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back testing 1 minute data from yahoo finance



  • Re: Backtesting 1 minute data

    from datetime import datetime
    import backtrader as bt

    class SmaCross(bt.SignalStrategy):
    def init(self):
    sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
    crossover = bt.ind.CrossOver(sma1, sma2)
    self.signal_add(bt.SIGNAL_LONG, crossover)

    cerebro = bt.Cerebro()
    cerebro.addstrategy(SmaCross)

    data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
    todate=datetime(2012, 12, 31))
    cerebro.adddata(data0)

    cerebro.run()
    cerebro.plot()

    Question : It works but i want to be able to change the time frame to 1 min, 5 min, 15 min and 1 hour etc. how can i do it ?


  • administrators

    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
    

  • administrators

    The implemented feed does only download days or larger timeframes.