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Timers

Release1.9.44.116加timers到的可用工具阿森纳backtrader。此功能允许接到一个电话回notify_timer（在可用的Cerebro和Strategy）在给定的点时间，具有细粒度终端用户control.

Note

Some校正已在由1.9.46.116

Options

  • Timer基于在绝对时间输入或至于会议的开始/结束对于时间指定times
  • Timezone说明书中，直接或经由其是pytz兼容的对象或经由数据馈送会话结束times
  • Starting与问候到指定time
  • Repetitions intervals
  • Weekdays滤波器（带结转选项）偏移
  • Monthdays滤波器（带进位在选项）
  • 自定义回调filter

Usage pattern

Both在Cerebro和Strategy子类的计时器回调将是在下面的method.

def notify_timer(self, timer, when, *args, **kwargs):
    """Receives a timer notification where ``timer`` is the timer which was
    returned by ``add_timer``, and ``when`` is the calling time. ``args``
    and ``kwargs`` are any additional arguments passed to ``add_timer``

    The actual ``when`` time can be later, but the system may have not be
    able to call the timer before. This value is the timer value and not the
    system time.
    """

Adding定时器收到 – 通过Strategy

Done与method

def add_timer(self, when,
              offset=datetime.timedelta(), repeat=datetime.timedelta(),
              weekdays=[], weekcarry=False,
              monthdays=[], monthcarry=True,
              allow=None,
              tzdata=None, cheat=False,
              *args, **kwargs):
    """

It返回创建的Timerinstance.

见下面的parameters.

Adding定时器的解释 – 通过Cerebro

Done用同样的方法，只是添加参数strats的。如果设置为True计时器不仅将通知cerebro，它会也可以通知到system.

def add_timer(self, when,
              offset=datetime.timedelta(), repeat=datetime.timedelta(),
              weekdays=[], weekcarry=False,
              monthdays=[], monthcarry=True,
              allow=None,
              tzdata=None, cheat=False, strats=False,
              *args, **kwargs):
    """

It运行的所有策略返回创建的Timerinstance.

When都定时器called

Ifcheat=False

这是默认的。在这种情况下，定时器将被称为：

  • 后的数据馈送已加载的新值当前bar
  • After经纪人评估了订单，并重新计算投资组合value
  • 之前指标已重新计算（因为这是由触发策略）
  • 之前任何next任何战略的方法是called

Ifcheat=True

在这种情况下，定时器将被称为：

  • 之后，数据馈送已加载的新值当前bar
  • Before经纪人评估了订单，并重新计算投资组合value
  • 因此前指标已重新计算和next任何战略的方法是called

Which允许例如每日条以下情形：

  • 新的律师是由经纪人进行评估前，定时器called
  • The指标有来自前一天的值在关闭和可用来产生一个进入/退出信号（或标志可以在已经设置的next）
  • 因为新价格。，可以计算出股份使用上次评测开盘价。这是假定一个是例如获得良好指示关于open从看与每日bars

The样品

默认开口auction.scheduled.pyRunning与每日标准杆运行在backtrader分布可用。该参数的strategy

class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
    )

And数据具有以下会议时间：

  • 开始：09：00
  • end：17：与30

Running只是time

$ ./scheduled.py --strat when="datetime.time(15,30)"

strategy notify_timer with tid 0, when 2005-01-03 15:30:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 15:30:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 0, when 2005-01-05 15:30:00 cheat False
3, 2005-01-05 17:30:00, Week 1, Day 3, O 2969.0, H 2969.0, L 2942.69, C 2947.19
strategy notify_timer with tid 0, when 2005-01-06 15:30:00 cheat False
...

As指定定时器在15:30。没有意外出现。让我们添加的30的偏移minutes.

$ ./scheduled.py --strat when="datetime.time(15,30)",offset="datetime.timedelta(minutes=30)"

strategy notify_timer with tid 0, when 2005-01-03 16:00:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 16:00:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 0, when 2005-01-05 16:00:00 cheat False
...

And的时间已经从15:30到16:00的定时器。没有惊喜。让我们做相同的，但瞧引用session.

$ ./scheduled.py --strat when="bt.timer.SESSION_START",offset="datetime.timedelta(minutes=30)"

strategy notify_timer with tid 0, when 2005-01-03 09:30:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 09:30:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
...

Et的开始！在其调用回调的时间是09:30。而会议开始时，见上面，就是09:00。这使得简单地说能力一个要执行动作30 minutes后的开始session.

Let添加一个重复：

$ ./scheduled.py --strat when="bt.timer.SESSION_START",offset="datetime.timedelta(minutes=30)",repeat="datetime.timedelta(minutes=30)"

strategy notify_timer with tid 0, when 2005-01-03 09:30:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 09:30:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 0, when 2005-01-05 09:30:00 cheat False
...

没有repetition。原因是，房价的分辨率每天。计时器在呼吁1st09:30时间`像前面的例子。但是，当系统中获取下一批价格时，他们是发生在第二天。和定时器只能显然，被调用一次。一种较低的分辨率needed.

But上移动到一个较低的分辨率之前，让我们具有定时器作弊以前称作session.

$ ./scheduled.py --strat when="bt.timer.SESSION_START",cheat=True

strategy notify_timer with tid 1, when 2005-01-03 09:00:00 cheat True
-- 2005-01-03 Create buy order
strategy notify_timer with tid 0, when 2005-01-03 09:00:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 1, when 2005-01-04 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-04 09:00:00 cheat False
-- 2005-01-04 Buy Exec @ 2969.78
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 1, when 2005-01-05 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-05 09:00:00 cheat False
...

The战略的末尾添加一个2nd定时器cheat=True。这是加入2nd和意志因此接收到的2nd tid（timer id），其是1（请参阅上述实施例所分配的tid是0）

和1之前0，因为那计时器cheating和正在所谓系统中的多个事件发生之前（见上面的说明）

由于daily价格的决议它没有太大的除了差异：

  • 该战略还发出前右开放的订单……它正在与开盘价在下day

    这一点，即使通过前开演技欺骗，仍在正常行为，因为cheating-on-open也没有在激活broker.

The相同，但与coo=True为broker

$ ./scheduled.py --strat when="bt.timer.SESSION_START",cheat=True --broker coo=True

strategy notify_timer with tid 1, when 2005-01-03 09:00:00 cheat True
-- 2005-01-03 Create buy order
strategy notify_timer with tid 0, when 2005-01-03 09:00:00 cheat False
-- 2005-01-03 Buy Exec @ 2952.29
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 1, when 2005-01-04 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-04 09:00:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 1, when 2005-01-05 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-05 09:00:00 cheat False
...

而有些事情changed.

  • 该命令2005-01-03在作弊timer
  • 该命令是2005-01-03与开口price

    有效就像如果一个人在开幕拍卖价格秒钟行动所述market.

Running与5分钟的样品bars

The真正开口之前scheduled-min.py默认为与该标准的5分钟运行在backtrader分布可用酒吧。该参数的策略被扩展为包括monthdays和carryoptions

class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
        weekcarry=False,
        monthdays=[],
        monthcarry=True,
    )

该数据具有相同的会议时间：

  • 开始：09：00
  • end：17：30

Let的做一些实验。作为请求的第一单timer.

$ ./scheduled-min.py --strat when="datetime.time(15, 30)"

1, 2006-01-02 09:05:00, Week 1, Day 1, O 3578.73, H 3587.88, L 3578.73, C 3582.99
2, 2006-01-02 09:10:00, Week 1, Day 1, O 3583.01, H 3588.4, L 3583.01, C 3588.03
...
77, 2006-01-02 15:25:00, Week 1, Day 1, O 3599.07, H 3599.68, L 3598.47, C 3599.68
strategy notify_timer with tid 0, when 2006-01-02 15:30:00 cheat False
78, 2006-01-02 15:30:00, Week 1, Day 1, O 3599.64, H 3599.73, L 3599.0, C 3599.67
...
179, 2006-01-03 15:25:00, Week 1, Day 2, O 3634.72, H 3635.0, L 3634.06, C 3634.87
strategy notify_timer with tid 0, when 2006-01-03 15:30:00 cheat False
180, 2006-01-03 15:30:00, Week 1, Day 2, O 3634.81, H 3634.89, L 3634.04, C 3634.23
...

The计时器踢在15:30。日志显示它怎么说在1st2个days.

添加了repeat`15 minutes到mix

$ ./scheduled-min.py --strat when="datetime.time(15, 30)",repeat="datetime.timedelta(minutes=15)"

...
74, 2006-01-02 15:10:00, Week 1, Day 1, O 3596.12, H 3596.63, L 3595.92, C 3596.63
75, 2006-01-02 15:15:00, Week 1, Day 1, O 3596.36, H 3596.65, L 3596.19, C 3596.65
76, 2006-01-02 15:20:00, Week 1, Day 1, O 3596.53, H 3599.13, L 3596.12, C 3598.9
77, 2006-01-02 15:25:00, Week 1, Day 1, O 3599.07, H 3599.68, L 3598.47, C 3599.68
strategy notify_timer with tid 0, when 2006-01-02 15:30:00 cheat False
78, 2006-01-02 15:30:00, Week 1, Day 1, O 3599.64, H 3599.73, L 3599.0, C 3599.67
79, 2006-01-02 15:35:00, Week 1, Day 1, O 3599.61, H 3600.29, L 3599.52, C 3599.92
80, 2006-01-02 15:40:00, Week 1, Day 1, O 3599.96, H 3602.06, L 3599.76, C 3602.05
strategy notify_timer with tid 0, when 2006-01-02 15:45:00 cheat False
81, 2006-01-02 15:45:00, Week 1, Day 1, O 3601.97, H 3602.07, L 3601.45, C 3601.83
82, 2006-01-02 15:50:00, Week 1, Day 1, O 3601.74, H 3602.8, L 3601.63, C 3602.8
83, 2006-01-02 15:55:00, Week 1, Day 1, O 3602.53, H 3602.74, L 3602.33, C 3602.61
strategy notify_timer with tid 0, when 2006-01-02 16:00:00 cheat False
84, 2006-01-02 16:00:00, Week 1, Day 1, O 3602.58, H 3602.75, L 3601.81, C 3602.14
85, 2006-01-02 16:05:00, Week 1, Day 1, O 3602.16, H 3602.16, L 3600.86, C 3600.96
86, 2006-01-02 16:10:00, Week 1, Day 1, O 3601.2, H 3601.49, L 3600.94, C 3601.27
...
strategy notify_timer with tid 0, when 2006-01-02 17:15:00 cheat False
99, 2006-01-02 17:15:00, Week 1, Day 1, O 3603.96, H 3603.96, L 3602.89, C 3603.79
100, 2006-01-02 17:20:00, Week 1, Day 1, O 3603.94, H 3605.95, L 3603.87, C 3603.91
101, 2006-01-02 17:25:00, Week 1, Day 1, O 3604.0, H 3604.76, L 3603.85, C 3604.64
strategy notify_timer with tid 0, when 2006-01-02 17:30:00 cheat False
102, 2006-01-02 17:30:00, Week 1, Day 1, O 3604.06, H 3604.41, L 3603.95, C 3604.33
103, 2006-01-03 09:05:00, Week 1, Day 2, O 3604.08, H 3609.6, L 3604.08, C 3609.6
104, 2006-01-03 09:10:00, Week 1, Day 2, O 3610.34, H 3617.31, L 3610.34, C 3617.31
105, 2006-01-03 09:15:00, Week 1, Day 2, O 3617.61, H 3617.87, L 3616.03, C 3617.51
106, 2006-01-03 09:20:00, Week 1, Day 2, O 3617.24, H 3618.86, L 3616.09, C 3618.42
...
179, 2006-01-03 15:25:00, Week 1, Day 2, O 3634.72, H 3635.0, L 3634.06, C 3634.87
strategy notify_timer with tid 0, when 2006-01-03 15:30:00 cheat False
180, 2006-01-03 15:30:00, Week 1, Day 2, O 3634.81, H 3634.89, L 3634.04, C 3634.23
...

正如预期的1st呼叫触发的15:30然后开始重复每隔15分钟，直到会话的17:30结束。当新的会话踢，计时器已被重置为15:30again.

而现在与会话start

$ ./scheduled-min.py --strat when="bt.timer.SESSION_START",cheat=True

strategy notify_timer with tid 1, when 2006-01-02 09:00:00 cheat True
-- 2006-01-02 09:05:00 Create buy order
strategy notify_timer with tid 0, when 2006-01-02 09:00:00 cheat False
1, 2006-01-02 09:05:00, Week 1, Day 1, O 3578.73, H 3587.88, L 3578.73, C 3582.99
-- 2006-01-02 09:10:00 Buy Exec @ 3583.01
2, 2006-01-02 09:10:00, Week 1, Day 1, O 3583.01, H 3588.4, L 3583.01, C 3588.03
...

Order创建之前欺骗为t09:05:00和执行的09:10:00因为经纪人是不是在cheat-on-open模式。让我们把它…

$ ./scheduled-min.py --strat when="bt.timer.SESSION_START",cheat=True --broker coo=True

strategy notify_timer with tid 1, when 2006-01-02 09:00:00 cheat True
-- 2006-01-02 09:05:00 Create buy order
strategy notify_timer with tid 0, when 2006-01-02 09:00:00 cheat False
-- 2006-01-02 09:05:00 Buy Exec @ 3578.73
1, 2006-01-02 09:05:00, Week 1, Day 1, O 3578.73, H 3587.88, L 3578.73, C 3582.99
2, 2006-01-02 09:10:00, Week 1, Day 1, O 3583.01, H 3588.4, L 3583.01, C 3588.03
...

与开证时间和执行时间是09:05:00与执行价作为开盘价在09:05:00.

附加scenarios

Timers允许指定在其上天，他们必须通过使执行（根据ISO规范，其中星期一= 1和Sun = 7的整数）作为in

  • weekdays=[5]这将要求定时器只有有效上Fridays

    In情况下，周五是天名单非交易日和定时器应该踢在上下一个交易日，可以添加weekcarry=True

相似吧，一个可以决定作用于每个月的15th一天：

  • monthdays=[15]

    万一15th恰好是为非交易日和定时器应该踢入在接下来的交易日，可以添加monthcarry=True

没有喜欢的事情的实现：the 3rd Friday of March, June,
September and December（期货/期权到期），但有一个可能通过传递实施细则：

  • allow=callable在调用接受datetime.date实例。请注意，这不是一个datetime.datetime情况下，由于allow可调用的只是为了决定是否某一天是适合定时器或not.

    要实现类似上述布局规则：

    class FutOpExp(object):
    def __init__(self):
        self.fridays = 0
        self.curmonth = -1

    def __call__(self, d):
        _, _, isowkday = d.isocalendar()

        if d.month != self.curmonth:
            self.curmonth = d.month
            self.fridays = 0

        # Mon=1 ... Sun=7
        if isowkday == 5 and self.curmonth in [3, 6, 9, 12]:
            self.fridays += 1

            if self.friday == 3:  # 3rd Friday
                return True  # timer allowed

        return False  # timer disallowed

    还有一将通过allow=FutOpeExp()到timer

    This的建立将允许定时器来踢上3rd周五的两个月，可以是期货expire.

Parameters到add_timer

* `when`: can be

  * `datetime.time` instance (see below `tzdata`)

  * `bt.timer.SESSION_START` to reference a session start

  * `bt.timer.SESSION_END` to reference a session end
  • offset必须是一个datetime.timedeltainstance

    Used抵消值when之前接近的位置`。它以一种有意义的使用与SESSION_START和SESSION_END，以组合来表示做事像计时器被称为15 minutes在会议结束后start.

    • repeat必须是datetime.timedeltainstance

    Indicates如果1st电话后，进一步的调用将被安排在同一会话中定repeatdelta

    Once定时器越过会议结束时就被复位到用于when

    • weekdays原始值：一个sorted迭代与指示对整数这天（ISO代码，星期一是1，星期日是7）定时器可以实际上是不invoked

    If规定，定时器将在所有days

    • weekcarry有效（默认：False）。如果True和平日是没有看到（例如：交易假期），定时器会在执行第二天（即使在新的一周）
    • monthdays：一sorted迭代的用于指示整数其中一个定时器，必须执行该月的日子。例如总是在一天15不指定month

    If，定时器将在所有days

    • monthcarry有效（默认：True）。如果一天中没有发现有（周末，假期交易），定时器将在接下来的执行可day.
    • allow（默认：None）。其接收的回调datetime.date`实例，并返回True如果日期允许定时器或否则返回False
    • tzdata其可以是None（默认值），一个pytz实例或data feedinstance.

    None：when的表面价值被解释（这相当于以处理它，如果它在那里UTC即使它不是）

    pytz比如：when将被解释为指定由时区指定instance.

    data feed实例的本地时间：when会被解释为在通过的tz参数指定的本地时间规定数据馈送instance.

    ！note

      If `when` is either `SESSION_START` or `SESSION_END` and `tzdata` is
  `None`, the 1st *data feed* in the system (aka `self.data0`) will be
  used as the reference to find out the session times.
    • strats（默认：False）调用也是notify_timer的strategies
    • cheat（默认False）如果True定时器将被称为代理之前，有机会评估订单。这将打开根据开盘价例如合适的机会来发布命令会议starts
    • *args：任何额外的参数将被传递给notify_timer
    • **kwargs：任何额外kwargs将被传递给notify_timer

使用范例scheduled.py

$ ./scheduled.py --help
usage: scheduled.py [-h] [--data0 DATA0] [--fromdate FROMDATE]
                    [--todate TODATE] [--cerebro kwargs] [--broker kwargs]
                    [--sizer kwargs] [--strat kwargs] [--plot [kwargs]]

Sample Skeleton

optional 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: )

使用范例scheduled-min.py

$ ./scheduled-min.py --help
usage: scheduled-min.py [-h] [--data0 DATA0] [--fromdate FROMDATE]
                        [--todate TODATE] [--cerebro kwargs] [--broker kwargs]
                        [--sizer kwargs] [--strat kwargs] [--plot [kwargs]]

Timer Test Intraday

optional arguments:
  -h, --help           show this help message and exit
  --data0 DATA0        Data to read in (default: ../../datas/2006-min-005.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: )

示例源scheduled.py

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
    )

    def __init__(self):
        bt.ind.SMA()
        if self.p.timer:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                weekdays=self.p.weekdays,
            )
        if self.p.cheat:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                cheat=True,
            )

        self.order = None

    def prenext(self):
        self.next()

    def next(self):
        _, isowk, isowkday = self.datetime.date().isocalendar()
        txt = "{}, {}, Week {}, Day {}, O {}, H {}, L {}, C {}".format(
            len(self), self.datetime.datetime(),
            isowk, isowkday,
            self.data.open[0], self.data.high[0],
            self.data.low[0], self.data.close[0])

        print(txt)

    def notify_timer(self, timer, when, *args, **kwargs):
        print("strategy notify_timer with tid {}, when {} cheat {}".
              format(timer.p.tid, when, timer.p.cheat))

        if self.order is None and timer.p.cheat:
            print("-- {} Create buy order".format(self.data.datetime.date()))
            self.order = self.buy()

    def notify_order(self, order):
        if order.status == order.Completed:
            print("-- {} Buy Exec @ {}".format(
                self.data.datetime.date(), order.executed.price))


def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict(
        timeframe=bt.TimeFrame.Days,
        compression=1,
        sessionstart=datetime.time(9, 0),
        sessionend=datetime.time(17, 30),
    )

    # 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 Skeleton"
        )
    )

    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()

示例源scheduled-min.py

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
        weekcarry=False,
        monthdays=[],
        monthcarry=True,
    )

    def __init__(self):
        bt.ind.SMA()
        if self.p.timer:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                weekdays=self.p.weekdays,
                weekcarry=self.p.weekcarry,
                monthdays=self.p.monthdays,
                monthcarry=self.p.monthcarry,
                # tzdata=self.data0,
            )
        if self.p.cheat:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                weekdays=self.p.weekdays,
                weekcarry=self.p.weekcarry,
                monthdays=self.p.monthdays,
                monthcarry=self.p.monthcarry,
                # tzdata=self.data0,
                cheat=True,
            )

        self.order = None

    def prenext(self):
        self.next()

    def next(self):
        _, isowk, isowkday = self.datetime.date().isocalendar()
        txt = "{}, {}, Week {}, Day {}, O {}, H {}, L {}, C {}".format(
            len(self), self.datetime.datetime(),
            isowk, isowkday,
            self.data.open[0], self.data.high[0],
            self.data.low[0], self.data.close[0])

        print(txt)

    def notify_timer(self, timer, when, *args, **kwargs):
        print("strategy notify_timer with tid {}, when {} cheat {}".
              format(timer.p.tid, when, timer.p.cheat))

        if self.order is None and timer.params.cheat:
            print("-- {} Create buy order".format(
                self.data.datetime.datetime()))
            self.order = self.buy()

    def notify_order(self, order):
        if order.status == order.Completed:
            print("-- {} Buy Exec @ {}".format(
                self.data.datetime.datetime(), order.executed.price))


def runstrat(args=None):
    args = parse_args(args)
    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict(
        timeframe=bt.TimeFrame.Minutes,
        compression=5,
        sessionstart=datetime.time(9, 0),
        sessionend=datetime.time(17, 30),
    )

    # 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=(
            "Timer Test Intraday"
        )
    )

    parser.add_argument("--data0", default="../../datas/2006-min-005.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()