Strategy
Strategy
data
property
The first data source used by the strategy.
datas
property
The data sources used by the strategy.
index
property
The index of the data used by the strategy.
Indicator(data, ffill=False, bfill=False)
Creates an indicator for the strategy.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
ndarray | Series
|
The data to create the indicator from. |
required |
ffill
|
bool
|
Whether to forward fill the data. |
False
|
bfill
|
bool
|
Whether to backward fill the data. |
False
|
Returns:
| Type | Description |
|---|---|
Indicator
|
The indicator. |
__init__(commission=None, context=None, cash=10000, margin=None, multiplier=1)
Strategy is the base class for all strategies.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
commission
|
Commission | None
|
The commission object to use to calculate commissions. |
None
|
context
|
PricingData | None
|
The pricing data to use. If None, a new pricing data object will be created. |
None
|
cash
|
float
|
The starting cash to use. If None, the starting cash will be 10,000. |
10000
|
margin
|
Margin | None
|
The margin object to use. If None, a new margin object will be created. |
None
|
multiplier
|
float
|
The multiplier to the orders in the backtest. |
1
|
add_data(data, name=None)
Adds a data source to the strategy.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
DataSource
|
The data source to add. |
required |
name
|
str | None
|
The name of the data source. If None, the name will be the same as the data source. |
None
|