class_docstr: (S)elect the (B)etter one among every two adjacent trading (B)ars to sell or buy.
class_docstr_tok: ["(","S",")","elect","the","(","B",")","etter","one","among","every","two","adjacent","trading","(","B",")","ars","to","sell","or","buy","."]
docstr: Parameters
  ----------
  outer_trade_decision : BaseTradeDecision, optional
docstr_tok: ["Parameters","--","--","--","--","--","outer_trade_decision",":","BaseTradeDecision",",","optional"]
code: def reset(
      self, outer_trade_decision: BaseTradeDecision = None, **kwargs
  ):
      """
      Parameters
      ----------
      outer_trade_decision : BaseTradeDecision, optional
      """
      super(SBBStrategyBase, self).reset(
          outer_trade_decision=outer_trade_decision, **kwargs
      )
      if outer_trade_decision is not None:
          self.trade_trend = {}
          self.trade_amount = {}
          # init the trade amount of order and  predicted trade trend
          for order in outer_trade_decision.get_decision():
              self.trade_trend[order.stock_id] = self.TREND_MID
              self.trade_amount[order.stock_id] = order.amount
  
imports: from pathlib import Path
  import warnings
  import numpy
  import pandas
  from typing import IO, List, Tuple, Union
  from qlib.data.dataset.utils import convert_index_format
  from qlib.utils import lazy_sort_index
  from ...utils.resam import resam_ts_data, ts_data_last
  from ...data.data import D
  from ...strategy.base import BaseStrategy
  from ...backtest.decision import BaseTradeDecision, Order, TradeDecisionWO, TradeRange
  from ...backtest.exchange import Exchange, OrderHelper
  from ...backtest.utils import CommonInfrastructure, LevelInfrastructure
  from qlib.utils.file import get_io_object
  from qlib.backtest.utils import get_start_end_idx
label_desc: Use image node_id 1 for calling the SBBStrategyBase obj's underlying member method code with example usage: obj.reset(outer_trade_decision) without return types