nijigen-backtrader 1.9.78.125

BackTesting Engine - A feature-rich Python framework for backtesting and trading

nijigen-backtrader

A fork of backtrader - Live Trading and backtesting platform written in Python.

Quick Start

Here's 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()

Features

• Live Data Feed and Trading with:

  • Interactive Brokers (needs IbPy and benefits greatly from an installed pytz)
  • Visual Chart (needs a fork of comtypes)
  • Oanda (needs oandapy) (REST API Only)

• 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

• Integrated battery of indicators

• TA-Lib indicator support (needs python ta-lib)

• Easy development of custom indicators

• Analyzers (e.g., TimeReturn, Sharpe Ratio, SQN) and pyfolio integration

• 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

• Sizers for automated staking

• Cheat-on-Close and Cheat-on-Open modes

• Schedulers and Trading Calendars

• Plotting (requires matplotlib)

Documentation

• Blog
• Documentation
• Indicators Reference (122 built-in indicators)

Python Support

• Python >= 3.9
• 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 nijigen-backtrader

# With plotting support
pip install nijigen-backtrader[plotting]

Note: The minimum matplotlib version is 1.4.1

Optional Dependencies

For IB Data Feeds/Trading:

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

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

Version Numbering

X.Y.Z.I

• X: Major version number
• Y: Minor version number (new features or API changes)
• Z: Revision version number (docs, small changes, bug fixes)
• I: Number of Indicators built into the platform

License

GPL-3.0-or-later