Plotting dates range

Maxim Korobov

I'm trying to use linear regression algorithm in backtesting. 90% of time strategy uses data for training, then 10% uses to testing model.
How to tell cerebro to plot only last 10% of overall data? In other words, how to tell cerebro to plot data from exact date only and skip data before it?

backtrader

You couldn't up until today. This was a particularly little nifty idea which should have probably been there for a long time.

Already commited to the development branch: https://github.com/mementum/backtrader/commit/83fe24237dc406e13b81de9da431766b8c6c28e2

Use start and end as named arguments to cerebro.plot. The defaults are 0 and -1 (standard python for first and last) but you can also pass datetime.date/datetime instances to restrict the plot

Maxim Korobov

10x m8 and gg!

Will try it in 1.9.31!

Maxim Korobov

Could you suggest please how to convert date time into index using DataFeed?

backtrader

For starters you can pass a datetime instance as the key to decide where to start/stop plotting. But ...

No timestamp is guaranteed to be in the data feed (even if in your case you know it is there, but the in most general case, it cannot be guaranteed).

dtnum = datafeed.date2num(dt_timestamp)

And you can then use the bisect built-in module to locate the insertion index of dtnum in datafeed.datetime

If the timestamp is there, the index will match. If not, it will give you the best possible approximation (left or right, that's a choice)

Maxim Korobov

Thanks! Work like a charm!

RandyT

@backtrader if I understand correctly, this may be a more appropriate way to set a closing bar stop for live trading? Or does this only apply to historical data?

backtrader

@RandyT said in Plotting dates range:

@backtrader if I understand correctly, this may be a more appropriate way to set a closing bar stop for live trading? Or does this only apply to historical data?

The final answer in this thread was meant to provide a way to find the closest index to a timestamp to restrict the actual plotting.

May the above question be misplaced? (and therefore intended for another thread)

RandyT

Correct, does not make sense in this context. Please delete.

mpgentleman

Can you show an example of plotting between to specific dates. ie 01/01/2008 to 12/31/2009

backtrader

See Blog - Plotting Date Ranges