def trace_stats

Lifecycle method that will be executed after on_trading_iteration. context is a dictionary containing the result of locals() of on_trading_iteration() at the end of its execution.

locals() returns a dictionary of the variables defined in the scope where it is called.

Use this method to dump stats

import random
class MyStrategy(Strategy):
def on_trading_iteration(self):
    google_symbol = "GOOG"

def trace_stats(self, context, snapshot_before):
    print(context)
    # printing
    # { "google_symbol":"GOOG"}
    random_number = random.randint(0, 100)
    row = {"my_custom_stat": random_number}

    return row

Reference

lumibot.strategies.strategy.Strategy.trace_stats(self, context, snapshot_before)

Lifecycle method that will be executed after on_trading_iteration. context is a dictionary containing on_trading_iteration locals() in last call. Use this method to dump stats

Parameters:

• context (dict) – Dictionary containing locals() from current call to on_trading_iteration method.

• snapshot_before (dict) – Dictionary containing locals() from last call to on_trading_iteration method.

Returns:

Dictionary containing the stats to be logged.

Return type:

dict

Example

>>> def trace_stats(self, context, snapshot_before):
>>>     self.log_message("Trace stats")
>>>     self.log_message(f"Context: {context}")
>>>     self.log_message(f"Snapshot before: {snapshot_before}")
>>>     return {
>>>         "my_stat": context["my_stat"],
>>>         "my_other_stat": context["my_other_stat"],
>>>         "portfolio_value": self.portfolio_value,
>>>         "cash": self.cash,
>>>     }