backtrader

Yahoo API Note 雅虎api说明:

[2018-11-16] After some testing it would seem that data downloads can be again relied upon over the web interface (or API v7) 经过一些测试，似乎可以再次通过 Web 界面下载数据

Tickets

The ticket system is (was, actually) more often than not abused to ask for advice about samples. 票务系统（实际上）经常被滥用来询问有关样品的建议。

For feedback/questions/... use the Community 用来反馈问题

Here a snippet of a Simple Moving Average CrossOver. It can be done in several different ways. Use the docs (and examples) Luke! 这里是一个简单的移动平均线交叉的片段。它可以通过几种不同的方式完成。使用文档（和示例）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. 包括一个功能完整的图表。试一试看！这在samples目录下的 sigsmacross/sigsmacross2.py 文件中。与之相伴的是 sigsmacross.py，它可以从命令行进行参数设置。

Features 特征:

Live Trading and backtesting platform written in Python.用 Python 编写的实时交易和回测平台。

• 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)

实时数据提供和交易功能，支持：

交互式Brokers（需要安装 IbPy，且如果安装了 pytz 将大有裨益） Visual Chart（需要一个 comtypes 的分支，直到一个拉取请求在发布中被整合，此外还从 pytz 中受益） Oanda（需要 oandapy）（仅支持 REST API - 在实现时 v20 不支持流媒体）

• Data feeds from csv/files, online sources or from pandas and blaze 数据源自 CSV/文件、在线来源或使用 pandas 和 blaze
• Filters for datas, like breaking a daily bar into chunks to simulate intraday or working with Renko bricks 数据筛选器，如将日线数据分割成块以模拟日内交易或使用 Renko 砖
• Multiple data feeds and multiple strategies supported 支持多数据源和多策略
• Multiple timeframes at once 同时使用多时间框架
• Integrated Resampling and Replaying 集成的重新采样和回放
• Step by Step backtesting or at once (except in the evaluation of the Strategy)分步回测或一次性完成（在策略评估时除外）
• Integrated battery of indicators 集成的指标库
• TA-Lib indicator support (needs python ta-lib / check the docs) 支持 TA-Lib 指标（需要 Python 的 ta-lib / 查看文档）
• Easy development of custom indicators 定制指标的简易开发
• Analyzers (for example: TimeReturn, Sharpe Ratio, SQN) and pyfolio integration (deprecated) 分析器（例如：TimeReturn, Sharpe Ratio, SQN）和 pyfolio 集成（已弃用）
• Flexible definition of commission schemes 灵活定义佣金方案
• 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集成的模拟经纪功能，支持 市价、收盘价、限价、止损、止损限价、追踪止损、追踪止损限价 和 OCO 订单，支架订单，滑点，成交量填充策略以及针对类似期货的金融工具的持续现金调整
• Sizers for automated staking 自动投注的 Sizers
• Cheat-on-Close and Cheat-on-Open modes 在收盘和开盘时作弊模式
• Schedulers 调度器
• Trading Calendars 交易日历
• Plotting (requires matplotlib) 绘图（需要 matplotlib）

Documentation 文档

The blog:

• Blog

Read the full documentation at:

• Documentation

List of built-in Indicators (122)

• Indicators Reference

Python 2/3 Support Python 版本要求

• Python >= 3.2
• It also works with pypy and pypy3 (no plotting - matplotlib is not supported under pypy) 它也适用于 ''py'' 和 ''pypy3'' （没有绘图 - ''matplotlib'' 在 pypy 下不受支持）

Installation 安装

backtrader is self-contained with no external dependencies (except if you want to plot) ''backtrader'' 是独立的，没有外部依赖关系（除非你想绘制）

From pypi: 从pypi安装：

• 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 最低 matplotlib 版本为 ''1.4.1''

An example for IB Data Feeds/Trading: 安装 IB Data FeedsTrading的一个例子：

• 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. 对于其他功能，例如：“可视化图表”、“Oanda”、“TA-Lib”，请查看文档中的依赖项。

From source: 从源代码安装

• Place the backtrader directory found in the sources inside your project 将 backtrader 目录放在项目中的源代码中

Version numbering 版本号说明

X.Y.Z.I

• X: Major version number. Should stay stable unless something big is changed like an overhaul to use numpy 主版本号。应该保持稳定，除非有大的变化，比如大修以使用“numpy”
• Y: Minor version number. To be changed upon adding a complete new feature or (god forbids) an incompatible API change. 次要版本号。在添加完整的新功能或（上帝禁止）不兼容的 API 更改时进行更改。
• Z: Revision version number. To be changed for documentation updates, small changes, small bug fixes 修订版本号。要更改文档更新、小更改、小错误修复
• I: Number of Indicators already built into the platform 平台中已内置的指标数量