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Feb 14th, 2017
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  1. import backtrader as bt
  2. import backtrader.feeds as btfeeds
  3. import datetime
  4.  
  5. data = btfeeds.YahooFinanceCSVData(dataname='DASH.csv')
  6.  
  7. cerebro = bt.Cerebro()
  8.  
  9. cerebro.adddata(data)
  10.  
  11. data = btfeeds.GenericCSVData(
  12. dataname='DASH.csv',
  13.  
  14. fromdate=datetime.datetime(2014, 2, 10),
  15. todate=datetime.datetime(2017, 2, 5),
  16.  
  17. nullvalue=0.0,
  18.  
  19. dtformat=('%Y-%m-%d'),
  20. tmformat=('%H.%M.%S'),
  21.  
  22. datetime=2,
  23. #time=1,
  24. high=3,
  25. low=4,
  26. open=5,
  27. close=1,
  28. volume=6,
  29. #openinterest=-1
  30. )
  31.  
  32. class SmaCross(bt.SignalStrategy):
  33. params = (('pfast', 10), ('pslow', 30),)
  34. def __init__(self):
  35. sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
  36. self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))
  37.  
  38. cerebro = bt.Cerebro()
  39.  
  40. #data = df#bt.feeds.YahooFinanceData(dataname='YHOO', fromdate=datetime(2011, 1, 1),todate=datetime(2012, 12, 31))
  41. cerebro.adddata(data)
  42. cerebro.addstrategy(SmaCross)
  43. print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
  44. cerebro.run()
  45. print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
  46. cerebro.plot()
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