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Trades seem to be done in reversed chronological order #1144

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jin-95 opened this issue May 27, 2024 · 1 comment
Closed

Trades seem to be done in reversed chronological order #1144

jin-95 opened this issue May 27, 2024 · 1 comment
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@jin-95
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jin-95 commented May 27, 2024

Behavior

Im writing a dollar cost averaging strategy. The code works fine but the trades are done in a reverse chronological order. the dataframe is not reversed.

ticker_symbol = "IWDA.AS"  


ticker_data = yf.Ticker(ticker_symbol)
df = ticker_data.history(period="max") 


class DCA(Strategy):
    def init(self):
        self.close = self.data.Close
        self.amount_to_invest = 280  # Example: invest $250 every Monday
        self.day_of_week = self.data.index.to_series().apply(lambda x: x.dayofweek).values
        #self.day_of_week = self.day_of_week.  # Convert to numpy array for indexing
        self.I(lambda: self.day_of_week, name='day_of_week')

    def next(self):
        if self.data.index[-1].day_of_week ==0:
            self.buy(size=math.floor(self.amount_to_invest / self.close[-1]))


### Initialize the backtest with the dataframe 'df'
bt = Backtest(df, DCA,
              cash=10000000,
              commission=0,
              trade_on_close=False,
              finalize_trades=True,
              exclusive_orders=False)

#Run the backtest
output = bt.run()
print(output)

trades = output["_trades"]
trades
0,3,3750,3754,92.254997,92.07,-0.554993,-0.002005,2024-05-21 00:00:00+02:00,2024-05-27 00:00:00+02:00,6 days 00:00:00
1,3,3745,3754,91.330002,92.07,2.219994,0.008102,2024-05-14 00:00:00+02:00,2024-05-27 00:00:00+02:00,13 days 00:00:00
2,3,3740,3754,90.815002,92.07,3.764992,0.013819,2024-05-07 00:00:00+02:00,2024-05-27 00:00:00+02:00,20 days 00:00:00
3,3,3736,3754,90.010002,92.07,6.179993,0.022886,2024-04-30 00:00:00+02:00,2024-05-27 00:00:00+02:00,27 days 00:00:00
4,3,3731,3754,88.839996,92.07,9.690010,0.036358,2024-04-23 00:00:00+02:00,2024-05-27 00:00:00+02:00,34 days 00:00:00
5,3,3726,3754,89.345001,92.07,8.174995,0.030500,2024-04-16 00:00:00+02:00,2024-05-27 00:00:00+02:00,41 days 00:00:00
6,3,3721,3754,90.370003,92.07,5.099991,0.018812,2024-04-09 00:00:00+02:00,2024-05-27 00:00:00+02:00,48 days 00:00:00
7,3,3713,3754,90.754997,92.07,3.945007,0.014490,2024-03-26 00:00:00+01:00,2024-05-27 00:00:00+02:00,61 days 23:00:00
8,3,3708,3754,89.300003,92.07,8.309990,0.031019,2024-03-19 00:00:00+01:00,2024-05-27 00:00:00+02:00,68 days 23:00:00
9,3,3703,3754,88.730003,92.07,10.019989,0.037642,2024-03-12 00:00:00+01:00,2024-05-27 00:00:00+02:00,75 days 23:00:00
10,3,3698,3754,88.714996,92.07,10.065010,0.037818,2024-03-05 00:00:00+01:00,2024-05-27 00:00:00+02:00,82 days 23:00:00
@coder145
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probably something to do with the data index, can you share it please having a hard time getting it from yahoo finance.

@kernc kernc added the help wanted Extra attention is needed label Feb 4, 2025
@kernc kernc added bug Something isn't working and removed help wanted Extra attention is needed labels Feb 18, 2025
@kernc kernc closed this as completed in 826211c Feb 19, 2025
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