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Update pair-trading.py #502

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12 changes: 6 additions & 6 deletions contrib/samples/pair-trading/pair-trading.py
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Original file line number Diff line number Diff line change
Expand Up @@ -109,9 +109,9 @@ def next(self):
print('y + self.qty2 is', y + self.qty2)

# Placing the order
self.log('SELL CREATE %s, price = %.2f, qty = %d' % ("PEP", self.data0.close[0], x + self.qty1))
self.log('SELL CREATE %s, price = %.2f, qty = %d' % (self.data0._name, self.data0.close[0], x + self.qty1))
self.sell(data=self.data0, size=(x + self.qty1)) # Place an order for buying y + qty2 shares
self.log('BUY CREATE %s, price = %.2f, qty = %d' % ("KO", self.data1.close[0], y + self.qty2))
self.log('BUY CREATE %s, price = %.2f, qty = %d' % (self.data1._name, self.data1.close[0], y + self.qty2))
self.buy(data=self.data1, size=(y + self.qty2)) # Place an order for selling x + qty1 shares

# Updating the counters with new value
Expand All @@ -132,9 +132,9 @@ def next(self):
print('y + self.qty2 is', y + self.qty2)

# Place the order
self.log('BUY CREATE %s, price = %.2f, qty = %d' % ("PEP", self.data0.close[0], x + self.qty1))
self.log('BUY CREATE %s, price = %.2f, qty = %d' % (self.data0._name, self.data0.close[0], x + self.qty1))
self.buy(data=self.data0, size=(x + self.qty1)) # Place an order for buying x + qty1 shares
self.log('SELL CREATE %s, price = %.2f, qty = %d' % ("KO", self.data1.close[0], y + self.qty2))
self.log('SELL CREATE %s, price = %.2f, qty = %d' % (self.data1._name, self.data1.close[0], y + self.qty2))
self.sell(data=self.data1, size=(y + self.qty2)) # Place an order for selling y + qty2 shares

# Updating the counters with new value
Expand Down Expand Up @@ -177,7 +177,7 @@ def runstrategy():
todate=todate)

# Add the 1st data to cerebro
cerebro.adddata(data0)
cerebro.adddata(data0, name="PEP")

# Create the 2nd data
data1 = btfeeds.YahooFinanceCSVData(
Expand All @@ -186,7 +186,7 @@ def runstrategy():
todate=todate)

# Add the 2nd data to cerebro
cerebro.adddata(data1)
cerebro.adddata(data1, name="KO")

# Add the strategy
cerebro.addstrategy(PairTradingStrategy,
Expand Down