Hi All,
I'm following the quickguide. I've already feed my data, and my code can print buy log. however, value of cerebro.broker.getvalue() has never changed. Anyone knows why?
Here is the result:
it can show buy/create,but cerebro.broker.getvalue() is still 100000.
Starting Portfolio Value: 100000.00
2022-07-15, Close, 32.31
2022-07-14, Close, 32.82
2022-07-13, Close, 30.56
2022-07-12, Close, 29.44
2022-07-12, BUY CREATE, 29.44
2022-07-11, Close, 31.43
2022-07-08, Close, 31.90
……
2018-12-07, BUY CREATE, 25.75
2018-12-06, Close, 26.16
2018-12-05, Close, 25.91
2018-12-04, Close, 25.47
2018-12-04, BUY CREATE, 25.47
2018-12-03, Close, 25.63
Final Portfolio Value: 100000.00
Here is my code:
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import datetime # For datetime objects
import os.path # To manage paths
import sys # To find out the script name (in argv[0])
# Import the backtrader platform
import backtrader as bt
# Create a Stratey
class TestStrategy(bt.Strategy):
def log(self, txt, dt=None):
''' Logging function fot this strategy'''
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
def next(self):
# Simply log the closing price of the series from the reference
self.log('Close, %.2f' % self.dataclose[0])
if self.dataclose[0] < self.dataclose[-1]:
# current close less than previous close
if self.dataclose[-1] < self.dataclose[-2]:
# previous close less than the previous close
# BUY, BUY, BUY!!! (with all possible default parameters)
self.log('BUY CREATE, %.2f' % self.dataclose[0])
self.buy()
if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()
# Add a strategy
cerebro.addstrategy(TestStrategy)
# 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, 'D:/300568_TTL.csv')
# Create a Data Feed
data = bt.feeds.GenericCSVData(
dataname=datapath,
datetime=2,
open=3,
high=4,
low=5,
close=6,
volume=10,
K_value=12,
J_value=14,
dtformat=('%Y%m%d'),
# Do not pass values before this date
fromdate=datetime.datetime(2018, 12, 1),
# Do not pass values before this date
todate=datetime.datetime(2022, 7, 16),
# Do not pass values after this date
reverse=True)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
# Set our desired cash start
cerebro.broker.setcash(100000.0)
# 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()))