main.py

#!/usr/bin/env python3
import time
import backtrader as bt
import datetime as dt
from ccxtbt import CCXTStore

DEBUG = True

class CustomStrategy(bt.Strategy):
	def __init__(self):
		self.order = None
		self.last_operation = "BUY"
		self.status = "DISCONNECTED"


	def notify_data(self, data, status, *args, **kwargs):
		self.status = data._getstatusname(status)
		if status == data.LIVE:
			self.log("LIVE DATA - Ready to trade")
		else:
			print(dt.datetime.now().strftime("%d-%m-%y %H:%M"), "NOT LIVE - %s" % self.status)

	def next(self):
		if self.status != "LIVE":
			self.log("%s - $%.2f" % (self.status, self.data0.close[0]))
			return

		if self.order:
			return

        print('*' * 5, 'NEXT:', bt.num2date(self.data0.datetime[0]), self.data0.close[0])

	def notify_order(self, order):
		if order.status in [order.Submitted, order.Accepted]:
			return

		if order.status in [order.Completed]:
			if order.isbuy():
				self.log(
					'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
					(order.executed.price,
						order.executed.value,
						order.executed.comm))

				self.buyprice = order.executed.price
				self.buycomm = order.executed.comm
			else:
				self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                    order.executed.value,
                    order.executed.comm))

			self.bar_executed = len(self)

		elif order.status in [order.Canceled, order.Margin, order.Rejected]:
			self.log('Order Canceled/Margin/Rejected %s' % order.status)
			self.last_operation = None

		# Write down: no pending order
		self.order = None

	def notify_trade(self, trade):
		if not trade.isclosed:
			return

		color = 'green'
		if trade.pnl < 0:
			color = 'red'

		self.log(colored('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm), color))

	def log(self, txt):
		if not DEBUG:
			return

		dt = self.data0.datetime.datetime()
		print('[%s] %s' % (dt.strftime("%d-%m-%y %H:%M"), txt))


def main():
	cerebro = bt.Cerebro(quicknotify=True)
    broker_config = {
        'apiKey': "*****************",
        'secret': "*****************",
        'nonce': lambda: str(int(time.time() * 1000)),
        'enableRateLimit': True,
    }

    store = CCXTStore(exchange='binance', currency='BTC', config=broker_config, retries=5, debug=True)

    broker_mapping = {
        'order_types': {
            bt.Order.Market: 'market',
            bt.Order.Limit: 'limit',
            bt.Order.Stop: 'stop-loss',  # stop-loss for kraken, stop for bitmex
            bt.Order.StopLimit: 'stop limit'
        },
        'mappings': {
            'closed_order': {
                'key': 'status',
                'value': 'closed'
            },
            'canceled_order': {
                'key': 'result',
                'value': 1
            }
        }
    }

    broker = store.getbroker(broker_mapping=broker_mapping)
    cerebro.setbroker(broker)

    hist_start_date = dt.datetime.utcnow() - dt.timedelta(minutes=2000)
    data = store.getdata(
        dataname='BTC/USDT',
        name="BTC/USDT",
        timeframe=bt.TimeFrame.Minutes,
        fromdate=hist_start_date,
        compression=30,
        ohlcv_limit=99999
    )

    cerebro.adddata(data)
	cerebro.addstrategy(CustomStrategy)
	initial_value = cerebro.broker.getvalue()
	print('Starting Portfolio Value: %.2f' % initial_value)
	result = cerebro.run()
	final_value = cerebro.broker.getvalue()
	print('Final Portfolio Value: %.2f' % final_value)


if __name__ == "__main__":
	try:
		main()
	except KeyboardInterrupt:
		print("finished by user.")
		time = dt.datetime.now().strftime("%d-%m-%y %H:%M")

What can I do if my strategy trades multiple cryptocurrencies? Many data feeds with one base currency.