From 077ac52ff7d1c7cbe76096c0a991fd9fe34e743f Mon Sep 17 00:00:00 2001 From: Denis Tereshkin Date: Mon, 24 Dec 2018 21:23:22 +0700 Subject: [PATCH] Strategy: default ticker for short* methods --- src/naiback/strategy/strategy.py | 16 ++++++++++++---- 1 file changed, 12 insertions(+), 4 deletions(-) diff --git a/src/naiback/strategy/strategy.py b/src/naiback/strategy/strategy.py index 5a47523..d092655 100644 --- a/src/naiback/strategy/strategy.py +++ b/src/naiback/strategy/strategy.py @@ -156,14 +156,18 @@ class Strategy: self.broker.set_timestamp(bars.timestamp[bar]) return self.broker.add_position(ticker, bars.close[bar], self.trade_size, bar) - def short_at_open(self, bar, ticker): + def short_at_open(self, bar, ticker=None): + if ticker is None: + ticker = 0 if isinstance(ticker, int): ticker = self.all_bars[ticker].ticker bars = self._get_bars(ticker) self.broker.set_timestamp(bars.timestamp[bar]) return self.broker.add_position(ticker, bars.open[bar], -self.trade_size, bar) - def short_at_limit(self, bar, price, ticker): + def short_at_limit(self, bar, price, ticker=None): + if ticker is None: + ticker = 0 if isinstance(ticker, int): ticker = self.all_bars[ticker].ticker bars = self._get_bars(ticker) @@ -176,7 +180,9 @@ class Strategy: else: return None - def short_at_stop(self, bar, price, ticker): + def short_at_stop(self, bar, price, ticker=None): + if ticker is None: + ticker = 0 if isinstance(ticker, int): ticker = self.all_bars[ticker].ticker bars = self._get_bars(ticker) @@ -189,7 +195,9 @@ class Strategy: else: return None - def short_at_close(self, bar, ticker): + def short_at_close(self, bar, ticker=None): + if ticker is None: + ticker = 0 if isinstance(ticker, int): ticker = self.all_bars[ticker].ticker bars = self._get_bars(ticker)