def test_simple(self):
cerebro = Cerebro()
cerebro.addstrategy(TestStrategy)
# 'apiKey' and 'secret' are skipped
config = {
'enableRateLimit': True,
'nonce': lambda: str(int(time.time() * 1000))
}
feed = CCXTFeed(
exchange='binance',
dataname='BNB/USDT',
# valid values are:
# ticks, microseconds, seconds, minutes, daily, weekly, monthly
timeframe=TimeFrame.Minutes,
fromdate=dt.datetime(2019, 1, 28, 3, 30),
todate=dt.datetime(2019, 1, 28, 10, 00),
compression=15,
ohlcv_limit=2, # required to make calls to binance exchange work
currency='BNB',
config=config,
retries=5,
# drop_newest=True,
# historical=False,
debug=True,
)
# Add the feed
cerebro.adddata(feed)
# Run the strategy
cerebro.run()
def run(symbol, prices, strategy):
# initialize the Cerebro engine
cerebro = Cerebro()
cerebro.broker.setcash(100000)
# add OHLC data feed
feed = bt.feeds.PandasData(dataname=prices)
cerebro.adddata(feed)
cerebro.addstrategy(strategy=strategy, ticker=symbol)
cerebro.run()
def run_bt_multiple():
cerebro = Cerebro()
df = get_pickle('tiingo', 'SPY')
data = PandasData(dataname=df)
cerebro.adddata(data)
cerebro.addanalyzer(Returns)
cerebro.optstrategy(StrategyFetcher, idx=[0, 1])
results = cerebro.run()
strats = [x[0] for x in results]
for i, strat in enumerate(strats):
rets = strat.analyzers.returns.get_analysis()
print('Strategy {} Name {}:\n - analyzer: {}\n'.format(
i, strat.__class__.__name__, rets))
def backtesting(config):
cerebro = Cerebro()
cerebro.addstrategy(TestStrategy)
cerebro.adddata(CCXTFeed(exchange='binance',
dataname='BNB/USDT',
timeframe=TimeFrame.Minutes,
fromdate=datetime(2019, 1, 1, 0, 0),
todate=datetime(2019, 1, 1, 0, 2),
compression=1,
ohlcv_limit=2,
currency='BNB',
config=config,
retries=5))
finished_strategies = cerebro.run()
return finished_strategies
from backtrader import Cerebro, TimeFrame
from BackTraderQuik.QKStore import QKStore # Хранилище QUIK
import Strategy as ts # Торговые системы
if __name__ == '__main__': # Точка входа при запуске этого скрипта
cerebro = Cerebro() # Инициируем "движок" BackTrader
# Склейка фьючерсов (Rollover)
symbols = ['SPBFUT.SiH9', 'SPBFUT.SiM9', 'SPBFUT.SiU9', 'SPBFUT.SiZ9',
'SPBFUT.SiH0', 'SPBFUT.SiM0', 'SPBFUT.SiU0', 'SPBFUT.SiZ0',
'SPBFUT.SiH1', 'SPBFUT.SiM1', 'SPBFUT.SiU1', 'SPBFUT.SiZ1'] # Тикеры для склейки
store = QKStore() # Хранилище QUIK (QUIK на локальном компьютере)
# store = QKStore(Host='<Ваш IP адрес>') # Хранилище QUIK (К QUIK на удаленном компьютере обращаемся по IP или названию)
data = [store.getdata(dataname=symbol, timeframe=TimeFrame.Minutes, compression=5) for symbol in symbols] # Получаем по ним исторические данные
cerebro.rolloverdata(name='Si', *data, checkdate=True, checkcondition=True) # Склеенный тикер
cerebro.addstrategy(ts.PrintStatusAndBars) # Добавляем торговую систему
cerebro.run() # Запуск торговой системы
cerebro.plot() # Рисуем график. Требуется matplotlib версии 3.2.2 (pip install matplotlib==3.2.2)
import os, sys, argparse
import pandas
import backtrader
from backtrader import Cerebro
from strategies.BuyAndHold import BuyAndHold
from strategies.GoldenCross import GoldenCross
cerebro = backtrader.Cerebro()
pricesData = pandas.read_csv('SPY.csv', index_col='Date', parse_dates=True)
# initializing Cerebro
cerebro = Cerebro()
cerebro.broker.setcash(100000)
feed = backtrader.feeds.PandasData(dataname=pricesData) # add data feed
cerebro.adddata(feed)
strategies = {"golden_cross": GoldenCross, "buy_hold": BuyAndHold}
parser = argparse.ArgumentParser() # parse command line arguments
parser.add_argument("strategy", help="Which strategy to run", type=str)
args = parser.parse_args()
if not args.strategy in strategies:
print("Invalid strategy, must select one of {}".format(strategies.keys()))
sys.exit()
cerebro.addstrategy(strategy=strategies[args.strategy])
cerebro.run()
cerebro.plot() # plot the chart
import datetime as dt
from backtrader import Cerebro, TimeFrame
from backtrader_binance import BinanceStore
from .strategy import RSIStrategy
if __name__ == '__main___':
cerebro = Cerebro(quicknotify=True)
store = BinanceStore(
api_key='YOUR_BINANCE_KEY',
api_secret='YOUR_BINANCE_SECRET',
coin_refer='BTC',
coin_target='USDT')
broker = store.getbroker()
cerebro.setbroker(broker)
from_date = dt.datetime.utcnow() - dt.timedelta(minutes=1261)
data = store.getdata(
dataname='BTCUSDT',
fromdate=from_date,
timeframe=TimeFrame.Minutes,
compression=60)
cerebro.addstrategy(RSIStrategy)
cerebro.adddata(data)
cerebro.run()
