backtrader

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.

Features:

Live Trading and backtesting platform written in Python.

> - Live Data Feed and Trading with > - Interactive Brokers (needs IbPy and benefits greatly from an > installed pytz) > - Visual Chart (needs a fork of comtypes until a pull > request is integrated in the release and benefits from pytz) > - 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, StopTrailLimitand 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)

Documentation

The blog:

> - Blog

Read the full documentation at:

> - Documentation

List of built-in Indicators (122)

> - Indicators > Reference

Python 2/3 Support

> - Python >= 3.2 > - It also works with pypy and pypy3 (no plotting - matplotlib > is not supported under pypy)

Installation

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

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.git > > or (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

Version numbering

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