策略购买并持有月度Backtrader

Question

当我使用下面的策略运行我的backtrader代码时，它不起作用。有人会知道为什么吗？甚至没有调用notify_timer函数！谢谢!

import math  
import backtrader as bt

class BuyEveryMonth(bt.Strategy):
    params = (('monthly_amount', 100),)

    def start(self):
        self.add_timer(bt.timer.SESSION_END, monthdays=[3], monthcarry = True,) 

    def notify_timer(self, timer, when, *args, **kwargs):
        # Add the influx of monthly cash to the broker
        self.broker.add_cash(self.params.monthly_amount)

        # buy available cash
        self.size = math.floor(self.broker.getcash() / self.data.close)
        print("{}: Buy {} shares at {}".format(self.datetime.date(ago=0), self.size, self.data.close[0]))
        print(self.size)
        self.buy(size=self.size)

Answer 1

我不知道起点是从哪里来的。你的策略在我的机器上运行得很好，尽管它并没有真正做任何事情...我刚刚做了两个调整：

1. 用init()
2. removing替换init(arg1，arg2，argn，)

中的尾随逗号

提供：

def __init__(self):
  self.add_timer(bt.timer.SESSION_END, monthdays=[3], monthcarry=True)
  
def notify_timer(self, timer, when, *args, **kwargs):
  # Add the influx of monthly cash to the broker
  self.broker.add_cash(self.params.monthly_amount)

  # buy available cash
  self.size = math.floor(self.broker.getcash() / self.data.close)
  print("{}: Buy {} shares at {}".format(self.datetime.date(ago=0), self.size, self.data.close[0]))
  print(self.size)
  self.buy(size=self.size)

然后再调用它，如下所示：

...
# Create a cerebro entity
cerebro = bt.Cerebro()

# Add a strategy
cerebro.addstrategy(BuyEveryMonth)
...