Release 1.2.3.88

backtrader/broker.py

@@ -32,11 +32,31 @@
 
 
 class BrokerBack(with_metaclass(MetaParams, object)):
+    '''Broker Simulator
+      Parameters:
 
+        Note: use the setXXXX to set the value after instance creation
+
+        - ``cash`` (default: 10000): starting cash
+
+        - ``commission`` (default: CommInfoBase(percabs=True))
+          base commission scheme which applies to all assets
+
+        - ``checksubmit`` (default: True)
+          check margin/cash before accepting an order into the system
+
+        - ``eosbar`` (default: False):
+          With intraday bars consider a bar with the same ``time`` as the end
+          of session to be the end of the session. This is not usually the
+          case, because some bars (final auction) are produced by many
+          exchanges for many products for a couple of minutes after the end of
+          the session
+    '''
     params = (
         ('cash', 10000.0),
         ('commission', CommInfoBase(percabs=True)),
         ('checksubmit', True),
+        ('eosbar', False),
     )
 
     def __init__(self):
@@ -57,6 +77,9 @@ def init(self):
 
         self.submitted = collections.deque()
 
+    def seteosbar(self, eosbar):
+        self.p.eosbar = eosbar
+
     def getcash(self):
         return self.cash
 
@@ -121,6 +144,7 @@ def orderstatus(self, order):
         return o.status
 
     def submit(self, order):
+        order.plen = len(order.data)
         if self.p.checksubmit:
             order.submit()
             self.submitted.append(order)
@@ -154,7 +178,6 @@ def check_submitted(self):
 
     def submit_accept(self, order):
         order.pannotated = None
-        order.plen = len(order.data)
         order.accept()
         self.pending.append(order)
         self.notify(order)
@@ -298,11 +321,11 @@ def notify(self, order):
 
     def _try_exec_close(self, order, pclose):
         if len(order.data) > order.plen:
-
             dt0 = order.data.datetime[0]
 
-            if dt0 > order.dteos:
-                if order.pannotated:
+            if dt0 > order.dteos or (self.p.eosbar and dt0 == order.dteos):
+                # past the end of session or right at it and eosbar is True
+                if order.pannotated and dt0 != order.dteos:
                     execdt = order.data.datetime[-1]
                     execprice = order.pannotated
                 else:

backtrader/cerebro.py

@@ -33,6 +33,7 @@
 from .writer import WriterFile
 from .import num2date
 from .utils import OrderedDict
+from .strategy import Strategy
 
 
 class Cerebro(with_metaclass(MetaParams, object)):
@@ -189,6 +190,9 @@ def resampledata(self, dataname, name=None, **kwargs):
         Any other kwargs like ``timeframe``, ``compression``, ``todate`` which
         are supported by ``Resampler`` will be passed transparently
         '''
+        if dataname in self.datas:
+            dataname = dataname.clone()
+
         dataname.resample(**kwargs)
         self.adddata(dataname, name=name)
 
@@ -315,7 +319,7 @@ def run(self, **kwargs):
             Strategy classes added with ``addstrategy``
         '''
         if not self.datas:
-            return
+            return []  # nothing can be run
 
         pkeys = self.params._getkeys()
         for key, val in kwargs.items():
@@ -352,6 +356,10 @@ def run(self, **kwargs):
         self.writers_csv = any(map(lambda x: x.p.csv, self.runwriters))
 
         self.runstrats = list()
+
+        if not self.strats:  # Datas are present, add a strategy
+            self.addstrategy(Strategy)
+
         iterstrats = itertools.product(*self.strats)
         if not self._dooptimize or self.p.maxcpus == 1:
             # If no optimmization is wished ... or 1 core is to be used

backtrader/strategy.py

@@ -497,11 +497,13 @@ def close(self,
         size = abs(size or possize)
 
         if possize > 0:
-            return self.sell(data, size, price, exectype, valid,
+            return self.sell(data=data, size=size, price=price,
+                             exectype=exectype, valid=valid,
                              tradeid=tradeid, **kwargs)
         elif possize < 0:
-            return self.buy(data, size, price, exectype, valid,
-                            tradeid=tradeid, **kwargs)
+            return self.sell(data=data, size=size, price=price,
+                             exectype=exectype, valid=valid,
+                             tradeid=tradeid, **kwargs)
 
         return None
 

backtrader/version.py

@@ -22,4 +22,4 @@
                         unicode_literals)
 
 
-__version__ = '1.2.2.88'
+__version__ = '1.2.3.88'

changelog.txt

@@ -1,3 +1,20 @@
+1.2.3.88:
+  - Add samples following 'Close' order corrections/improvements for
+    testing. Addresses #62
+  - Improve 'Close' execution support and correct conflicting behavior
+    with method checksubmit. Addresses #62
+  - Correct method close of strategy by using kwargs which was not
+    taking into account the existence of a plimit parameter in methods
+    buy/sell and would pass the execution type as plimit
+  - PandasData extension sample and data supporting discussion in
+    ticket #65
+  - If datas have been passed to cerebro, ensure cerebro has a
+    strategy to run against (which can get indicators, analyzers,
+    observers and other through the appropriate interface)
+  - Addresses #64 by auto-cloning datas in resampledata if the data
+    was already in the system
+  - Return a list in case cerebro.run is not run due to missing datas
+
 1.2.2.88:
   - Update of bidask sample
   - SessionFiller correction to avoid moving the evaluated bar too early into