Strategy: default ticker for short* methods

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)