Best posts made by mrahmadt

Hello

I created a DataFeed to read the data from MySQL database, just want to share it with you in case someone want to use it

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime
from backtrader.feed import DataBase
from backtrader import date2num
from sqlalchemy import create_engine


class MySQLData(DataBase):
    params = (
        ('dbHost', None),
        ('dbUser', None),
        ('dbPWD', None),
        ('dbName', None),
        ('ticker', 'ISL'),
        ('fromdate', datetime.datetime.min),
        ('todate', datetime.datetime.max),
        ('name', ''),
        )

    def __init__(self):
        self.engine = create_engine('mysql://'+self.p.dbUser+':'+ self.p.dbPWD +'@'+ self.p.dbHost +'/'+ self.p.dbName +'?charset=utf8mb4', echo=False)

    def start(self):
        self.conn = self.engine.connect()
        self.stockdata = self.conn.execute("SELECT id FROM stocks WHERE ticker LIKE '" + self.p.ticker + "' LIMIT 1")
        self.stock_id = self.stockdata.fetchone()[0]
        #self.result = self.engine.execute("SELECT `date`,`open`,`high`,`low`,`close`,`volume` FROM `eoddata` WHERE `stock_id` = 10 AND `date` between '"+self.p.fromdate.strftime("%Y-%m-%d")+"' and '"+self.p.todate.strftime("%Y-%m-%d")+"' ORDER BY `date` ASC")
        self.result = self.conn.execute("SELECT `date`,`open`,`high`,`low`,`close`,`volume` FROM `eoddata` WHERE `stock_id` = " + str(self.stock_id) + " AND `date` between '"+self.p.fromdate.strftime("%Y-%m-%d")+"' and '"+self.p.todate.strftime("%Y-%m-%d")+"' ORDER BY `date` ASC")

    def stop(self):
        #self.conn.close()
        self.engine.dispose()

    def _load(self):
        one_row = self.result.fetchone()
        if one_row is None:
            return False
        self.lines.datetime[0] = date2num(one_row[0])
        self.lines.open[0] = float(one_row[1])
        self.lines.high[0] = float(one_row[2])
        self.lines.low[0] = float(one_row[3])
        self.lines.close[0] = float(one_row[4])
        self.lines.volume[0] = int(one_row[5])
        self.lines.openinterest[0] = -1
        return True

Hello
So I wrote this code that will allow me to automatically stop loss and stop profit based on a percentage from the original buy price, I would love to hear your feedback and if you have any suggestion to improve it.

class myStrategy(bt.Strategy):
    params = (
        ('stopLoss', 0.40), #if current price is %40 below the original buy price then sell the stock
        ('stopWin',0.40) #if current price is %40 above the original buy price then sell the stock
    )
    def __init__(self):
        # To keep track of pending orders
        self.order = None
        self.stopOrder = None

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return

        if order.status in [order.Completed]:
            if order.isbuy():
                if(self.params.stopLoss):
                    self.stopOrder = self.sell(price=order.executed.price,exectype=bt.Order.StopTrail,trailpercent=self.params.stopLoss)

                if(self.params.stopWin):
                    self.stopOrder = self.sell(price=(order.executed.price*(1+self.params.stopWin)),exectype=bt.Order.Limit,oco=self.stopOrder)
        self.order = None

    def next(self):
        if self.order:
            return

        if not self.position:
            if self.data.close[0] > self.sma[0]:
                self.order = self.buy(price=(self.datas[0].close[0]),exectype=bt.Order.Market)
        else:
            if self.datas[0].close[0] < self.sma[0]:
                self.order = self.sell(exectype=bt.Order.Market,oco=self.stopOrder)