学习backtrader框架---给策略添加参数、指标的一些注意地方（第二回）

参数 params

在XXXStrategy(bt.Strategy)中定义类变量 params，形如

params = (
    ('myparam', 27),
    ('exitbars', 5),
)

然后就可以在策略中使用self.params

addsize

cerebro.addsizer(bt.sizers.FixedSize, stake=10)

注：设置固定的赌注

指标

The backtrader platform assumes that the Strategy has the indicator in
place for a good reason, to use it in the decision making process. And
it makes no sense to try to make decisions if the indicator is not yet
ready and producing values.

注：指标（indicator）放在 __init__里的原因是用它决策过程，如果指标没有准备好、没有产生值，就没有做决策的意义。

self.next

next will be 1st called when all indicators have already reached the minimum needed period to produce a value.

注：self.next 是当所有指标完成了最小的必要的周期的计算以后，第一个被调用的方法。

注册指标

Even if indicators are not explicitly added to a member variable of the strategy (like self.sma = MovingAverageSimple…), they will autoregister with the strategy and will influence the minimum period for next and will be part of the plotting.

注： 即使没有刻意的把指标赋给策略的成员变量，它们也会自动注册给策略。另外它们会影响调用self.next因为最小周期的原因。另外它们也是绘图的一部分。

Let’s Optimize （优化）

Instead of calling addstrategy to add a stratey class to Cerebro, the call is made to optstrategy. And instead of passing a value a range of values is passed.

注：优化的时候，是用cerebro.optstrategy代替cerebro.addstrategy，另外添加参数maperiod=range(10, 31)