Backtesting/backtest.py at main · SpiritStack/Backtesting · GitHub

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importdatetime
fromindicators.alligatorimportAlligator
importbacktraderasbt
importbacktrader.feedsasbtfeed
fromstrategies.dipimportBuyDip
fromstrategies.smaimportSmaCross
fromstrategies.goldenCrossimportGoldenCross
fromstrategies.supertrendStrategyimportSupertrendStrategy
fromstrategies.alligatorStrategyimportAlligatorStrategy
fromindicators.pivotsimportPivotPoint
fromstrategies.ArjunBhatiaFuturesimportArjunBhatiaFutures
fromstrategies.StopOrderSubmitimportStopOrderSubmit
fromstrategies.dipBuyimportDipBuy

cerebro=bt.Cerebro()

cerebro.broker.set_cash(1000000)

data=btfeed.GenericCSVData(
dataname='./Data/Custom/BANKNIFTY.csv',

fromdate=datetime.datetime(2020, 1, 1),
todate=datetime.datetime(2020, 12, 31),
nullvalue=0.0,
dtformat=('%Y/%m/%d'),
tmformat=('%H:%M'),

timeframe=bt.TimeFrame.Minutes, compression=1,
sessionstart=datetime.time(9, 15), sessionend=datetime.time(15, 30),

datetime=1,
time=2,
high=4,
low=5,
open=3,
close=6,
volume=-1,
openinterest=-1
)

data2=bt.feeds.YahooFinanceCSVData(
dataname='./Data/Yahoo/BTC-USD.csv',
fromdate=datetime.datetime(2018, 1, 4),
todate=datetime.datetime(2021, 9, 4),
reverse=False
)

# cerebro.adddata(data).plotinfo.plot=False

cerebro.resampledata(data,
timeframe=bt.TimeFrame.Minutes,
compression=15)
cerebro.resampledata(data,
timeframe=bt.TimeFrame.Days,
compression=1).plotinfo.plot=False


cerebro.addstrategy(DipBuy)
cerebro.run()
cerebro.plot(style='candle', barup='green')