Backtest: add_arbitrage_event

[Gobo85]

I want to find out how to use the "add_arbitrage_event" function to backtest multiple symbols in one event call. Currently, I use the bar event and add each symbol in a loop. My test_strategy utilizes the StrategyState.

import blankly
from blankly.data import PriceReader
from blankly import StrategyState

def init(symbol: str, state: StrategyState):
"""Fetch the OHLCV list and initialize our variables"""

def test_strategy(bar, symbol: str, state: StrategyState):
"""Daily LONG and SHORT test strategy """

if name == "main":
# Create a list to store the symbols
symbols = ["AAPL", "GOOG", "MSFT"]

## Create an instance of the KeylessExchange class using the symbols list
exchange = blankly.KeylessExchange(price_reader=PriceReader(file_paths, symbols))

## Use our strategy helper
strategy = blankly.Strategy(exchange)

Add a price event for each symbol in the list using the bar event function

for symbol in symbols:
    strategy.add_bar_event(
        test_strategy,
        symbol=f"{symbol}",
        resolution="1d",
        init=init,  
    )

## Backtest the strategy
results = strategy.backtest(
    to="12y",
    initial_values={"USD": 10000},
)

[EmersonDove]

Hey you should be able to use .add_arbitrage_event in the exact same way unless I'm missing something about your question.

[Gobo85]

When I change the add_bar_event(which backtests correctly) to the following(below). I get this error:

##changed to arbitrage event
strategy.add_arbitrage_event(test_strategy,symbols=symbols,resolution="1d",init=init)

ERROR:
Traceback (most recent call last):
File "C:\Python3108\lib\site-packages\blankly\exchanges\interfaces\paper_trade\backtest_controller.py", line 938, in run
self.model.main(args)
File "C:\Python3108\lib\site-packages\blankly\frameworks\strategy\strategy.py", line 157, in main
self.run_backtest()
File "C:\Python3108\lib\site-packages\blankly\frameworks\strategy\strategy.py", line 167, in run_backtest
self.__run_init()
File "C:\Python3108\lib\site-packages\blankly\frameworks\strategy\strategy.py", line 183, in __run_init
kwargs['init'](kwargs['symbol'], kwargs['state'])
File "C:\TSP5\Production Environmenty.py", line 181, in init
variables["OHLCV"] = state.interface.history(
File "C:\Python3108\lib\site-packages\blankly\exchanges\interfaces\abc_base_exchange_interface.py", line 56, in history
response = self.overridden_history(symbol, start, stop, res_seconds, to=to,)
File "C:\Python3108\lib\site-packages\blankly\exchanges\interfaces\abc_base_exchange_interface.py", line 148, in overridden_history
return self.get_product_history(symbol, epoch_start, epoch_stop, resolution)
File "C:\Python3108\lib\site-packages\blankly\exchanges\interfaces\paper_trade\paper_trade_interface.py", line 738, in get_product_history
return self.calls.get_product_history(symbol, epoch_start, epoch_stop, resolution)
File "C:\Python3108\lib\site-packages\blankly\exchanges\interfaces\paper_trade\paper_trade_interface.py", line 738, in get_product_history
return self.calls.get_product_history(symbol, epoch_start, epoch_stop, resolution)
File "C:\Python3108\lib\site-packages\blankly\exchanges\interfaces\keyless\keyless_api.py", line 75, in get_product_history
return extract_price_by_resolution(self.__final_prices, symbol, epoch_start, epoch_stop, resolution)
File "C:\Python3108\lib\site-packages\blankly\utils\utils.py", line 848, in extract_price_by_resolution
if symbol in prices:
TypeError: unhashable type: 'list'