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kuznetsov-m/backtrader example

Last active April 28, 2021 23:38
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backtrader example
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backtrader example
# file: requirements.txt
#
# backtrader==1.9.76.123
# backtrader-plotting==1.1.0
# file: dt.csv
#
# date,close,high,low,open
# 2017-01-03T15:00:00,115.450,115.815,115.400,115.600
# 2017-01-03T16:00:00,115.370,115.670,115.135,115.450
# 2017-01-03T17:00:00,115.470,115.525,115.270,115.365
# 2017-01-03T18:00:00,115.235,115.495,115.235,115.475
# 2017-01-03T19:00:00,115.435,115.445,115.160,115.235
import pandas as pd
import backtrader as bt
import datetime
cerebro = bt.Cerebro()
cerebro.broker.setcash(100000)
stock_prices = pd.read_csv('dt.csv', index_col='date', parse_dates=True)
print(stock_prices)
feed = bt.feeds.PandasData(dataname=stock_prices)
cerebro.adddata(feed)
cerebro.run()
cerebro.plot(volume=False)
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