{ "info": { "author": "Daniel Rodriguez", "author_email": "danjrod@gmail.com", "bugtrack_url": null, "classifiers": [ "Development Status :: 5 - Production/Stable", "Intended Audience :: Developers", "Intended Audience :: Financial and Insurance Industry", "License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)", "Operating System :: OS Independent", "Programming Language :: Python :: 2", "Programming Language :: Python :: 2.7", "Programming Language :: Python :: 3", "Programming Language :: Python :: 3.2", "Programming Language :: Python :: 3.3", "Programming Language :: Python :: 3.4", "Programming Language :: Python :: 3.5", "Programming Language :: Python :: 3.6", "Programming Language :: Python :: 3.7", "Topic :: Office/Business :: Financial", "Topic :: Software Development" ], "description": "\nbacktrader\n==========\n\n.. image:: https://img.shields.io/pypi/v/backtrader.svg\n :alt: PyPi Version\n :scale: 100%\n :target: https://pypi.python.org/pypi/backtrader/\n\n.. .. image:: https://img.shields.io/pypi/dm/backtrader.svg\n :alt: PyPi Monthly Donwloads\n :scale: 100%\n :target: https://pypi.python.org/pypi/backtrader/\n\n.. image:: https://img.shields.io/pypi/l/backtrader.svg\n :alt: License\n :scale: 100%\n :target: https://github.com/backtrader/backtrader/blob/master/LICENSE\n.. image:: https://travis-ci.org/backtrader/backtrader.png?branch=master\n :alt: Travis-ci Build Status\n :scale: 100%\n :target: https://travis-ci.org/backtrader/backtrader\n.. image:: https://img.shields.io/pypi/pyversions/backtrader.svg\n :alt: Python versions\n :scale: 100%\n :target: https://pypi.python.org/pypi/backtrader/\n\n**Yahoo API Note**:\n\n [2018-11-16] After some testing it would seem that data downloads can be\n again relied upon over the web interface (or API ``v7``)\n\n**Tickets**\n\n If it's **NOT an issue** (i.e.: bug), don't post it as an issue. It will be\n automatically closed.\n\nFor **feedback/questions/...** use the `Community `_\n\nHere a snippet of a Simple Moving Average CrossOver. It can be done in several\ndifferent ways. Use the docs (and examples) Luke!\n::\n\n from datetime import datetime\n import backtrader as bt\n\n class SmaCross(bt.SignalStrategy):\n def __init__(self):\n sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)\n crossover = bt.ind.CrossOver(sma1, sma2)\n self.signal_add(bt.SIGNAL_LONG, crossover)\n\n cerebro = bt.Cerebro()\n cerebro.addstrategy(SmaCross)\n\n data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),\n todate=datetime(2012, 12, 31))\n cerebro.adddata(data0)\n\n cerebro.run()\n cerebro.plot()\n\nIncluding a full featured chart. Give it a try! This is included in the samples\nas ``sigsmacross/sigsmacross2.py``. Along it is ``sigsmacross.py`` which can be\nparametrized from the command line.\n\nFeatures:\n=========\n\nLive Trading and backtesting platform written in Python.\n\n - Live Data Feed and Trading with\n\n - Interactive Brokers (needs ``IbPy`` and benefits greatly from an\n installed ``pytz``)\n - *Visual Chart* (needs a fork of ``comtypes`` until a pull request is\n integrated in the release and benefits from ``pytz``)\n - *Oanda* (needs ``oandapy``) (REST API Only - v20 did not support\n streaming when implemented)\n\n - Data feeds from csv/files, online sources or from *pandas* and *blaze*\n - Filters for datas, like breaking a daily bar into chunks to simulate\n intraday or working with Renko bricks\n - Multiple data feeds and multiple strategies supported\n - Multiple timeframes at once\n - Integrated Resampling and Replaying\n - Step by Step backtesting or at once (except in the evaluation of the Strategy)\n - Integrated battery of indicators\n - *TA-Lib* indicator support (needs python *ta-lib* / check the docs)\n - Easy development of custom indicators\n - Analyzers (for example: TimeReturn, Sharpe Ratio, SQN) and ``pyfolio``\n integration (**deprecated**)\n - Flexible definition of commission schemes\n - Integrated broker simulation with *Market*, *Close*, *Limit*, *Stop*,\n *StopLimit*, *StopTrail*, *StopTrailLimit*and *OCO* orders, bracket order,\n slippage, volume filling strategies and continuous cash adjustmet for\n future-like instruments\n - Sizers for automated staking\n - Cheat-on-Close and Cheat-on-Open modes\n - Schedulers\n - Trading Calendars\n - Plotting (requires matplotlib)\n\nDocumentation\n=============\n\nThe blog:\n\n - `Blog `_\n\nRead the full documentation at:\n\n - `Documentation `_\n\nList of built-in Indicators (122)\n\n - `Indicators Reference `_\n\nPython 2/3 Support\n==================\n\n - Python ``2.7``\n - Python ``3.2`` / ``3.3``/ ``3.4`` / ``3.5`` / ``3.6`` / ``3.7``\n\n - It also works with ``pypy`` and ``pypy3`` (no plotting - ``matplotlib`` is\n not supported under *pypy*)\n\nCompatibility is tested during development with ``2.7`` and ``3.5``\n\nThe other versions are tested automatically with *Travis*.\n\nInstallation\n============\n\n``backtrader`` is self-contained with no external dependencies (except if you\nwant to plot)\n\nFrom *pypi*:\n\n - ``pip install backtrader``\n\n - ``pip install backtrader[plotting]``\n\n If ``matplotlib`` is not installed and you wish to do some plotting\n\n.. note:: The minimum matplotlib version is ``1.4.1``\n\nAn example for *IB* Data Feeds/Trading:\n\n - ``IbPy`` doesn't seem to be in PyPi. Do either::\n\n pip install git+https://github.com/blampe/IbPy.git\n\n or (if ``git`` is not available in your system)::\n\n pip install https://github.com/blampe/IbPy/archive/master.zip\n\nFor other functionalities like: ``Visual Chart``, ``Oanda``, ``TA-Lib``, check\nthe dependencies in the documentation.\n\nFrom source:\n\n - Place the *backtrader* directory found in the sources inside your project\n\nVersion numbering\n=================\n\nX.Y.Z.I\n\n - X: Major version number. Should stay stable unless something big is changed\n like an overhaul to use ``numpy``\n - Y: Minor version number. To be changed upon adding a complete new feature or\n (god forbids) an incompatible API change.\n - Z: Revision version number. To be changed for documentation updates, small\n changes, small bug fixes\n - I: Number of Indicators already built into the platform\n\nAlternatives\n============\n\nIf after seeing the docs and some samples (see the blog also) you feel this is\nnot your cup of tea, you can always have a look at similar Python platforms:\n\n - `PyAlgoTrade `_\n - `Zipline `_\n - `Ultra-Finance `_\n - `ProfitPy `_\n - `pybacktest `_\n - `prophet `_\n - `quant `_\n - `AlephNull `_\n - `Trading with Python `_\n - `visualize-wealth `_\n - `tia: Toolkit for integration and analysis\n `_\n - `QuantSoftware Toolkit\n `_\n - `Pinkfish `_\n - `bt `_\n\n ``bt`` slightly pre-dates ``backtrader`` and has a completely different\n approach but it is funny *bt* was also chosen as the abbreviation for\n ``backtrader`` during imports and that some of the methods have the same\n naming (obvious naming anyhow): ``run``, ``plot`` ...\n\n - `PyThalesians `_\n\n - `QSTrader `_\n - `QSForex `_\n - `pysystemtrade `_\n - 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