Module backtrader.observers.trades

Classes

class DataTrades (*args, **kwargs)

Base class for LineXXX instances that hold more than one line

Expand source code

class DataTrades(with_metaclass(MetaDataTrades, Observer)):
    _stclock = True

    params = (('usenames', True),)

    plotinfo = dict(plot=True, subplot=True, plothlines=[0.0],
                    plotymargin=0.10)

    plotlines = dict()

    def next(self):
        for trade in self._owner._tradespending:
            if trade.data not in self.ddatas:
                continue

            if not trade.isclosed:
                continue

            self.lines[trade.data._id - 1][0] = trade.pnl

Ancestors

• Observer
• ObserverBase
• DataAccessor
• LineIterator
• LineSeries
• LineMultiple
• LineRoot

Class variables

var alias

var aliased

var frompackages

var linealias

var packages

var params

var plotinfo

var plotlines

Inherited members

• Observer:
  • addminperiod
  • incminperiod
  • lines
  • minbuffer
  • next
  • nextstart
  • once
  • oncestart
  • prenext
  • preonce
  • qbuffer
  • setminperiod
  • updateminperiod

class MetaDataTrades (*args, **kwargs)

Dirty job manager for a LineSeries

• During new (class creation), it reads "lines", "plotinfo", "plotlines" class variable definitions and turns them into Classes of type Lines or AutoClassInfo (plotinfo/plotlines)

• During "new" (instance creation) the lines/plotinfo/plotlines classes are substituted in the instance with instances of the aforementioned classes and aliases are added for the "lines" held in the "lines" instance

  Additionally and for remaining kwargs, these are matched against args in plotinfo and if existent are set there and removed from kwargs

  Remember that this Metaclass has a MetaParams (from metabase) as root class and therefore "params" defined for the class have been removed from kwargs at an earlier state

Expand source code

class MetaDataTrades(Observer.__class__):
    def donew(cls, *args, **kwargs):
        _obj, args, kwargs = super(MetaDataTrades, cls).donew(*args, **kwargs)

        # Recreate the lines dynamically
        if _obj.params.usenames:
            lnames = tuple(x._name for x in _obj.datas)
        else:
            lnames = tuple('data{}'.format(x) for x in range(len(_obj.datas)))

        # Generate a new lines class
        linescls = cls.lines._derive(uuid.uuid4().hex, lnames, 0, ())

        # Instantiate lines
        _obj.lines = linescls()

        # Generate plotlines info
        markers = ['o', 'v', '^', '<', '>', '1', '2', '3', '4', '8', 's', 'p',
                   '*', 'h', 'H', '+', 'x', 'D', 'd']

        colors = ['b', 'g', 'r', 'c', 'm', 'y', 'k', 'b', 'g', 'r', 'c', 'm',
                  'y', 'k', 'b', 'g', 'r', 'c', 'm']

        basedict = dict(ls='', markersize=8.0, fillstyle='full')

        plines = dict()
        for lname, marker, color in zip(lnames, markers, colors):
            plines[lname] = d = basedict.copy()
            d.update(marker=marker, color=color)

        plotlines = cls.plotlines._derive(
            uuid.uuid4().hex, plines, [], recurse=True)
        _obj.plotlines = plotlines()

        return _obj, args, kwargs  # return the instantiated object and args

Ancestors

• MetaObserver
• MetaLineIterator
• MetaLineSeries
• MetaLineRoot
• MetaParams
• MetaBase
• builtins.type

Inherited members

• MetaObserver:
  • donew

class Trades

This observer keeps track of full trades and plot the PnL level achieved when a trade is closed.

A trade is open when a position goes from 0 (or crossing over 0) to X and is then closed when it goes back to 0 (or crosses over 0 in the opposite direction)

Params

• pnlcomm (def: True)

Show net/profit and loss, i.e.: after commission. If set to False if will show the result of trades before commission

Expand source code

class Trades(Observer):
    '''This observer keeps track of full trades and plot the PnL level achieved
    when a trade is closed.

    A trade is open when a position goes from 0 (or crossing over 0) to X and
    is then closed when it goes back to 0 (or crosses over 0 in the opposite
    direction)

    Params:
      - ``pnlcomm`` (def: ``True``)

        Show net/profit and loss, i.e.: after commission. If set to ``False``
        if will show the result of trades before commission
    '''
    _stclock = True

    lines = ('pnlplus', 'pnlminus')

    params = dict(pnlcomm=True)

    plotinfo = dict(plot=True, subplot=True,
                    plotname='Trades - Net Profit/Loss',
                    plotymargin=0.10,
                    plothlines=[0.0])

    plotlines = dict(
        pnlplus=dict(_name='Positive',
                     ls='', marker='o', color='blue',
                     markersize=8.0, fillstyle='full'),
        pnlminus=dict(_name='Negative',
                      ls='', marker='o', color='red',
                      markersize=8.0, fillstyle='full')
    )

    def __init__(self):

        self.trades = 0

        self.trades_long = 0
        self.trades_short = 0

        self.trades_plus = 0
        self.trades_minus = 0

        self.trades_plus_gross = 0
        self.trades_minus_gross = 0

        self.trades_win = 0
        self.trades_win_max = 0
        self.trades_win_min = 0

        self.trades_loss = 0
        self.trades_loss_max = 0
        self.trades_loss_min = 0

        self.trades_length = 0
        self.trades_length_max = 0
        self.trades_length_min = 0

    def next(self):
        for trade in self._owner._tradespending:
            if trade.data not in self.ddatas:
                continue

            if not trade.isclosed:
                continue

            pnl = trade.pnlcomm if self.p.pnlcomm else trade.pnl

            if pnl >= 0.0:
                self.lines.pnlplus[0] = pnl
            else:
                self.lines.pnlminus[0] = pnl

Ancestors

• Observer
• ObserverBase
• DataAccessor
• LineIterator
• LineSeries
• LineMultiple
• LineRoot

Class variables

var alias

var aliased

var frompackages

var linealias

var packages

var params

var plotinfo

var plotlines

Inherited members

• Observer:
  • addminperiod
  • incminperiod
  • lines
  • minbuffer
  • next
  • nextstart
  • once
  • oncestart
  • prenext
  • preonce
  • qbuffer
  • setminperiod
  • updateminperiod