint: # Add if statement to only log of printlog or doprint is True dt = dt or self.datas[0].datetime.date(0) print('{0},{1}'.format(dt.isoformat(),txt)) def notify_order(self, order): # 1. If order is submitted/accepted, do nothing if order.status in [order.Submitted, order.Accepted]: return # 2. If order is buy/sell executed, report price executed if order.status in [order.Completed]: if order.isbuy(): self.log('BUY EXECUTED, Price: {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm: {3:8.2f}'.format( order.executed.price, order.executed.size, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: self.log('SELL EXECUTED, {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm{3:8.2f}'.format( order.executed.price, order.executed.size, order.executed.value, order.executed.comm)) self.bar_executed = len(self) #when was trade executed # 3. If order is canceled/margin/rejected, report order canceled elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self,trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS {0:8.2f}, NET {1:8.2f}'.format( trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return if self.dataclose < self.bband.lines.bot and not self.position: self.redline = True if self.dataclose > self.bband.lines.top and self.position: self.blueline = True if self.dataclose > self.bband.lines.mid and not self.position and self.redline: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose > self.bband.lines.top and not self.position: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose < self.bband.lines.mid and self.position and self.blueline: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) self.blueline = False self.redline = False # Keep track of the created order to avoid a 2nd order self.order = self.sell() # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(teststrat) # Create a Data Feed data = bt.feeds.PandasData(dataname = df_daily) #, openinterest=False,open=False,high=False,low=False,close=-1,volume=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere #modpath = os.path.dirname(os.path.abspath(sys.argv[0])) #datapath = os.path.join(modpath, 'TSLA-USD.csv') strats = cerebro.optstrategy( teststrat, n=range(10,50), m=range(1,5), printlog=False) # Set our desired cash start cerebro.broker.setcash(10000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=5) # Set the commission cerebro.broker.setcommission(commission=0.002) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Plot the result cerebro.plot()Starting Portfolio Value: 10000.00
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Code running forever but no outputposted in General Code/Help
Hi, after fixing the datetime such that it is datetimeindex, I can run the code with no errors. However, now the code does not stop running and it has technically no output other than this: "Starting Portfolio Value: 10000.00".
The code has been running (as shown in image screenshot below with the * circled in pink) in Jupyter notebook for at least 15 minutes and I only have 3000 rows and 2 columns worth of data containing Date on the index and Close price in another column. Hence, I am very puzzled by this.
I have copy and pasted the code below. Can someone help please? Thank you vm in advance~!
code_text class teststrat(bt.Strategy): params = ( ('n',20), ('m',2),# Tuple of tuples containing any variable settings required by the strategy. ('printlog',False), # Stop printing the log of the trading strategy ) def __init__(self): self.dataclose= self.datas[0].close # Keep a reference to the "close" line in the data[0] dataseries self.order = None # Property to keep track of pending orders. There are no orders when the strategy is initialized. self.buyprice = None self.buycomm = None self.redline = None self.blueline = None # Add Bband indicator for use in the trading strategy self.bband = bt.indicators.BBands( self.datas[0], period=self.params.n, devfactor=self.params.m) def log(self, txt, dt=None, doprint=False): if self.params.printlog or doprint: # Add if statement to only log of printlog or doprint is True dt = dt or self.datas[0].datetime.date(0) print('{0},{1}'.format(dt.isoformat(),txt)) def notify_order(self, order): # 1. If order is submitted/accepted, do nothing if order.status in [order.Submitted, order.Accepted]: return # 2. If order is buy/sell executed, report price executed if order.status in [order.Completed]: if order.isbuy(): self.log('BUY EXECUTED, Price: {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm: {3:8.2f}'.format( order.executed.price, order.executed.size, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: self.log('SELL EXECUTED, {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm{3:8.2f}'.format( order.executed.price, order.executed.size, order.executed.value, order.executed.comm)) self.bar_executed = len(self) #when was trade executed # 3. If order is canceled/margin/rejected, report order canceled elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self,trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS {0:8.2f}, NET {1:8.2f}'.format( trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return if self.dataclose < self.bband.lines.bot and not self.position: self.redline = True if self.dataclose > self.bband.lines.top and self.position: self.blueline = True if self.dataclose > self.bband.lines.mid and not self.position and self.redline: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose > self.bband.lines.top and not self.position: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose < self.bband.lines.mid and self.position and self.blueline: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) self.blueline = False self.redline = False # Keep track of the created order to avoid a 2nd order self.order = self.sell() # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(teststrat) # Create a Data Feed data = bt.feeds.PandasData(dataname = df_daily) #, openinterest=False,open=False,high=False,low=False,close=-1,volume=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere #modpath = os.path.dirname(os.path.abspath(sys.argv[0])) #datapath = os.path.join(modpath, 'TSLA-USD.csv') strats = cerebro.optstrategy( teststrat, n=range(10,50), m=range(1,5), printlog=False) # Set our desired cash start cerebro.broker.setcash(10000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=5) # Set the commission cerebro.broker.setcommission(commission=0.002) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Plot the result cerebro.plot()Starting Portfolio Value: 10000.00
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RE: Resolve this error!posted in General Code/Help
Hi, after fixing the datetime such that it is datetimeindex, I can run the code with no errors. However, now the code does not stop running and it has technically no output other than this: "Starting Portfolio Value: 10000.00".
The code has been running (as shown in image screenshot below with the * circled in pink) in Jupyter notebook for at least 15 minutes and I only have 3000 rows and 2 columns worth of data containing Date on the index and Close price in another column. Hence, I am very puzzled by this.
I have copy and pasted the code below. Can someone help please? Thank you vm in advance~!
code_text class teststrat(bt.Strategy): params = ( ('n',20), ('m',2),# Tuple of tuples containing any variable settings required by the strategy. ('printlog',False), # Stop printing the log of the trading strategy ) def __init__(self): self.dataclose= self.datas[0].close # Keep a reference to the "close" line in the data[0] dataseries self.order = None # Property to keep track of pending orders. There are no orders when the strategy is initialized. self.buyprice = None self.buycomm = None self.redline = None self.blueline = None # Add Bband indicator for use in the trading strategy self.bband = bt.indicators.BBands( self.datas[0], period=self.params.n, devfactor=self.params.m) def log(self, txt, dt=None, doprint=False): if self.params.printlog or doprint: # Add if statement to only log of printlog or doprint is True dt = dt or self.datas[0].datetime.date(0) print('{0},{1}'.format(dt.isoformat(),txt)) def notify_order(self, order): # 1. If order is submitted/accepted, do nothing if order.status in [order.Submitted, order.Accepted]: return # 2. If order is buy/sell executed, report price executed if order.status in [order.Completed]: if order.isbuy(): self.log('BUY EXECUTED, Price: {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm: {3:8.2f}'.format( order.executed.price, order.executed.size, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: self.log('SELL EXECUTED, {0:8.2f}, Size: {1:8.2f} Cost: {2:8.2f}, Comm{3:8.2f}'.format( order.executed.price, order.executed.size, order.executed.value, order.executed.comm)) self.bar_executed = len(self) #when was trade executed # 3. If order is canceled/margin/rejected, report order canceled elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self,trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS {0:8.2f}, NET {1:8.2f}'.format( trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return if self.dataclose < self.bband.lines.bot and not self.position: self.redline = True if self.dataclose > self.bband.lines.top and self.position: self.blueline = True if self.dataclose > self.bband.lines.mid and not self.position and self.redline: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose > self.bband.lines.top and not self.position: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() if self.dataclose < self.bband.lines.mid and self.position and self.blueline: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) self.blueline = False self.redline = False # Keep track of the created order to avoid a 2nd order self.order = self.sell() # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(teststrat) # Create a Data Feed data = bt.feeds.PandasData(dataname = df_daily) #, openinterest=False,open=False,high=False,low=False,close=-1,volume=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere #modpath = os.path.dirname(os.path.abspath(sys.argv[0])) #datapath = os.path.join(modpath, 'TSLA-USD.csv') strats = cerebro.optstrategy( teststrat, n=range(10,50), m=range(1,5), printlog=False) # Set our desired cash start cerebro.broker.setcash(10000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=5) # Set the commission cerebro.broker.setcommission(commission=0.002) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Plot the result cerebro.plot() Starting Portfolio Value: 10000.00 -
RE: Resolve this error!posted in General Code/Help
@dasch Appreciate the help ! It seems to fix the error and the code is running as I am typing this :)
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RE: Resolve this error!posted in General Code/Help
@curious_one said in Resolve this error!:
code_text > > # Datas are in a subfolder of the samples. Need to find where the script is > # because it could have been called from anywhere > #modpath = os.path.dirname(os.path.abspath(sys.argv[0])) > #datapath = os.path.join(modpath, 'TSLA-USD.csv') >ignore this section in the code pls unless you think it is relevant.. thx