摘要:官方链接:https://pypi.org/project/pytz/ Introduction pytz brings the Olson tz database into Python. This library allows accurate and cross platform timezo
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摘要:原文地址:https://www.backtrader.com/docu/timemgmt/ DateTime Management 日期时间管理 Up until release 1.5.0, backtrader used a direct approach to time management
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摘要:原文链接:https://backtrader.com/blog/posts/2016-06-21-livedata-feed/live-data-feed/ Starting with release 1.5.0, backtrader supports Live Data Feeds and L
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摘要:Sizers Reference FixedSize class backtrader.sizers.FixedSize() This sizer simply returns a fixed size for any operation. Size can be controlled by num
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摘要:Sizers Smart Staking A Strategy offers methods to trade, namely: buy, sell and close. Let’s see the signature of buy: 策略提供了交易的方法,即:买入、卖出和成交。让我们看看buy的签
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摘要:Fillers 填充 The backtrader broker simulation has a default strategy when it comes to using volume for order execution: 当使用成交量来执行订单时,backtrader-broker模拟
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摘要:这个感觉就是只能用来,在当前的开盘前下单,用的当天的开盘价可以参考买入股份,信号的处理,买入的时间,买入的价格,与正常的没有任何区别 Release 1.9.44.116 adds support for Cheat-On-Open. This seems to be a demanded feat
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摘要:backtesting cannot guarantee real market conditions. No matter how good the market simulation is, under real market conditions slippage can happen. Th
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摘要:Trade Definition of a trade: A Trade is open when the a position in a instrument goes from 0 to a size X which may positive/negative for long/short po
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摘要:Position on an asset is usually checked from within a Strategy with: 资产情况通常通过以下方式从策略内部进行检查: position (a property) or getposition(data=None, broker=Non
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摘要:Reference class backtrader.brokers.BackBroker() class backtrader.BackBroker() 上面两个一个对象 Broker Simulator 经纪人【券商】 模拟器 The simulation supports different
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摘要:Orders 订单 Cerebro is the key control system in backtrader and Strategy (a subclass) is the key control point of the end user. The latter needs a chain
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摘要:Order Management and Execution 订单管理与执行 Backtesting, and hence backtrader, would not be complete if orders could not be simulated. To do so, the follow
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摘要:官方链接:https://www.backtrader.com/blog/posts/2015-08-12-observers-and-statistics/observers-and-statistics/ Strateties running inside the backtrader do m
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摘要:AnnualReturn 年利润 class backtrader.analyzers.AnnualReturn() This analyzer calculates the AnnualReturns by looking at the beginning and end of the year
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摘要:The integration of a portfolio tool, namely pyfolio, came up with in Ticket #108. A first look at the tutorial deemed it as difficult, given the tight
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摘要:Note As of (at least) 2017-07-25 the pyfolio APIs have changed and create_full_tear_sheet no longer has a gross_lev as a named argument. Consequently
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摘要:Analyzers 分析仪 Be it backtesting or trading, being able to analyze the performance of the trading system is key to understanding if not only profit has
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摘要:参考链接:https://www.backtrader.com/blog/posts/2015-09-25-tickdata-resample/resample-tickdata/ backtrader could already do resampling up from minute data.
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