def runstrat():
args = parse_args()
cerebro = bt.Cerebro()
data = btfeeds.BacktraderCSVData(dataname=args.data)
cerebro.adddata(data)
cerebro.addstrategy(St,
datalines=args.datalines,
lendetails=args.lendetails)
cerebro.run(runonce=False, exactbars=args.save)
if args.plot:
cerebro.plot(style='bar')
def runstrategy():
args = parse_args()
# Create a cerebro
cerebro = bt.Cerebro()
# Get the dates from the args
fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
# Create the 1st data
data = btfeeds.BacktraderCSVData(
dataname=args.data,
fromdate=fromdate,
todate=todate)
# Add the 1st data to cerebro
cerebro.adddata(data)
# Add a strategy
cerebro.addstrategy(SMACrossOver, period=args.period, stake=args.stake)
# Add the commission - only stocks like a for each operation
cerebro.broker.setcash(args.cash)
commtypes = dict(
none=None,
perc=bt.CommInfoBase.COMM_PERC,
fixed=bt.CommInfoBase.COMM_FIXED)
# Add the commission - only stocks like a for each operation
cerebro.broker.setcommission(commission=args.comm,
mult=args.mult,
margin=args.margin,
percabs=not args.percrel,
commtype=commtypes[args.commtype],
stocklike=args.stocklike)
# And run it
cerebro.run()
# Plot if requested
if args.plot:
cerebro.plot(numfigs=args.numfigs, volume=False)
class testStrategy(bt.Strategy):
def next(self):
print(
self.data0.datetime.datetime(0),
len(self.data0),
self.data0.open[0],
self.data0.high[0],
self.data0.low[0],
self.data0.close[0],
)
# Create a cerebro entity
cerebro = bt.Cerebro(stdstats=False)
# Add a strategy
cerebro.addstrategy(testStrategy)
# Load the Data
datapath = './2006-min-005.csv'
data = btfeeds.BacktraderCSVData(
dataname=datapath,
timeframe=bt.TimeFrame.Minutes,
todate=datetime(2006, 1, 3),
)
cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=2)
cerebro.run()
