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选项

  • 基于绝对时间输入或关于会话开始/结束时间的计时器
  • 时间规范的时区规范,直接或通过 pytz兼容对象或通过数据馈送会话结束时间
  • 关于指定时间的起始偏移量
  • 重复间隔
  • 工作日过滤器(带有结转选项)
  • Monthdays 过滤器(带有结转选项)
  • 自定义回调过滤器

使用模式

CerebroStrategy子类中,定时器回调都将在以下方法中接收。

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.
    '''

添加计时器 – 通过策略

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):
    '''

它返回创建的Timer实例。

有关参数的说明,请参见下文。

添加计时器 – 通过 Cerebro

使用相同的方法完成,只需添加参数strats。如果设置为True定时器,不仅会通知到cerebro,还会通知到系统中运行的所有策略。

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):
    '''

它返回创建的Timer实例。

什么时候调用定时器

如果cheat=False

这是默认设置。在这种情况下,将调用一个计时器

  • 数据馈送加载当前柱的新值后
  • 在经纪人评估订单并重新计算投资组合价值之后
  • 在重新计算指标之前(因为这是由策略触发的)
  • next调用任何策略的任何方法之前

如果cheat=True

在这种情况下,将调用一个计时器:

  • 数据馈送加载当前柱的新值后
  • 经纪人评估订单并重新计算投资组合价值之前
  • 因此,在重新计算指标和next 调用任何策略的方法之前

例如,它允许以下带有每日柱的场景:

  • 在经纪人评估新柱之前,将调用计时器
  • 指标具有前一天收盘时的值,可用于生成进入/退出信号(或在最后一次评估期间可能已设置标志next
  • 因为有新的价格可用,所以可以使用开盘价计算本金。这假设一个人open从观看开盘拍卖中得到了一个很好的指示。

与每日bar一起运行
示例 schedule.py 默认使用 backtrader 分发中可用的标准每日柱线运行。策略参数是:

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

并且数据具有以下会话时间:

  • 开始: 09:00
  • 结束时间:17:30

只运行一次

$ ./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
...

正如指定的那样,计时器正在滴答作响15:30。那里没有惊喜。让我们添加一个 30 分钟的偏移量。

$ ./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
...

并且时间已经从15:30变为16:00计时器。没有惊喜。让我们做同样的事情,但引用会话的开始。

$ ./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
...

瞧!调用回调的时间是09:30。会话开始,见上文,是09:00. 这使得能够简单地说一个人想要在会话开始后30 分钟执行一个动作。

让我们添加一个重复:

$ ./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
...

没有重复。原因是价格的决议是每天的。与前面的示例一样,第一次调用计时器09:30但是当系统获得下一批价格时,它们是在第二天发生的。显然,计时器只能被调用一次。需要较低的分辨率。

但在转向较低的分辨率之前,让我们通过在会话结束前调用计时器来作弊。

$ ./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
...

该策略添加了第二计时器cheat=True。这是第 2 次添加,因此将收到第 2 次 tid计时器id),即1(请参阅上面的示例中分配的tid0

And1被调用 before 0,因为该计时器作弊并且在系统中的许多事件发生之前被调用(参见上面的解释)

由于价格的每日分辨率,它并没有太大的区别,除了:

  • 该策略还在开盘前发出订单……并在第二天与开盘价匹配

    这即使在开盘前作弊,仍然是正常的行为,因为在经纪商中也没有激活开盘作弊。

相同,但coo=True对于经纪人

$ ./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
...

有些事情发生了变化。

  • 命令2005-01-03在作弊计时器上发出
  • 订单2005-01-03以开盘价执行

    就像一个人在市场真正开盘前几秒钟对开盘价采取行动一样。

用 5 分钟的小节跑步

该示例默认使用backtrader分布scheduled-min.py中可用的标准 5 分钟柱线运行。策略的参数被扩展为包括进位选项monthdays

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,
    )

数据具有相同的会话时间:

  • 开始: 09:00
  • 结束时间:17:30

让我们做一些实验。首先是一个计时器

$ ./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
...

计时器按要求启动15:30。该日志显示了它在第 1两天内是如何做到的。

在混合物repeat中添加一个15 minutes

$ ./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
...

正如预期的那样,第一个呼叫被触发,然后开始每 15 分钟重复一次,直到会话结束。当新会话开始时,计时器已重新设置为。15:3017:3015:30

现在在会议开始前作弊

$ ./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
...

09:05:00订单创建和执行时间为 t ,09:10:00因为经纪人未处于打开时作弊模式。让我们设置它…

$ ./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
...

发行时间和执行时间均以09:05:00执行价格为开盘价09:05:00

其他场景

计时器允许通过传递天数列表(遵循 ISO 规范的整数,其中 Mon=1 和 Sun=7)来指定必须在哪些天执行,如

  • weekdays=[5]这将要求计时器仅在星期五有效

    如果星期五是非交易日并且计时器应该在下一个交易日启动,可以添加weekcarry=True

与此类似,可以决定在每个月的第 15 天采取行动:

  • monthdays=[15]

    如果第 15天恰好是非交易日,并且计时器应该在下一个交易日开始,可以添加monthcarry=True

没有针对以下内容的实施: 3月、6 月、9 月和 12 月的第三个星期五(期货/期权到期),但有可能通过以下方式实施规则:

  • allow=callable可调用对象接受 datetime.date 实例的地方。请注意,这不是一个datetime.datetime实例,因为 allow callable 仅用于决定给定日期是否适合计时器。

    要实现类似于上面列出的规则:

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
  • 一个会传递allow=FutOpeExp()计时器的创建

    这将允许计时器在这些月份的第 3 个星期五启动并可能在期货到期之前平仓。

参数为add_timer

* `when`:可以是

* `datetime.time` 实例(见下文`tzdata`)

* `bt.timer.SESSION_START` 引用会话开始

* `bt.timer.SESSION_END` 引用会话结束
  • offset这必须是一个datetime.timedelta实例

用于偏移值whenSESSION_START它与和结合使用具有有意义的用途,以指示在会话开始后SESSION_END调用计时器之类的事情。15 minutes

  • repeat这必须是一个datetime.timedelta实例

指示在第一次通话后,是否将在同一会话中以预定的repeat增量安排进一步的通话

一旦计时器超过会话结束,它将重置为原始值when

  • weekdays: 一个排序的迭代器,带有整数,指示在哪些天(iso 代码,星期一是 1,星期日是 7)可以实际调用计时器

如果未指定,计时器将在所有日子都处于活动状态

  • weekcarry(默认值:False)。如果True没有看到工作日(例如:交易假期),计时器将在第二天执行(即使在新的一周)
  • monthdays:一个排序的迭代器,带有整数,指示必须在每月的哪几天执行计时器。例如总是在每月的第15天

如果未指定,计时器将在所有日子都处于活动状态

  • monthcarry(默认值:True)。如果没有看到这一天(周末、交易假日),则计时器将在下一个可用日期执行。
  • allow(默认值:None)。一个回调,它接收一个 datetime.date` 实例,True如果计时器允许该日期,则返回,否则返回False
  • tzdata可以是None(默认)、pytz 实例或data feed实例。

None:when以面值解释(这意味着将其视为 UTC 处理,即使它不是)

pytz实例:when将被解释为在时区实例指定的本地时间中指定。

data feed实例:将被解释为在数据馈送实例when的参数指定的本地时间中指定。tz

Tips:如果 `when` 是 `SESSION_START` 或 `SESSION_END` 并且 `tzdata` 是`None`,则系统中的第一个 *data feed*(又名 `self.data0`)将用作查找会话的参考次。
  • strats(默认False)也调用notify_timer策略
  • cheat(默认False)如果True在经纪人有机会评估订单之前调用计时器。这打开了基于开盘价发出订单的机会,例如在会话开始之前
  • *args: 任何额外的参数都将传递给notify_timer
  • **kwargs: 任何额外的 kwargs 将被传递给notify_timer

示例使用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: )

示例使用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: )

样品来源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()

样品来源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 =日期时间。timedelta (),
        重复=日期时间。timedelta (), 
        weekdays = [], 
        weekcarry = False , 
        monthdays = [], 
        monthcarry = True , 
    ) 

    def  __init__ ( self ): 
        bt 。印第安纳州 SMA ()
        如果 自我。磷。计时器:
            自我。add_timer ( 
                when = self . p. 当,
                偏移=自我。磷。偏移量,
                重复=自我。磷。重复,
                工作日=自我。磷。工作日,
                weekcarry =自我。磷。weekcarry ,
                monthdays = self 。磷。月份,monthcarry =自我。磷。monthcarry , # tzdata=self.data0,
                
                
            )
        如果 自我。磷。作弊:
            自我。add_timer ( 
                when = self . p . when , 
                offset = self . p . offset , 
                repeat = self . p . repeat , 
                weekdays = self . p . weekdays , 
                weekcarry = self . p . weekcarry , 
                monthdays =自我。磷。月份,monthcarry =自我。磷。monthcarry , # tzdata=self.data0, cheat = True , ) self 。order =无def prenext ( self ): self 。next () def next ( self ): _ , isowk , isowkday = self 。日期时间。日期() 。
                
                
                
            

          

     
        

     
            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' )

    解析器。add_argument ( '--strat' ,  required = False ,  default = '' , 
                        metavar = 'kwargs' ,  help = 'kwargs in key=value format' )

    解析器。add_argument ( '--plot' ,  required = False ,  default = '' , 
                        nargs = '?' ,  const = '{}' , 
                        metavar ='kwargs' ,  help = 'kwargs in key=value format' )

    返回 parser 。parse_args ( pargs ) 


if  __name__  ==  '__main__' : 
    runstrat ()