Trade

Definition of a trade:

  • A Trade is open when the a position in a instrument goes from 0 to a size X which may positive/negative for long/short positions)
  • A Trade is closed when a position goes from X to 0.

The followig two actions:

  • positive to negative
  • negative to positive

Are actually seen as:

  1. A trade has been closed (position went to 0 from X)
  2. A new trade has been open (position goes from 0 to Y)

Trades are only informative and have no user callable methods.

Reference: Trade

class backtrader.trade.Trade(data=None, tradeid=0, historyon=False, size=0, price=0.0, value=0.0, commission=0.0)

Keeps track of the life of an trade: size, price, commission (and value?)

An trade starts at 0 can be increased and reduced and can be considered closed if it goes back to 0.

The trade can be long (positive size) or short (negative size)

An trade is not meant to be reversed (no support in the logic for it)

Member Attributes:

  • ref: unique trade identifier

  • status (int): one of Created, Open, Closed

  • tradeid: grouping tradeid passed to orders during creation The default in orders is 0

  • size (int): current size of the trade

  • price (float): current price of the trade

  • value (float): current value of the trade

  • commission (float): current accumulated commission

  • pnl (float): current profit and loss of the trade (gross pnl)

  • pnlcomm (float): current profit and loss of the trade minus commission (net pnl)

  • isclosed (bool): records if the last update closed (set size to null the trade

  • isopen (bool): records if any update has opened the trade

  • justopened (bool): if the trade was just opened

  • baropen (int): bar in which this trade was opened

  • dtopen (float): float coded datetime in which the trade was closed

    • Use method open_datetime to get a Python datetime.datetime or use the platform provided num2date method
  • barclose (int): bar in which this trade was closed

  • dtclose (float): float coded datetime in which the trade was closed

    • Use method close_datetime to get a Python datetime.datetime or use the platform provided num2date method
  • barlen (int): number of bars this trade was open

  • historyon (bool): whether history has to be recorded

  • history (list): holds a list updated with each “update” event containing the resulting status and parameters used in the update

    The first entry in the history is the Opening Event The last entry in the history is the Closing Event