-
Notifications
You must be signed in to change notification settings - Fork 148
/
Copy pathSkinokObserver.py
71 lines (53 loc) · 2.57 KB
/
SkinokObserver.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2021-2025 Skinok
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
unicode_literals)
from backtrader import Observer
import SkinokBacktraderUI
class SkinokObserver(Observer):
lines = ('wallet_value', 'wallet_equity', 'wallet_cash')
def __init__(self):
# Ui following
self.progressBar = SkinokBacktraderUI.interface.getProgressBar()
self.progressBar.setMaximum(self.datas[0].close.buflen())
self.progressBar.setValue(0)
SkinokBacktraderUI.wallet.value_list = []
SkinokBacktraderUI.wallet.equity_list = []
SkinokBacktraderUI.wallet.cash_list = []
def next(self):
# Watch trades
pnl = 0
for trade in self._owner._tradespending:
if trade.data not in self.ddatas:
continue
if not trade.isclosed:
continue
pnl += trade.pnl # trade.pnlcomm if self.p.pnlcomm else trade.pnl
# Portfolio update
SkinokBacktraderUI.wallet.current_value = self.wallet_value = SkinokBacktraderUI.wallet.current_value + pnl
SkinokBacktraderUI.wallet.value_list.append( SkinokBacktraderUI.wallet.current_value )
SkinokBacktraderUI.wallet.current_equity = self.wallet_equity = self._owner.broker.getvalue()
SkinokBacktraderUI.wallet.equity_list.append(self._owner.broker.getvalue())
SkinokBacktraderUI.wallet.current_cash = self.wallet_cash = self._owner.broker.getcash()
SkinokBacktraderUI.wallet.cash_list.append(self._owner.broker.getcash())
# Progress bar update
self.progressBar.setValue( self.progressBar.value() + 1 )
SkinokBacktraderUI.interface.app.processEvents()