def runstrat():
args = parse_args()
# Create a cerebro entity
cerebro = bt.Cerebro(stdstats=False)
# Add a strategy
cerebro.addstrategy(bt.Strategy)
# Get the dates from the args
fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
data = btfeeds.YahooFinanceData(dataname=args.data,
fromdate=fromdate,
todate=todate)
# Add the resample data instead of the original
cerebro.adddata(data)
# Add a simple moving average if requirested
cerebro.addindicator(btind.SMA, period=args.period)
# Add a writer with CSV
if args.writer:
cerebro.addwriter(bt.WriterFile, csv=args.wrcsv)
# Run over everything
cerebro.run()
# Plot if requested
if args.plot:
cerebro.plot(style='bar', numfigs=args.numfigs, volume=False)
def get_data(self, stock):
# single_data = yahoo.get_historical(self.fromdate, self.todate)
# df = pd.DataFrame(single_data)
# df = df.set_index('Date')
# return(df)
# Create a Data Feed
data = btfeeds.YahooFinanceData(dataname=stock,
fromdate=self.fromdate,
todate=self.todate)
return data
args = parse_args()
cerebro = bt.Cerebro()
cerebro.addstrategy(SMACrossOver)
cerebro.addsizer(bt.sizers.SizerFix, stake=5000)
comminfo = bt.commissions.CommInfo_Stocks_Perc(commission=args.commperc,
percabs=True)
cerebro.broker.addcommissioninfo(comminfo)
fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
datapath = './raw/KBLI.JK.csv'
data = btfeeds.YahooFinanceData(
dataname=datapath,
fromdate=fromdate,
todate=todate,
reverse=False
)
cerebro.adddata(data)
# Set our desired cash start
cerebro.broker.setcash(10000000.0)
# Add a writer with CSV
if args.writer:
cerebro.addwriter(bt.WriterFile, csv=args.wrcsv)
print('=======================')
# Print out the starting conditions
print('Starting Portfolio Value: {:20,.2f}'.format(cerebro.broker.getvalue()))
# Run over everything
# https: // ithelp.ithome.com.tw/articles/10236961
# data feeds
import datetime
import backtrader as bt
import backtrader.feeds as btfeeds
# 這邊要自主增加哦
import math
# aaaaa
data = btfeeds.YahooFinanceData(dataname='MSFT',
fromdate=datetime.datetime(2019, 1, 1),
todate=datetime.datetime(2021, 4, 30))
print("data", data)
# sma cross strategy
class SmaCross(bt.Strategy):
# 交易紀錄
def log(self, txt, dt=None):
dt = dt or self.datas[0].datetime.date(0)
print('%s, %s' % (dt.isoformat(), txt))
# 設定交易參數
params = dict(ma_period_short=5, ma_period_long=10)
def __init__(self):
# 均線交叉策略
sma1 = bt.ind.SMA(period=self.p.ma_period_short)
sma2 = bt.ind.SMA(period=self.p.ma_period_long)
self.crossover = bt.ind.CrossOver(sma1, sma2)
#Cerebro is seen as the link between the strategy and the feed
cerebro = bt.Cerebro(stdstats = False)
# I downloaded and pasrsed TSLA data from Yahoo Finance
#and converted it into a feed for backtrader
data = btfeeds.YahooFinanceData(
dataname='TSLA',
#start date
fromdate=datetime.datetime(2019, 2, 11),
#end date
todate=datetime.datetime(2020, 2, 10),
#all null values are assigned zeros
nullvalue=0.0,
# formatting of the date
dtformat=('%Y-%m-%d'),
datetime=0,
high=2,
low=3,
open=1,
close=4,
volume=5,
#open interest is not in the csv file so we use -1 to say it's not there
openinterest=-1
)
size =(16,8)
#setting initial investment
cerebro.broker.set_cash(100000)
# adding the data to cerebro
def next(self):
if self.rsi > self.p.upper and self.position:
self.sell()
elif self.rsi < self.p.lower and not self.position:
self.buy()
def stop(self):
print('period: %s, upper: %s, lower: %s,final_value: %.2f ' %
(self.p.period, self.p.upper, self.p.lower,
self.broker.getvalue()))
if __name__ == "__main__":
cerebro = bt.Cerebro()
data = btfeeds.YahooFinanceData(dataname='AAPL',
fromdate=datetime.datetime(2019, 1, 1),
todate=datetime.datetime(2019, 12, 31))
cerebro.adddata(data)
cerebro.addstrategy(RSI_Sta)
# cerebro.optstrategy(
# RSI_Sta,
# period = range(6,16),
# upper = range(70,91),
# lower = range(10,31)
# )
#
cerebro.run()
cerebro.plot(style="candle")