quickstart_backtester.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "import backtrader as bt\n",
    "import os\n",
    "import sys\n",
    "import datetime"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Starting Portfolio Value: 100000.00\n"
     ]
    },
    {
     "ename": "FileNotFoundError",
     "evalue": "[Errno 2] No such file or directory: 'C:\\\\Users\\\\Daniel\\\\anaconda3\\\\lib\\\\site-packages\\\\..\\\\..\\\\datas\\\\orcl-1995-2014.txt'",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mFileNotFoundError\u001b[0m                         Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-9-1dfa62c6726e>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m     26\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     27\u001b[0m \u001b[1;31m# Run over everything\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 28\u001b[1;33m \u001b[0mcerebro\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mrun\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m     29\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     30\u001b[0m \u001b[1;31m# Print out the final result\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32m~\\anaconda3\\lib\\site-packages\\backtrader\\cerebro.py\u001b[0m in \u001b[0;36mrun\u001b[1;34m(self, **kwargs)\u001b[0m\n\u001b[0;32m   1125\u001b[0m             \u001b[1;31m# let's skip process \"spawning\"\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m   1126\u001b[0m             \u001b[1;32mfor\u001b[0m \u001b[0miterstrat\u001b[0m \u001b[1;32min\u001b[0m \u001b[0miterstrats\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1127\u001b[1;33m                 \u001b[0mrunstrat\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mrunstrategies\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0miterstrat\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m   1128\u001b[0m                 \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mrunstrats\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mappend\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mrunstrat\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m   1129\u001b[0m                 \u001b[1;32mif\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_dooptimize\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32m~\\anaconda3\\lib\\site-packages\\backtrader\\cerebro.py\u001b[0m in \u001b[0;36mrunstrategies\u001b[1;34m(self, iterstrat, predata)\u001b[0m\n\u001b[0;32m   1208\u001b[0m                 \u001b[1;32mif\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_exactbars\u001b[0m \u001b[1;33m<\u001b[0m \u001b[1;36m1\u001b[0m\u001b[1;33m:\u001b[0m  \u001b[1;31m# datas can be full length\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m   1209\u001b[0m                     \u001b[0mdata\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mextend\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0msize\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mparams\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mlookahead\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m-> 1210\u001b[1;33m                 \u001b[0mdata\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_start\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m   1211\u001b[0m                 \u001b[1;32mif\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_dopreload\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m   1212\u001b[0m                     \u001b[0mdata\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mpreload\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32m~\\anaconda3\\lib\\site-packages\\backtrader\\feed.py\u001b[0m in \u001b[0;36m_start\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m    201\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    202\u001b[0m     \u001b[1;32mdef\u001b[0m \u001b[0m_start\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 203\u001b[1;33m         \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mstart\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m    204\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    205\u001b[0m         \u001b[1;32mif\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0m_started\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32m~\\anaconda3\\lib\\site-packages\\backtrader\\feeds\\yahoo.py\u001b[0m in \u001b[0;36mstart\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m     92\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     93\u001b[0m     \u001b[1;32mdef\u001b[0m \u001b[0mstart\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 94\u001b[1;33m         \u001b[0msuper\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mYahooFinanceCSVData\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mstart\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m     95\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     96\u001b[0m         \u001b[1;32mif\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mparams\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mreverse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32m~\\anaconda3\\lib\\site-packages\\backtrader\\feed.py\u001b[0m in \u001b[0;36mstart\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m    672\u001b[0m             \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    673\u001b[0m                 \u001b[1;31m# Let an exception propagate to let the caller know\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 674\u001b[1;33m                 \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mf\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mio\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mopen\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mp\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mdataname\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'r'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m    675\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    676\u001b[0m         \u001b[1;32mif\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mp\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mheaders\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mFileNotFoundError\u001b[0m: [Errno 2] No such file or directory: 'C:\\\\Users\\\\Daniel\\\\anaconda3\\\\lib\\\\site-packages\\\\..\\\\..\\\\datas\\\\orcl-1995-2014.txt'"
     ]
    }
   ],
   "source": [
    "# Create a cerebro entity\n",
    "cerebro = bt.Cerebro()\n",
    "\n",
    "# Datas are in a subfolder of the samples. Need to find where the script is\n",
    "# because it could have been called from anywhere\n",
    "modpath = os.path.dirname(os.path.abspath(sys.argv[0]))\n",
    "datapath = os.path.join(modpath, '..\\..\\datas\\orcl-1995-2014.txt')\n",
    "\n",
    "# Create a Data Feed\n",
    "data = bt.feeds.YahooFinanceCSVData(\n",
    "    dataname=datapath,\n",
    "    # Do not pass values before this date\n",
    "    fromdate=datetime.datetime(2000, 1, 1),\n",
    "    # Do not pass values after this date\n",
    "    todate=datetime.datetime(2000, 12, 31),\n",
    "    reverse=False)\n",
    "\n",
    "# Add the Data Feed to Cerebro\n",
    "cerebro.adddata(data)\n",
    "\n",
    "# Set our desired cash start\n",
    "cerebro.broker.setcash(100000.0)\n",
    "\n",
    "# Print out the starting conditions\n",
    "print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())\n",
    "\n",
    "# Run over everything\n",
    "cerebro.run()\n",
    "\n",
    "# Print out the final result\n",
    "print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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