ENH: Add the possibility to let unclose trades at end of bt.run (#273) (#343) #359
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kernc
reviewed
Jun 21, 2021
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Tremendous apologies for the late review. I'll try to catch up. 😅
Would you also add a changelog entry?
backtesting/backtesting.py
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| @@ -984,7 +984,8 @@ def __init__(self, | |||
| margin: float = 1., | |||
| trade_on_close=False, | |||
| hedging=False, | |||
| exclusive_orders=False | |||
| exclusive_orders=False, | |||
| close_all_at_end=True | |||
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The type and amount of feedback following #168 makes me think we should flip the default back to False.
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Missing a descriptive docstring below.
backtesting/backtesting.py
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| @@ -1078,7 +1079,7 @@ def __init__(self, | |||
| warnings.warn('Data index is not datetime. Assuming simple periods, ' | |||
| 'but `pd.DateTimeIndex` is advised.', | |||
| stacklevel=2) | |||
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| self._close_all_at_end = close_all_at_end | |||
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Cast to bool() so passing =1 is supported.
backtesting/test/_test.py
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| if not self.position: | ||
| self.buy() | ||
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| self.assertGreater(len( |
Done. |
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Move to #393 |
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Hi,
Just saw that this could be interessting for (#343).
Hope it will help.
Cheers.
Continued in #393