Passing a dataframe with all indicator/signal precalculated

[azuric]

Hi,

Looking to use use backtrader as a quick way of prototyping signals.

If I have a data frame with mid price of closes and some (one for simplicity) signals, how do I pass them to backtrader. I assume

I do not need to build a custom indicator and instantiate them to do this but in effect just pass the frame directly and iterate over it.

[Arun Lama]

@azuric This is how I add Pandas Dataframe to datafeeds

cerebro = bt.Cerebro()  
feed = pd.read_csv('test.csv',index_col = 'Date',parse_dates = True)
data = bt.feeds.PandasData(dataname = feed)

and this is how I used talib library to calculate indicators (you can get indicator calculations from backtrader itself too)

class SmaCross(bt.Strategy):    
        params = dict(pslow=20,order_percentage= 0.99,ticker = 'NEPSE')         
            def __init__(self):    
            sma = bt.talib.SMA(self.data.close,timeperiod=self.p.pslow)    
            self.crossover = bt.ind.CrossOver(self.data.close, sma, plot = True)  
    
        ``

[ab_trader]

You can have data and indicators in the data frame which you will pass to bt as a data feed, but this data feed should be extended - additional lines for indicators added. Couple links -

Docs - Data Feeds - Extending

Community - Create Indicator Line from DataFrame (not from data in Cerebros)

[azuric]

Thanks guys that puts me on the right track.

[run-out]

The answers over here might help.