Better Logging to help understand trade logic

[gregoryteach]

Enhancement description

Currently, it is impossible to know why a position was closed or opened without clear logs explaining the reasons.

Also, a trade id to identify all trades is needed.

Code sample

self.buy(log="The position was opened")

self.sell(log="The position was opened")

self.position.close(log="The position was closed because???")

trade.sl(price=???, log="Take stop loss was reached")

trade.tp(price=???, log="Take profit was reached")

Additional info, images

No response

[kernc]

Have you seen Order.tag?

order = self.buy(...)
order.tag = "The position was opened"

Strategy.position.close would need some amending:

backtesting.py/backtesting/backtesting.py

Lines 370 to 375 in 6e9016c

	def close(self, portion: float = 1.):
	"""
	Close portion of position by closing `portion` of each active trade. See `Trade.close`.
	"""
	for trade in self.__broker.trades:
	trade.close(portion)

after which SL and TP logging would work ...

[gregoryteach]

Ideally, the change would be introduces to the class Order:

def init(self, broker: '_Broker',
size: float,
limit_price: Optional[float] = None,
stop_price: Optional[float] = None,
sl_price: Optional[float] = None,
tp_price: Optional[float] = None,
parent_trade: Optional['Trade'] = None,
tag: object = None):

With extra parameters for:

buy with:

• comment

sell with:

• comment
• comment_profit
• comment_loss
• comment_trailing

Hence:

def init(self, broker: '_Broker',
size: float,
limit_price: Optional[float] = None,
stop_price: Optional[float] = None,
sl_price: Optional[float] = None,
tp_price: Optional[float] = None,
parent_trade: Optional['Trade'] = None,
tag: object = None,
comment: object = None,
comment_profit: object = None,
comment_loss: object = None,
comment_trailing: object = None):

as in:

https://www.tradingview.com/pine-script-reference/v6/#fun_strategy.entry

strategy.entry(id, direction, qty, limit, stop, oca_name, oca_type, comment, alert_message, disable_alert) → void

and

https://www.tradingview.com/pine-script-reference/v6/#fun_strategy.exit

strategy.exit(id, from_entry, qty, qty_percent, profit, limit, loss, stop, trail_price, trail_points, trail_offset, oca_name, comment, comment_profit, comment_loss, comment_trailing, alert_message, alert_profit, alert_loss, alert_trailing, disable_alert) → void

[atharvajoshi01]

yeah I think kernc's suggestion is the way to go here, just threading tag through position.close() would cover most of this without overcomplicating the API. the full tradingview-style comment params feel like overkill for this library

[gregoryteach]

yeah I think kernc's suggestion is the way to go here, just threading tag through position.close() would cover most of this without overcomplicating the API. the full tradingview-style comment params feel like overkill for this library

The problem is that it is important to know why a position was closed. It is CRITICALLY important.

If there are several conditions that trigger a position to close, it is important to understand which one got triggered when.

Otherwise, the entire strategy fails.

I would agree that the opening tag is important, but unless it is an object that can have further log messages added, threading it to close is meaningless. Because, we need to know why a position was closed and not opened.

I hope that makes sense.

[atharvajoshi01]

yeah thats fair, knowing why it closed does matter. but i think you could still get that through the tag mechanism without adding all those params. like the broker could just auto set the tag to something like "sl_hit" or "tp_hit" when those get triggered. that way position.close() just needs a tag param and you still know the reason without changing the whole Order api

[gregoryteach]

yeah thats fair, knowing why it closed does matter. but i think you could still get that through the tag mechanism without adding all those params. like the broker could just auto set the tag to something like "sl_hit" or "tp_hit" when those get triggered. that way position.close() just needs a tag param and you still know the reason without changing the whole Order api

The issue is that there may be several SL and TP conditions. It would be nice to know which condition triggered the call.

[Harsh4r0ra]

I ran into this same limitation and put together a fix: added a warmup: bool = True
parameter to Strategy.I(). Indicators declared with warmup=False are excluded from
the automatic "wait until every indicator is non-NaN" calculation that currently gates
when the backtest starts calling next().

This directly addresses your resample_apply scenario — a secondary/reference
indicator computed on a higher timeframe (e.g. your 100-bar 1D resample_apply calls
on 30m data) no longer has to force the whole backtest to wait ~100 days before placing
any orders. You mark it as informational and the backtest starts as soon as your
actually required indicators (e.g. your 30m/1h ones) are ready:

def init(self):
    self.rsi_high_14_30min = resample_apply('30min', lambda df, l: ta.rsi(df['High'], l, talib=True),
                                             df_ohlcv, 14, plot=False, overlay=False)
    self.sma_100_1D = resample_apply('1D', lambda df, l: ta.sma(df['Close'], l, talib=True),
                                      df_ohlcv, 100, plot=False, overlay=False,
                                      warmup=False)  # <- doesn't gate backtest start anymore