backtest open more position

[dalet78]

Hi,
in the first I want to say you, thanks for this library.
I have an error that I encountered,
I receive form my strategy a dataframe with signal ( 1 for buy position and 2 for sell position)
I transform my dataframe in array. I learned your library and you use array for to compute backtest.
I verified my array and I have only 16 signal, however when I run the backtest i found 1504 trades?
Please can you help me to understand my error?

this is my code:

from backtesting import Strategy, Backtest
import pandas as pd


class MyStrategy(Strategy):

    def init(self):
        super().init()
        # print (type(SIGNAL(self.data.df)))
        self.signal = pd.Series(SIGNAL(self.data.df)).array


    def next(self):
        # super().next()
        if self.signal==1:
            sl1 = self.data.Low[-1] - 200e-4
            tp1 = self.data.Close[-1] + 400e-4
            self.buy(sl=sl1, tp=tp1)
        elif self.signal==2:
            sl1 = self.data.Low[-1] + 2000e-4
            tp1 = self.data.Close[-1] - 4000e-4
            self.sell(sl=sl1, tp=tp1)

def backtest(df):
    bt = Backtest(df, MyStrategy, cash=10_000, commission=.002, exclusive_orders=True)
    stat = bt.run()
    print(stat)
    bt.plot()

def SIGNAL(df):
    return df.signal 

[kernc]

Firstly, you have an issue in line:

        self.signal = pd.Series(SIGNAL(self.data.df)).array

If you want self.signal to be auto-extended to correct length at each iteration of next() (and conditions such as if self.signal == 1 to evaluate correctly), the line should instead read:

        self.signal = self.I(SIGNAL, self.data.df)

See Strategy.I() wrapper API reference or the relevant section of the Backtesting.py Quick Start tutorial.

[dalet78]

thanks works perfectly now