Relative Data Input

Dixing Xu

Hi there,

I wonder is there a way to easily convert close price to relative price based on the first bar of input. Or do I need to do it manually every time?

And will database such as sqlite be supported for storing data in the future?

Thank you!

backtrader

@Dixing-Xu said in Relative Data Input:

I wonder is there a way to easily convert close price to relative price based on the first bar of input. Or do I need to do it manually every time?

You need a Filter which stores the 1st price seen during action and adjusts each price with regards to it. For reference see: Docs - Filters

But such a filter actually has been implemented (it is used for some of the proprietary tools for the Backtrader Fund (see Esfera Capital - Funds

It's a very simple filter

class PercFilter(bt.metabase.ParamsBase):
    params = (
        ('base', 100.0),
    )

    def __init__(self, data):
        self._refclose = None

    def __call__(self, data, *args, **kwargs):
        if self._refclose is None:
            self._refclose = data.close[0]

        pc = 100.0 * (data.close[0] / self._refclose - 1.0)
        data.close[0] = self.p.base + pc

        return False  # no change to stream structure/length

@Dixing-Xu said in Relative Data Input:

And will database such as sqlite be supported for storing data in the future?

backtrader has no provisions for data collection/storage. Nothing prevents collecting data from the on-line sources, but how to actually store it is entirely up to the user. The sources contain a tool called rewrite-data which simply takes one of the inputs and outputs a csv in the expected default format for backtrader. The same data could be written to an sqlite database with a simple schema.