credits

original author: Daniel Rodriguez (danjrod@gmail.com) original unmaintained github: https://github.com/mementum/backtrader alternative unmaintained github: https://github.com/backtrader2/backtrader

Tickets

The ticket system is available at LucidInvestor’s public gitlab instance.

Here a snippet of a Simple Moving Average CrossOver. It can be done in several different ways. Use the docs (and examples) Luke!

from datetime import datetime
import backtrader as bt

class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
        crossover = bt.ind.CrossOver(sma1, sma2)
        self.signal_add(bt.SIGNAL_LONG, crossover)

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
                                  todate=datetime(2012, 12, 31))
cerebro.adddata(data0)

cerebro.run()
cerebro.plot()

Including a full featured chart. Give it a try! This is included in the samples as sigsmacross/sigsmacross2.py. Along it is sigsmacross.py which can be parametrized from the command line.

Installation

backtrader is self-contained with no external dependencies (except if you want to plot)

From pypi:

• pip install backtrader-lucidinvestor

• pip install backtrader[plotting]

  If matplotlib is not installed and you wish to do some plotting

An example for IB Data Feeds/Trading:

• IbPy pip install IbPy-lucidinvestor

For other functionalities like: Visual Chart, Oanda, TA-Lib, check the dependencies in the documentation.

From source:

• Place the backtrader directory found in the sources inside your project

Python 2/3 Support

• Python >= 3.2

• It also works with pypy and pypy3 (no plotting - matplotlib is not supported under pypy)

major Branches

• master - Merge from Develop. QA for full integration happens here. Contains the last tested/verified global code integration.

• release - Checkout from Master. Branch based on release & tags. Bug fix in checkout branches, and merge with others.

• develop - Checkout from Master / Pull.Req from Develop. Develop new features, docs …

• bug - checkout from master and pull.req. OR checkout from release branch and pull.req/Master

• features - checkout Develop.

Branch naming conventions

shall follow that of [GroupName/Info](http://stackoverflow.com/questions/273695/git-branch-naming-best-practices):

1. Use grouping names at the beginning of your branch names.

2. Define and use short lead tokens to differentiate branches in a way that is meaningful to your workflow.

3. Use slashes to separate parts of your branch names.

4. Do not use bare numbers as leading parts.

5. Avoid long descriptive names for long-lived branches.

Grouping Names

Short and well-defined group names (used to tell you to which part of your workflow each branch belongs): code-block/ text

• rc release candidate

• new major new feature, module

• feat addition of incremental feature/enhancement

• bug Bug fix

• junk Throwaway branch created to experiment

• test

• doc documentation (readme, code comment)

Commit messages

Standard prefixes to start a commit message: code-block:: text

• BLD change related to build

• BUG bug fix

• DEP deprecate something, or remove a deprecated object

• DEV development tool or utility

• DOC documentation

• ENH enhancement

• MAINT maintenance commit (refactoring, typos, etc)

• REV revert an earlier commit

• STY style fix (whitespace, PEP8, flake8, etc)

• TST addition or modification of tests

• REL related to releasing

• PERF performance enhancements

Some commit style guidelines:

Commit lines should be no longer than 72 characters. The first line of the commit should include one of the above prefixes. There should be an empty line between the commit subject and the body of the commit. In general, the message should be in the imperative tense. Best practice is to include not only what the change is, but why the change was made.

Repo Structure

git remote add bt2-original https://github.com/backtrader2/backtrader.git git fetch bt2-original master git branch –set-upstream-to=bt2-original/master git pull git push origin -u bt2/original/master

git remote -v

bt-original https://github.com/mementum/backtrader.git (fetch) bt-original https://github.com/mementum/backtrader.git (push) bt2-original https://github.com/backtrader2/backtrader.git (fetch) bt2-original https://github.com/backtrader2/backtrader.git (push) mementum https://github.com/mementum/backtrader.git (fetch) mementum https://github.com/mementum/backtrader.git (push) origin git@gitlab.com:algorithmic-trading-library/backtrader.git (fetch) origin git@gitlab.com:algorithmic-trading-library/backtrader.git (push)

git branch -vv

bt/original/develop fca15d9 [origin/bt/original/develop] Release 1.9.75.123 bt/original/master 0fa63ef [origin/bt/original/master] Merge pull request #418 from Larry-u/patch-1 bt2/original/develop ef00a78 [origin/bt2/original/develop] Merge branch ‘master’ of https://github.com/backtrader2/backtrader into bt2/original/master bt2/original/master ef00a78 [origin/bt2/original/master] Merge branch ‘master’ of https://github.com/backtrader2/backtrader into bt2/original/master develop 9f843b0 MAINT: making things cleaner for testing bid/ask. development 9f843b0 [origin/development: gone] MAINT: making things cleaner for testing bid/ask. feat/ib/bidask dcb4c1a Release 1.9.74.123 feat/ib/rt-bidask 7b366cd [origin/feat/ib/rt-bidask] FEAT: bid/ask stream. on and off. tested live. master 9f843b0 [origin/master] MAINT: making things cleaner for testing bid/ask.

Fetching all remote branches

for abranch in $(git branch -a | grep -v HEAD | grep remotes | sed “s/remotes/origin///g”); do git checkout $abranch ; done