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Plotting Date Ranges

The release, 1.9.31.x added the capability to make partial plots.

  • Either with indices to the full length array of timestamps kept in strategy instances

  • Or with actual datetime.date or datetime.datetime instances that limit what has to be plotted.

Everything still over the standard cerebro.plot. Example:

cerebro.plot(start=datetime.date(2005, 7, 1), end=datetime.date(2006, 1, 31))

Being that the straightforward way to do it for humans. Humans with extended capabilities can actually try indices to the datetime timestamps as in:

cerebro.plot(start=75, end=185)

A very standard sample containing a Simple Moving Average (on-data plotting), a Stochastic (independent plotting) and a CrossOver of the Stochastic lines is presented below. The arguments to cerebro.plot are passed as command line arguments.

An execution with the date approach:

./partial-plot.py --plot 'start=datetime.date(2005, 7, 1),end=datetime.date(2006, 1, 31)'

The eval magic in python allows to directly write datetime.date in the command line and map actually that to something sensible. The output chart

!image

Let’s compare it with the full plot to see that data was actually skipped from both ends:

./partial-plot.py --plot

The eval magic in python allows to directly write datetime.date in the command line and map actually that to something sensible. The output chart

!image

Sample Usage

$ ./partial-plot.py --help
usage: partial-plot.py [-h] [--data0 DATA0] [--fromdate FROMDATE]
                       [--todate TODATE] [--cerebro kwargs] [--broker kwargs]
                       [--sizer kwargs] [--strat kwargs] [--plot [kwargs]]

Sample for partial plotting

optional arguments:
  -h, --help           show this help message and exit
  --data0 DATA0        Data to read in (default:
                       ../../datas/2005-2006-day-001.txt)
  --fromdate FROMDATE  Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: )
  --todate TODATE      Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: )
  --cerebro kwargs     kwargs in key=value format (default: )
  --broker kwargs      kwargs in key=value format (default: )
  --sizer kwargs       kwargs in key=value format (default: )
  --strat kwargs       kwargs in key=value format (default: )
  --plot [kwargs]      kwargs in key=value format (default: )

Sample Code

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)


import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):
    params = (
    )

    def __init__(self):
        bt.ind.SMA()
        stoc = bt.ind.Stochastic()
        bt.ind.CrossOver(stoc.lines.percK, stoc.lines.percD)

    def next(self):
        pass


def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict()

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')'))


def parse_args(pargs=None):
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description=(
            'Sample for partial plotting'
        )
    )

    parser.add_argument('--data0', default='../../datas/2005-2006-day-001.txt',
                        required=False, help='Data to read in')

    # Defaults for dates
    parser.add_argument('--fromdate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--todate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--cerebro', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--broker', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--sizer', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--strat', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--plot', required=False, default='',
                        nargs='?', const='{}',
                        metavar='kwargs', help='kwargs in key=value format')

    return parser.parse_args(pargs)


if __name__ == '__main__':
    runstrat()