Backtrader 文档学习-Operating the platform

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已于 2023-12-15 09:48:53 修改

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分类专栏： BackTrader 数据分析文章标签： python 量化 BackTrader

于 2023-12-15 09:39:48 首次发布

本文链接：https://blog.csdn.net/qq_39065491/article/details/135007993

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Backtrader 文档学习-Operating the platform

1. 行迭代器

Line迭代器模仿Python的迭代器，但实际上与它们之间并没有关系。
行迭代器概念描述：

Line迭代器启动从属Line迭代器，告诉它们进行迭代

backtrader.linebuffer.LineBuffer

感觉需要从数据类型上理解，是两个类，linebuffer 的从属类LineBuffer 。

Line 迭代器在其自己声明的Line赋值，进行迭代

迭代中最关键的就是next函数，就像python普通的迭代器一样，一个类（对象）只要含有“iter”、"next"两个方法，定义为为迭代器。

next方法
每一次迭代，next都会被调用。如前面所述，数据源（datas）中的line（例如close）是逻辑计算的基础，line是一组数据，在next中会自动移动到下一个索引，就是对line中的bars逐一处理。
非标准迭代器，多两个方法：
prenext
在最小周期满足之前，每次迭代都会调用。
nextstart
当最小周期满足的时候，调用一次。
默认行为是将调用转发到next，如果需要可以重写。

2.Indicators的额外方法

为了加快操作速度，Indicators支持称为runonce的批量操作模式，其实并不是必须的（next方法足够使用了），但是却确实有效减少了操作时间，在大数据处理的时候有用。
once方法实现机制是：取消原来通过索引0来设置或读取数据，而是依赖于直接访问包含原始数据的底层的数组，以及不同状态下传递正确的索引。

once主要包括：

once(self, start, end)：
当最小周期满足后就调用。在strart和end之间的数据会必须处理，strart和end指的是0为开始的内部数组的索引。
preonce(self, start, end)
最小周期满足前调用。
oncestart(self, start, end)
最小周期满足的时候调用一次。缺省是调用once，需要的话可以重写函数。

3.最小周期

用SMA解释说明：

class SimpleMovingAverage(Indicator):
    lines = ('sma',)
    params = dict(period=20)

    def __init__(self):
        ...  # Not relevant for the explanation

    def prenext(self):
        print('prenext:: current period:', len(self))

    def nextstart(self):
        print('nextstart:: current period:', len(self))
        # emulate default behavior ... call next
        self.next()

    def next(self):
        print('next:: current period:', len(self))

strategy初始化：

sma = btind.SimpleMovingAverage(self.data, period=5)

当参数period=5的时候，那么SimpleMovingAverage方法调用次数说明如下：

prenext： 4 次。因为周期为5的时候，前4个数据无效，每一个无效数据会被调用一次。

sma: array('d', [nan, nan, nan, nan, 5.444])

nextstart： 1 次 (紧接着就会调用next) ，可以理解为 nextstart 是启动了next ，后面的示例可以看到。
next：再调用n次，直到所有数据处理完毕。

复杂调用：

sma1 = btind.SimpleMovingAverage(self.data, period=25)
sma2 = btind.SimpleMovingAverage(sma1, period=20)

原文

prenext the first 25 + 18 times for a total of 43 times
25 times to let sma1 produce its 1st sensible value
18 times to accumulate extra sma1 values
For a total of 19 values (1 after 25 calls and then 18 more)
nextstart then 1 time (in turn calling next)
next the n additional times until the data feed has been exhausted

sma1同上一个例子一样。
sma2是计算sma1（25为最小周期的数据源）的移动平均，在sma2中：
- prenext：开始的 24 + 19 次，总共 43 times。（个人理解与文档上似乎不同，总数是对的？？）
- 25次后，sma1产生第一个有效值
- 19 用于累积第一个sma2的值，（原文为什么是18？？）
- 一共19个值，(sma1的25次调用，然后18次？？)
- nextstart 执行1次，然后接着就会调用next
- next：在调用n次，直到所有数据处理完毕

在处理44个值（bars）之后，然后调用next 。最小周期会自动调整到输入的数据
strategy和Indicator遵循如下规则：
只有自动计算的最小周期到达之后，next才会被调用，禁止对nextstart的调用，看后面的例子，便于理解。

测试一下：

class MyStrategy8(bt.Strategy):
    lines = ('sma',)
    params = dict(period=20)

    def __init__(self):
        ...  # Not relevant for the explanation
        self.sma1 = btind.SimpleMovingAverage(self.data0, period=25)
        self.sma2 = btind.SimpleMovingAverage(self.sma1, period=20)

    def prenext(self):
        print('prenext:: current period:', len(self))

    def nextstart(self):
        print('nextstart:: current period:', len(self))
        # emulate default behavior ... call next
        self.next()

    def next(self):
        print('next:: current period:', len(self))
        print('next sma1:',self.sma1.get(ago=0,size = len(self.sma1)))
        print('next sma2:',self.sma1.get(ago=0,size = len(self.sma2)))

# 载入数据源
cerebro = declare_cerebar()

# 加入策略
cerebro.addstrategy(MyStrategy8)            
cerebro.run()

的确是43次prenext，开始nextstart , next 是44次。
由于sma2 是在sma1 上产生的，所以第一次next后，sma1 和 sma2 都是24个nan值。
第一次next后，sma1 和 sma2长度是44 ，前面24个nan ，后面20个值，随着next，sma1 和 sma2长度递增。
nextstart 只运行一次，之后启动了next 。
看看结果，再理解原文：

prenext:: current period: 1
prenext:: current period: 2
prenext:: current period: 3
prenext:: current period: 4
prenext:: current period: 5
prenext:: current period: 6
prenext:: current period: 7
prenext:: current period: 8
prenext:: current period: 9
prenext:: current period: 10
prenext:: current period: 11
prenext:: current period: 12
prenext:: current period: 13
prenext:: current period: 14
prenext:: current period: 15
prenext:: current period: 16
prenext:: current period: 17
prenext:: current period: 18
prenext:: current period: 19
prenext:: current period: 20
prenext:: current period: 21
prenext:: current period: 22
prenext:: current period: 23
prenext:: current period: 24
prenext:: current period: 25
prenext:: current period: 26
prenext:: current period: 27
prenext:: current period: 28
prenext:: current period: 29
prenext:: current period: 30
prenext:: current period: 31
prenext:: current period: 32
prenext:: current period: 33
prenext:: current period: 34
prenext:: current period: 35
prenext:: current period: 36
prenext:: current period: 37
prenext:: current period: 38
prenext:: current period: 39
prenext:: current period: 40
prenext:: current period: 41
prenext:: current period: 42
prenext:: current period: 43
nextstart:: current period: 44
next:: current period: 44
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001])
next:: current period: 45
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604])
next:: current period: 46
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728])
next:: current period: 47
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468])
next:: current period: 48
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508])
next:: current period: 49
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292])
next:: current period: 50
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792])
next:: current period: 51
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001])
next:: current period: 52
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942])
next:: current period: 53
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001])
next:: current period: 54
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001])
next:: current period: 55
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001])
next:: current period: 56
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001, 77.5964])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001, 77.5964])
next:: current period: 57
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001, 77.5964, 78.4864])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001, 77.5964, 78.4864])
next:: current period: 58
next sma1: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001, 77.5964, 78.4864, 79.5464])
next sma2: array('d', [nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, 54.356, 55.0012, 55.7612, 56.4356, 57.258, 58.083999999999996, 58.843199999999996, 59.5708, 60.283199999999994, 61.15, 61.788000000000004, 62.502399999999994, 63.2856, 64.16640000000001, 65.0164, 65.9188, 66.79560000000001, 67.5464, 68.194, 68.93520000000001, 69.604, 70.3728, 71.0468, 71.7508, 72.6292, 73.4792, 74.26440000000001, 74.942, 75.72800000000001, 76.24560000000001, 76.83760000000001, 77.5964, 78.4864, 79.5464])

4.启动和运行

启动和运行需要至少3个Lines对象：

一个数据源（data Feed）
一个策略（Strategy，继承Strategy的类）
一个（cerebro）（拉丁语cerebro是大脑）

5.数据载入

通过计算（直接计算或者通过指标（Indicators））进行回测的数据。
平台支持多种数据源，还是从数据库中到pandas ，然后加载到cerebro 方便，稳妥。

6.继承strategy类

使用backtrader回测数据，主要就是在strategy中实现的，至少有两个方法需要定制：

init
next
简单继承类示例：
MyStrategy 继承了bt.Strategy ，重写了 init 和next 方法。

class MyStrategy(bt.Strategy):

    def __init__(self):

        self.sma = btind.SimpleMovingAverage(self.data, period=20)

    def next(self):

        if self.sma > self.data.close:
            self.buy()

        elif self.sma < self.data.close:
            self.sell()

下一个例子，重写strategy类的其他方法：

class MyStrategy(bt.Strategy):

    def __init__(self):

        self.sma = btind.SimpleMovingAverage(self.data, period=20)

    def next(self):

        if self.sma > self.data.close:
            submitted_order = self.buy()

        elif self.sma < self.data.close:
            submitted_order = self.sell()

    def start(self):
        print('Backtesting is about to start')

    def stop(self):
        print('Backtesting is finished')

    def notify_order(self, order):
        print('An order new/changed/executed/canceled has been received')

以上，在quickstart 的学习文档中都有演示。

7.Cerebro

创建一个cerebro实例，实例化一个cerebro比较简单：

cerebro = bt.Cerebro()

默认设置：

创建一个缺省的broker；
无佣金
预装载数据源（Data Feed）
缺省的执行模式是runonce（批量操作），这样速度会更快。

所有的Indicators必须支持runonce模式。定制的Indicator不需支持，cerebro会模拟，也就是不支持runonce的indicators会执行得慢点，但是大多数会按照批量操作运行。

让cerebro动起来：

cerebro.adddata(data)
cerebro.addstrategy(MyStrategy, period=25)
cerebro.run()

说明：

加载data
加载strategy类，传递给它的参数。对strategy的实例由cerebro在后台完成，实例化使用的参数就是就是addstrategy携带的参数。
用户可以按需要添加任意多个strategies和data feeds。平台并不限制策略如何协调使用多个数据和策略。

最后提醒：

Windows下的交互式Python外壳和某些类型的frozen可执行Python多处理模块存在问题
请阅读有关多处理的Python文档。

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