def _run_test_cerebro(stratcls, expected_results):
if not isinstance(expected_results, list):
expected_results = [expected_results]
c = bt.Cerebro()
c.addstrategy(stratcls)
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("orcl-1995-2014.txt"),
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2001, 1, 2),
reverse=False,
)
c.adddata(data)
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("orcl-1995-2014.txt"),
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2001, 1, 2),
reverse=False,
)
c.adddata(data)
c.run()
strategy = c.runstrats[0][0]
for idx, ind in enumerate(strategy.getindicators()):
label = labelizer.label(ind)
assert (label == expected_results[idx])
def test_github_issue37_plotaspectratio():
cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("orcl-1995-2014.txt"),
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2001, 2, 28),
reverse=False,
)
cerebro.adddata(data)
cerebro.broker.setcash(10000)
cerebro.coc = True
cerebro.broker.setcommission(commission=0.00075)
cerebro.addstrategy(BokehTest)
cerebro.run()
plotconfig = {
'id:rsi': dict(plotaspectratio=10, ),
}
b = Bokeh(style='bar',
plot_mode='single',
scheme=Tradimo(),
plotconfig=plotconfig,
output_mode='memory')
output = cerebro.plot(b)
assert output[0][0].figures[1].bfigure.aspect_ratio == 10
def test_github_issue30():
cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("orcl-1995-2014.txt"),
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2001, 2, 28),
reverse=False,
)
cerebro.adddata(data)
cerebro.addanalyzer(bt.analyzers.SharpeRatio)
cerebro.run()
b = backtrader_plotting.Bokeh(filename='chart.html',
style='bar',
scheme=Tradimo(),
output_mode='memory')
figs = cerebro.plot(b)
assert isinstance(figs[0][0], backtrader_plotting.bokeh.bokeh.FigurePage)
assert len(figs[0][0].figures) == 4
assert len(figs[0][0].analyzers) == 1
def test_github_issue44():
cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("20170319-20200319-0388.HK.csv"),
fromdata=datetime.datetime(
2020,
2,
19,
0,
0,
0,
),
todata=datetime.datetime(2020, 3, 19, 0, 0, 0),
reverse=False)
cerebro.addobserver(bt.observers.Benchmark,
data=data,
timeframe=bt.TimeFrame.NoTimeFrame)
cerebro.addstrategy(MyStrategy)
cerebro.adddata(data)
cerebro.addsizer(bt.sizers.AllInSizer)
cerebro.broker.setcash(100000)
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
import json
strats = cerebro.run()[0]
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
bo = Bokeh(style='bar', plot_mode='single', output_mode='memory')
cerebro.plot(bo)
def test_github_issue63():
cerebro = bt.Cerebro()
dataname = getdatadir("orcl-1995-2014.txt") # data feed
data0 = bt.feeds.BacktraderCSVData(dataname=dataname, name='data0')
cerebro.adddata(data0)
data1 = bt.feeds.BacktraderCSVData(dataname=dataname, name='data1')
data1.addfilter(close_changer)
data1.compensate(data0)
data1.plotinfo.plotmaster = data0
cerebro.adddata(data1)
cerebro.addstrategy(St) # sample strategy
cerebro.addobserver(bt.obs.Broker) # removed below with stdstats=False
cerebro.addobserver(bt.obs.Trades) # removed below with stdstats=False
cerebro.broker.set_coc(True)
cerebro.run(stdstats=False) # execute
bo = Bokeh(style='bar', plot_mode='single', output_mode='memory')
fig_pages = cerebro.plot(bo, volume=False)
assert len(fig_pages[0][0].figures) == 3
def test_github_issue10():
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("orcl-1995-2014.txt"),
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2001, 2, 28),
)
bokeh_plot(data)
def cerebro_no_optreturn() -> bt.Cerebro:
cerebro = bt.Cerebro(optreturn=False)
datapath = getdatadir('orcl-1995-2014.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.addanalyzer(bt.analyzers.TradeAnalyzer)
cerebro.addanalyzer(bt.analyzers.SharpeRatio, compression=2)
cerebro.addanalyzer(bt.analyzers.TimeDrawDown)
return cerebro
def _run_cerebro(stratcls):
cerebro = bt.Cerebro()
cerebro.addstrategy(stratcls)
datas = [
'nvda-1999-2014.txt',
'orcl-1995-2014.txt',
]
for dname in datas:
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir(dname),
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2001, 2, 28),
reverse=False,
)
cerebro.adddata(data)
cerebro.addanalyzer(bt.analyzers.SharpeRatio)
cerebro.run()
b = backtrader_plotting.Bokeh(style='bar', scheme=Tradimo(), output_mode='memory')
return cerebro.plot(b)
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)
subplot=True,
plotmaster=sma)
def next(self):
pos = len(self.data)
if pos == 45 or pos == 145:
self.buy(self.datas[0], size=None)
if pos == 116 or pos == 215:
self.sell(self.datas[0], size=None)
if __name__ == '__main__':
cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceCSVData(
dataname=getdatadir("20170319-20200319-0388.HK.csv"),
fromdata=datetime.datetime(
2020,
2,
19,
0,
0,
0,
),
todata=datetime.datetime(2020, 3, 19, 0, 0, 0),
reverse=False)
cerebro.addobserver(bt.observers.Benchmark,
data=data,
timeframe=bt.TimeFrame.NoTimeFrame)
cerebro.addstrategy(MyStrategy)