Inconsistencies in asset visualisation #244
Description
Description
I am running the basic RSI example from your documentation and observed some strange behaviour
def price_event(price, symbol, state: blankly.StrategyState):
"""This function will give an updated price every 15 seconds from our definition below"""
state.variables["history"].append(price)
rsi = blankly.indicators.rsi(state.variables["history"])
if rsi[-1] < 30 and not state.variables["owns_position"]:
# Dollar cost average buy
buy = int(state.interface.cash / price)
state.interface.market_order(symbol, side="buy", size=buy)
state.variables["owns_position"] = True
elif rsi[-1] > 70 and state.variables["owns_position"]:
# Dollar cost average sell
curr_value = state.interface.account[state.base_asset].available
state.interface.market_order(symbol, side="sell", size=int(curr_value))
state.variables["owns_position"] = False
def init(symbol, state: blankly.StrategyState):
# Download price data to give context to the algo
state.variables["history"] = state.interface.history(
symbol, to=150, return_as="deque", resolution=state.resolution
)["close"]
state.variables["owns_position"] = False
if __name__ == "__main__":
exchange = blankly.Oanda()
# Use our strategy helper on coinbase pro
strategy = blankly.Strategy(exchange)
# Run the price event function every time we check for a new price - by default that is 15 seconds
# strategy.add_price_event(price_event, symbol="XAU-USD", resolution="15m", init=init)
strategy.add_price_event(price_event, symbol="BCO-USD", resolution="15m", init=init)
# Start the strategy. This will begin each of the price event ticks
# strategy.start()
# Or backtest using this
results = strategy.backtest(to="1y")
print(results)I get a nice html plot at the end of backtesting, I noticed that the code above is using all the cash in my account [state.interface.cash](http://state.interface.cash) and that number is being used to determine buy size. But say I want a stake of e.g. $1000 rather than use all the cash in my account, when I change the code to calculate the buy size using the stake it has a bizarre effect on the BCO (crude oil) plot - the y axis is completely different? (I’ve attached the plots)
stake = 1000 # 1000 USD
buy = int(stake / price)
state.interface.market_order(symbol, side="buy", size=buy)Any idea why this might be case? everything else is the same in both cases so I would expect the BCO plot to remain the same. The same thing happens if I manually set the size e.g. to 1 state.interface.market_order(symbol, side="buy", size=1) In this case I see the BCO plot bars are all set to 1?
