Yahoo API Note:
[2018-11-16] After some testing it would seem that data downloads can be
again relied upon over the web interface (or API v7
)
Tickets
The ticket system is (was, actually) more often than not abused to ask for advice about samples.
For feedback/questions/... use the Community
Here a snippet of a Simple Moving Average CrossOver. It can be done in several different ways. Use the docs (and examples) Luke!
from datetime import datetime import backtrader as bt class SmaCross(bt.SignalStrategy): def __init__(self): sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30) crossover = bt.ind.CrossOver(sma1, sma2) self.signal_add(bt.SIGNAL_LONG, crossover) cerebro = bt.Cerebro() cerebro.addstrategy(SmaCross) data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1), todate=datetime(2012, 12, 31)) cerebro.adddata(data0) cerebro.run() cerebro.plot()
Including a full featured chart. Give it a try! This is included in the samples
as sigsmacross/sigsmacross2.py
. Along it is sigsmacross.py
which can be
parametrized from the command line.
Live Trading and backtesting platform written in Python.
- Live Data Feed and Trading with
- Interactive Brokers (needs
IbPy
and benefits greatly from an installedpytz
)- Visual Chart (needs a fork of
comtypes
until a pull request is integrated in the release and benefits frompytz
)- Oanda (needs
oandapy
) (REST API Only - v20 did not support streaming when implemented)- Data feeds from csv/files, online sources or from pandas and blaze
- Filters for datas, like breaking a daily bar into chunks to simulate intraday or working with Renko bricks
- Multiple data feeds and multiple strategies supported
- Multiple timeframes at once
- Integrated Resampling and Replaying
- Step by Step backtesting or at once (except in the evaluation of the Strategy)
- Integrated battery of indicators
- TA-Lib indicator support (needs python ta-lib / check the docs)
- Easy development of custom indicators
- Analyzers (for example: TimeReturn, Sharpe Ratio, SQN) and
pyfolio
integration (deprecated)- Flexible definition of commission schemes
- Integrated broker simulation with Market, Close, Limit, Stop, StopLimit, StopTrail, StopTrailLimit*and *OCO orders, bracket order, slippage, volume filling strategies and continuous cash adjustmet for future-like instruments
- Sizers for automated staking
- Cheat-on-Close and Cheat-on-Open modes
- Schedulers
- Trading Calendars
- Plotting (requires matplotlib)
The blog:
Read the full documentation at:
List of built-in Indicators (122)
- Python >=
3.2
- It also works with
pypy
andpypy3
(no plotting -matplotlib
is not supported under pypy)
backtrader
is self-contained with no external dependencies (except if you
want to plot)
From pypi:
pip install backtrader
pip install backtrader[plotting]
If
matplotlib
is not installed and you wish to do some plotting
Note
The minimum matplotlib version is 1.4.1
An example for IB Data Feeds/Trading:
IbPy
doesn't seem to be in PyPi. Do either:pip install git+https://github.com/blampe/IbPy.gitor (if
git
is not available in your system):pip install https://github.com/blampe/IbPy/archive/master.zip
For other functionalities like: Visual Chart
, Oanda
, TA-Lib
, check
the dependencies in the documentation.
From source:
- Place the backtrader directory found in the sources inside your project
X.Y.Z.I
- X: Major version number. Should stay stable unless something big is changed like an overhaul to use
numpy
- Y: Minor version number. To be changed upon adding a complete new feature or (god forbids) an incompatible API change.
- Z: Revision version number. To be changed for documentation updates, small changes, small bug fixes
- I: Number of Indicators already built into the platform