backtradermsms 1.9.75.123

BackTesting Engine

backtrader
==========

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**Yahoo API Note**:

[2018-11-16] After some testing it would seem that data downloads can be
again relied upon over the web interface (or API ``v7``)

**Tickets**

The ticket system is (was, actually) more often than not abused to ask for
advice about samples.

For **feedback/questions/...** use the `Community <https://community.backtrader.com>`_

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.

Features:
=========

Live Trading and backtesting platform written in Python.

- Live Data Feed and Trading with

- Interactive Brokers (needs ``IbPy`` and benefits greatly from an
installed ``pytz``)
- *Visual Chart* (needs a fork of ``comtypes`` until a pull request is
integrated in the release and benefits from ``pytz``)
- *Oanda* (needs ``oandapy``) (REST API Only - v20 did not support
streaming when implemented)

- Data feeds from csv/files, online sources or from *pandas* and *blaze*
- Filters for datas, like breaking a daily bar into chunks to simulate
intraday or working with Renko bricks
- Multiple data feeds and multiple strategies supported
- Multiple timeframes at once
- Integrated Resampling and Replaying
- Step by Step backtesting or at once (except in the evaluation of the Strategy)
- Integrated battery of indicators
- *TA-Lib* indicator support (needs python *ta-lib* / check the docs)
- Easy development of custom indicators
- Analyzers (for example: TimeReturn, Sharpe Ratio, SQN) and ``pyfolio``
integration (**deprecated**)
- Flexible definition of commission schemes
- Integrated broker simulation with *Market*, *Close*, *Limit*, *Stop*,
*StopLimit*, *StopTrail*, *StopTrailLimit*and *OCO* orders, bracket order,
slippage, volume filling strategies and continuous cash adjustmet for
future-like instruments
- Sizers for automated staking
- Cheat-on-Close and Cheat-on-Open modes
- Schedulers
- Trading Calendars
- Plotting (requires matplotlib)

Documentation
=============

The blog:

- `Blog <http://www.backtrader.com/blog>`_

Read the full documentation at:

- `Documentation <http://www.backtrader.com/docu>`_

List of built-in Indicators (122)

- `Indicators Reference <http://www.backtrader.com/docu/indautoref.html>`_

Python 2/3 Support
==================

- Python >= ``3.2``

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

Installation
============

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

From *pypi*:

- ``pip install backtrader``

- ``pip install backtrader[plotting]``

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

.. note:: The minimum matplotlib version is ``1.4.1``

An example for *IB* Data Feeds/Trading:

- ``IbPy`` doesn't seem to be in PyPi. Do either::

pip install git+https://github.com/blampe/IbPy.git

or (if ``git`` is not available in your system)::

pip install https://github.com/blampe/IbPy/archive/master.zip

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

Version numbering
=================

X.Y.Z.I

- X: Major version number. Should stay stable unless something big is changed
like an overhaul to use ``numpy``
- Y: Minor version number. To be changed upon adding a complete new feature or
(god forbids) an incompatible API change.
- Z: Revision version number. To be changed for documentation updates, small
changes, small bug fixes
- I: Number of Indicators already built into the platform