Checking Entry and exit points in blueshift by quantinsti

Blueshift
1

Hello, 

I would like to obtain a dataframe with all my entry and exit points for trades after backtesting so that I can cross check my strategy. How should I achieve this?

Thank you

2

If you want to track the time and other details, you can create a dataframe in the context variable (as context.entry_exit) and fill in the details below.



If you are looking for details of transactions that has executed, you can analyze that by definiing the 'analyze' function - an example below where we just fetch all transactions for the last date of the backtest and print their details.

 

def analyze(context, perf):
    txns = (perf['transactions'].iloc[-1])
    for txn in txns:
        if txn:
            print('{}: traded {} units at {}'.format(
                txn['dt'], txn['amount'], txn['price']))

Note: you have a limit on amount of prints (number of lines) you can use. I suggest you carry out your entry exit analysis and then print a summary instead.