Plotting Date Ranges
The release,1.9.31.x added the capability to make partial plots.
Everything still over the standardcerebro.plot. Example:
cerebro.plot(start=datetime.date(2005, 7, 1), end=datetime.date(2006, 1, 31))
Being that the straightforward way to do it for humans. Humans with extendedcapabilities can actually try indices to thedatetime timestamps as in:
cerebro.plot(start=75, end=185)
A very standard sample containing aSimple Moving Average (on-dataplotting), aStochastic (independent plotting) and aCrossOver of theStochastic lines is presented below. The arguments tocerebro.plot arepassed as command line arguments.
An execution with thedate approach:
./partial-plot.py --plot 'start=datetime.date(2005, 7, 1),end=datetime.date(2006, 1, 31)'
Theeval magic in python allows to directly writedatetime.date in thecommand line and map actually that to something sensible. The output chart
Let’s compare it with the full plot to see that data was actually skipped fromboth ends:
Theeval magic in python allows to directly writedatetime.date in thecommand line and map actually that to something sensible. The output chart
Sample Usage
$ ./partial-plot.py --helpusage: partial-plot.py [-h] [--data0 DATA0] [--fromdate FROMDATE] [--todate TODATE] [--cerebro kwargs] [--broker kwargs] [--sizer kwargs] [--strat kwargs] [--plot [kwargs]]Sample for partial plottingoptional arguments: -h, --help show this help message and exit --data0 DATA0 Data to read in (default: ../../datas/2005-2006-day-001.txt) --fromdate FROMDATE Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: ) --todate TODATE Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: ) --cerebro kwargs kwargs in key=value format (default: ) --broker kwargs kwargs in key=value format (default: ) --sizer kwargs kwargs in key=value format (default: ) --strat kwargs kwargs in key=value format (default: ) --plot [kwargs] kwargs in key=value format (default: )
Sample Code
from __future__ import (absolute_import, division, print_function, unicode_literals)import argparseimport datetimeimport backtrader as btclass St(bt.Strategy): params = ( ) def __init__(self): bt.ind.SMA() stoc = bt.ind.Stochastic() bt.ind.CrossOver(stoc.lines.percK, stoc.lines.percD) def next(self): passdef runstrat(args=None): args = parse_args(args) cerebro = bt.Cerebro() # Data feed kwargs kwargs = dict() # Parse from/to-date dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S' for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']): if a: strpfmt = dtfmt + tmfmt * ('T' in a) kwargs[d] = datetime.datetime.strptime(a, strpfmt) # Data feed data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs) cerebro.adddata(data0) # Broker cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')')) # Sizer cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')')) # Strategy cerebro.addstrategy(St, **eval('dict(' + args.strat + ')')) # Execute cerebro.run(**eval('dict(' + args.cerebro + ')')) if args.plot: # Plot if requested to cerebro.plot(**eval('dict(' + args.plot + ')'))def parse_args(pargs=None): parser = argparse.ArgumentParser( formatter_class=argparse.ArgumentDefaultsHelpFormatter, description=( 'Sample for partial plotting' ) ) parser.add_argument('--data0', default='../../datas/2005-2006-day-001.txt', required=False, help='Data to read in') # Defaults for dates parser.add_argument('--fromdate', required=False, default='', help='Date[time] in YYYY-MM-DD[THH:MM:SS] format') parser.add_argument('--todate', required=False, default='', help='Date[time] in YYYY-MM-DD[THH:MM:SS] format') parser.add_argument('--cerebro', required=False, default='', metavar='kwargs', help='kwargs in key=value format') parser.add_argument('--broker', required=False, default='', metavar='kwargs', help='kwargs in key=value format') parser.add_argument('--sizer', required=False, default='', metavar='kwargs', help='kwargs in key=value format') parser.add_argument('--strat', required=False, default='', metavar='kwargs', help='kwargs in key=value format') parser.add_argument('--plot', required=False, default='', nargs='?', const='{}', metavar='kwargs', help='kwargs in key=value format') return parser.parse_args(pargs)if __name__ == '__main__': runstrat()