quant-trading-backtrader

quant-trading-backtrader

A comprehensive skill for building, backtesting, and optimizing quantitative trading strategies using the Backtrader framework in Python.

Features

Usage

This skill provides a foundation for creating quantitative trading bots. It includes templates and examples to get you started.

1. Installation

Ensure you have the required dependencies:

pip install backtrader matplotlib

2. Basic Strategy Template

Create a new strategy file (e.g., my_strategy.py) using the template structure:

import backtrader as bt
class MyStrategy(bt.Strategy):
    params = (
        ('period', 15),
    )
    def __init__(self):
        self.sma = bt.indicators.SimpleMovingAverage(self.data.close, period=self.params.period)
    def next(self):
        if self.sma > self.data.close:
            # Do something
            pass

3. Running a Backtest

Use bt.Cerebro to orchestrate the backtest:

cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)
... add data ...
cerebro.run()

Examples

Check the examples/ directory for full working examples:

Best Practices

Check the examples/ directory for full working examples: