import backtrader as bt
import backtrader.feeds as btfeeds
import datetime

data = btfeeds.YahooFinanceCSVData(dataname='DASH.csv')

cerebro = bt.Cerebro()

cerebro.adddata(data)

data = btfeeds.GenericCSVData(
    dataname='DASH.csv',

    fromdate=datetime.datetime(2014, 2, 10),
    todate=datetime.datetime(2017, 2, 5),

    nullvalue=0.0,

    dtformat=('%Y-%m-%d'),
    tmformat=('%H.%M.%S'),

    datetime=2,
    #time=1,
    high=3,
    low=4,
    open=5,
    close=1,
    volume=6,
    #openinterest=-1
)

class SmaCross(bt.SignalStrategy):
    params = (('pfast', 10), ('pslow', 30),)
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
        self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))

cerebro = bt.Cerebro()

#data = df#bt.feeds.YahooFinanceData(dataname='YHOO', fromdate=datetime(2011, 1, 1),todate=datetime(2012, 12, 31))
cerebro.adddata(data)
cerebro.addstrategy(SmaCross)
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.plot()