+ added multiple SMA support

WISEPLAT · Jun 6, 2022 · 389531c · 389531c
1 parent 8f731c1
commit 389531c
Showing 1 changed file with 5 additions and 5 deletions.
diff --git a/StrategySMA_EMA_3.py b/StrategySMA_EMA_3.py
@@ -73,7 +73,7 @@ def next(self):
  self.log(f'{ticker} - {bt.TimeFrame.Names[data.p.timeframe]} {data.p.compression} - Open={data.open[0]:.2f}, High={data.high[0]:.2f}, Low={data.low[0]:.2f}, Close={data.close[0]:.2f}, Volume={data.volume[0]:.0f}',
  bt.num2date(data.datetime[0]))
  # print("[", ticker, self.sma1[0], self.sma2[0], "]")
- print("[", ticker, self.sma_all1[ticker][0], self.sma_all2[ticker][0], "]")
+ # print("[", ticker, self.sma_all1[ticker][0], self.sma_all2[ticker][0], "]")
 
 
  # # https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
@@ -90,13 +90,13 @@ def next(self):
 
  if not self.orders[ticker]:
  if self.sma_all1[ticker][0] > self.sma_all2[ticker][0]:
- self.log('BUY CREATE, %.2f' % self.data.close[0])
+ self.log(f"BUY CREATE [{ticker}] {self.data.close[0]:.2f}")
  self.buy(data=data, exectype=bt.Order.Market) # , size=size)
  self.orders[ticker] = True
 
  if self.orders[ticker]:
  if self.sma_all1[ticker][0] < self.sma_all2[ticker][0]:
- self.log('SELL CREATE, %.2f' % self.data.close[0])
+ self.log(f"SELL CREATE [{ticker}] {self.data.close[0]:.2f}")
  self.sell(data=data, exectype=bt.Order.Market) # , size=size)
  self.orders[ticker] = False
 
@@ -118,9 +118,9 @@ def notify_order(self, order):
  # Attention: broker could reject order if not enough cash
  if order.status in [order.Completed]:
  if order.isbuy():
- self.log('BUY EXECUTED, %.2f' % order.executed.price)
+ self.log(f"BUY EXECUTED [{order.data._name}], {order.executed.price:.2f}")
  elif order.issell():
- self.log('SELL EXECUTED, %.2f' % order.executed.price)
+ self.log(f"SELL EXECUTED [{order.data._name}], {order.executed.price:.2f}")
 
  self.bar_executed = len(self)
  self.orders_bar_executed[order.data._name] = len(self)