Backtrader的hello world (Python回測)

綠茶妹

https://www.backtrader.com/home/helloalgotrading/


這個sample直接跑會有error。有2個地方要改，改了才會好。
(還真麻煩，我以為一下載就可以用  )

1) Yahoo下載報錯

1.   File "D:\92-investment-python\backtrader\feed.py", line 674, in start
   
2.     self.f = io.open(self.p.dataname, 'r')
   
3. FileNotFoundError: [Errno 2] No such file or directory: 'MSFT'

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解決方法在這裡看到的
https://community.backtrader.com ... yahoofinance-data/2

用下面這個寫法

1. import yfinance as yf
   
2. import backtrader as bt
   
3. 
   
4. data = bt.feeds.PandasData(dataname=yf.download('TSLA', '2018-01-01', '2019-01-01'))
   
5. 
   
6. cerebro = bt.Cerebro()
   
7. cerebro.adddata(data)

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2) 解決這個又有另一個問題
在使用backtrader时，遇到 ImportError： cannot import name ‘warnings‘ from ‘matplotlib.dates‘ 报错的解决方法

解法
https://blog.csdn.net/m0_65167078/article/details/121942610
使用matplotlib==3.2.2版本
請打 pip install matplotlib==3.2.2

以上解決後終於有個hello world了！




完整程式如下

1. from datetime import datetime
   
2. import backtrader as bt
   
3. import yfinance as yf
   
4. 
   
5. # Create a subclass of Strategy to define the indicators and logic
   
6. 
   
7. class SmaCross(bt.Strategy):
   
8.     # list of parameters which are configurable for the strategy
   
9.     params = dict(
   
10.         pfast=10,  # period for the fast moving average
    
11.         pslow=30   # period for the slow moving average
    
12.     )
    
13. 
    
14.     def __init__(self):
    
15.         sma1 = bt.ind.SMA(period=self.p.pfast)  # fast moving average
    
16.         sma2 = bt.ind.SMA(period=self.p.pslow)  # slow moving average
    
17.         self.crossover = bt.ind.CrossOver(sma1, sma2)  # crossover signal
    
18. 
    
19.     def next(self):
    
20.         if not self.position:  # not in the market
    
21.             if self.crossover > 0:  # if fast crosses slow to the upside
    
22.                 self.buy()  # enter long
    
23. 
    
24.         elif self.crossover < 0:  # in the market & cross to the downside
    
25.             self.close()  # close long position
    
26. 
    
27. 
    
28. cerebro = bt.Cerebro()  # create a "Cerebro" engine instance
    
29. 
    
30. # Create a data feed
    
31. #data = bt.feeds.YahooFinanceData(dataname='MSFT',
    
32. #                                fromdate=datetime(2011, 1, 1),
    
33. #                                 todate=datetime(2012, 12, 31))
    
34. data = bt.feeds.PandasData(dataname=yf.download('MSFT', '2011-01-01', '2012-12-31'))
    
35. 
    
36. cerebro.adddata(data)  # Add the data feed
    
37. 
    
38. cerebro.addstrategy(SmaCross)  # Add the trading strategy
    
39. cerebro.run()  # run it all
    
40. cerebro.plot()  # and plot it with a single command

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