Strategies

Creating a strategy with the CLI tool

To create a new strategy, use the manage.py's strategy create command.

The manage.py tool

The manage.py tool is a command line tool that allows you to create and manage strategies. You can use it with python, like so:

python manage.py

Naming

When creating a strategy with the CLI tool, the strategy name must be in pascal case.

This is because the strategy name is used to create the strategy class name, which must be in pascal case. (it is also converted to snake case for the file name)

# create a new strategy
python manage.py strategy create MyNewStrategy

# results in an error
python manage.py strategy create my_new_strategy
python manage.py strategy create My New Strategy 2

Writing the strategy

The strategy class is created in the strategies directory, and is named after the strategy name you provided.

Init and pre-compiled data series

While the main focus of a strategy class is to utilize the on_step decorator to create functions that run on every "step" of the data, often you will need to create data series that are used in multiple places or within the on_step functions. This is referred to as "pre-compiled" data series. This is done to help reduce the amount of time it takes to run the strategy.

Here is an example of a pre-compiled data series, with a simple Moving Averages strategy:

class SMACrossOver(Strategy):
    sma_fast_length = Parameter(10)
    sma_slow_length = Parameter(60)

    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        all_close = self.data.all('close')
        self.sma_fast = ta.sma(all_close, int(self.sma_fast_length))
        self.sma_slow = ta.sma(all_close, int(self.sma_slow_length))
...

Note, you can only pre-compile data within the __init__() method. This is due to how python handles initializing classes.