BackTrader 中文文档（五）(4)

class SimpleMovingAverage1(Indicator):
    lines = ('sma',)
    params = (('period', 20),)
    def __init__(self):
        self.addminperiod(self.params.period)
    def next(self):
        datasum = math.fsum(self.data.get(size=self.p.period))
        self.lines.sma[0] = datasum / self.p.period

from backtrader.indicators import EMA
class MACD(Indicator):
    lines = ('macd', 'signal', 'histo',)
    params = (('period_me1', 12), ('period_me2', 26), ('period_signal', 9),)
    def __init__(self):
        me1 = EMA(self.data, period=self.p.period_me1)
        me2 = EMA(self.data, period=self.p.period_me2)
        self.l.macd = me1 - me2
        self.l.signal = EMA(self.l.macd, period=self.p.period_signal)
        self.l.histo = self.l.macd - self.l.signal

import backtrader as bt
import backtrader.indicators as btind
class OverUnderMovAv(bt.Indicator):
    lines = ('overunder',)
    params = dict(period=20, movav=btind.MovAv.Simple)
    def __init__(self):
        movav = self.p.movav(self.data, period=self.p.period)
        self.l.overunder = bt.Cmp(movav, self.data)

import backtrader as bt
import backtrader.indicators as btind
class OverUnderMovAv(bt.Indicator):
    lines = ('overunder',)
    params = dict(period=20, movav=bt.ind.MovAv.Simple)
    plotinfo = dict(
        # Add extra margins above and below the 1s and -1s
        plotymargin=0.15,
        # Plot a reference horizontal line at 1.0 and -1.0
        plothlines=[1.0, -1.0],
        # Simplify the y scale to 1.0 and -1.0
        plotyticks=[1.0, -1.0])
    # Plot the line "overunder" (the only one) with dash style
    # ls stands for linestyle and is directly passed to matplotlib
    plotlines = dict(overunder=dict(ls='--'))
    def _plotlabel(self):
        # This method returns a list of labels that will be displayed
        # behind the name of the indicator on the plot
        # The period must always be there
        plabels = [self.p.period]
        # Put only the moving average if it's not the default one
        plabels += [self.p.movav] * self.p.notdefault('movav')
        return plabels
    def __init__(self):
        movav = self.p.movav(self.data, period=self.p.period)
        self.l.overunder = bt.Cmp(movav, self.data)

pivotpoint = btind.PivotPoint(self.data1)
sellsignal = self.data0.close < pivotpoint.s1

return self.array[self.idx + ago]
IndexError: array index out of range

close1 = self.data.close(-1)

pivotpoint = btind.PivotPoint(self.data1)
sellsignal = self.data0.close < pivotpoint.s1()

cerebro = bt.Cerebro(runonce=False)

cerebro.run(runonce=False)

$ ./mixing-timeframes.py

0021,0021,0001,2005-01-31,2984.75,2935.96,0.00
0022,0022,0001,2005-02-01,3008.85,2935.96,0.00
...
0073,0073,0003,2005-04-15,3013.89,3010.76,0.00
0074,0074,0003,2005-04-18,2947.79,3010.76,1.00
...

self.sellsignal = self.data0.close < pp.s1()

pp1 = pp()
self.sellsignal = self.data0.close < pp1.s1

$ ./mixing-timeframes.py --multi

0021,0021,0001,2005-01-31,2984.75,2935.96,0.00
0022,0022,0001,2005-02-01,3008.85,2935.96,0.00
...
0073,0073,0003,2005-04-15,3013.89,3010.76,0.00
0074,0074,0003,2005-04-18,2947.79,3010.76,1.00
...

$ ./mixing-timeframes.py --multi --plot

* If the default `-1` is given, all *lines* are coupled.
* If another integer (for example, `0` or `1`) a single line will be
  coupled and fetched by index (from `obj.lines[x]`)
* If a string is passed, the line will be fetched by name.
  In the sample, the following could have been done:
  ```python
coupled_s1 = pp(line='s1')
```py` 

$ ./mixing-timeframes.py --help
usage: mixing-timeframes.py [-h] [--data DATA] [--multi] [--plot]
Sample for pivot point and cross plotting
optional arguments:
  -h, --help   show this help message and exit
  --data DATA  Data to be read in (default: ../../datas/2005-2006-day-001.txt)
  --multi      Couple all lines of the indicator (default: False)
  --plot       Plot the result (default: False)

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
import argparse
import backtrader as bt
import backtrader.feeds as btfeeds
import backtrader.indicators as btind
import backtrader.utils.flushfile
class St(bt.Strategy):
    params = dict(multi=True)
    def __init__(self):
        self.pp = pp = btind.PivotPoint(self.data1)
        pp.plotinfo.plot = False  # deactivate plotting
        if self.p.multi:
            pp1 = pp()  # couple the entire indicators
            self.sellsignal = self.data0.close < pp1.s1
        else:
            self.sellsignal = self.data0.close < pp.s1()
    def next(self):
        txt = ','.join(
            ['%04d' % len(self),
             '%04d' % len(self.data0),
             '%04d' % len(self.data1),
             self.data.datetime.date(0).isoformat(),
             '%.2f' % self.data0.close[0],
             '%.2f' % self.pp.s1[0],
             '%.2f' % self.sellsignal[0]])
        print(txt)
def runstrat():
    args = parse_args()
    cerebro = bt.Cerebro()
    data = btfeeds.BacktraderCSVData(dataname=args.data)
    cerebro.adddata(data)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Months)
    cerebro.addstrategy(St, multi=args.multi)
    cerebro.run(stdstats=False, runonce=False)
    if args.plot:
        cerebro.plot(style='bar')
def parse_args():
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description='Sample for pivot point and cross plotting')
    parser.add_argument('--data', required=False,
                        default='../../datas/2005-2006-day-001.txt',
                        help='Data to be read in')
    parser.add_argument('--multi', required=False, action='store_true',
                        help='Couple all lines of the indicator')
    parser.add_argument('--plot', required=False, action='store_true',
                        help=('Plot the result'))
    return parser.parse_args()
if __name__ == '__main__':
    runstrat()