Backtrader中文笔记之Cerebro(大脑)（二次修复）。

* `None`: in this case the datetime displayed by strategies will be in UTC, which has been always the standard behavior
在这种情况下，策略所显示的日期时间将使用UTC，这一直是标准行为

* `pytz` instance. It will be used as such to convert UTC times to the chosen timezone
pytz实例，它将用于将UTC时间转换为所选时区
* `string`. Instantiating a `pytz` instance will be attempted.
字符串  实例化一个`pytz`实例将尝试。
* `integer`. Use, for the strategy, the same timezone as the corresponding `data` in the `self.datas` iterable (`0` would use the timezone from `data0`)
整数 对于策略，使用对应相同的时区。(' 0 '将使用' data0 '的时区)

cheat_on_open (default: False)

The next_open method of strategies will be called. This happens before next and before the broker has had a chance to evaluate orders. The indicators have not yet been recalculated. This allows issuing an orde which takes into account the indicators of the previous day but uses the open price for stake calculations

策略的next_open方法被调用。这发生在next之前，在经纪人评估订单之前。这些指标尚未重新计算。这允许发布一个订单，该订单考虑了前一天的指标，但使用开盘价计算股份下单

For cheat_on_open order execution, it is also necessary to make the call cerebro.broker.set_coo(True) or instantite a broker with BackBroker(coo=True) (where coo stands for cheat-on-open) or set the broker_coo parameter to True. Cerebro will do it automatically unless disabled below.

对于cheat_on_open的订单执行，还是需要进行调用的cerebro.broker.set_coo(True)，或者broker实例里面添加参数BackBroker(coo=True)，或者设置broker_coo参数为True。Cerebro会自动完成，除非下面禁用。

broker_coo (default: True)

This will automatically invoke the set_coo method of the broker with True to activate cheat_on_open execution. Will only do it if cheat_on_open is also True

这将自动调用broker的set_coo方法(True)来激活cheat_on_open执行。只有在cheat_on_open也为真时才会这样做

quicknotify (default: False)

Broker notifications are delivered right before the delivery of the next prices. For backtesting this has no implications, but with live brokers a notification can take place long before the bar is delivered. When set to True notifications will be delivered as soon as possible (see qcheck in live feeds)

Broker通知将在下一个价格交割之前送达。对于回溯测试，这没有任何影响，但是对于实时代理来说，通知可以在bar交付之前很久发生。当设置为True时，将尽快发送通知（请参阅livefeeds中的qcheck）

Set to False for compatibility. May be changed to True

为兼容性设置为False。可以将其设置为True

addstorecb(callback)

Adds a callback to get messages which would be handled by the notify_store method

添加一个回调以获取将由notify_store方法处理的消息

The signature of the callback must support the following:

回调的签名必须支持以下内容：

callback(msg, *args, **kwargs)

The actual msg, *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

接收到的实际消息、*arg和**kwarg是实现定义的（完全取决于数据/代理/存储），但一般来说，人们应该希望它们是可打印的，以便接收和实验。

notify_store(msg, *args, **kwargs)

Receive store notifications in cerebro

在cerebro接收存储的消息

This method can be overridden in Cerebro subclasses

这个方法可以被Cerebro的子类覆盖修改

The actual msg, *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

接收到的实际消息、*arg和**kwarg是实现定义的（完全取决于数据/代理/存储），但一般来说，人们应该希望它们是可打印的，以便接收和实验。

adddatacb(callback)

Adds a callback to get messages which would be handled by the notify_data method

添加一个回调以获取将由notify_data方法处理的消息

The signature of the callback must support the following:

回调的签名必须支持以下内容：

callback(data, status, *args, **kwargs)

The actual *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

实际接收到的*arg和**kwarg是实现定义的（完全取决于数据/代理/存储），但一般情况下，应该希望它们是可打印的，以便接收和实验。

notify_data(data, status, *args, **kwargs)

Receive data notifications in cerebro

在cerbro接收数据通知

This method can be overridden in Cerebro subclasses

该方法能在Cerebro的子类被覆盖重写

The actual *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

实际接收到的*arg和**kwarg是实现定义的（完全取决于数据/代理/存储），但一般情况下，应该希望它们是可打印的，以便接收和实验。

adddata(data, name=None)

Adds a Data Feed instance to the mix.

添加数据源的实例

If name is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name不是None，它将被放入data._ name，用于装饰/打印目的。

resampledata(dataname, name=None, **kwargs)

Adds a Data Feed to be resample by the system

添加系统需要的重采集数据源

If name is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name不是None，它将被放入data._ name，用于装饰/打印目的。

Any other kwargs like timeframe, compression, todate which are supported by the resample filter will be passed transparently

另外的一些重采样支持的关键字参数，比如timeframe, compression, todate，都能被传递。

replaydata(dataname, name=None, **kwargs)

Adds a Data Feed to be replayed by the system

添加系统需要的回放数据源

If name is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name不是None，它将被放入data._ name，用于装饰/打印目的。

Any other kwargs like timeframe, compression, todate which are supported by the replay filter will be passed transparently

另外的一些回放支持的关键字参数，比如timeframe, compression, todate，都能被传递

chaindata(*args, **kwargs)

Chains several data feeds into one

将多个数据源链接到一个

If name is passed as named argument and is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name作为命名参数传递，而不是None，它将被放入data._name，这是为了装饰/打印的目的。

If None, then the name of the 1^st data will be used

如果没有，则使用第一个数据的名称

rolloverdata(*args, **kwargs)

Chains several data feeds into one

将多个数据源链接到一个

If name is passed as named argument and is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name作为命名参数传递，而不是None，它将被放入data._name，这是为了装饰/打印的目的。

If None, then the name of the 1^st data will be used

如果没有，则使用第一个数据的名称

Any other kwargs will be passed to the RollOver class

任何其他的关键字参数都会传递给RollOver类

addstrategy(strategy, *args, **kwargs)

Adds a Strategy class to the mix for a single pass run. Instantiation will happen during run time.

将一个策略类添加到单次传递的组合中。实例化将在运行时发生。

args and kwargs will be passed to the strategy as they are during instantiation.

arg和kwarg将在实例化期间传递给策略

Returns the index with which addition of other objects (like sizers) can be referenced

返回可以引用添加的其他对象（如sizer）的索引，第一次添加是1，第二次添加是2。

optstrategy(strategy, *args, **kwargs)

Adds a Strategy class to the mix for optimization. Instantiation will happen during run time.

将策略类添加到组合中以进行优化。实例化将在运行时发生。

args and kwargs MUST BE iterables which hold the values to check.

arg和kwargs必须是可迭代的，它们保存要检查的值。

Example: if a Strategy accepts a parameter period, for optimization purposes the call to optstrategy looks like:

示例：如果策略接受参数周期，则为了优化目的，调用optstrategy如下所示：

cerebro.optstrategy(MyStrategy, period=(15, 25))

This will execute an optimization for values 15 and 25. Whereas

这将对值15和25执行优化。鉴于

cerebro.optstrategy(MyStrategy, period=range(15, 25))

will execute MyStrategy with period values 15 -> 25 (25 not included, because ranges are semi-open in Python)

将使用值15->25执行MyStrategy（不包括25，因为在Python中范围是半开放的）

If a parameter is passed but shall not be optimized the call looks like:

如果传递了一个参数，但不应进行优化，则调用如下所示：

cerebro.optstrategy(MyStrategy, period=(15,))

Notice that period is still passed as an iterable … of just 1 element

注意，period仍然作为一个iterable…传递，只有1个元素

backtrader will anyhow try to identify situations like:

不管怎样，backtrader都会尝试识别以下情况：

cerebro.optstrategy(MyStrategy, period=15)

and will create an internal pseudo-iterable if possible

如果可能的话，将创建一个内部伪iterable

optcallback(cb)

Adds a callback to the list of callbacks that will be called with the optimizations when each of the strategies has been run

将回调添加到回调列表中，当每个策略都已运行时，将使用优化调用该回调

The signature: cb(strategy)

addindicator(indcls, *args, **kwargs)

Adds an Indicator class to the mix. Instantiation will be done at run time in the passed strategies

添加指标类类。实例化将在运行时在传递的策略中完成

addobserver(obscls, *args, **kwargs)

Adds an Observer class to the mix. Instantiation will be done at run time

将观察者类添加到混合中。实例化将在运行时完成

addobservermulti(obscls, *args, **kwargs)

Adds an Observer class to the mix. Instantiation will be done at run time

将观察者类添加到混合中。实例化将在运行时完成

It will be added once per “data” in the system. A use case is a buy/sell observer which observes individual datas.

他将在系统中每个“数据”添加时添加一次。用例买卖观察者需要观察每一份数据。

A counter-example is the CashValue, which observes system-wide values

一个反例是CashValue，他是观察整个系统的值。

addanalyzer(ancls, *args, **kwargs)

Adds an Analyzer class to the mix. Instantiation will be done at run time

添加一个分析器的类。在cerebro运行期间实例化

addwriter(wrtcls, *args, **kwargs)

Adds an Writer class to the mix. Instantiation will be done at run time in cerebro

将Writer类添加到混合中。实例化将在运行时在大脑中完成

run(**kwargs)

The core method to perform backtesting. Any kwargs passed to it will affect the value of the standard parameters Cerebro was instantiated with.

执行回溯测试的核心方法。传递给它的任何kwargs都会影响实例化的标准参数Cerebro的值。

If cerebro has not datas the method will immediately bail out.

如果大脑没有数据，该方法将立即退出。

It has different return values:

For No Optimization: a list contanining instances of the Strategy classes added with addstrategy
对于无优化：一个包含添加了addstrategy的策略类实例的列表
For Optimization: a list of lists which contain instances of the Strategy classes added with addstrategy
对于优化：包含添加了addstrategy的策略类实例的列表列表

runstop()

If invoked from inside a strategy or anywhere else, including other threads the execution will stop as soon as possible.

如果从策略内部或任何其他地方调用，包括其他线程，执行将尽快停止。

setbroker(broker)

Sets a specific broker instance for this strategy, replacing the one inherited from cerebro.

为该策略设置一个特定的broker实例，替换从大脑继承的broker。

getbroker()

Returns the broker instance.

返回代理实例。

This is also available as a property by the name broker

同样也可以通过broker属性得到

plot(plotter=None, numfigs=1, iplot=True, start=None, end=None, width=16, height=9, dpi=300, tight=True, use=None, **kwargs)

Plots the strategies inside cerebro

在cerebro内部绘画策略

If plotter is None a default Plot instance is created and kwargs are passed to it during instantiation.

如果plotter为None，则创建一个默认的打印实例，并在实例化期间向其传递kwargs。

numfigs split the plot in the indicated number of charts reducing chart density if wished

numfigs将图分成指定数量的图表，如果需要，可减少图表密度

iplot: if True and running in a notebook the charts will be displayed inline

iplot：如果为True并且在笔记本中运行，则图表将以内联方式显示

use: set it to the name of the desired matplotlib backend. It will take precedence over iplot

use:将其设置为所需的matplotlib后端名称。它将优先于iplot

start: An index to the datetime line array of the strategy or a datetime.date, datetime.datetime instance indicating the start of the plot

start：设置绘图的开始时间

end: An index to the datetime line array of the strategy or a datetime.date, datetime.datetime instance indicating the end of the plot

end：设置绘图的结束时间

width: in inches of the saved figure

宽度：以保存图形的英寸为单位

height: in inches of the saved figure

高度：以保存图形的英寸为单位

dpi: quality in dots per inches of the saved figure

dpi：保存图形的每英寸点数质量

tight: only save actual content and not the frame of the figure

tight:只保存实际内容，不保存图形的框架

addsizer(sizercls, *args, **kwargs)

Adds a Sizer class (and args) which is the default sizer for any strategy added to cerebro

添加一个Sizer类(和args)，它是添加到cerebro的任何策略的默认Sizer

addsizer_byidx(idx, sizercls, *args, **kwargs)

Adds a Sizer class by idx. This idx is a reference compatible to the one returned by addstrategy. Only the strategy referenced by idx will receive this size

通过idx添加一个Sizer类。这个idx是一个与addstrategy返回的引用兼容的引用。只有idx引用的策略才会收到这个大小

针对不同的策略设置不同的Sizer

add_signal(sigtype, sigcls, *sigargs, **sigkwargs)

Adds a signal to the system which will be later added to a SignalStrategy

向系统添加一个信号，该信号稍后将被添加到信号策略中

signal_concurrent(onoff)

If signals are added to the system and the concurrent value is set to True, concurrent orders will be allowed

如果将信号添加到系统中，并且将并发值设置为True，则允许并发订单

signal_accumulate(onoff)

If signals are added to the system and the accumulate value is set to True, entering the market when already in the market, will be allowed to increase a position

如果信号被添加到系统中，并且累计值被设置为True，进入市场时已经在市场中，将被允许增加一个头寸

signal_strategy(stratcls, *args, **kwargs)

Adds a SignalStrategy subclass which can accept signals

添加可以接受信号的SignalStrategy子类

addcalendar(cal)

Adds a global trading calendar to the system. Individual data feeds may have separate calendars which override the global one

向系统添加一个全球交易日历。单个数据提要可能具有覆盖全局提要的单独日历

cal can be an instance of TradingCalendar a string or an instance of pandas_market_calendars. A string will be will be instantiated as a PandasMarketCalendar (which needs the module pandas_market_calendar installed in the system.

cal可以是TradingCalendar字符串的实例，也可以是pandas_market_calendar的实例。一个字符串将被实例化为一个pandasmarket_calendar(它需要在系统中安装pandas_market_calendar模块)。

If a subclass of TradingCalendarBase is passed (not an instance) it will be instantiated

如果传递了TradingCalendarBase的子类(不是实例)，那么它将被实例化

addtz(tz)

This can also be done with the parameter tz

这也可以通过参数tz来实现

Adds a global timezone for strategies. The argument tz can be

为策略添加全局时区。tz可以是

None: in this case the datetime displayed by strategies will be in UTC, which has been always the standard behavior
None:在这种情况下，策略显示的日期时间将以UTC表示，这一直是标准行为
pytz instance. It will be used as such to convert UTC times to the chosen timezone
pytz实例。它将用于将UTC时间转换为所选时区
string. Instantiating a pytz instance will be attempted.
字符串。将尝试实例化pytz实例。
integer. Use, for the strategy, the same timezone as the corresponding data in the self.datas iterable (0 would use the timezone from data0)
整数。对于策略，请使用相应数据相同的时区self.datas iterable（0将使用数据0中的时区）

add_timer(when, offset=datetime.timedelta(0), repeat=datetime.timedelta(0), weekdays=[], weekcarry=False, monthdays=[], monthcarry=True, allow=None, tzdata=None, strats=False, cheat=False, *args, **kwargs)

Schedules a timer to invoke notify_timer

调度一个计时器来调用notify_timer

Parameters

when (-) – can be
- datetime.time instance (see below tzdata)
- bt.timer.SESSION_START to reference a session start
- bt.timer.SESSION_END to reference a session end
- offset which must be a datetime.timedelta instance
Used to offset the value when. It has a meaningful use in combination with SESSION_START and SESSION_END, to indicated things like a timer being called 15 minutes after the session start.
- repeat which must be a datetime.timedelta instance
  
  Indicates if after a 1^st call, further calls will be scheduled within the same session at the scheduled repeat delta
  
  Once the timer goes over the end of the session it is reset to the original value for when
- weekdays: a sorted iterable with integers indicating on which days (iso codes, Monday is 1, Sunday is 7) the timers can be actually invoked
  
  If not specified, the timer will be active on all days
- weekcarry (default: False). If True and the weekday was not seen (ex: trading holiday), the timer will be executed on the next day (even if in a new week)
- monthdays: a sorted iterable with integers indicating on which days of the month a timer has to be executed. For example always on day 15 of the month
  
  If not specified, the timer will be active on all days
- monthcarry (default: True). If the day was not seen (weekend, trading holiday), the timer will be executed on the next available day.
- allow (default: None). A callback which receives a datetime.date` instance and returns True if the date is allowed for timers or else returns False
- tzdata which can be either None (default), a pytz instance or a data feed instance.
  
  None: when is interpreted at face value (which translates to handling it as if it where UTC even if it’s not)
  
  pytz instance: when will be interpreted as being specified in the local time specified by the timezone instance.
  
  data feed instance: when will be interpreted as being specified in the local time specified by the tz parameter of the data feed instance.
  
  Note
  
  If when is either SESSION_START or SESSION_END and tzdata is None, the 1^st data feed in the system (aka self.data0) will be used as the reference to find out the session times.
- strats (default: False) call also the notify_timer of strategies
- cheat (default False) if True the timer will be called before the broker has a chance to evaluate the orders. This opens the chance to issue orders based on opening price for example right before the session starts
- *args: any extra args will be passed to notify_timer
- **kwargs: any extra kwargs will be passed to notify_timer

Return Value:

The created timer

notify_timer(timer, when, *args, **kwargs)

Receives a timer notification where timer is the timer which was returned by add_timer, and when is the calling time. args and kwargs are any additional arguments passed to add_timer

接收一个计时器通知，其中timer是由add_timer返回的计时器，when是调用时间。args和kwargs是传递给add_timer的任何附加参数

The actual when time can be later, but the system may have not be able to call the timer before. This value is the timer value and no the system time.

实际时间可以晚一点，但系统可能已经无法调用之前的计时器。这个值是定时器值，不是系统时间。

add_order_history(orders, notify=True)

Add a history of orders to be directly executed in the broker for performance evaluation

添加要在代理中直接执行的订单的历史记录以进行性能评估

orders: is an iterable (ex: list, tuple, iterator, generator) in which each element will be also an iterable (with length) with the following sub-elements (2 formats are possible)

[datetime, size, price] or [datetime, size, price, data]

Note

it must be sorted (or produce sorted elements) by datetime ascending

where:
- datetime is a python date/datetime instance or a string with format YYYY-MM-DD[THH:MM:SS[.us]] where the elements in brackets are optional
- size is an integer (positive to buy, negative to sell)
- price is a float/integer
- data if present can take any of the following values
  - None - The 1^st data feed will be used as target
  - integer - The data with that index (insertion order in Cerebro) will be used
  - string - a data with that name, assigned for example with cerebro.addata(data, name=value), will be the target
notify (default: True)

If True the 1^st strategy inserted in the system will be notified of the artificial orders created following the information from each order in orders
如果为真，系统中插入的第一个策略将被通知根据订单中每个订单的信息创建的人工订单

Note

Implicit in the description is the need to add a data feed which is the target of the orders. This is for example needed by analyzers which track for example the returns

区块链散户一枚

Python中毒爱好者

Gathering input

Execute the backtesting

Standard Observers

Returning the results

Giving access to the plotting facilities

Backtesting logic

回测逻辑

Reference

class backtrader.Cerebro()

addstorecb(callback)

notify_store(msg, *args, **kwargs)

adddatacb(callback)

notify_data(data, status, *args, **kwargs)

adddata(data, name=None)

resampledata(dataname, name=None, **kwargs)

replaydata(dataname, name=None, **kwargs)

chaindata(*args, **kwargs)

rolloverdata(*args, **kwargs)

addstrategy(strategy, *args, **kwargs)

optstrategy(strategy, *args, **kwargs)

optcallback(cb)

addindicator(indcls, *args, **kwargs)

addobserver(obscls, *args, **kwargs)

addobservermulti(obscls, *args, **kwargs)

addanalyzer(ancls, *args, **kwargs)

addwriter(wrtcls, *args, **kwargs)

run(**kwargs)

runstop()

setbroker(broker)

getbroker()

plot(plotter=None, numfigs=1, iplot=True, start=None, end=None, width=16, height=9, dpi=300, tight=True, use=None, **kwargs)

addsizer(sizercls, *args, **kwargs)

addsizer_byidx(idx, sizercls, *args, **kwargs)

add_signal(sigtype, sigcls, *sigargs, **sigkwargs)

signal_concurrent(onoff)

signal_accumulate(onoff)

signal_strategy(stratcls, *args, **kwargs)

addcalendar(cal)

addtz(tz)

add_timer(when, offset=datetime.timedelta(0), repeat=datetime.timedelta(0), weekdays=[], weekcarry=False, monthdays=[], monthcarry=True, allow=None, tzdata=None, strats=False, cheat=False, *args, **kwargs)

notify_timer(timer, when, *args, **kwargs)

add_order_history(orders, notify=True)

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