Update to enable tracking id from order to trade - #199
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This is a simple change to backtesting.py to enable a user to track which trade came from which order (and a lot of other potential benefits) as outlined in issue #197. It simply allows the assignment of an id when creating an order at with `Strategy.buy()` and `Strategy.sell()`. The id is type agnostic, so the user can make it a string, int, float or whatever may be necessary. I could not think of a better way to solve this problem and I will be able to test that this works in the next day or so. I hope people think this is a good idea 馃槦 馃槄
kernc
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Dec 16, 2020
kernc
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kernc
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Will additionally need a unit test and a good example use for the docs.
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| An ID attribute which, if set, persists to enable tracking of this order | ||
| if it becomes a trade in `Strategy.trades` and when closed in `Strategy.closed_trades`. |
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Maybe:
An arbitrary tag object which, if set, propagates to the
Tradethis order started.
Which begs the question, what about orders that close existing trades?
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Sorry, I have completely butchered the PR process here. git is driving me a bit nuts. |
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Fyi, you can |
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馃槄 sorry, yes I'm in the difficult position of trying to do a lot with a little time at the moment, so your advice is great and something I would normally have googled to self-educate but December is 馃ぎ haha |
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This is a simple change to backtesting.py to enable a user to track which trade came from which order (and a lot of other potential benefits) as outlined in issue #197.
It simply allows the assignment of an id when creating an order at with
Strategy.buy()andStrategy.sell(). The id is type agnostic, so the user can make it a string, int, float or whatever may be necessary.I could not think of a better way to solve this problem and I will be able to test that this works in the next day or so. I hope people think this is a good idea 馃槦 馃槄