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Backtrader

  • Jason

Lesson1Backtrader

Backtrader 2015 Python *

#  matplotlib  backtrader
pip install backtrader

#  matplotlib backtrader 
pip install backtrader[plotting]

Lesson2Backtrader

Data Feed

  • lines
  • line ?
  • line
  • Bars

DataFeeds

Lesson3Backtrader

Backtrader 2

1.  DataFeeds  PEPB
2.  Indicators  5  
  • __init__()
  • Indicators
  • Backtrader TA-Lib

Lesson4Backtrader

Backtrader

* step1
* step2 Strategy  buysellclose cancel
* step3Order  Broker 
* step4 Broker 
* step5 Broker  trade
* step6Order  Broker 

Broker

  • BackBroker()
  • setcommission()
  • addcommissioninfo()

  • 1bt.broker.fillers.FixedSize(size)
  • 2bt.broker.fillers.FixedBarPerc(perc)
  • 3bt.broker.fillers.BarPointPerc(minmov=0.01perc=100.0)

  • Cheat-On-Open
  • Cheat-On-Close

Lesson5Backtrader

Order

  • Order.Market
  • Order.Close
  • Order.Limit
  • Order.Stop
  • Order.StopLimit
  • Order.StopTrail
  • Order.StopTrailLimit

Strategy

    • buy_bracket()
    • sell_bracket()

  • OCO

Broker

  • Order.Created
  • Order.Submitted Broker
  • Order.Accepted
  • Order.Partial
  • Order.Complete
  • Order.Rejected
  • Order.Margin
  • Order.Cancelled (or Order.Canceled)
  • Order.Expired

Lesson6Backtrader

  • Strategy
    • add_signal(signal type, signal class, arg)

Lesson7Backtrader

observers

  • observers
  • observers
  • observers

plot()

  • plot()

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