code: def start(self):
      if not self.p.stocklike:
          self.broker.setcommission(
              commission=2.0, mult=10.0, margin=1000.0
          )
  
      if self.p.printdata:
          self.log("-------------------------", nodate=True)
          self.log(
              "Starting portfolio value: %.2f" % self.broker.getvalue(),
              nodate=True,
          )
  
      self.tstart = time_clock()
  
      self.buycreate = list()
      self.sellcreate = list()
      self.buyexec = list()
      self.sellexec = list()
  
file_path: backtrader/tests/test_strategy_unoptimized.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import time
  import testcommon
  import backtrader
  import backtrader.indicators
label_desc: Use image node_id 4 for calling the TestStrategy obj's underlying member method code with example usage: obj.start() without return types