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@datek
Description
Expected Behavior
Strategy closes the position at 720
Actual Behavior
Strategy closes the position on next candle at open price, 705.58
Steps to Reproduce
Run the following code. You can see the wrong behaviour on 2012年10月18日
from backtesting import Backtest, Strategy from backtesting.test import GOOG class DummyStrategy(Strategy): def init(self): pass def next(self): if f"{self.data.index[-1]}" == "2012-10-17 00:00:00": self.buy(sl=720) if __name__ == "__main__": data = GOOG.tail(100) backtest = Backtest(data, DummyStrategy, cash=10000) result = backtest.run() backtest.plot()
Additional info
- Backtesting version: 0.2.0