backtraderTest/main.py
2025-03-12 20:13:22 +08:00

63 lines
1.7 KiB
Python

from __future__ import (absolute_import, division, print_function,
unicode_literals)
import datetime # For datetime objects
import os.path # To manage paths
import sys # To find out the script name (in argv[0])
# Import the backtrader platform
import backtrader as bt
# Import the TestStrategy from the new file
from strategies.lowbuyhighsell_strategy import LowBuyHighSellStrategy
if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()
# Add a strategy
cerebro.addstrategy(LowBuyHighSellStrategy)
# Datas are in a subfolder of the samples. Need to find where the script is
# because it could have been called from anywhere
modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
datapath = os.path.join(modpath, 'candle_test_asc.csv')
# Create a Data Feed
data = bt.feeds.GenericCSVData(
dataname=datapath,
fromdate=datetime.datetime(2022, 1, 1),
todate=datetime.datetime(2022, 12, 31),
dtformat=('%Y-%m-%d %H:%M:%S'),
timeframe=bt.TimeFrame.Days,
compression=1,
datetime=0,
open=1,
high=2,
low=3,
close=4,
volume=5,
openinterest=-1)
# Add the Data Feed to Cerebro
cerebro.adddata(data)
# Set our desired cash start
cerebro.broker.setcash(100000.0)
# Print out the starting conditions
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
# Run over everything
cerebro.run()
# Print out the final result
final_value = cerebro.broker.getvalue()
cash = cerebro.broker.getcash()
portfolio_value = final_value - cash
print('Final Portfolio Value: %.2f' % final_value)
print('Cash: %.2f' % cash)
print('Portfolio Value (Positions): %.2f' % portfolio_value)