def stop(self):
# Saving to self so it's accessible later during optimization
self.final_value = self.broker.getvalue()
self.pnl = round(self.final_value - self.init_cash, 2)
print("Final Portfolio Value: {}".format(self.final_value))
print("Final PnL: {}".format(self.pnl))
self.order_history_df = pd.DataFrame(self.order_history)
self.periodic_history_df = pd.DataFrame(self.periodic_history)
last_date = str(self.datas[0].datetime.date(0))
if self.channel:
trigger_bot(
self.symbol,
self.action,
last_date,
)
def stop(self):
# Saving to self so it's accessible later during optimization
self.final_value = self.broker.getvalue()
# Note that PnL is the final portfolio value minus the initial cash balance minus the total cash added
self.pnl = round(self.final_value - self.init_cash - self.total_cash_added, 2)
if self.strategy_logging:
self.log("Final Portfolio Value: {}".format(self.final_value))
self.log("Final PnL: {}".format(self.pnl))
self.order_history_df = pd.DataFrame(self.order_history)
self.periodic_history_df = pd.DataFrame(self.periodic_history)
last_date = str(self.datas[0].datetime.date(0))
if self.channel:
trigger_bot(
self.symbol, self.action, last_date,
)
