back-trader-python 1.4.0__py3-none-any.whl

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Files changed (465) hide show
  1. back_trader_python-1.4.0.dist-info/METADATA +1491 -0
  2. back_trader_python-1.4.0.dist-info/RECORD +465 -0
  3. back_trader_python-1.4.0.dist-info/WHEEL +5 -0
  4. back_trader_python-1.4.0.dist-info/licenses/LICENSE +674 -0
  5. back_trader_python-1.4.0.dist-info/top_level.txt +1 -0
  6. backtrader/__init__.py +148 -0
  7. backtrader/_cerebro/__init__.py +5 -0
  8. backtrader/_cerebro/channel.py +382 -0
  9. backtrader/_cerebro/execution.py +377 -0
  10. backtrader/_cerebro/lifecycle.py +143 -0
  11. backtrader/_cerebro/notifications.py +150 -0
  12. backtrader/_cerebro/presentation.py +230 -0
  13. backtrader/_cerebro/registry.py +593 -0
  14. backtrader/_cerebro/runnext.py +551 -0
  15. backtrader/_cerebro/runonce.py +142 -0
  16. backtrader/analyzer.py +594 -0
  17. backtrader/analyzers/__init__.py +50 -0
  18. backtrader/analyzers/annualreturn.py +226 -0
  19. backtrader/analyzers/calmar.py +165 -0
  20. backtrader/analyzers/drawdown.py +287 -0
  21. backtrader/analyzers/leverage.py +112 -0
  22. backtrader/analyzers/logreturnsrolling.py +190 -0
  23. backtrader/analyzers/periodstats.py +153 -0
  24. backtrader/analyzers/positions.py +119 -0
  25. backtrader/analyzers/pyfolio.py +470 -0
  26. backtrader/analyzers/returns.py +192 -0
  27. backtrader/analyzers/sharpe.py +307 -0
  28. backtrader/analyzers/sharpe_ratio_stats.py +534 -0
  29. backtrader/analyzers/sqn.py +112 -0
  30. backtrader/analyzers/timereturn.py +192 -0
  31. backtrader/analyzers/total_value.py +75 -0
  32. backtrader/analyzers/tradeanalyzer.py +278 -0
  33. backtrader/analyzers/transactions.py +141 -0
  34. backtrader/analyzers/vwr.py +245 -0
  35. backtrader/bokeh/__init__.py +155 -0
  36. backtrader/bokeh/analyzers/__init__.py +13 -0
  37. backtrader/bokeh/analyzers/plot.py +192 -0
  38. backtrader/bokeh/analyzers/recorder.py +181 -0
  39. backtrader/bokeh/app.py +1094 -0
  40. backtrader/bokeh/live/__init__.py +11 -0
  41. backtrader/bokeh/live/client.py +352 -0
  42. backtrader/bokeh/live/datahandler.py +346 -0
  43. backtrader/bokeh/plot_adapter.py +200 -0
  44. backtrader/bokeh/schemes/__init__.py +14 -0
  45. backtrader/bokeh/schemes/blackly.py +76 -0
  46. backtrader/bokeh/schemes/scheme.py +150 -0
  47. backtrader/bokeh/schemes/tradimo.py +82 -0
  48. backtrader/bokeh/tab.py +125 -0
  49. backtrader/bokeh/tabs/__init__.py +30 -0
  50. backtrader/bokeh/tabs/analyzer.py +120 -0
  51. backtrader/bokeh/tabs/config.py +154 -0
  52. backtrader/bokeh/tabs/live.py +109 -0
  53. backtrader/bokeh/tabs/log.py +185 -0
  54. backtrader/bokeh/tabs/metadata.py +182 -0
  55. backtrader/bokeh/tabs/performance.py +359 -0
  56. backtrader/bokeh/tabs/source.py +70 -0
  57. backtrader/bokeh/utils/__init__.py +8 -0
  58. backtrader/bokeh/utils/helpers.py +167 -0
  59. backtrader/bokeh/webapp.py +164 -0
  60. backtrader/broker.py +478 -0
  61. backtrader/brokers/__init__.py +36 -0
  62. backtrader/brokers/bbroker.py +2576 -0
  63. backtrader/brokers/btapibroker.py +8227 -0
  64. backtrader/brokers/hft/__init__.py +89 -0
  65. backtrader/brokers/hft/binance_bbo.py +625 -0
  66. backtrader/brokers/hft/binance_bbo_compare.py +1398 -0
  67. backtrader/brokers/hft/examples.py +1228 -0
  68. backtrader/brokers/hft/exchange.py +380 -0
  69. backtrader/brokers/hft/latency.py +309 -0
  70. backtrader/brokers/hft/matching_core.py +572 -0
  71. backtrader/brokers/hft/queue.py +238 -0
  72. backtrader/brokers/hft/recorder.py +88 -0
  73. backtrader/brokers/hft/state.py +138 -0
  74. backtrader/brokers/impact_models.py +118 -0
  75. backtrader/brokers/mixbroker.py +895 -0
  76. backtrader/brokers/tickbroker.py +1991 -0
  77. backtrader/btrun/__init__.py +12 -0
  78. backtrader/btrun/btrun.py +1218 -0
  79. backtrader/cerebro.py +828 -0
  80. backtrader/channel.py +682 -0
  81. backtrader/channels/__init__.py +23 -0
  82. backtrader/channels/bridge.py +186 -0
  83. backtrader/channels/funding.py +248 -0
  84. backtrader/channels/live_queue.py +216 -0
  85. backtrader/channels/live_validator.py +294 -0
  86. backtrader/channels/orderbook.py +257 -0
  87. backtrader/channels/tick.py +202 -0
  88. backtrader/comminfo.py +665 -0
  89. backtrader/commissions/__init__.py +106 -0
  90. backtrader/commissions/ctpoption.py +993 -0
  91. backtrader/configs/account_config_example.yaml +8 -0
  92. backtrader/dataseries.py +379 -0
  93. backtrader/errors.py +106 -0
  94. backtrader/events.py +980 -0
  95. backtrader/feed.py +1523 -0
  96. backtrader/feeds/__init__.py +75 -0
  97. backtrader/feeds/barrier.py +2006 -0
  98. backtrader/feeds/blaze.py +118 -0
  99. backtrader/feeds/btapifeed.py +1538 -0
  100. backtrader/feeds/btcsv.py +203 -0
  101. backtrader/feeds/chainer.py +114 -0
  102. backtrader/feeds/cryptohftdata.py +164 -0
  103. backtrader/feeds/csvgeneric.py +1205 -0
  104. backtrader/feeds/ctpcohort.py +1051 -0
  105. backtrader/feeds/influxfeed.py +158 -0
  106. backtrader/feeds/livefeed.py +71 -0
  107. backtrader/feeds/mixed_channel.py +108 -0
  108. backtrader/feeds/mt4csv.py +42 -0
  109. backtrader/feeds/pandafeed.py +381 -0
  110. backtrader/feeds/quandl.py +256 -0
  111. backtrader/feeds/rollover.py +229 -0
  112. backtrader/feeds/sierrachart.py +30 -0
  113. backtrader/feeds/vchart.py +162 -0
  114. backtrader/feeds/vchartcsv.py +84 -0
  115. backtrader/feeds/vchartfile.py +153 -0
  116. backtrader/feeds/yahoo.py +399 -0
  117. backtrader/fillers.py +148 -0
  118. backtrader/filters/__init__.py +34 -0
  119. backtrader/filters/bsplitter.py +127 -0
  120. backtrader/filters/calendardays.py +121 -0
  121. backtrader/filters/datafiller.py +192 -0
  122. backtrader/filters/datafilter.py +74 -0
  123. backtrader/filters/daysteps.py +96 -0
  124. backtrader/filters/heikinashi.py +63 -0
  125. backtrader/filters/renko.py +164 -0
  126. backtrader/filters/session.py +289 -0
  127. backtrader/flt.py +80 -0
  128. backtrader/functions.py +960 -0
  129. backtrader/indicator.py +449 -0
  130. backtrader/indicators/__init__.py +148 -0
  131. backtrader/indicators/accdecoscillator.py +110 -0
  132. backtrader/indicators/aroon.py +300 -0
  133. backtrader/indicators/atr.py +315 -0
  134. backtrader/indicators/awesomeoscillator.py +122 -0
  135. backtrader/indicators/basicops.py +834 -0
  136. backtrader/indicators/bollinger.py +223 -0
  137. backtrader/indicators/cci.py +89 -0
  138. backtrader/indicators/channels_ext.py +83 -0
  139. backtrader/indicators/contrib/__init__.py +228 -0
  140. backtrader/indicators/contrib/absolutely_no_lag_lwma.py +28 -0
  141. backtrader/indicators/contrib/absolutely_no_lag_lwma_color.py +44 -0
  142. backtrader/indicators/contrib/accumulation_distribution_line.py +92 -0
  143. backtrader/indicators/contrib/adx_cross_hull_style_indicator.py +249 -0
  144. backtrader/indicators/contrib/adxdmi.py +34 -0
  145. backtrader/indicators/contrib/ai_acceleration_deceleration_oscillator.py +34 -0
  146. backtrader/indicators/contrib/altr_trend_signal_v22.py +85 -0
  147. backtrader/indicators/contrib/anchored_momentum_line.py +115 -0
  148. backtrader/indicators/contrib/any_range_cld_tail_indicator.py +82 -0
  149. backtrader/indicators/contrib/aroon_horn_sign_indicator.py +96 -0
  150. backtrader/indicators/contrib/aroon_oscillator_sign_alert.py +50 -0
  151. backtrader/indicators/contrib/arrows_curves_indicator.py +112 -0
  152. backtrader/indicators/contrib/as_ctrend_indicator.py +143 -0
  153. backtrader/indicators/contrib/asimmetric_stoch_nr_indicator.py +187 -0
  154. backtrader/indicators/contrib/atr_normalize_histogram.py +118 -0
  155. backtrader/indicators/contrib/average_change_candle.py +165 -0
  156. backtrader/indicators/contrib/bb_squeeze_indicator.py +60 -0
  157. backtrader/indicators/contrib/bezier_st_dev_indicator.py +135 -0
  158. backtrader/indicators/contrib/binary_wave_indicator.py +233 -0
  159. backtrader/indicators/contrib/blau_c_momentum_indicator.py +123 -0
  160. backtrader/indicators/contrib/blau_cmi_indicator.py +141 -0
  161. backtrader/indicators/contrib/blau_csi.py +76 -0
  162. backtrader/indicators/contrib/blau_ergodic.py +53 -0
  163. backtrader/indicators/contrib/blau_t_stoch_i.py +72 -0
  164. backtrader/indicators/contrib/blau_ts_stochastic.py +85 -0
  165. backtrader/indicators/contrib/blau_tvi.py +55 -0
  166. backtrader/indicators/contrib/brain_trend2_indicator.py +128 -0
  167. backtrader/indicators/contrib/brain_trend_signal_proxy.py +47 -0
  168. backtrader/indicators/contrib/brake_parb_indicator.py +85 -0
  169. backtrader/indicators/contrib/breakout_bars_trend_v2.py +121 -0
  170. backtrader/indicators/contrib/bsi_indicator.py +87 -0
  171. backtrader/indicators/contrib/bulls_bears_eyes.py +67 -0
  172. backtrader/indicators/contrib/bulls_power.py +56 -0
  173. backtrader/indicators/contrib/bw_wise_man1_signal.py +102 -0
  174. backtrader/indicators/contrib/bykov_trend_indicator.py +85 -0
  175. backtrader/indicators/contrib/candle_stop_color.py +46 -0
  176. backtrader/indicators/contrib/candles_x_smoothed_indicator.py +69 -0
  177. backtrader/indicators/contrib/candlesticks_bw.py +45 -0
  178. backtrader/indicators/contrib/caudate_x_period_candle_color.py +56 -0
  179. backtrader/indicators/contrib/cci_histogram_indicator.py +53 -0
  180. backtrader/indicators/contrib/cci_woodies_indicator.py +80 -0
  181. backtrader/indicators/contrib/center_of_gravity_candle_indicator.py +83 -0
  182. backtrader/indicators/contrib/center_of_gravity_indicator.py +70 -0
  183. backtrader/indicators/contrib/cg_oscillator.py +40 -0
  184. backtrader/indicators/contrib/close_line_cci.py +38 -0
  185. backtrader/indicators/contrib/close_price_fractals.py +47 -0
  186. backtrader/indicators/contrib/color3rd_gen_xma_indicator.py +122 -0
  187. backtrader/indicators/contrib/color_bb_candles_indicator.py +108 -0
  188. backtrader/indicators/contrib/color_coppock_indicator.py +157 -0
  189. backtrader/indicators/contrib/color_hma.py +71 -0
  190. backtrader/indicators/contrib/color_j_variation_indicator.py +53 -0
  191. backtrader/indicators/contrib/color_metro_de_marker_indicator.py +78 -0
  192. backtrader/indicators/contrib/color_metro_stochastic_indicator.py +93 -0
  193. backtrader/indicators/contrib/color_metro_wpr_indicator.py +85 -0
  194. backtrader/indicators/contrib/color_schaff_de_marker_trend_cycle.py +92 -0
  195. backtrader/indicators/contrib/color_schaff_trend_cycle_indicator.py +203 -0
  196. backtrader/indicators/contrib/color_step_xccx_indicator.py +193 -0
  197. backtrader/indicators/contrib/color_x2_ma.py +49 -0
  198. backtrader/indicators/contrib/color_x_derivative.py +63 -0
  199. backtrader/indicators/contrib/color_zerolag_de_marker.py +84 -0
  200. backtrader/indicators/contrib/corrected_average_indicator.py +127 -0
  201. backtrader/indicators/contrib/darvas_boxes_system.py +73 -0
  202. backtrader/indicators/contrib/dema_range_channel_color.py +42 -0
  203. backtrader/indicators/contrib/derivative_indicator.py +95 -0
  204. backtrader/indicators/contrib/digital_ft01_indicator.py +112 -0
  205. backtrader/indicators/contrib/digital_macd.py +200 -0
  206. backtrader/indicators/contrib/donchian_channels_system.py +45 -0
  207. backtrader/indicators/contrib/dots_indicator.py +93 -0
  208. backtrader/indicators/contrib/ef_distance_indicator.py +82 -0
  209. backtrader/indicators/contrib/ema_rsi_va.py +80 -0
  210. backtrader/indicators/contrib/envelopes_jp_alonso.py +32 -0
  211. backtrader/indicators/contrib/f2a_ao_indicator.py +120 -0
  212. backtrader/indicators/contrib/fatl_filter.py +179 -0
  213. backtrader/indicators/contrib/fibo_candles_indicator.py +78 -0
  214. backtrader/indicators/contrib/fine_tuning_ma.py +100 -0
  215. backtrader/indicators/contrib/fisher_org_v1.py +102 -0
  216. backtrader/indicators/contrib/fisher_org_v1_sign.py +118 -0
  217. backtrader/indicators/contrib/force_index_ema.py +96 -0
  218. backtrader/indicators/contrib/force_index_ema_2.py +27 -0
  219. backtrader/indicators/contrib/forecast_oscilator.py +145 -0
  220. backtrader/indicators/contrib/fractal_amambk.py +81 -0
  221. backtrader/indicators/contrib/frama_series.py +84 -0
  222. backtrader/indicators/contrib/frasm_av2_indicator.py +104 -0
  223. backtrader/indicators/contrib/go_indicator.py +93 -0
  224. backtrader/indicators/contrib/hlr_indicator.py +95 -0
  225. backtrader/indicators/contrib/hma.py +50 -0
  226. backtrader/indicators/contrib/i4_drfv2.py +34 -0
  227. backtrader/indicators/contrib/i4_drfv3.py +38 -0
  228. backtrader/indicators/contrib/i_anch_mom_indicator.py +72 -0
  229. backtrader/indicators/contrib/i_de_marker_sign_indicator.py +64 -0
  230. backtrader/indicators/contrib/i_gap_indicator.py +45 -0
  231. backtrader/indicators/contrib/i_stoch_komposter_indicator.py +77 -0
  232. backtrader/indicators/contrib/i_trend_indicator.py +125 -0
  233. backtrader/indicators/contrib/iamma_indicator.py +39 -0
  234. backtrader/indicators/contrib/indexed_moving_average.py +33 -0
  235. backtrader/indicators/contrib/instantaneous_trend_filter_indicator.py +51 -0
  236. backtrader/indicators/contrib/inverse_reaction_indicator.py +41 -0
  237. backtrader/indicators/contrib/irsi_sign_indicator.py +95 -0
  238. backtrader/indicators/contrib/iwpr_sign_indicator.py +59 -0
  239. backtrader/indicators/contrib/j_brain_trend1_sig_indicator.py +233 -0
  240. backtrader/indicators/contrib/j_tpo_proxy.py +32 -0
  241. backtrader/indicators/contrib/jma_slope_indicator.py +73 -0
  242. backtrader/indicators/contrib/kalman_filter_indicator.py +119 -0
  243. backtrader/indicators/contrib/kalman_filter_line.py +127 -0
  244. backtrader/indicators/contrib/kama_indicator.py +150 -0
  245. backtrader/indicators/contrib/karacatica_indicator.py +99 -0
  246. backtrader/indicators/contrib/kdj_indicator.py +59 -0
  247. backtrader/indicators/contrib/kwan_ccc_indicator.py +195 -0
  248. backtrader/indicators/contrib/kwan_nrp_indicator.py +113 -0
  249. backtrader/indicators/contrib/kwan_rdp_indicator.py +192 -0
  250. backtrader/indicators/contrib/laguerre_adx_indicator.py +85 -0
  251. backtrader/indicators/contrib/laguerre_filter_indicator.py +66 -0
  252. backtrader/indicators/contrib/laguerre_plus_di_proxy.py +57 -0
  253. backtrader/indicators/contrib/laguerre_roc_indicator.py +81 -0
  254. backtrader/indicators/contrib/le_man_signal_indicator.py +63 -0
  255. backtrader/indicators/contrib/linear_reg_slope_v2_indicator.py +136 -0
  256. backtrader/indicators/contrib/loco_indicator.py +88 -0
  257. backtrader/indicators/contrib/lrma_indicator.py +185 -0
  258. backtrader/indicators/contrib/lsma_angle_indicator.py +106 -0
  259. backtrader/indicators/contrib/ma_rounding_channel_indicator.py +149 -0
  260. backtrader/indicators/contrib/macd2_indicator.py +61 -0
  261. backtrader/indicators/contrib/macd_candle_indicator.py +80 -0
  262. backtrader/indicators/contrib/malr_indicator.py +77 -0
  263. backtrader/indicators/contrib/momentum_candle_sign_indicator.py +51 -0
  264. backtrader/indicators/contrib/moving_average_fn_indicator.py +139 -0
  265. backtrader/indicators/contrib/mt5_stochastic_close_close.py +57 -0
  266. backtrader/indicators/contrib/muv_nor_diff_cloud_indicator.py +107 -0
  267. backtrader/indicators/contrib/non_lag_dot_indicator.py +124 -0
  268. backtrader/indicators/contrib/nrtr_extr_indicator.py +95 -0
  269. backtrader/indicators/contrib/nrtr_indicator.py +95 -0
  270. backtrader/indicators/contrib/p_channel_system.py +40 -0
  271. backtrader/indicators/contrib/percent_envelope.py +37 -0
  272. backtrader/indicators/contrib/percentage_crossover_channel.py +47 -0
  273. backtrader/indicators/contrib/pivot_zig_zag_proxy.py +47 -0
  274. backtrader/indicators/contrib/price_channel_stop_indicator.py +104 -0
  275. backtrader/indicators/contrib/price_extreme_channel.py +35 -0
  276. backtrader/indicators/contrib/qqe_cloud_indicator.py +129 -0
  277. backtrader/indicators/contrib/ravi_indicator.py +40 -0
  278. backtrader/indicators/contrib/raw_close_close_stochastic.py +74 -0
  279. backtrader/indicators/contrib/rd_trend_trigger_indicator.py +51 -0
  280. backtrader/indicators/contrib/renko_level.py +85 -0
  281. backtrader/indicators/contrib/renko_line_break.py +91 -0
  282. backtrader/indicators/contrib/rftl_indicator.py +41 -0
  283. backtrader/indicators/contrib/rkd_indicator.py +53 -0
  284. backtrader/indicators/contrib/roc2_vg_indicator.py +68 -0
  285. backtrader/indicators/contrib/rsi_histogram_indicator.py +43 -0
  286. backtrader/indicators/contrib/rsi_slowdown.py +57 -0
  287. backtrader/indicators/contrib/rsioma_v2.py +41 -0
  288. backtrader/indicators/contrib/rvi_histogram_indicator.py +107 -0
  289. backtrader/indicators/contrib/safe_adx.py +89 -0
  290. backtrader/indicators/contrib/shared_strategy_indicators.py +1651 -0
  291. backtrader/indicators/contrib/sidus_indicator.py +105 -0
  292. backtrader/indicators/contrib/silver_trend_indicator.py +79 -0
  293. backtrader/indicators/contrib/sliding_range_color.py +56 -0
  294. backtrader/indicators/contrib/slow_stoch.py +42 -0
  295. backtrader/indicators/contrib/smoothed_adx_indicator.py +86 -0
  296. backtrader/indicators/contrib/smoothed_rsi.py +31 -0
  297. backtrader/indicators/contrib/spearman_rank_correlation_histogram.py +60 -0
  298. backtrader/indicators/contrib/stalin_indicator.py +152 -0
  299. backtrader/indicators/contrib/starter_laguerre_filter.py +62 -0
  300. backtrader/indicators/contrib/step_manrtr_indicator.py +137 -0
  301. backtrader/indicators/contrib/stochastic_histogram_indicator.py +143 -0
  302. backtrader/indicators/contrib/t3_alarm_indicator.py +125 -0
  303. backtrader/indicators/contrib/t3_average.py +76 -0
  304. backtrader/indicators/contrib/t3_indicator.py +40 -0
  305. backtrader/indicators/contrib/the20s_v020_signal.py +93 -0
  306. backtrader/indicators/contrib/three_candles_indicator.py +70 -0
  307. backtrader/indicators/contrib/three_line_break_indicator.py +64 -0
  308. backtrader/indicators/contrib/time_line.py +57 -0
  309. backtrader/indicators/contrib/trading_channel_index_proxy.py +48 -0
  310. backtrader/indicators/contrib/trend_arrows_indicator.py +109 -0
  311. backtrader/indicators/contrib/trend_continuation_indicator.py +127 -0
  312. backtrader/indicators/contrib/trend_intensity_index_proxy.py +51 -0
  313. backtrader/indicators/contrib/trend_manager_indicator.py +39 -0
  314. backtrader/indicators/contrib/tri_x_candle_indicator.py +51 -0
  315. backtrader/indicators/contrib/trigger_line.py +66 -0
  316. backtrader/indicators/contrib/triple_ema_rate.py +34 -0
  317. backtrader/indicators/contrib/trvi_indicator.py +194 -0
  318. backtrader/indicators/contrib/two_pb_ideal_xosma_indicator.py +127 -0
  319. backtrader/indicators/contrib/ultra_absolutely_no_lag_lwma_color.py +92 -0
  320. backtrader/indicators/contrib/ultra_wpr_indicator.py +173 -0
  321. backtrader/indicators/contrib/up_down_candle_strength.py +68 -0
  322. backtrader/indicators/contrib/vinin_i_trend_indicator.py +139 -0
  323. backtrader/indicators/contrib/volume_weighted_ma_indicator.py +78 -0
  324. backtrader/indicators/contrib/volume_weighted_ma_st_dev_indicator.py +111 -0
  325. backtrader/indicators/contrib/vwap_close_indicator.py +65 -0
  326. backtrader/indicators/contrib/vwma_candle.py +57 -0
  327. backtrader/indicators/contrib/vwma_digit_system.py +70 -0
  328. backtrader/indicators/contrib/wami.py +43 -0
  329. backtrader/indicators/contrib/wprsi_signal_indicator.py +105 -0
  330. backtrader/indicators/contrib/x_de_marker_histogram_vol_direct_indicator.py +145 -0
  331. backtrader/indicators/contrib/x_fisher_indicator.py +64 -0
  332. backtrader/indicators/contrib/xcci_histogram_vol_direct_indicator.py +56 -0
  333. backtrader/indicators/contrib/xcci_histogram_vol_indicator.py +85 -0
  334. backtrader/indicators/contrib/xma_ichimoku.py +163 -0
  335. backtrader/indicators/contrib/xma_ishimoku_channel_indicator.py +65 -0
  336. backtrader/indicators/contrib/xma_ishimoku_line.py +68 -0
  337. backtrader/indicators/contrib/xma_range_bands_indicator.py +107 -0
  338. backtrader/indicators/contrib/xmacd_indicator.py +70 -0
  339. backtrader/indicators/contrib/xrsi_de_marker_histogram.py +67 -0
  340. backtrader/indicators/contrib/xrsi_histogram_vol_direct_indicator.py +52 -0
  341. backtrader/indicators/contrib/xrsi_histogram_vol_indicator.py +81 -0
  342. backtrader/indicators/contrib/xrvi_indicator.py +130 -0
  343. backtrader/indicators/contrib/zero_lag_macd.py +36 -0
  344. backtrader/indicators/contrib/zig_zag_recent_pivot_signal.py +90 -0
  345. backtrader/indicators/contrib/zpf_indicator.py +115 -0
  346. backtrader/indicators/crossover.py +337 -0
  347. backtrader/indicators/dema.py +175 -0
  348. backtrader/indicators/demarker.py +270 -0
  349. backtrader/indicators/deviation.py +284 -0
  350. backtrader/indicators/directionalmove.py +1071 -0
  351. backtrader/indicators/dma.py +112 -0
  352. backtrader/indicators/dpo.py +96 -0
  353. backtrader/indicators/dv2.py +56 -0
  354. backtrader/indicators/ema.py +145 -0
  355. backtrader/indicators/envelope.py +475 -0
  356. backtrader/indicators/hadelta.py +198 -0
  357. backtrader/indicators/heikinashi.py +153 -0
  358. backtrader/indicators/hma.py +153 -0
  359. backtrader/indicators/hurst.py +151 -0
  360. backtrader/indicators/ichimoku.py +267 -0
  361. backtrader/indicators/kama.py +181 -0
  362. backtrader/indicators/kst.py +159 -0
  363. backtrader/indicators/lrsi.py +125 -0
  364. backtrader/indicators/mabase.py +147 -0
  365. backtrader/indicators/macd.py +322 -0
  366. backtrader/indicators/momentum.py +267 -0
  367. backtrader/indicators/moneyflow.py +237 -0
  368. backtrader/indicators/mt5atr.py +124 -0
  369. backtrader/indicators/myind.py +179 -0
  370. backtrader/indicators/obv.py +94 -0
  371. backtrader/indicators/ols.py +265 -0
  372. backtrader/indicators/oscillator.py +161 -0
  373. backtrader/indicators/percentchange.py +83 -0
  374. backtrader/indicators/percentrank.py +46 -0
  375. backtrader/indicators/pivotpoint.py +469 -0
  376. backtrader/indicators/prettygoodoscillator.py +113 -0
  377. backtrader/indicators/priceops_ext.py +123 -0
  378. backtrader/indicators/priceoscillator.py +262 -0
  379. backtrader/indicators/psar.py +212 -0
  380. backtrader/indicators/rmi.py +69 -0
  381. backtrader/indicators/rsi.py +440 -0
  382. backtrader/indicators/sma.py +141 -0
  383. backtrader/indicators/smma.py +116 -0
  384. backtrader/indicators/spread.py +54 -0
  385. backtrader/indicators/stochastic.py +263 -0
  386. backtrader/indicators/supertrend.py +436 -0
  387. backtrader/indicators/trend_ext.py +105 -0
  388. backtrader/indicators/trix.py +202 -0
  389. backtrader/indicators/tsi.py +155 -0
  390. backtrader/indicators/ultimateoscillator.py +158 -0
  391. backtrader/indicators/vortex.py +62 -0
  392. backtrader/indicators/williams.py +194 -0
  393. backtrader/indicators/wma.py +103 -0
  394. backtrader/indicators/zlema.py +135 -0
  395. backtrader/indicators/zlind.py +104 -0
  396. backtrader/linebuffer.py +3155 -0
  397. backtrader/lineiterator.py +2911 -0
  398. backtrader/lineroot.py +1106 -0
  399. backtrader/lineseries.py +2559 -0
  400. backtrader/live_trading/__init__.py +31 -0
  401. backtrader/live_trading/interface.py +404 -0
  402. backtrader/mathsupport.py +94 -0
  403. backtrader/metabase.py +1804 -0
  404. backtrader/mixins/__init__.py +21 -0
  405. backtrader/mixins/singleton.py +118 -0
  406. backtrader/observer.py +106 -0
  407. backtrader/observers/__init__.py +45 -0
  408. backtrader/observers/benchmark.py +126 -0
  409. backtrader/observers/broker.py +184 -0
  410. backtrader/observers/buysell.py +144 -0
  411. backtrader/observers/drawdown.py +161 -0
  412. backtrader/observers/logreturns.py +113 -0
  413. backtrader/observers/timereturn.py +86 -0
  414. backtrader/observers/trade_logger.py +2972 -0
  415. backtrader/observers/tradelogger.py +6 -0
  416. backtrader/observers/trades.py +258 -0
  417. backtrader/order.py +1114 -0
  418. backtrader/parameters.py +2345 -0
  419. backtrader/plot/__init__.py +54 -0
  420. backtrader/plot/finance.py +1022 -0
  421. backtrader/plot/formatters.py +200 -0
  422. backtrader/plot/locator.py +353 -0
  423. backtrader/plot/multicursor.py +495 -0
  424. backtrader/plot/plot.py +2500 -0
  425. backtrader/plot/plot_plotly.py +1351 -0
  426. backtrader/plot/scheme.py +253 -0
  427. backtrader/plot/utils.py +104 -0
  428. backtrader/position.py +290 -0
  429. backtrader/position_modes.py +132 -0
  430. backtrader/profiles.py +254 -0
  431. backtrader/reports/__init__.py +39 -0
  432. backtrader/reports/charts.py +371 -0
  433. backtrader/reports/performance.py +620 -0
  434. backtrader/reports/reporter.py +660 -0
  435. backtrader/resamplerfilter.py +1001 -0
  436. backtrader/signal.py +118 -0
  437. backtrader/signals/__init__.py +17 -0
  438. backtrader/sizer.py +114 -0
  439. backtrader/sizers/__init__.py +26 -0
  440. backtrader/sizers/fixedsize.py +161 -0
  441. backtrader/sizers/percents_sizer.py +119 -0
  442. backtrader/store.py +221 -0
  443. backtrader/stores/__init__.py +33 -0
  444. backtrader/stores/btapistore.py +15506 -0
  445. backtrader/stores/livestore.py +137 -0
  446. backtrader/stores/vchartfile.py +96 -0
  447. backtrader/strategy.py +3655 -0
  448. backtrader/talib.py +280 -0
  449. backtrader/test_helpers.py +96 -0
  450. backtrader/timer.py +358 -0
  451. backtrader/trade.py +442 -0
  452. backtrader/tradingcal.py +361 -0
  453. backtrader/utils/__init__.py +68 -0
  454. backtrader/utils/autodict.py +251 -0
  455. backtrader/utils/date.py +71 -0
  456. backtrader/utils/dateintern.py +509 -0
  457. backtrader/utils/flushfile.py +94 -0
  458. backtrader/utils/fractal.py +101 -0
  459. backtrader/utils/get_metrics.py +101 -0
  460. backtrader/utils/load_data.py +209 -0
  461. backtrader/utils/log_message.py +998 -0
  462. backtrader/utils/ordereddefaultdict.py +75 -0
  463. backtrader/utils/py3.py +296 -0
  464. backtrader/version.py +21 -0
  465. backtrader/writer.py +372 -0
@@ -0,0 +1,75 @@
1
+ #!/usr/bin/env python
2
+ """Ordered Default Dict Module - OrderedDict with default values.
3
+
4
+ This module provides OrderedDefaultdict, which combines the insertion
5
+ ordering of OrderedDict with the default value functionality of defaultdict.
6
+
7
+ Classes:
8
+ OrderedDefaultdict: OrderedDict that creates default values for missing keys.
9
+
10
+ Example:
11
+ >>> from backtrader.utils import OrderedDefaultdict
12
+ >>> d = OrderedDefaultdict(list)
13
+ >>> d['key'].append('value')
14
+ >>> print(d['key'])
15
+ ['value']
16
+ """
17
+
18
+ from collections import OrderedDict
19
+
20
+ from .py3 import iteritems
21
+
22
+
23
+ # This is an unused class. The intention of creating it should be to maintain DefaultDict characteristics when adding to OrderedDict
24
+ # This class is not found anywhere in backtrader, everyone can ignore it, it can even be deleted without affecting usage.
25
+ class OrderedDefaultdict(OrderedDict):
26
+ """OrderedDict that creates default values for missing keys.
27
+
28
+ Combines the insertion ordering of OrderedDict with the automatic
29
+ default value creation of defaultdict.
30
+
31
+ Attributes:
32
+ default_factory: Callable that creates default values for missing keys.
33
+
34
+ Example:
35
+ >>> d = OrderedDefaultdict(list)
36
+ >>> d['items'].append(1)
37
+ >>> print(d['items'])
38
+ [1]
39
+ """
40
+
41
+ # Class initialization, passing *args parameters and **kwargs parameters
42
+ def __init__(self, *args, **kwargs):
43
+ """Initialize the OrderedDefaultdict.
44
+
45
+ Args:
46
+ *args: If provided, first argument must be a callable that
47
+ creates default values for missing keys (like list, dict, int).
48
+ Remaining args are passed to OrderedDict.
49
+ **kwargs: Keyword arguments passed to OrderedDict.
50
+
51
+ Raises:
52
+ TypeError: If first argument is not None or callable.
53
+ """
54
+ # If no *args passed, default self.default_factory is None
55
+ if not args:
56
+ self.default_factory = None
57
+ # If *args passed, if args[0] doesn't satisfy being None or callable, will raise error, if satisfied, default will be args[0], remaining parameters will be args[1:]
58
+ else:
59
+ if not (args[0] is None or callable(args[0])):
60
+ raise TypeError("first argument must be callable or None")
61
+ self.default_factory = args[0]
62
+ args = args[1:]
63
+ super().__init__(*args, **kwargs)
64
+
65
+ # When key value doesn't exist, if self.default_factory is None, will return key error; if not None, will return self.default_factory()
66
+ def __missing__(self, key):
67
+ if self.default_factory is None:
68
+ raise KeyError(key)
69
+ self[key] = default = self.default_factory()
70
+ return default
71
+
72
+ # Optional method, for supporting pickle
73
+ def __reduce__(self): # optional, for pickle support
74
+ args = (self.default_factory,) if self.default_factory else ()
75
+ return self.__class__, args, None, None, iteritems(self)
@@ -0,0 +1,296 @@
1
+ #!/usr/bin/env python
2
+ """Python 3 Compatibility Module.
3
+
4
+ This module provides common type aliases and utility functions used
5
+ throughout the backtrader framework. Originally a Python 2/3 shim,
6
+ now simplified to Python 3 only.
7
+
8
+ Exports:
9
+ string_types: Tuple of string types — ``(str,)``.
10
+ integer_types: Tuple of integer types — ``(int,)``.
11
+ MAXINT / MININT / MAXFLOAT / MINFLOAT: Numeric limits.
12
+ range, zip, map, filter: Built-in references (kept for import compat).
13
+ queue: ``import queue``.
14
+ cmp, bytes, bstr: Helper functions.
15
+ iterkeys, itervalues, iteritems, keys, values, items: Dict helpers.
16
+ urlquote, urlopen, ProxyHandler, build_opener, install_opener: URL helpers.
17
+ winreg: Windows registry module (None on non-Windows).
18
+ with_metaclass: Metaclass helper.
19
+ """
20
+
21
+ import queue # noqa: F401 — re-exported
22
+ import sys
23
+ import urllib.request as _urllib_request
24
+ from urllib.parse import quote as _urlquote
25
+
26
+ # Kept for backward compat — always False
27
+ PY2 = False
28
+
29
+ # --- Windows registry ---
30
+ try:
31
+ import winreg # noqa: F401
32
+ except ImportError:
33
+ winreg = None
34
+
35
+
36
+ # --- URL helpers (used by feeds like Quandl, Yahoo) ---
37
+ def urlquote(s, *args, **kwargs):
38
+ """Quote a string for use in a URL.
39
+
40
+ Args:
41
+ s: The string to quote.
42
+ *args: Additional positional arguments passed to urllib.parse.quote.
43
+ **kwargs: Additional keyword arguments passed to urllib.parse.quote.
44
+
45
+ Returns:
46
+ The quoted string safe for use in URLs.
47
+ """
48
+ return _urlquote(s, *args, **kwargs)
49
+
50
+
51
+ # Default network timeout (seconds) applied when a caller does not supply one.
52
+ # Without it, urllib blocks indefinitely if the remote endpoint never responds,
53
+ # which can hang the data-loading thread. Callers may override via timeout=...
54
+ _DEFAULT_URLOPEN_TIMEOUT = 30.0
55
+
56
+
57
+ def urlopen(*args, **kwargs):
58
+ """Open a URL.
59
+
60
+ Args:
61
+ *args: Positional arguments passed to urllib.request.urlopen.
62
+ **kwargs: Keyword arguments passed to urllib.request.urlopen. If
63
+ ``timeout`` is not provided, a default of
64
+ ``_DEFAULT_URLOPEN_TIMEOUT`` seconds is applied to avoid
65
+ indefinite blocking on unresponsive endpoints.
66
+
67
+ Returns:
68
+ A file-like object representing the URL response.
69
+ """
70
+ # Thin py2/3 compat shim; callers supply trusted URLs.
71
+ kwargs.setdefault("timeout", _DEFAULT_URLOPEN_TIMEOUT)
72
+ return _urllib_request.urlopen(*args, **kwargs) # nosec B310
73
+
74
+
75
+ def ProxyHandler(*args, **kwargs): # noqa: N802 — keep legacy name
76
+ """Create a proxy handler for opening URLs.
77
+
78
+ Args:
79
+ *args: Positional arguments passed to urllib.request.ProxyHandler.
80
+ **kwargs: Keyword arguments passed to urllib.request.ProxyHandler.
81
+
82
+ Returns:
83
+ A ProxyHandler instance for configuring URL proxies.
84
+ """
85
+ return _urllib_request.ProxyHandler(*args, **kwargs)
86
+
87
+
88
+ def build_opener(*args, **kwargs):
89
+ """Build a URL opener with a chain of handlers.
90
+
91
+ Args:
92
+ *args: Positional arguments passed to urllib.request.build_opener.
93
+ **kwargs: Keyword arguments passed to urllib.request.build_opener.
94
+
95
+ Returns:
96
+ An OpenerDirector instance configured with the specified handlers.
97
+ """
98
+ return _urllib_request.build_opener(*args, **kwargs)
99
+
100
+
101
+ def install_opener(*args, **kwargs):
102
+ """Install an opener as the default global opener.
103
+
104
+ Args:
105
+ *args: Positional arguments passed to urllib.request.install_opener.
106
+ **kwargs: Keyword arguments passed to urllib.request.install_opener.
107
+
108
+ Returns:
109
+ None.
110
+ """
111
+ return _urllib_request.install_opener(*args, **kwargs)
112
+
113
+
114
+ # --- Numeric limits ---
115
+ MAXINT = sys.maxsize
116
+ MININT = -sys.maxsize - 1
117
+ MAXFLOAT = sys.float_info.max
118
+ MINFLOAT = sys.float_info.min
119
+
120
+ # --- Type aliases ---
121
+ string_types = (str,)
122
+ integer_types = (int,)
123
+ long = int
124
+
125
+ # --- Built-in re-exports (kept so ``from .py3 import range`` still works) ---
126
+ filter = filter
127
+ map = map
128
+ range = range
129
+ zip = zip
130
+
131
+
132
+ # --- Utility functions ---
133
+ def cmp(a, b):
134
+ """Compare two values.
135
+
136
+ Args:
137
+ a: First value to compare.
138
+ b: Second value to compare.
139
+
140
+ Returns:
141
+ int: 1 if a > b, 0 if a == b, -1 if a < b.
142
+ """
143
+ return (a > b) - (a < b)
144
+
145
+
146
+ def bytes(x):
147
+ """Encode a string to bytes using UTF-8 encoding.
148
+
149
+ Args:
150
+ x: String to encode.
151
+
152
+ Returns:
153
+ Bytes representation of the input string.
154
+ """
155
+ return x.encode("utf-8")
156
+
157
+
158
+ def bstr(x):
159
+ """Convert a value to a byte string.
160
+
161
+ Args:
162
+ x: Value to convert.
163
+
164
+ Returns:
165
+ String representation of the input value.
166
+ """
167
+ return str(x)
168
+
169
+
170
+ # --- Dict iteration helpers ---
171
+ def iterkeys(d):
172
+ """Return an iterator over the dictionary's keys.
173
+
174
+ Args:
175
+ d: Dictionary to iterate over.
176
+
177
+ Returns:
178
+ An iterator over the dictionary's keys.
179
+ """
180
+ return iter(d.keys())
181
+
182
+
183
+ def itervalues(d):
184
+ """Return an iterator over the dictionary's values.
185
+
186
+ Args:
187
+ d: Dictionary to iterate over.
188
+
189
+ Returns:
190
+ An iterator over the dictionary's values.
191
+ """
192
+ return iter(d.values())
193
+
194
+
195
+ def iteritems(d):
196
+ """Return an iterator over the dictionary's items.
197
+
198
+ Args:
199
+ d: Dictionary to iterate over.
200
+
201
+ Returns:
202
+ An iterator over (key, value) tuples.
203
+ """
204
+ return iter(d.items())
205
+
206
+
207
+ def keys(d):
208
+ """Return a list of the dictionary's keys.
209
+
210
+ Args:
211
+ d: Dictionary to extract keys from.
212
+
213
+ Returns:
214
+ A list containing the dictionary's keys.
215
+ """
216
+ return list(d.keys())
217
+
218
+
219
+ def values(d):
220
+ """Return a list of the dictionary's values.
221
+
222
+ Args:
223
+ d: Dictionary to extract values from.
224
+
225
+ Returns:
226
+ A list containing the dictionary's values.
227
+ """
228
+ return list(d.values())
229
+
230
+
231
+ def items(d):
232
+ """Return a list of the dictionary's items.
233
+
234
+ Args:
235
+ d: Dictionary to extract items from.
236
+
237
+ Returns:
238
+ A list of (key, value) tuples.
239
+ """
240
+ return list(d.items())
241
+
242
+
243
+ # This is from Armin Ronacher from Flash simplified later by six
244
+ def with_metaclass(meta, *bases):
245
+ """Create a base class with a metaclass.
246
+
247
+ This function provides a compatibility layer for creating classes with
248
+ metaclasses in a way that works across Python versions. Originally designed
249
+ for Python 2/3 compatibility, now simplified for Python 3 only.
250
+
251
+ Args:
252
+ meta: The metaclass to use for the created class.
253
+ *bases: Base classes to inherit from.
254
+
255
+ Returns:
256
+ A temporary base class that, when inherited from, creates a class
257
+ with the specified metaclass and base classes.
258
+
259
+ Note:
260
+ Modern Python 3 code can use metaclass directly in class definition:
261
+ ``class MyClass(metaclass=Meta):``. This function is kept for
262
+ backward compatibility with existing code.
263
+ """
264
+
265
+ # This requires a bit of explanation: the basic idea is to make a dummy
266
+ # metaclass for one level of class instantiation that replaces itself with
267
+ # the actual metaclass.
268
+ # This function creates a base class with a metaclass, main purpose is to be compatible with python2 and python3 syntax, now there's a newer solution is to use decorator @six.add_metaclass(Meta)
269
+ # References: https://qa.1r1g.com/sf/ask/1295967501/
270
+ # https://zhuanlan.zhihu.com/p/354828950
271
+ # https://www.jianshu.com/p/224ffcb8e73e
272
+ class metaclass(meta):
273
+ """Dummy metaclass for creating a temporary base class.
274
+
275
+ This metaclass is used internally by with_metaclass to create a
276
+ temporary class that will be replaced with the actual metaclass.
277
+
278
+ Attributes:
279
+ meta: The target metaclass to use for the final class.
280
+ """
281
+
282
+ def __new__(cls, name, this_bases, d):
283
+ """Create a new class with the target metaclass.
284
+
285
+ Args:
286
+ cls: The metaclass class (metaclass itself).
287
+ name: Name of the class being created.
288
+ this_bases: Base classes for the temporary class.
289
+ d: Class dictionary.
290
+
291
+ Returns:
292
+ A new class created with the target metaclass and specified bases.
293
+ """
294
+ return meta(name, bases, d)
295
+
296
+ return type.__new__(metaclass, "temporary_class", (), {})
backtrader/version.py ADDED
@@ -0,0 +1,21 @@
1
+ #!/usr/bin/env python
2
+ """Version Module - Backtrader version information.
3
+
4
+ This module contains version information for the backtrader package.
5
+
6
+ Attributes:
7
+ __version__: Version string (e.g., "1.9.76.123").
8
+ __btversion__: Version tuple for comparisons (e.g., (1, 9, 76, 123)).
9
+
10
+ Example:
11
+ Checking version:
12
+ >>> import backtrader
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+ >>> print(backtrader.__version__)
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+ 1.9.76.123
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+ """
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+
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+ # backtrader version number
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+ __version__ = "1.4.0"
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+
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+ # backtrader version number, tuple format
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+ __btversion__ = tuple(int(x) for x in __version__.split("."))