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AssertionError while using TrailingStrategy kernc#316 #319

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AssertionError while using TrailingStrategy kernc#316 #319

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5a59a97
AssertionError while using TrailingStrategy #316
zlpatel Apr 27, 2021
19dde7a
AssertionError while using TrailingStrategy - Adding Unit Test kernc…
zlpatel Apr 27, 2021
427d4dc
Adding AMZN test data file kernc#316
zlpatel Apr 27, 2021
fc62a86
Added AMZN data kernc#316
zlpatel Apr 27, 2021
50f0daf
Fix inconsistent tabs issue kernc#316
zlpatel Apr 27, 2021
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5 changes: 3 additions & 2 deletions backtesting/lib.py
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Original file line number Diff line number Diff line change
Expand Up @@ -441,13 +441,14 @@ def set_trailing_sl(self, n_atr: float = 6):

def next(self):
super().next()
index = len(self.data)-1
for trade in self.trades:
if trade.is_long:
trade.sl = max(trade.sl or -np.inf,
self.data.Close[-1] - self.__atr[-1] * self.__n_atr)
self.data.Close[index] - self.__atr[index] * self.__n_atr)
else:
trade.sl = min(trade.sl or np.inf,
self.data.Close[-1] + self.__atr[-1] * self.__n_atr)
self.data.Close[index] + self.__atr[index] * self.__n_atr)


# Prevent pdoc3 documenting __init__ signature of Strategy subclasses
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