from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
# 低买高卖策略
import backtrader as bt

class LowBuyHighSellStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        if dt is None:
            dt = self.datas[0].datetime.date(0) if len(self) > 0 else 'No Data'
        print('%s, %s' % (dt, txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close
        self.log('Strategy initialized', dt='Initialization')

    def next(self):
        # Log the current date and close price
        self.log('Date: %s, Close: %.2f' % (self.datas[0].datetime.date(0), self.dataclose[0]))
        self.log('High: %.2f, Low: %.2f' % (self.datas[0].high[0], self.datas[0].low[0]))

        # Simple trading logic
        if self.dataclose[0] < 17500:
            self.log('BUY CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
            self.buy()
        elif self.dataclose[0] > 47500 and self.position.size > 0:
            self.log('SELL CREATE, Date: %s, Price: %.2f, Position: %d' % (self.datas[0].datetime.date(0), self.dataclose[0], self.position.size))
            self.sell()