T
You are absolutely correct! Despite hours of searching for how to pass arguments to a class as it's created I never came across this alternative method for creating a class dynamically. It works perfectly.
You have taught me so much about Python just from snooping through backtrader code. Thank you Daniel!
In case anyone else finds this useful here is the data-pandas-optix.py file (backtrader/samples/data-pandas) with all parameters defined externally from the PandasData class. The original class creation is included but commented out.
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015, 2016 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import argparse
import backtrader as bt
import backtrader.feeds as btfeeds
import pandas
# class PandasDataOptix(btfeeds.PandasData):
#
# lines = ('optix_close', 'optix_pess', 'optix_opt',)
# params = (('optix_close', -1),
# ('optix_pess', -1),
# ('optix_opt', -1))
#
# datafields = btfeeds.PandasData.datafields + (
# ['optix_close', 'optix_pess', 'optix_opt'])
######## Dynamic class creation ##########
lines = ('optix_close', 'optix_pess', 'optix_opt',)
params = (('optix_close', -1),
('optix_pess', -1),
('optix_opt', -1))
datafields = btfeeds.PandasData.datafields + (
['optix_close', 'optix_pess', 'optix_opt'])
mydict = dict(
lines=tuple(lines),
params=params,
datafields=bt.feeds.PandasData.datafields + list(lines),
)
PandasDataOptix = type('PandasDataOptix', (btfeeds.PandasData,), mydict)
class StrategyOptix(bt.Strategy):
def next(self):
print('%03d %f %f, %f' % (
len(self),
self.data.optix_close[0],
self.data.lines.optix_pess[0],
self.data.optix_opt[0],))
def runstrat():
args = parse_args()
# Create a cerebro entity
cerebro = bt.Cerebro(stdstats=False)
# Add a strategy
cerebro.addstrategy(StrategyOptix)
# Get a pandas dataframe
datapath = ('../../datas/2006-day-001-optix.txt')
# Simulate the header row isn't there if noheaders requested
skiprows = 1 if args.noheaders else 0
header = None if args.noheaders else 0
dataframe = pandas.read_csv(datapath,
skiprows=skiprows,
header=header,
parse_dates=True,
index_col=0)
if not args.noprint:
print('--------------------------------------------------')
print(dataframe)
print('--------------------------------------------------')
# Pass it to the backtrader datafeed and add it to the cerebro
data = PandasDataOptix(dataname=dataframe)
cerebro.adddata(data)
# Run over everything
cerebro.run()
# Plot the result
if not args.noplot:
cerebro.plot(style='bar')
def parse_args():
parser = argparse.ArgumentParser(
description='Pandas test script')
parser.add_argument('--noheaders', action='store_true', default=False,
required=False,
help='Do not use header rows')
parser.add_argument('--noprint', action='store_true', default=False,
help='Print the dataframe')
parser.add_argument('--noplot', action='store_true', default=False,
help='Do not plot the chart')
return parser.parse_args()
if __name__ == '__main__':
runstrat()