README.rst
1
2backtrader
3==========
4
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27
28**Yahoo API Note**:
29
30 [2018-11-16] After some testing it would seem that data downloads can be
31 again relied upon over the web interface (or API ``v7``)
32
33**Tickets**
34
35 If it's **NOT an issue** (i.e.: bug), don't post it as an issue. It will be
36 automatically closed.
37
38For **feedback/questions/...** use the `Community <https://community.backtrader.com>`_
39
40Here a snippet of a Simple Moving Average CrossOver. It can be done in several
41different ways. Use the docs (and examples) Luke!
42::
43
44 from datetime import datetime
45 import backtrader as bt
46
47 class SmaCross(bt.SignalStrategy):
48 def __init__(self):
49 sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
50 crossover = bt.ind.CrossOver(sma1, sma2)
51 self.signal_add(bt.SIGNAL_LONG, crossover)
52
53 cerebro = bt.Cerebro()
54 cerebro.addstrategy(SmaCross)
55
56 data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
57 todate=datetime(2012, 12, 31))
58 cerebro.adddata(data0)
59
60 cerebro.run()
61 cerebro.plot()
62
63Including a full featured chart. Give it a try! This is included in the samples
64as ``sigsmacross/sigsmacross2.py``. Along it is ``sigsmacross.py`` which can be
65parametrized from the command line.
66
67Features:
68=========
69
70Live Trading and backtesting platform written in Python.
71
72 - Live Data Feed and Trading with
73
74 - Interactive Brokers (needs ``IbPy`` and benefits greatly from an
75 installed ``pytz``)
76 - *Visual Chart* (needs a fork of ``comtypes`` until a pull request is
77 integrated in the release and benefits from ``pytz``)
78 - *Oanda* (needs ``oandapy``) (REST API Only - v20 did not support
79 streaming when implemented)
80
81 - Data feeds from csv/files, online sources or from *pandas* and *blaze*
82 - Filters for datas, like breaking a daily bar into chunks to simulate
83 intraday or working with Renko bricks
84 - Multiple data feeds and multiple strategies supported
85 - Multiple timeframes at once
86 - Integrated Resampling and Replaying
87 - Step by Step backtesting or at once (except in the evaluation of the Strategy)
88 - Integrated battery of indicators
89 - *TA-Lib* indicator support (needs python *ta-lib* / check the docs)
90 - Easy development of custom indicators
91 - Analyzers (for example: TimeReturn, Sharpe Ratio, SQN) and ``pyfolio``
92 integration (**deprecated**)
93 - Flexible definition of commission schemes
94 - Integrated broker simulation with *Market*, *Close*, *Limit*, *Stop*,
95 *StopLimit*, *StopTrail*, *StopTrailLimit*and *OCO* orders, bracket order,
96 slippage, volume filling strategies and continuous cash adjustmet for
97 future-like instruments
98 - Sizers for automated staking
99 - Cheat-on-Close and Cheat-on-Open modes
100 - Schedulers
101 - Trading Calendars
102 - Plotting (requires matplotlib)
103
104Documentation
105=============
106
107The blog:
108
109 - `Blog <http://www.backtrader.com/blog>`_
110
111Read the full documentation at:
112
113 - `Documentation <http://www.backtrader.com/docu>`_
114
115List of built-in Indicators (122)
116
117 - `Indicators Reference <http://www.backtrader.com/docu/indautoref.html>`_
118
119Python 2/3 Support
120==================
121
122 - Python ``2.7``
123 - Python ``3.2`` / ``3.3``/ ``3.4`` / ``3.5`` / ``3.6`` / ``3.7``
124
125 - It also works with ``pypy`` and ``pypy3`` (no plotting - ``matplotlib`` is
126 not supported under *pypy*)
127
128Compatibility is tested during development with ``2.7`` and ``3.5``
129
130The other versions are tested automatically with *Travis*.
131
132Installation
133============
134
135``backtrader`` is self-contained with no external dependencies (except if you
136want to plot)
137
138From *pypi*:
139
140 - ``pip install backtrader``
141
142 - ``pip install backtrader[plotting]``
143
144 If ``matplotlib`` is not installed and you wish to do some plotting
145
146.. note:: The minimum matplotlib version is ``1.4.1``
147
148An example for *IB* Data Feeds/Trading:
149
150 - ``IbPy`` doesn't seem to be in PyPi. Do either::
151
152 pip install git+https://github.com/blampe/IbPy.git
153
154 or (if ``git`` is not available in your system)::
155
156 pip install https://github.com/blampe/IbPy/archive/master.zip
157
158For other functionalities like: ``Visual Chart``, ``Oanda``, ``TA-Lib``, check
159the dependencies in the documentation.
160
161From source:
162
163 - Place the *backtrader* directory found in the sources inside your project
164
165Version numbering
166=================
167
168X.Y.Z.I
169
170 - X: Major version number. Should stay stable unless something big is changed
171 like an overhaul to use ``numpy``
172 - Y: Minor version number. To be changed upon adding a complete new feature or
173 (god forbids) an incompatible API change.
174 - Z: Revision version number. To be changed for documentation updates, small
175 changes, small bug fixes
176 - I: Number of Indicators already built into the platform
177
178Alternatives
179============
180
181If after seeing the docs and some samples (see the blog also) you feel this is
182not your cup of tea, you can always have a look at similar Python platforms:
183
184 - `PyAlgoTrade <https://github.com/gbeced/pyalgotrade>`_
185 - `Zipline <https://github.com/quantopian/zipline>`_
186 - `Ultra-Finance <https://code.google.com/p/ultra-finance/>`_
187 - `ProfitPy <https://code.google.com/p/profitpy/>`_
188 - `pybacktest <https://github.com/ematvey/pybacktest>`_
189 - `prophet <https://github.com/Emsu/prophet>`_
190 - `quant <https://github.com/maihde/quant>`_
191 - `AlephNull <https://github.com/CarterBain/AlephNull>`_
192 - `Trading with Python <http://www.tradingwithpython.com/>`_
193 - `visualize-wealth <https://github.com/benjaminmgross/visualize-wealth>`_
194 - `tia: Toolkit for integration and analysis
195 <https://github.com/bpsmith/tia>`_
196 - `QuantSoftware Toolkit
197 <http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit>`_
198 - `Pinkfish <http://fja05680.github.io/pinkfish/>`_
199 - `bt <http://pmorissette.github.io/bt/index.html>`_
200
201 ``bt`` slightly pre-dates ``backtrader`` and has a completely different
202 approach but it is funny *bt* was also chosen as the abbreviation for
203 ``backtrader`` during imports and that some of the methods have the same
204 naming (obvious naming anyhow): ``run``, ``plot`` ...
205
206 - `PyThalesians <https://github.com/thalesians/pythalesians>`_
207
208 - `QSTrader <https://github.com/mhallsmoore/qstrader/>`_
209 - `QSForex <https://github.com/mhallsmoore/qsforex>`_
210 - `pysystemtrade <https://github.com/robcarver17/pysystemtrade>`_
211 - `QTPyLib <https://github.com/ranaroussi/qtpylib>`_
212 - `RQalpha <https://github.com/ricequant/rqalpha>`_
213
