backtrader_plotting

Library to add extended plotting capabilities to backtrader (https://www.backtrader.com/). Currently the only available backend is Bokeh (https://bokeh.org/).

Features

• Interactive plots
• Interactive backtrader optimization result browser (only supported for single-strategy runs)
• Highly configurable
• Different skinnable themes
• Easy to use

Feel free to test it and play with it. I am happy about feedback, critics and ideas on backtrader forum (and also in GitHub issues): https://community.backtrader.com/topic/813/bokeh-integration-interactive-webbrowser-plotting

Needs Python >= 3.6.

Demos

https://verybadsoldier.github.io/backtrader_plotting/

Installation

pip install backtrader_plotting

Quickstart

frombacktrader_plottingimportBokehfrombacktrader_plotting.schemesimportTradimo<yourbacktradercode>b=Bokeh(style='bar', plot_mode='single', scheme=Tradimo())
cerebro.plot(b)

Minimal Example

importdatetimeimportbacktraderasbtfrombacktrader_plottingimportBokehclassTestStrategy(bt.Strategy):
params= (
('buydate', 21),
('holdtime', 6),
)
defnext(self):
iflen(self.data) ==self.p.buydate:
self.buy(self.datas[0], size=None)
iflen(self.data) ==self.p.buydate+self.p.holdtime:
self.sell(self.datas[0], size=None)
if__name__=='__main__':
cerebro=bt.Cerebro()
cerebro.addstrategy(TestStrategy, buydate=3)
data=bt.feeds.YahooFinanceCSVData(
dataname="datas/orcl-1995-2014.txt",
# Do not pass values before this datefromdate=datetime.datetime(2000, 1, 1),
# Do not pass values after this datetodate=datetime.datetime(2001, 2, 28),
reverse=False,
)
cerebro.adddata(data)
cerebro.run()
b=Bokeh(style='bar', plot_mode='single')
cerebro.plot(b)

Plotting Optimization Results

Another way to use this package is to use the OptBrowser to browse a backtrader optimization result:

...
cerebro.optstrategy(TestStrategy, buydate=range(1, 10, 1))
cerebro.addanalyzer(bt.analyzers.SharpeRatio)
...
res=cerebro.run()
bo=Bokeh()
browser=OptBrowser(bo, result)
browser.start()

This will start a Bokeh application (standalone webserver) displaying all optimization results. Different results can be selected and viewed.

It is possible possible to add further user-provided columns. When dealing with huge amounts of optimization results the number of results can be limited and the remaining results can be sorted by a user-provided function to allow for simple selection of the best results.

Documentation

Please refert to the Wiki for further documentation: https://github.com/verybadsoldier/backtrader_plotting/wiki