Python backtrader.Cerebro() Examples

def test_github_issue30():
    cerebro = bt.Cerebro()

    cerebro.addstrategy(MyStrategy)

    data = bt.feeds.YahooFinanceCSVData(
        dataname=getdatadir("orcl-1995-2014.txt"),
        fromdate=datetime.datetime(2000, 1, 1),
        todate=datetime.datetime(2001, 2, 28),
        reverse=False,
    )
    cerebro.adddata(data)
    cerebro.addanalyzer(bt.analyzers.SharpeRatio)

    cerebro.run()

    b = backtrader_plotting.Bokeh(filename='chart.html', style='bar', scheme=Tradimo(), output_mode='memory')

    figs = cerebro.plot(b)

    assert isinstance(figs[0][0], backtrader_plotting.bokeh.bokeh.FigurePage)
    assert len(figs[0][0].figure_envs) == 4
    assert len(figs[0][0].analyzers) == 1 

def runstrat():
    args = parse_args()

    cerebro = bt.Cerebro()

    data = getdata(args)
    cerebro.adddata(data)

    cerebro.addstrategy(
        OrderExecutionStrategy,
        exectype=args.exectype,
        perc1=args.perc1,
        perc2=args.perc2,
        valid=args.valid,
        smaperiod=args.smaperiod
    )
    cerebro.run()

    if args.plot:
        cerebro.plot(numfigs=args.numfigs, style=args.plotstyle) 

def cerebro() -> bt.Cerebro:
    cerebro = bt.Cerebro()

    datapath = getdatadir('orcl-1995-2014.txt')
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        fromdate=datetime.datetime(1998, 1, 1),
        todate=datetime.datetime(2000, 12, 31),
        reverse=False,
        swapcloses=True,
    )
    cerebro.adddata(data)

    cerebro.addanalyzer(bt.analyzers.TradeAnalyzer)
    cerebro.addanalyzer(bt.analyzers.SharpeRatio, compression=2)
    cerebro.addanalyzer(bt.analyzers.TimeDrawDown)

    return cerebro 

def runstrat(pargs=None):
    args = parse_args(pargs)

    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(args.cash)
    cerebro.broker.set_coc(args.coc)
    data0 = bt.feeds.YahooFinanceData(
        dataname=args.data,
        fromdate=datetime.datetime.strptime(args.fromdate, '%Y-%m-%d'),
        todate=datetime.datetime.strptime(args.todate, '%Y-%m-%d'),
        round=False)

    cerebro.adddata(data0)

    cerebro.addsizer(bt.sizers.FixedSize, stake=args.stake)
    cerebro.addstrategy(TheStrategy, **(eval('dict(' + args.strat + ')')))
    cerebro.addobserver(bt.observers.Value)
    cerebro.addobserver(bt.observers.Trades)
    cerebro.addobserver(bt.observers.BuySell, barplot=True)

    cerebro.run(stdstats=False)
    if args.plot:
        cerebro.plot(**(eval('dict(' + args.plot + ')'))) 

def test_std_backtest_2datas(cerebro: bt.Cerebro):
    datapath = getdatadir('nvda-1999-2014.txt')
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        fromdate=datetime.datetime(1998, 1, 1),
        todate=datetime.datetime(2000, 12, 31),
        reverse=False,
        swapcloses=True,
    )
    cerebro.adddata(data)

    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode, merge_data_hovers=True)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 5) 

def runstrat(pargs=None):
    args = parse_args(pargs)

    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(args.cash)

    data0 = bt.feeds.YahooFinanceData(
        dataname=args.data,
        fromdate=datetime.datetime.strptime(args.fromdate, '%Y-%m-%d'),
        todate=datetime.datetime.strptime(args.todate, '%Y-%m-%d'))
    cerebro.adddata(data0)

    cerebro.addstrategy(SmaCross, **(eval('dict(' + args.strat + ')')))
    cerebro.addsizer(bt.sizers.FixedSize, stake=args.stake)

    cerebro.run()
    if args.plot:
        cerebro.plot(**(eval('dict(' + args.plot + ')'))) 

def test_std_backtest_ind_subplot(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    plotconfig = {
        '#:i-0': {
            'subplot': True,
        }
    }

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode, plotconfig=plotconfig)

    figs = cerebro.plot(b)

    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 5) 

def test_optimize(cerebro: bt.Cerebro):
    cerebro.optstrategy(bt.strategies.MA_CrossOver, slow=[5, 10, 20], fast=[5, 10, 20])
    res = cerebro.run(optreturn=True)

    b = Bokeh(style='bar', output_mode=_output_mode)

    browser = OptBrowser(b, res)
    model = browser.build_optresult_model()
    # browser.start()

    def count_children(obj):
        numo = 1
        if hasattr(obj, "children"):
            numo = count_children(obj.children)
        if hasattr(obj, '__len__'):
            numo += len(obj)
        return numo

    num = count_children(model)

    assert num == 3 

def test_optimize_no_optreturn(cerebro_no_optreturn: bt.Cerebro):
    cerebro_no_optreturn.optstrategy(bt.strategies.MA_CrossOver, slow=[5, 10, 20], fast=[5, 10, 20])
    res = cerebro_no_optreturn.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', output_mode=_output_mode, scheme=s)

    browser = OptBrowser(b, res)
    model = browser.build_optresult_model()
    #browser.start()

    def count_children(obj):
        numo = 1
        if hasattr(obj, "children"):
            numo = count_children(obj.children)
        if hasattr(obj, '__len__'):
            numo += len(obj)
        return numo

    num = count_children(model)

    assert num == 3 

def backtesting(config):
    cerebro = Cerebro()

    cerebro.addstrategy(TestStrategy)

    cerebro.adddata(CCXTFeed(exchange='binance',
                             dataname='BNB/USDT',
                             timeframe=TimeFrame.Minutes,
                             fromdate=datetime(2019, 1, 1, 0, 0),
                             todate=datetime(2019, 1, 1, 0, 2),
                             compression=1,
                             ohlcv_limit=2,
                             currency='BNB',
                             config=config,
                             retries=5))

    finished_strategies = cerebro.run()
    return finished_strategies 

def runstrat():
    args = parse_args()

    cerebro = bt.Cerebro()
    cerebro.adddata(getdata(args))
    cerebro.addstrategy(St)
    if args.eosbar:
        cerebro.broker.seteosbar(True)

    cerebro.run() 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    dkwargs = dict()
    if args.fromdate:
        fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
        dkwargs['fromdate'] = fromdate

    if args.todate:
        todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
        dkwargs['todate'] = todate

    data0 = bt.feeds.YahooFinanceCSVData(dataname=args.data0, **dkwargs)
    cerebro.adddata(data0)

    cerebro.addstrategy(TALibStrategy)
    cerebro.run(runonce=not args.use_next, stdstats=False)
    if args.plot:
        pkwargs = dict(style='candle')
        if args.plot is not True:  # evals to True but is not True
            npkwargs = eval('dict(' + args.plot + ')')  # args were passed
            pkwargs.update(npkwargs)

        cerebro.plot(**pkwargs) 

def test_std_backtest_volume_subplot(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    s.voloverlay = False
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 5) 

def test_std_backtest(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 4) 

def test_std_backtest_tabs_multi(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', tabs='multi', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 5)
    assert_num_figures(figs, 4) 

def test_backtest_2strats(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.addstrategy(ToggleStrategy)
    cerebro.run()

    b = Bokeh(style='bar', output_mode=_output_mode)

    figs = cerebro.plot(b)

    assert len(figs) == 2
    assert_num_tabs(figs, 3, 3)
    assert_num_figures(figs, 4, 3) 

def test_optimize_2strat(cerebro: bt.Cerebro):
    cerebro.optstrategy(bt.strategies.MA_CrossOver, slow=[5, 10, 20], fast=[5, 10, 20])
    cerebro.optstrategy(ToggleStrategy, modbuy=[12, 15], modsell=[17, 19])
    res = cerebro.run()

    b = Bokeh(style='bar', output_mode=_output_mode)

    browser = OptBrowser(b, res)

    with pytest.raises(RuntimeError):
        browser.build_optresult_model()
    # browser.start() 

def test_ordered_optimize(cerebro: bt.Cerebro):
    cerebro.optstrategy(bt.strategies.MA_CrossOver, slow=[20], fast=[5, 10, 20])
    res = cerebro.run(optreturn=True)

    def df(optresults):
        a = [x.analyzers.tradeanalyzer.get_analysis() for x in optresults]
        return sum([x.pnl.gross.total if 'pnl' in x else 0 for x in a])

    usercolumns = {
        'Profit & Loss': df,
    }

    b = Bokeh(style='bar', output_mode=_output_mode)

    browser = OptBrowser(b, res, usercolumns=usercolumns, sortcolumn='Profit & Loss')
    model = browser.build_optresult_model()
    # browser.start()

    def count_children(obj):
        numo = 1
        if hasattr(obj, "children"):
            numo = count_children(obj.children)
        if hasattr(obj, '__len__'):
            numo += len(obj)
        return numo

    num = count_children(model)

    assert num == 3 

def __init__(self, **kwargs):
        self._cerebro: Optional[bt.Cerebro] = None
        self._webapp = BokehWebapp(self.p.title,
                                   'basic.html.j2',
                                   self.p.scheme,
                                   self._bokeh_cb_build_root_model,
                                   on_session_destroyed=self._on_session_destroyed,
                                   port=self.p.http_port)
        self._lock = Lock()
        self._datastore = None
        self._clients: Dict[str, LiveClient] = {}
        self._bokeh_kwargs = kwargs
        self._bokeh = self._create_bokeh()
        self._patch_pkgs = defaultdict(lambda: []) 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(args.cash)

    dkwargs = dict()
    if args.fromdate is not None:
        fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
        dkwargs['fromdate'] = fromdate

    if args.todate is not None:
        todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
        dkwargs['todate'] = todate

    # if dataset is None, args.data has been given
    data = bt.feeds.BacktraderCSVData(dataname=args.data, **dkwargs)
    cerebro.adddata(data)

    cerebro.add_signal(MAINSIGNALS[args.signal],
                       SMACloseSignal, period=args.smaperiod)

    if args.exitsignal is not None:
        cerebro.add_signal(EXITSIGNALS[args.exitsignal],
                           SMAExitSignal,
                           p1=args.exitperiod,
                           p2=args.smaperiod)

    cerebro.run()
    if args.plot:
        pkwargs = dict(style='bar')
        if args.plot is not True:  # evals to True but is not True
            npkwargs = eval('dict(' + args.plot + ')')  # args were passed
            pkwargs.update(npkwargs)

        cerebro.plot(**pkwargs) 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict()

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')')) 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict()

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')')) 

def runstrat():
    args = parse_args()

    datakwargs = dict()
    if args.fromdate:
        fromdate = datetime.datetime.strptime(args.fromdate, '%Y-%m-%d')
        datakwargs['fromdate'] = fromdate

    if args.todate:
        todate = datetime.datetime.strptime(args.todate, '%Y-%m-%d')
        datakwargs['todate'] = todate

    data = bt.feeds.BacktraderCSVData(dataname=args.data, **datakwargs)

    cerebro = bt.Cerebro()
    cerebro.adddata(data)

    cerebro.broker.set_cash(args.cash)
    if args.filler is not None:
        fillerkwargs = dict()
        if args.filler_args is not None:
            fillerkwargs = eval('dict(' + args.filler_args + ')')

        filler = FILLERS[args.filler](**fillerkwargs)
        cerebro.broker.set_filler(filler)

    cerebro.addstrategy(St, stakeperc=args.stakeperc, opbreak=args.opbreak)

    cerebro.run()
    if args.plot:
        cerebro.plot(style='bar') 

def runstrategy():
    args = parse_args()

    cerebro = bt.Cerebro()  # Create a cerebro

    data = BidAskCSV(dataname=args.data, dtformat=args.dtformat)
    cerebro.adddata(data)  # Add the 1st data to cerebro
    # Add the strategy to cerebro
    cerebro.addstrategy(St, sma=args.sma, period=args.period)
    cerebro.run() 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict()

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')')) 

def runstrat():
    args = parse_args()

    # Create a cerebro entity
    cerebro = bt.Cerebro(stdstats=False)

    # Add a strategy
    cerebro.addstrategy(StrategyOptix)

    # Get a pandas dataframe
    datapath = ('../../datas/2006-day-001-optix.txt')

    # Simulate the header row isn't there if noheaders requested
    skiprows = 1 if args.noheaders else 0
    header = None if args.noheaders else 0

    dataframe = pandas.read_csv(datapath,
                                skiprows=skiprows,
                                header=header,
                                parse_dates=True,
                                index_col=0)

    if not args.noprint:
        print('--------------------------------------------------')
        print(dataframe)
        print('--------------------------------------------------')

    # Pass it to the backtrader datafeed and add it to the cerebro
    data = PandasDataOptix(dataname=dataframe)

    cerebro.adddata(data)

    # Run over everything
    cerebro.run()

    # Plot the result
    if not args.noplot:
        cerebro.plot(style='bar') 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict()

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.YahooFinanceCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    cerebro.addanalyzer(bt.analyzers.Calmar)
    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    st0 = cerebro.run(**eval('dict(' + args.cerebro + ')'))[0]
    i = 1
    for k, v in st0.analyzers.calmar.get_analysis().items():
        print(i, ': '.join((str(k), str(v))))
        i += 1

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')')) 

def runstrat():
    args = parse_args()

    cerebro = bt.Cerebro()
    data = btfeeds.YahooFinanceCSVData(dataname=args.data)
    cerebro.adddata(data)
    cerebro.addstrategy(
        St, datalines=args.datalines, lendetails=args.lendetails)

    cerebro.run(runonce=False, exactbars=args.save)
    if args.plot:
        cerebro.plot(style='bar') 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict()

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    cerebro.resampledata(data0, timeframe=bt.TimeFrame.Weeks)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')')) 

def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    fcodes = ['199FESXM4', '199FESXU4', '199FESXZ4', '199FESXH5', '199FESXM5']
    store = bt.stores.VChartFile()
    ffeeds = [store.getdata(dataname=x) for x in fcodes]

    rollkwargs = dict()
    if args.checkdate:
        rollkwargs['checkdate'] = checkdate

        if args.checkcondition:
            rollkwargs['checkcondition'] = checkvolume

    if not args.no_cerebro:
        if args.rollover:
            cerebro.rolloverdata(name='FESX', *ffeeds, **rollkwargs)
        else:
            cerebro.chaindata(name='FESX', *ffeeds)
    else:
        drollover = bt.feeds.RollOver(*ffeeds, dataname='FESX', **rollkwargs)
        cerebro.adddata(drollover)

    cerebro.addstrategy(TheStrategy)
    cerebro.run(stdstats=False)

    if args.plot:
        pkwargs = dict(style='bar')
        if args.plot is not True:  # evals to True but is not True
            npkwargs = eval('dict(' + args.plot + ')')  # args were passed
            pkwargs.update(npkwargs)

        cerebro.plot(**pkwargs)