Simple example of Backtrader strategy with inline data

backtrader_example.py

import backtrader as bt
import pandas as pd
from io import StringIO

class TestStrategy(bt.Strategy):
    def next(self):
        if self.position.size == 0:
            self.buy(size=10)
        else:
            self.sell(size=10)

    def notify_order(self, order):
        if order.status == order.Completed:
            print(f"{order.ordtypename()} completed at price {order.executed.price}")

if __name__ == '__main__':
    #make sure you use tabs as separators, not spaces in this input string, or change the separator in `read_csv` below
    data ="""
datetime	open	close
2022-01-01	10.1	10.2
2022-01-02	15.1	15.2
2022-01-03	20.1	20.2
    """
    
    prices = StringIO(data)
    df = pd.read_csv(prices, sep = '\t', parse_dates=True, index_col=0)

    pricedata = bt.feeds.PandasData(dataname = df)
    cerebro = bt.Cerebro()
    cerebro.addstrategy(TestStrategy)
    cerebro.adddata(pricedata)

    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

    cerebro.run()

    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

Output:

Starting Portfolio Value: 10000.00
Buy completed at price 15.1
Sell completed at price 20.1
Final Portfolio Value: 10050.00

This is an example of how to output more detailed debug info:

    def notify_order(self, order):
        id = order.ref
        created = bt.num2date(order.created.dt).strftime('%Y-%m-%d %H:%M')
        status_name = order.Status[order.status]
        ordtype_name = order.ordtypename()
        exectype_name = order.ExecTypes[order.exectype]
        
        order_header = f"#{id} {ordtype_name}: {status_name}: "
        order_info = f"{order.size} @ {order.price}"
        exec_info = f"{order.executed.size} @ {order.executed.price}"
        if order.status == order.Completed:
            print(f"{order_header}{exec_info}")
        elif order.status in [order.Submitted, order.Accepted]:
            print(f"{order_header}{order_info}")
        else:
            print(f"{order_header}")