Backtrader快捷添加自定义数据集lines与params参数的工具函数

呆萌的代Ma

已于 2022-05-06 16:45:40 修改

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分类专栏：量化金融文章标签： backtrader

于 2022-05-06 16:45:19 首次发布

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工具函数

def lines_params_helper(add_list):
    lines = ()
    params = []
    for col in add_list:
        lines += (col,)
        params.append((col, -1))
    params = tuple(params)
    print("lines = ", lines)
    print("params = ", params)


lines_params_helper(['new_line_1', 'new_line_2', 'new_line_3'])

得到如下结果：

lines =  ('new_line_1', 'new_line_2', 'new_line_3')
params =  (('new_line_1', -1), ('new_line_2', -1), ('new_line_3', -1))

然后直接粘贴进来即可：

from backtrader.feeds import PandasData


class NewData(PandasData):
    lines = ('new_line_1', 'new_line_2', 'new_line_3')
    params = (('new_line_1', -1), ('new_line_2', -1), ('new_line_3', -1))