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Allow for cash to be deposited or withdrawn during a backtest #925

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Allow for cash to be deposited or withdrawn during a backtest #925

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a473d4c
Broker add deposit and withdraw functions
AdiSai Mar 2, 2023
b9122de
Strategy add deposit and withdraw functions
AdiSai Mar 2, 2023
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16 changes: 16 additions & 0 deletions backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -74,6 +74,12 @@ def _check_params(self, params):
"can be optimized or run with.")
setattr(self, k, v)
return params

def deposit_cash(self, amount):
return self._broker.deposit_cash(amount)

def withdraw_cash(self, amount):
return self._broker.withdraw_cash(amount)

def I(self, # noqa: E743
func: Callable, *args,
Expand Down Expand Up @@ -721,6 +727,16 @@ def __init__(self, *, data, cash, commission, margin,

def __repr__(self):
return f'<Broker: {self._cash:.0f}{self.position.pl:+.1f} ({len(self.trades)} trades)>'

def deposit_cash(self, amount: float):
self._cash += amount
return self._cash

def withdraw_cash(self, amount: float):
if amount > self._cash:
return self._cash
self.cash -= amount
return self._cash

def new_order(self,
size: float,
Expand Down