REF: Strategy takes params in constructor

backtesting/backtesting.py

@@ -14,7 +14,7 @@ from concurrent.futures import ProcessPoolExecutor, as_completed
 from functools import partial
 from itertools import repeat, product, chain
 from numbers import Number
-from typing import Callable, Union, Tuple
+from typing import Callable, Union, Tuple, Type
 
 import numpy as np
 import pandas as pd
@@ -48,11 +48,11 @@ class Strategy(metaclass=ABCMeta):
     `backtesting.backtesting.Strategy.next` to define
     your own strategy.
     """
-    def __init__(self, broker, data):
+    def __init__(self, broker, data, params):
         self._indicators = []
         self._broker = broker  # type: _Broker
         self._data = data   # type: _Data
-        self._params = {}
+        self._params = self._check_params(params)
 
     def __repr__(self):
         return '<Strategy ' + str(self) + '>'
@@ -64,16 +64,15 @@ class Strategy(metaclass=ABCMeta):
             params = '(' + params + ')'
         return '{}{}'.format(self.__class__.__name__, params)
 
-    def _set_params(self, **kwargs):
-        for k, v in kwargs.items():
+    def _check_params(self, params):
+        for k, v in params.items():
             if not hasattr(self, k):
                 raise AttributeError(
                     "Strategy '{}' is missing parameter '{}'. Strategy class "
                     "should define parameters as class variables before they "
                     "can be optimized or run with.".format(self.__class__.__name__, k))
-
             setattr(self, k, v)
-        self._params = kwargs
+        return params
 
     def I(self,  # noqa: E743
           func: Callable, *args,
@@ -582,7 +581,7 @@ class Backtest:
     """
     def __init__(self,
                  data: pd.DataFrame,
-                 strategy: type(Strategy),
+                 strategy: Type[Strategy],
                  *,
                  cash: float = 10000,
                  commission: float = .0,
@@ -680,11 +679,11 @@ class Backtest:
         """
         data = _Data(self._data)
         broker = self._broker(data=data)  # type: _Broker
-        strategy = self._strategy(broker, data)  # type: Strategy
-
-        strategy._set_params(**kwargs)
+        strategy = self._strategy(broker, data, kwargs)  # type: Strategy
 
         strategy.init()
+
+        # Indicators used in Strategy.next()
         indicator_attrs = {attr: indicator
                            for attr, indicator in strategy.__dict__.items()
                            if isinstance(indicator, _Indicator)}.items()