backtrader-bokeh 0.8.9

Plotting package for Backtrader (Bokeh)

Backtrader_Bokeh

You can visit our wiki homepage for more information: EN | 中文

Backtrader_Bokeh to add extended plotting capabilities to Backtrader using Bokeh based on the awesome backtrader_plotting and btplotting. Besides this, a lot of issues are fixed and new functionality is added. See the list below for differences.

What is different:

Basic:

• No need for custom backtrader
• Different naming / structure
• Different data generation which allows to generate data for different data sources. This is useful when replaying or resampling data, for example to remove gaps.
• Different filtering of plot objects
• Support for replay data
• Every figure has its own ColumnDataSource, so the live client can patch without having issues with nan values, every figure is updated individually
• Display of plots looks more like backtrader plotting (order, heights, etc.)
• Allows to generate custom columns, which don't have to be hardcoded. This is being used to generate color for candles, varea values, etc.
• Possibility to fill gaps of higher timeframes with data

Plotting:

• Datas, Indicators, Observer and Volume have own aspect ratios, which can be configured in live client or scheme
• Different datafeed's plot sytle can be customize separately
• Only one axis for volume will be added when using multiple data sources on one figure
• Volume axis position is configureable in scheme, by default it is being plotted on the right side
• Linked Crosshair across all figures
• fill_gt, fill_lt, fill support
• Plot objects can be filtered by one or more datanames or by plot group
• Custom plot group, which can be configured in app or in live client by providing all plotids in a comma-seperated list or by selecting the parts of the plot to display

Tabs:

• Default tabs can be completely removed
• New log panel to also include logging information
• Can be extended with custom tabs (for example order execution with live client, custom analysis, etc.)

Live plotting:

• Navigation in live client (Pause, Backward, Forward)
• Live plotting is done using an analyzer, so there is no need to use custom backtrader
• Live plotting data update works in a single thread and is done by a DataHandler
• Data update is being done every n seconds, which is configureable

Features

• Interactive plots
• Support keyboard operation
• Interactive backtrader optimization result browser (only supported for single-strategy runs)
• Highly configurable
• Different skinnable themes
• In addition to OHLC, additional datafeed line can be ploted
• Easy to use

Bug fixed

Some examples, more detail in CHANGELOG.md

• Many bugs in Backtrader that have not been still fixed, Backtrader_Bokeh fixed those through Monkey Patch
• Because of optbrowser address and port assignment problem, if port 80 is occupied, the web page will not be opened in the optimization mode. * live mode is the same way
• Very imortant, fixed the legend can't be displayed in the observer or indicators's figuer
• And more...

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Python >= 3.6 is required.

How to use

Just give Live Mode example, about Normal Mode and Optstrategy Mode pls refer to wiki-en | wiki-中文

• Add to cerebro as an analyzer (Live Mode):

from backtrader_bokeh import bt
  ...
  ...

cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)
cerebro.adddata(LiveDataStream()) # Note! Data is must Live Data
cerebro.addanalyzer(bt.analyzers.Live, force_plot_legend=True, autostart=True)
cerebro.run()
# cerebro.plot() # do not run this line unless your data is not real-time

• If you need to change the default port or share the plotting to public:

cerebro.addanalyzer(bt.analyzers.Live, address="localhost", port=8889)

Jupyter

In Jupyter you can plut to a single browser tab with iplot=False:

from backtrader_bokeh import bt
plot = bt.Bokeh()
cerebro.plot(plot, iplot=False)

You may encounters TypeError: <class '__main__.YourStrategyClass'> is a built-in class error.

To remove the source code tab use:

from backtrader_bokeh import bt
plot = bt.Bokeh()
plot.tabs.remove(bt.tabs.SourceTab)
cerebro.plot(plot, iplot=False)

Demos

https://iniself.github.io/backtrader_bokeh/

Contact us

Telegram Channel: Aui_Say Discord Server: Aui and Friends

Installation

pip install backtrader_bokeh

or

pip install git+https://github.com/iniself/backtrader_bokeh

Sponsoring

If you want to support the development of backtrader_bokeh, consider to support this project.

• ETH: 0x0275779f70179748C6fCe1Fe5D7638DfA7e3F986