2：设置初始资金

import backtrader as bt
if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(100000.00)    # 设置初始资金金额
    初始资金 = cerebro.broker.getvalue()
    print(f'初始资金:{初始资金}')
    cerebro.run()
    期末资金 =  cerebro.broker.getvalue()
    print(f'期末资金:{期末资金}')

3：加入交易数据

# -*- coding:utf-8 -*-
import backtrader as bt
#####################
import pandas as pd
import os
import datetime
import matplotlib.pyplot as plt

#####################



class AceStrategy(bt.Strategy):
    pass

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro = bt.Cerebro(stdstats=False)
    # cerebro.addobserver(bt.observers.Broker)
    # cerebro.addobserver(bt.observers.Trades)
    # cerebro.addobserver(bt.observers.BuySell)
    # cerebro.addobserver(bt.observers.DrawDown)
    # cerebro.addobserver(bt.observers.Value)
    # cerebro.addobserver(bt.observers.TimeReturn)
    cerebro.broker.set_cash(100000.00)  # 设置初始资金金额
    初始资金 = cerebro.broker.getvalue()
    print(f'初始资金:{初始资金}')


    #####################
    数据地址= os.path.join(os.path.join(os.getcwd(),"数据地址"),"002342.csv") #本次是单个，未来可以用循环遍历，列表表达式用if 过滤CSV
    # print(数据地址)
    data =pd.read_csv(数据地址,index_col ="date",parse_dates = True)
    # data.index=pd.to_datetime(data.date)
    # data.drop(columns=["date"],inplace=True)
    # print(data)
    日线 = bt.feeds.PandasData(     dataname=data,
                                    fromdate=datetime.datetime(2020, 1, 1),
                                    todate=datetime.datetime(2020,10, 18)
                                    )


    cerebro.adddata(日线)
    cerebro.addstrategy(AceStrategy)
    #####################
    cerebro.run()
    期末资金 =  cerebro.broker.getvalue()
    print(f'期末资金:{期末资金}')
    #####################
    cerebro.plot(style = "candle")
    #####################

4：创建策略_看顺序

# -*- coding:utf-8 -*-
import backtrader as bt
#####################
import pandas as pd
import os
import datetime


class AceStrategy(bt.Strategy):
    params = (
        ('maperiod',20),
    )

    def log(self):
        pass


    def __init__(self):
        print(f'init___{self.datas[0].datetime.date(0)}')
        # self.dataclose = self.datas[0].close
        self.sma_5 = bt.indicators.SimpleMovingAverage(
            self.data0.close, period=self.params.maperiod)


    def start(self):
        print(f"start!___{self.datas[0].datetime.date(0)}")

    def prenext(self):
        print(f"prenext___{self.datas[0].datetime.date(0)}")

    def nextstart(self):
        print(f'nextstart___{self.datas[0].datetime.date(0)}')

    def notify_order(self):
        pass

    def notify_trade(self):
        pass


    def next(self):
        print(f'next___{self.datas[0].datetime.date(0)}, ma_5:{round(self.sma_5[0],2)}, 前一天MA_5:{round(self.sma_5[-1],2)}')

    def stop(self):
        print(f"stop___{self.datas[0].datetime.date(0)}")


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(100000.00)  # 设置初始资金金额
    初始资金 = cerebro.broker.getvalue()
    print(f'初始资金:{初始资金}')
    数据地址= os.path.join(os.path.join(os.getcwd(),"数据地址"),"002342.csv") #本次是单个，未来可以用循环遍历，列表表达式用if 过滤CSV
    # print(数据地址)
    data =pd.read_csv(数据地址)
    data.index=pd.to_datetime(data.date)
    data.drop(columns=["date"],inplace=True)
    # print(data)
    日线 = bt.feeds.PandasData(     dataname=data,
                                    fromdate=datetime.datetime(2020, 9, 10),
                                    todate=datetime.datetime(2020, 10, 20)
                                    )
    cerebro.adddata(日线)
    cerebro.addstrategy(AceStrategy)
    cerebro.run()
    期末资金 =  cerebro.broker.getvalue()
    print(f'期末资金:{期末资金}')
    # cerebro.plot()

5：第一个简单策略

# -*- coding:utf-8 -*-
import backtrader as bt
#####################
import pandas as pd
import os
import datetime
import matplotlib.pyplot as plt
plt.rcParams['font.sans-serif'] = ['SimHei']

class AceStrategy(bt.Strategy):
    params = (
        ('maperiod_3', 3),
        ('maperiod_5',5)
    )

    def __init__(self):
        print(f'init___{self.datas[0].datetime.date(0)}')
        self.dataclose = self.datas[0].close
        self.sma_3 = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod_3)
        self.sma_5 = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod_5)
        self.order = None
        # self.sma_3.plotinfo.plot = False
        # self.sma_5.plotinfo.plot = False

    def start(self):
        pass

    def prenext(self):
        pass

    def nextstart(self):
        pass

    # def notify_order(self, order):
    #     if order.status in [order.Submitted, order.Accepted]:
    #         return
    #     if order.status in [order.Completed]:
    #         pass
    #         self.bar_executed = len(self)
    #     elif order.status in [order.Canceled, order.Margin, order.Rejected]:
    #         pass
    #     self.order = None # 无挂起

    def next(self):
        # if self.order:
        #     return
        if not self.position:
            if self.sma_3[0]>self.sma_5[0]:
                self.order = self.buy(size=1000)
                print(f"{self.datas[0].datetime.date(0)},买入！价格为{self.dataclose[0]}")
        else:
            if self.sma_3[0]<self.sma_5[0]:
                self.order = self.sell(size=1000)
                print(f"{self.datas[0].datetime.date(0)},卖出！价格为{self.dataclose[0]}")

    def stop(self):
        pass


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(100000.00)  # 设置初始资金金额
    cerebro = bt.Cerebro(stdstats=False)
    cerebro.addobserver(bt.observers.Broker)
    # cerebro.addobserver(bt.observers.Trades)
    cerebro.addobserver(bt.observers.BuySell)
    # cerebro.addobserver(bt.observers.DrawDown)
    cerebro.addobserver(bt.observers.Value)
    # cerebro.addobserver(bt.observers.TimeReturn)
    初始资金 = cerebro.broker.getvalue()
    print(f'初始资金:{初始资金}')
    数据地址= os.path.join(os.path.join(os.getcwd(),"数据地址"),"002342.csv") #本次是单个，未来可以用循环遍历，列表表达式用if 过滤CSV
    # print(数据地址)
    data =pd.read_csv(数据地址)
    data.index=pd.to_datetime(data.date)
    data.drop(columns=["date"],inplace=True)
    # print(data)
    日线 = bt.feeds.PandasData(     dataname=data,
                                    fromdate=datetime.datetime(2020, 1, 1),
                                    todate=datetime.datetime(2020, 10, 12)
                                    )
    cerebro.adddata(日线)
    cerebro.addstrategy(AceStrategy)
    cerebro.run()
    期末资金 =  cerebro.broker.getvalue()
    print(f'期末资金:{期末资金}')
    cerebro.plot(style = "candle")

 

6：编写指标_平台突破

查看代码

# -*- coding:utf-8 -*-
import backtrader as bt
#####################
import pandas as pd
import os
import datetime
import matplotlib.pyplot as plt
plt.rcParams['font.sans-serif'] = ['SimHei']

class Platform(bt.Indicator):
    lines = ("上轨","下轨")

    def __init__(self):
        self.addminperiod(6)   #5天的平台

    def next(self):
        self.上轨[0]= max(self.data.high.get(ago = -1,size =5))
        self.下轨[0] = min(self.data.low.get(ago=-1, size=5))

class AceStrategy(bt.Strategy):

    def __init__(self):
        self.上下轨 = Platform(self.data)
        self.买入信号 = bt.indicators.CrossOver(self.datas[0].close,self.上下轨.上轨)
        self.卖出信号 = bt.indicators.CrossDown(self.data.close, self.上下轨.下轨)
        # self.order = None
        self.买入信号.plotinfo.plot = False
        self.卖出信号.plotinfo.plot = False
        self.上下轨.plotinfo.plotmaster = self.data  #类似通达信的 是否在主图显示
        # self.卖出信号.plotinfo.plot = False



    def start(self):
        pass

    def prenext(self):
        pass

    def nextstart(self):
        pass

    def next(self):
        # if self.order:
        #     return
        if not self.position:
            if self.买入信号[0] ==1:
                self.order = self.buy(size=1000)
                print(f"{self.datas[0].datetime.date(0)},买入！价格为{self.data.close[0]}")
        else:
            if self.卖出信号[0] == 1:
                self.order = self.sell(size=1000)
                print(f"{self.datas[0].datetime.date(0)},卖出！价格为{self.data.close[0]}")
        pass

    def stop(self):
        if  self.position:
            self.order = self.sell(size=1000)
            print(f"{self.datas[0].datetime.date(0)},卖出！价格为{self.data.close[0]}")


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(100000.00)  # 设置初始资金金额
    初始资金 = cerebro.broker.getvalue()
    print(f'初始资金:{初始资金}')
    数据地址= os.path.join(os.path.join(os.getcwd(),"数据地址"),"002342.csv") #本次是单个，未来可以用循环遍历，列表表达式用if 过滤CSV
    # print(数据地址)
    data =pd.read_csv(数据地址)
    data.index=pd.to_datetime(data.date)
    data.drop(columns=["date"],inplace=True)
    print(data)
    日线 = bt.feeds.PandasData(     dataname=data,
                                    fromdate=datetime.datetime(2020, 1, 1),
                                    todate=datetime.datetime(2020, 10, 12)
                                    )
    cerebro.adddata(日线)
    cerebro.addstrategy(AceStrategy)
    cerebro.run()
    期末资金 =  cerebro.broker.getvalue()
    print(f'期末资金:{期末资金}')
    cerebro.plot(style = "candle")

7：双周期

import backtrader as bt
import pandas as pd
import os
import datetime
import matplotlib.pyplot as plt
plt.rcParams['font.sans-serif'] = ['SimHer']

class Platform(bt.Indicator):
    lines = ("上轨","下轨")
    params = (
        ("周期" , 5),
    )

    def __init__(self):
        self.addminperiod(self.params.周期 + 1)


    def next(self):
        self.上轨[0] = max(self.data.high.get(ago=-1, size=self.params.周期))
        self.下轨[0] = min(self.data.low.get(ago=-1, size=self.params.周期))

class AceStrategy(bt.Strategy):
    params = (
        ("周期", 5),
    )

    def __init__(self):
        self.上下轨 = Platform(self.data1 ,周期= self.params.周期)
        self.上下轨 = self.上下轨()
        self.上下轨.plotinfo.plotmaster = self.data0

        self.买入信号 = bt.indicators.CrossOver(self.data0.close,self.上下轨.上轨)
        self.卖出信号 = bt.indicators.CrossDown(self.data0.close,self.上下轨.下轨)
        self.买入信号.plotinfo.plot = False
        self.卖出信号.plotinfo.plot = False



    def start(self):
        pass

    def prenext(self):
        print(f'数据准备时间：{self.data0.datetime.datetime(0)}')

    def nextstart(self):
        pass

    def next(self):
        # # if self.order:
        # #     return
        if not self.position:
            if self.买入信号[0] ==1:
                self.order = self.buy(size=1000)
                print(f"{self.data1.datetime.date(0)},买入！价格为{self.data0.close[0]}")
        else:
            if self.卖出信号[0] == 1:
                self.order = self.sell(size=1000)
                print(f"{self.data1.datetime.date(0)},卖出！价格为{self.data0.close[0]}")
        # pass

    def stop(self):
        if  self.position:
            self.order = self.sell(size=1000)
            print(f"{self.datas[0].datetime.date(0)},卖出！价格为{self.data.close[0]}")


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(100000.0)
    数据地址= os.path.join(os.path.join(os.getcwd(),"数据地址"),"002342_30M.csv")
    data = pd.read_csv(数据地址,index_col = "date",parse_dates=True)
    print(data)
    三十分钟线 = bt.feeds.PandasData(dataname=data,
                                fromdate = datetime.datetime(2020,3,1),
                                todate = datetime.datetime(2020,10,16),
                                timeframe = bt.TimeFrame.Minutes,
                                compression = 30
                             )
    cerebro.adddata(三十分钟线) #self.data
    cerebro.resampledata(三十分钟线,timeframe = bt.TimeFrame.Days)   #self.data1
    cerebro.addstrategy(AceStrategy)
    cerebro.run()
    期末资金 = cerebro.broker.getvalue()
    print(f'期末资金:{期末资金}')
    cerebro.plot(style = "candle")