Strategy: Use 0th ticker by default in buy_at* functions

src/naiback/strategy/strategy.py

@@ -69,6 +69,7 @@ class Strategy:
 
         for bars in self.all_bars:
             self._synchronize_bars(bars, all_dates)
+            bars.index = range(0, len(bars.close))
 
     def get_bars(self, ticker):
         return self._get_bars(ticker)
@@ -100,6 +101,7 @@ class Strategy:
                 volume = bars.volume[bar_pos]
 
                 bars.insert_bar(bar_pos, open_, high, low, close, volume, dt)
+            bar_pos += 1
 
     def _combine_dates(self):
         dates = set()
@@ -141,21 +143,27 @@ class Strategy:
         else:
             return None
 
-    def buy_at_close(self, bar, ticker):
+    def buy_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)
         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=0):
+        if ticker is None:
+            ticker = 0
         if isinstance(ticker, int):
             ticker = self.all_bars[ticker].ticker
         bars = self._get_bars(ticker)
@@ -168,7 +176,9 @@ 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)
@@ -181,7 +191,9 @@ 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)