How array slice is processed

[jamhot1]

I wanted to evaluate a range of values created in a custom df column during Next()

when using the below example, am I looking at the entire array (very last Five values) or the array from the point reached at Next()

a[-5:] # last Five items

I seem to be getting unexpected behavior. My assumption is last Five from current Next() line?

[kernc]

the array from the point reached at Next()

The array from beginning and to the point reached at next().

Hopefully, you can make use of these:

>>> from backtesting import Backtest, Strategy
... from backtesting.test import GOOG
...
... class S(Strategy):
...     def init(self): pass
...     def next(self): print(self.data.Close.size)
...
... Backtest(GOOG.iloc[:5], S).run()
2
3
4
5

...

backtesting.py/backtesting/backtesting.py

Lines 1147 to 1161 in 1ee5670

	for i in range(start, len(self._data)):
	# Prepare data and indicators for `next` call
	data._set_length(i + 1)
	for attr, indicator in indicator_attrs:
	# Slice indicator on the last dimension (case of 2d indicator)
	setattr(strategy, attr, indicator[..., :i + 1])
	# Handle orders processing and broker stuff
	try:
	broker.next()
	except _OutOfMoneyError:
	break
	# Next tick, a moment before bar close
	strategy.next()

This, of course, only works for Strategy.data arrays and indicator arrays computed via Strategy.I().

[jamhot1]

Thanks for clearing that up :) After some playing around, I think it was because I was getting negative values in the last 5 tested. I need to investigate more, or simply replace for a positive values. Right now I am unsure what the negative values are doing to create the unexpected behaviour.