example.py

#!/usr/bin/env python3

import time
import backtrader as bt
import datetime as dt

class Example(bt.Strategy):
    def __init__(self):
        self.ema_12 = bt.indicators.ExponentialMovingAverage(plotname='EMA_12', period=12)
        self.ema_26 = bt.indicators.ExponentialMovingAverage(plotname='EMA_26', period=26)
        self.talib_macd = bt.talib.MACD(self.data, plotname='TA_MACD')
        self.macd = bt.indicators.MACD()

    def next(self):
        print("EMA12 = %.2f EMA26 = %.2f DIFF = %.2f" % (self.ema_12.ema[0], self.ema_26.ema[0], float(self.ema_12.ema[0] - self.ema_26.ema[0])))
        print("STD MACD = %.2f" % (self.macd.macd[0]))
        print("TALIB MACD = %.2f" % (self.talib_macd.macd[0]))
        print("--------------")

class CustomDataset(bt.feeds.GenericCSVData):
    params = (
        ('time', -1),
        ('datetime', 0),
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', -1),
    )


def main():
    cerebro = bt.Cerebro(quicknotify=True)
    
    data = CustomDataset(
        name="BTC",
        dataname="dataset/binance_nov_18_may_19_btc.csv",
        timeframe=bt.TimeFrame.Minutes,
        fromdate=dt.datetime(2019, 4, 13),
        todate=dt.datetime(2019, 5, 13),
        nullvalue=0.0
    )

    #cerebro.adddata(data)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=30)

    cerebro.addstrategy(Example)

    cerebro.run()
    cerebro.plot()


if __name__ == "__main__":
    try:
        main()
    except KeyboardInterrupt:
        print("finished.")
    except Exception as err:
        print("Finished with error: ", err)
        raise