backtrader | Python Backtesting library for trading strategies | Cryptocurrency library
kandi X-RAY | backtrader Summary
kandi X-RAY | backtrader Summary
Python Backtesting library for trading strategies
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Top functions reviewed by kandi - BETA
- Get historical minute data
- Sends an IQ query message
- Add data to the pandas dataframe
- Send a command to the server
- Handle move event
- Update the canvas
- Ignore an event
- Called when an event is changed
- Update the plot
- Write dataframe to the InfluxDB database
- Returns a list of tickers from the given file
- Get a list of tickers from a file
- Clear the background
backtrader Key Features
backtrader Examples and Code Snippets
Lines of Code : 0License : Strong Copyleft (GPL-3.0)
Copy[2018-11-16] After some testing it would seem that data downloads can be
again relied upon over the web interface (or API ``v7``)
The ticket system is (was, actually) more often than not abused to ask for
advice about samples.
from datetime import da If ``matplotlib`` is not installed and you wish to do some plotting
pip install git+https://github.com/blampe/IbPy.git #!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it #!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it #!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it # from ast import Constant
from operator import imod
import os, sys
import config
from binance.client import Client
import backtrader
import pandas as pd
import datetime, time
client = Client(config.Binanceapikey, config.BinancesecretKeyFROM python:3.8
RUN pip install numpy
RUN pip install python-binance
RUN pip install pandas
RUN pip install backtrader
RUN pip install matplotlib
RUN pip install websocket_client
# TA-Lib
RUN wget http://prdownloads.sourceforge.net/ta-lif self.data.MACD_hist[0]>0:
if self.position.size<0 and self.data.MACD_hist[-1]<0 :
self.close()
self.log('CLOSE SHORT POSITION, %.2f' % self.dataclose[0])
matplotlib.use('Agg')
figure = cerebro.plot()[0][0]
st.pyplot(figure)
import streamlit as st
import backtrader as bt
import matplotlib
# Use a backend that doesclass firstStrategy(bt.Strategy):
def __init__(self):
self.rsi1m = bt.indicators.RSI_SMA(self.data0.close, period=21) # rsi 1m
self.rsi5m = bt.indicators.RSI_SMA(self.data1.close, period=21) # rsi 5m
self.rsi15Community Discussions
Trending Discussions on backtrader
QUESTION
I'm trying to optimize my strategy on Backtrader with python but keeps getting this error and i can't find anything on the web showing why I'm getting it. My code is simple and loosely based on the quick start examples:
...ANSWER
Answered 2022-Feb-19 at 20:05try change python 3.10 to python 3.8 version
QUESTION
I'm trying to make a trading bot and am using backtrader for the same. I have been trying to debug this issue but couldn't find a solution yet. The code is as shown below
...ANSWER
Answered 2022-Jan-24 at 18:51You do not have a return in GetHistoricalData so it is sending None to adddata(). Maybe you need to return the dataframe? if not specify your intent.
QUESTION
So, I'm new to Docker. I want to use Ta-Lib and freqtrade libraries for a bot I want to build. The problem is that I don't want to build the Dockerfile over and over again. I have been copying my python code in the Dockerfile as shown below but as soon as I change the python code, I have to rebuild the Dockerfile because I changed the copied python script. Each build takes over 10 minutes to complete and this makes my life very difficult to test the bot. Is there a way that I build the Dockerfile with all the dependencies and requirements first and then simply run my script using the image made? So that I don't have to rebuild the entire thing just after adding one line of code? The Dockerfile is as shown below
...ANSWER
Answered 2022-Jan-23 at 18:20First, you should copy your python file as late as possible.
QUESTION
I just switched from Matlab to python and even newer to the backtrader library for backtestingtrading strategies. My questions might seem obvious.
My problem seems similar to this : https://community.backtrader.com/topic/2857/wanted-exit-long-and-open-short-on-the-same-bar-and-vice-versa
and this : https://community.backtrader.com/topic/2797/self-close-does-not-clear-position The code below is a simple MACD strategy. Here is the code :
...ANSWER
Answered 2022-Jan-07 at 12:45In your code you are showing the following:
QUESTION
I try to do back testing on stock data using backtrading library in python. and I use this simple strategy
...ANSWER
Answered 2021-Dec-07 at 14:40I'm not that familiar with backtrader so i took an example from their documentation on how to create a plot. The data used in the plot can be downloaded from their github repository.
The solution contains the following steps:
make sure we use a matplotlib backend that doesn't display the plots to the user because we want to display it in the Streamlit app and the plot() function of backtrader displays the plot. this can be done using:
QUESTION
Does someone know if it's possible to open multiple positions with only a single data feed? I am trying to do a second buy whilst in a position, which doesn't seem to be possible.
Nobody seems to adress this issue. Does anyone have any experience with Backtrader and have any input?
...ANSWER
Answered 2021-Nov-04 at 10:24If you are just trying to buy more stock to add to your position, then yes, you should be able to do this and if you cannot recheck your strategy code in next.
If you are trying to track two separate positions of the same data...
One cannot have two separate positions in the same data feed. You may trade additional positions if you like but they will be combined in Backtrader. Even if you use two strategies you will still have one combined broker.
The reason for this is to simulate as near as possible real world conditions. If you have a brokerage account you most likely would have just one postion. (I know there are exceptions)
One solution would be to track your trading manually in a dictionary trades that result from different signals/sub-strategies. It's a bit more tedious to develop but very doable.
QUESTION
I am trying to write a backtesting strategy on Backtrader in Python, and below is the code that is giving me the error. I am using the latest version of backtrader as of July 2, 2021.
...ANSWER
Answered 2021-Jul-04 at 17:55try to upgrade your backtrader. On 3rd of July there is a new release. I did update it but it still does not work. The problem is that it does not bt.feed.YahooFinance, take the data in the correct format. It is a new bug... I am waiting for them to fix it as well.
QUESTION
I was trying a simple example that prints datetime and close price from my csv.
It's printing date correctly but for the time it's printing 23:59:59 only.
Can you please help me to check what am I doing wrong?
Here is my code:
...ANSWER
Answered 2021-Jul-08 at 16:44You need to tell Backtrader the timeframe and compression, otherwise it has no idea what intervals it's working with.
QUESTION
My idea is to track crude oil commodity prices and trade an ETF based on the movements of Oil.
Logic is:
- If price crosses SMA100 upwards trending for Oil, buy ETF
- If price crosses SMA100 downwards trending for oil, sell ETF
I use a generic SMA strategy but I cannot make it use the data from oil. Based on the plot it uses SMA 100 for the ETF.
...ANSWER
Answered 2021-May-25 at 12:51I think I found something in the documentation to help me with this issue: https://www.backtrader.com/blog/posts/2015-09-03-multidata-strategy/multidata-strategy/
QUESTION
I am very new to this.
backtrader have a addwriter can write down some data,
cerebro.addwriter(bt.WriterFile, csv=True, out='outputfiles3\{}cerebro.csv'.format(ticker))
but buy and sell price always not match to the execute price.
so alternatively:
i did cerebro.addanalyzer(WritingAnalyzer) before cerebro.run()
so I am trying to build the csv file with 'datetime','open','close','cash','value','position size'
but I don't know how to access those data. I can only point at current day close price with self.data[0]
I don't know how to do it right. I hope someone might able to give me some directions.
...ANSWER
Answered 2021-Apr-24 at 11:46You need to handle your analyzer a bit differently. You can literally grab data at every bar and then have it available to you at the end.
Create a new analyzer, in my case I made:
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Install backtrader
You can use backtrader like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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