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Description:

backtrader 1.9.78.123

backtrader

Yahoo API Note:

[2018-11-16] After some testing it would seem that data downloads can be
again relied upon over the web interface (or API v7)

Tickets

The ticket system is (was, actually) more often than not abused to ask for
advice about samples.

For feedback/questions/… use the Community
Here a snippet of a Simple Moving Average CrossOver. It can be done in several
different ways. Use the docs (and examples) Luke!
from datetime import datetime
import backtrader as bt

class SmaCross(bt.SignalStrategy):
def __init__(self):
sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
crossover = bt.ind.CrossOver(sma1, sma2)
self.signal_add(bt.SIGNAL_LONG, crossover)

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
todate=datetime(2012, 12, 31))
cerebro.adddata(data0)

cerebro.run()
cerebro.plot()
Including a full featured chart. Give it a try! This is included in the samples
as sigsmacross/sigsmacross2.py. Along it is sigsmacross.py which can be
parametrized from the command line.

Features:
Live Trading and backtesting platform written in Python.

Live Data Feed and Trading with

Interactive Brokers (needs IbPy and benefits greatly from an
installed pytz)
Visual Chart (needs a fork of comtypes until a pull request is
integrated in the release and benefits from pytz)
Oanda (needs oandapy) (REST API Only - v20 did not support
streaming when implemented)

Data feeds from csv/files, online sources or from pandas and blaze
Filters for datas, like breaking a daily bar into chunks to simulate
intraday or working with Renko bricks
Multiple data feeds and multiple strategies supported
Multiple timeframes at once
Integrated Resampling and Replaying
Step by Step backtesting or at once (except in the evaluation of the Strategy)
Integrated battery of indicators
TA-Lib indicator support (needs python ta-lib / check the docs)
Easy development of custom indicators
Analyzers (for example: TimeReturn, Sharpe Ratio, SQN) and pyfolio
integration (deprecated)
Flexible definition of commission schemes
Integrated broker simulation with Market, Close, Limit, Stop,
StopLimit, StopTrail, StopTrailLimit*and *OCO orders, bracket order,
slippage, volume filling strategies and continuous cash adjustmet for
future-like instruments
Sizers for automated staking
Cheat-on-Close and Cheat-on-Open modes
Schedulers
Trading Calendars
Plotting (requires matplotlib)

Documentation
The blog:

Blog

Read the full documentation at:

Documentation

List of built-in Indicators (122)

Indicators Reference

Python 2/3 Support

Python >= 3.2
It also works with pypy and pypy3 (no plotting - matplotlib is
not supported under pypy)

Installation
backtrader is self-contained with no external dependencies (except if you
want to plot)
From pypi:

pip install backtrader
pip install backtrader[plotting]
If matplotlib is not installed and you wish to do some plotting

Note
The minimum matplotlib version is 1.4.1

An example for IB Data Feeds/Trading:

IbPy doesn’t seem to be in PyPi. Do either:
pip install git+https://github.com/blampe/IbPy.git
or (if git is not available in your system):
pip install https://github.com/blampe/IbPy/archive/master.zip

For other functionalities like: Visual Chart, Oanda, TA-Lib, check
the dependencies in the documentation.
From source:

Place the backtrader directory found in the sources inside your project

Version numbering
X.Y.Z.I

X: Major version number. Should stay stable unless something big is changed
like an overhaul to use numpy
Y: Minor version number. To be changed upon adding a complete new feature or
(god forbids) an incompatible API change.
Z: Revision version number. To be changed for documentation updates, small
changes, small bug fixes
I: Number of Indicators already built into the platform