quick introduction to PyAlgoTrade
Fri Oct 08 2021 00:10:23 GMT+0000 (Coordinated Universal Time)
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@trivent
from pyalgotrade import strategy
from pyalgotrade.barfeed import quandlfeed
class MyStrategy(strategy.BacktestingStrategy):
def __init__(self, feed, instrument):
super(MyStrategy, self).__init__(feed)
self.__instrument = instrument
def onBars(self, bars):
bar = bars[self.__instrument]
self.info(bar.getClose())
# Load the bar feed from the CSV file
feed = quandlfeed.Feed()
feed.addBarsFromCSV("orcl", "WIKI-ORCL-2000-quandl.csv")
# Evaluate the strategy with the feed's bars.
myStrategy = MyStrategy(feed, "orcl")
myStrategy.run()
content_copyCOPY
http://gbeced.github.io/pyalgotrade/docs/v0.20/html/tutorial.html
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