Backtrader library
Tue Oct 26 2021 22:41:17 GMT+0000 (Coordinated Universal Time)
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@trivent
from datetime import datetime
import backtrader as bt
# Create a subclass of SignaStrategy to define the indicators and signals
class SmaCross(bt.SignalStrategy):
# list of parameters which are configurable for the strategy
params = dict(
pfast=10, # period for the fast moving average
pslow=30 # period for the slow moving average
)
def __init__(self):
sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average
sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average
crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal
self.signal_add(bt.SIGNAL_LONG, crossover) # use it as LONG signal
cerebro = bt.Cerebro() # create a "Cerebro" engine instance
# Create a data feed
data = bt.feeds.YahooFinanceData(dataname='MSFT',
fromdate=datetime(2011, 1, 1),
todate=datetime(2012, 12, 31))
cerebro.adddata(data) # Add the data feed
cerebro.addstrategy(SmaCross) # Add the trading strategy
cerebro.run() # run it all
cerebro.plot() # and plot it with a single command
content_copyCOPY
https://www.backtrader.com/home/helloalgotrading/
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