Noba is not only Backtrader
Project description
What is Noba
Noba means not only backtrader :)
You can visit noba documentation for more information: EN(coming soon) | 中文
The core of Noba is an ioc container
, through which you can create BB
service, which based on Backtrader(one quantitative backtest system) and Bokeh (use bokeh as the backend, Backtrader can get richer plot effects) * BB service would like to thank backtrader_plotting and btplotting for providing the main code for using bokeh as the backend for the backtrader
from noba import core
bt = core.make('bb')
Of course, you can also create your own services based container. Combined with Pipeline System and Event System (which can be created directly through containers), noba can enable your quantitative projects to work in a more engineering methods
from noba import core
pipline = core.make('pipeline')
cleaned_data = pipline.via("handle").send(raw_data).through([ChangeDataType, RepeatRowData, ExceptionData, MissingData]).then(lambda raw_data:raw_data)
from noba import core
event = core.make('event')
db_event = event.hub(['read_database_complete'])
db_event.watch('read_database_complete', lambda data:..., always=True)
...
db_event.fire('read_database_complete')
More importantly, Noba can create database service objects (dber) through containers. This is a Database Abstraction Layer. Through configuration files(one json file) and unified one set of APIs, you can operate the most common databases
from noba import core
dber = core.make('db')
stocks = db.table('daily').where('Open==3578.73').or_where('High==3652.46').set_index('Date').get_except('OpenInterest')
Getting Started
- Python >= 3.6 is required.
- Suggest using conda to manage virtual environments
Installation
pip install noba
# or
pip install git+https://github.com/iniself/noba
Init noba project
mkdir your_noba_project
cd your_noba_project
noba init
Preparation
Here you can do some project configuration and write your own service provider, and so on. Please refer to the NOBA documentation for details
Write strategy
vim main.py
Only give Live Mode example, about Normal Mode and Optstrategy Mode pls refer to NOBA documentation
-
Add to cerebro as an analyzer (Live Mode):
from noba import core ... ... bt = core.make('bb') 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)
-
Note! In Jupyter you can plut to a single browser tab with iplot=False:
cerebro.plot(plot, iplot=False)
Demos
https://iniself.github.io/noba/
Contact us
Telegram Channel: Aui_Say Discord Server: Aui and Friends
Sponsoring
If you want to support the development of noba, consider to support this project.
- ETH: 0x0275779f70179748C6fCe1Fe5D7638DfA7e3F986
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