parser.add_argument("--loglevel",
default="INFO",
choices=['DEBUG', 'INFO', 'WARNING', 'ERROR'])
parser.add_argument("--plot", action="store_true")
args = parser.parse_args()
logging.basicConfig(level=getattr(logging, args.loglevel))
# Create a cerebro entity
cerebro = Cerebro()
# Set our desired cash start
cerebro.broker.setcash(100000.0)
# Set our sizer
cerebro.addsizer(PercentSizer, percents=90)
# Load the Kraken data
pair = args.long + args.short
datafeed = KrakenData(dataname=pair,
timeframe=getattr(TimeFrame, args.timeframe),
compression=args.compression,
refresh_period=args.refresh,
historical=args.historical,
backfill_start=not args.no_backfill)
cerebro.adddata(datafeed)
# Add the strategies to run
cerebro.addstrategy(TestStrategy)
# Run the backtest
cerebro.addstrategy(strategy=BBands,
BBandsperiod=yearly,
DevFactor=devfactor)
else:
cerebro.addstrategy(strategy=strategies[args.strategy])
# cerebro.addstrategy(strategy=GoldenCross)
## Analyzers
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe_ratio')
cerebro.addanalyzer(bt.analyzers.Returns, _name='returns')
cerebro.addanalyzer(bt.analyzers.DrawDown, _name='drawdown')
# Add a FixedSize sizer according to the stake
cerebro.broker.setcommission(commission=0.000) # 0.5% of the operation value
cerebro.addsizer(bt.sizers.AllInSizer)
## Set up for looping through the stocks
# Loop through selected stocks
# Download the relevant feed
# if strat == 'bbands2':
start_date = datetime.datetime(2020, 3, 26)
# start_date = datetime.datetime(2016, 4, 1)
end_date = datetime.datetime(2021, 1, 27)
feed = bt.feeds.YahooFinanceData(
dataname=sel_stock[0],
# Do not pass values before this date
fromdate=start_date,
# Do not pass values after this date
