When I run my backtrader code with the strategy below it doesn't work. Anybody would know why? The notify_timer function is not even called! Thanks!
import math
import backtrader as bt
class BuyEveryMonth(bt.Strategy):
params = (('monthly_amount', 100),)
def start(self):
self.add_timer(bt.timer.SESSION_END, monthdays=[3], monthcarry = True,)
def notify_timer(self, timer, when, *args, **kwargs):
# Add the influx of monthly cash to the broker
self.broker.add_cash(self.params.monthly_amount)
# buy available cash
self.size = math.floor(self.broker.getcash() / self.data.close)
print("{}: Buy {} shares at {}".format(self.datetime.date(ago=0), self.size, self.data.close[0]))
print(self.size)
self.buy(size=self.size)
I'm not sure where the start comes from. Your strategy runs fine on my machine, even though it doesn't really do anything... I just made 2 adjustments:
gives:
def __init__(self):
self.add_timer(bt.timer.SESSION_END, monthdays=[3], monthcarry=True)
def notify_timer(self, timer, when, *args, **kwargs):
# Add the influx of monthly cash to the broker
self.broker.add_cash(self.params.monthly_amount)
# buy available cash
self.size = math.floor(self.broker.getcash() / self.data.close)
print("{}: Buy {} shares at {}".format(self.datetime.date(ago=0), self.size, self.data.close[0]))
print(self.size)
self.buy(size=self.size)
Then calling it later like:
...
# Create a cerebro entity
cerebro = bt.Cerebro()
# Add a strategy
cerebro.addstrategy(BuyEveryMonth)
...
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