def test_std_backtest(cerebro: bt.Cerebro):
cerebro.addstrategy(bt.strategies.MA_CrossOver)
cerebro.run()
s = backtrader_plotting.schemes.Blackly()
b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
figs = cerebro.plot(b)
assert len(figs) == 1
assert_num_tabs(figs, 3)
assert_num_figures(figs, 4)
def test_backtest_2strats(cerebro: bt.Cerebro):
cerebro.addstrategy(bt.strategies.MA_CrossOver)
cerebro.addstrategy(ToggleStrategy)
cerebro.run()
b = Bokeh(style='bar', output_mode=_output_mode)
figs = cerebro.plot(b)
assert len(figs) == 2
assert_num_tabs(figs, 3, 3)
assert_num_figures(figs, 4, 3)
def test_std_backtest_ind_on_line(cerebro: bt.Cerebro):
'''In the past it crashed when creating indicators with specific lines case LineSeriesStub was not handled correctly'''
class TestStrategy(bt.Strategy):
def __init__(self):
self._sma = bt.indicators.SMA(self.data.close)
cerebro.addstrategy(TestStrategy)
cerebro.run()
s = backtrader_plotting.schemes.Blackly()
b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
figs = cerebro.plot(b)
assert len(figs) == 1
assert_num_tabs(figs, 3)
assert_num_figures(figs, 3)
def test_std_backtest_ind_subplot(cerebro: bt.Cerebro):
cerebro.addstrategy(bt.strategies.MA_CrossOver)
cerebro.run()
plotconfig = {
'#:i-0': {
'subplot': True,
}
}
s = backtrader_plotting.schemes.Blackly()
b = Bokeh(style='bar',
scheme=s,
output_mode=_output_mode,
plotconfig=plotconfig)
figs = cerebro.plot(b)
assert_num_tabs(figs, 3)
assert_num_figures(figs, 5)
def test_std_backtest_2datas(cerebro: bt.Cerebro):
datapath = getdatadir('nvda-1999-2014.txt')
data = bt.feeds.YahooFinanceCSVData(
dataname=datapath,
fromdate=datetime.datetime(1998, 1, 1),
todate=datetime.datetime(2000, 12, 31),
reverse=False,
swapcloses=True,
)
cerebro.adddata(data)
cerebro.addstrategy(bt.strategies.MA_CrossOver)
cerebro.run()
s = backtrader_plotting.schemes.Blackly()
b = Bokeh(style='bar',
scheme=s,
output_mode=_output_mode,
merge_data_hovers=True)
figs = cerebro.plot(b)
assert len(figs) == 1
assert_num_tabs(figs, 3)
assert_num_figures(figs, 5)
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 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
cerebro = bt.Cerebro()
prices = pd.read_csv('data/spy_2000-2020.csv', index_col='Date', parse_dates=True)
# initialize the Cerebro engine
cerebro = Cerebro()
cerebro.broker.setcash(100000)
# add OHLC data feed
feed = bt.feeds.PandasData(dataname=prices)
cerebro.adddata(feed)
strategies = {
"golden_cross": GoldenCross,
"buy_hold": BuyHold
}
# parse command line arguments
parser = argparse.ArgumentParser()
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()