50 lines
1.4 KiB
Python
50 lines
1.4 KiB
Python
from __future__ import (absolute_import, division, print_function,
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unicode_literals)
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import datetime # For datetime objects
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import os.path # To manage paths
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import sys # To find out the script name (in argv[0])
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# Import the backtrader platform
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import backtrader as bt
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if __name__ == '__main__':
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# Create a cerebro entity
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cerebro = bt.Cerebro()
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# Datas are in a subfolder of the samples. Need to find where the script is
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# because it could have been called from anywhere
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modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
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datapath = os.path.join(modpath, 'candle_test.csv')
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# Create a Data Feed
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data = bt.feeds.GenericCSVData(
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dataname=datapath,
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fromdate=datetime.datetime(2023, 1, 1),
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todate=datetime.datetime(2023, 12, 31),
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dtformat=('%Y-%m-%d %H:%M:%S'),
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timeframe=bt.TimeFrame.Days,
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compression=1,
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datetime=0,
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open=1,
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high=2,
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low=3,
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close=4,
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volume=5,
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openinterest=-1)
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# Add the Data Feed to Cerebro
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cerebro.adddata(data)
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# Set our desired cash start
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cerebro.broker.setcash(100000.0)
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# Print out the starting conditions
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print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
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# Run over everything
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cerebro.run()
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# Print out the final result
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print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
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