Running a backtest from a single class

[Edward Owen]

Hi,

I am doing a web project using Backtrader for my class. Basically, the web page allows users to input variables such as initial cash, indicator values, risk management values, etc, and run a simple backtest with Backtrader from the web itself.

As far as I know, to run a simple strategy you'll need to

1. Instantiate Cerebro
2. cerebro.broker.addstrategy(strategy)
3. Add Data and set cash
4. cerebro.run()

To backtest from the web I have to run the backtest from a single class. I named the class "Simulate" and have decided to insert steps 1-4 into the class' __ init __

class Simulate:

    def __init__(self, initialCash):
        self.cash = initialCash
        self.cerebro = bt.Cerebro()
        #self.TestStrategy = TestStrategy()
        self.cerebro.addstrategy(TestStrategy)

        data = bt.feeds.YahooFinanceCSVData(
            dataname="datas/Misc/orcl-1995-2014.txt",
            fromdate=datetime.datetime(2000, 1, 1),
            todate=datetime.datetime(2000, 12, 31),
            reverse=False)

        self.cerebro.adddata(data)
        self.cerebro.broker.setcash(self.cash)
        print('Starting Portfolio Value: %.2f' % self.cerebro.broker.getvalue())
        self.cerebro.run()
        print('Final Portfolio Value: %.2f' % self.cerebro.broker.getvalue())
        self.cerebro.plot(style="candlestick", barup='green', bardown='red')

The bt.strategy class that I will be using is outside of the "Simulate" class.

class Simulate: ...
class TestStrategy(bt.Strategy): ...

Let's say in this example I wanted to log the "Initial Cash" every time I place a Buy order. This "Initial Cash" is supposed to be in Simulate's __ init __

class Simulate:

    def __init__(self, initialCash):
        self.cash = initialCash

and to log

1. Buy Create's Close
2. Current Cash
3. Initial Cash

self.log('BUY CREATE, %.2f, Cash: %.2f, Initial Cash:%.2f' %                
( self.dataclose[0],self.cerebro.broker.getcash(), self.cash))

How do I get the values from Simulate class to the strategy class, I've been trying to solve this for days, but just can't figure it out. Please help :c

.
.
.
Here is the full code(the strategy is an example strategy from the quickstart docs):

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)
import backtrader as bt
import datetime

class Simulate:

    def __init__(self, initialCash):
        self.cash = initialCash
        self.cerebro = bt.Cerebro()
        #self.TestStrategy = TestStrategy()
        self.cerebro.addstrategy(TestStrategy)

        data = bt.feeds.YahooFinanceCSVData(
            dataname="datas/Misc/orcl-1995-2014.txt",
            fromdate=datetime.datetime(2000, 1, 1),
            todate=datetime.datetime(2000, 12, 31),
            reverse=False)

        self.cerebro.adddata(data)
        self.cerebro.broker.setcash(self.cash)
        print('Starting Portfolio Value: %.2f' % self.cerebro.broker.getvalue())
        self.cerebro.run()
        print('Final Portfolio Value: %.2f' % self.cerebro.broker.getvalue())
        self.cerebro.plot(style="candlestick", barup='green', bardown='red')

class TestStrategy(bt.Strategy):
    def log(self, txt, dt=None):
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))
    def __init__(self):
        self.dataclose = self.datas[0].close

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            return
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log('BUY EXECUTED, %.2f' % order.executed.price)
            elif order.issell():
                self.log('SELL EXECUTED, %.2f' % order.executed.price)
            self.bar_executed = len(self)
        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')
        self.order = None
    def next(self):
            self.log('Close, %.2f' % self.dataclose[0])
            if self.dataclose[0] < self.dataclose[-1]:
                if self.dataclose[-1] < self.dataclose[-2]:
                    self.log('BUY CREATE, %.2f, Cash: %.2f, Initial Cash:%.2f' %
                             ( self.dataclose[0],self.cerebro.broker.getcash(),
                               self.cash))
                    self.buy()

Simulate(100000)

[Edward Owen]

i got it!

I insert few functions to call the values from bt.cerebro to mimic cerebro.broker.getcash()

but any other solutions are welcome!