It is a Backtrader wrapper to implement trading strategies.
Also, you can find some example strategies implemented.
$ git clone https://github.com/Python-para-Trading/wrapper-backtrader.git
$ cd wrapper-backtrader
$ virtualenv -p python3.7 env
$ source env/bin/activate
$ pip install -r requirements.txt$ python run.pyYou can modify the settings.py file to run strategies with different
configurations.
You can write your own strategy on a new file in strategies folder and import
this strategy in strategies/init.py
After, you can use your strategy on the parameter 'strategy' in settings.CONFIG.
1 - Escribimos nuestra estrategia en un fichero python situado en la carpeta strategies.
2 - Importamos nuestra estrategia en strategies.__init__.py. Ejemplo:
from .nombre_fichero import NombreEstrategia
3 - En el settings.py modificamos la variable CONFIG['strategies'] para añadir nuestra estrategia.
4 - Ejecutamos el wrapper mediante:
python run.py
- Documentation for settings
- Improve 'optimization' mode: https://backtest-rookies.com/2017/06/26/optimize-strategies-backtrader/ (code 3)
- ML strategy utils
- 'walk_forward', 'paper', 'live' modes utils
- Communication module with Darwinex: https://github.com/darwinex/dwx-zeromq-connector/
- Communication module with IB
- PyMC3 strategy utils
- Implement Sortino Ratio like a new analyzer on Backtrader: https://backtest-rookies.com/2017/11/08/backtrader-creating-analyzers/
- pep8 linter(flake8)
- codecov