观察者参考#

基准#

class backtrader.observers.Benchmark(*args, **kwargs)#

This observer stores the returns of the strategy and the return of a reference asset which is one of the datas passed to the system.

Params:

  • timeframe (default: None) If None then the complete return over the entire backtested period will be reported

  • compression (default: None)

    Only used for sub-day timeframes to for example work on an hourly timeframe by specifying “TimeFrame.Minutes” and 60 as compression

  • data (default: None)

    Reference asset to track to allow for comparison.

    备注

    this data must have been added to a cerebro instance with addata, resampledata or replaydata.

  • _doprenext (default: False)

    Benchmarking will take place from the point at which the strategy kicks in (i.e.: when the minimum period of the strategy has been met).

    Setting this to True will record benchmarking values from the starting point of the data feeds

  • firstopen (default: False)

    Keepint it as False ensures that the 1st comparison point between the value and the benchmark starts at 0%, because the benchmark will not use its opening price.

    See the TimeReturn analyzer reference for a full explanation of the meaning of the parameter

  • fund (default: None)

    If None the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See set_fundmode in the broker documentation

    Set it to True or False for a specific behavior

Remember that at any moment of a run the current values can be checked by looking at the lines by name at index 0.

经纪人#

class backtrader.observers.Broker(*args, **kwargs)#

This observer keeps track of the current cash amount and portfolio value in the broker (including the cash)

Params: None

经纪人 - 现金#

class backtrader.observers.Cash(*args, **kwargs)#

This observer keeps track of the current amount of cash in the broker

Params: None

经纪人 - 现值#

class backtrader.observers.Value(*args, **kwargs)#

This observer keeps track of the current portfolio value in the broker including the cash

Params:

  • fund (default: None)

    If None the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See set_fundmode in the broker documentation

    Set it to True or False for a specific behavior

买卖#

class backtrader.observers.BuySell(*args, **kwargs)#

This observer keeps track of the individual buy/sell orders (individual executions) and will plot them on the chart along the data around the execution price level

Params:

  • barplot (default: False) Plot buy signals below the minimum and sell signals above the maximum.

    If False it will plot on the average price of executions during a bar

  • bardist (default: 0.015 1.5%) Distance to max/min when barplot is True

回撤#

class backtrader.observers.DrawDown(*args, **kwargs)#

This observer keeps track of the current drawdown level (plotted) and the maxdrawdown (not plotted) levels

Params:

  • fund (default: None)

    If None the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See set_fundmode in the broker documentation

    Set it to True or False for a specific behavior

时间回报 ******.. autoclass:: TimeReturn

交易#

class backtrader.observers.Trades(*args, **kwargs)#

This observer keeps track of full trades and plot the PnL level achieved when a trade is closed.

A trade is open when a position goes from 0 (or crossing over 0) to X and is then closed when it goes back to 0 (or crosses over 0 in the opposite direction)

Params:

  • pnlcomm (def: True)

    Show net/profit and loss, i.e.: after commission. If set to False if will show the result of trades before commission

对数收益#

class backtrader.observers.LogReturns(*args, **kwargs)#

This observer stores the log returns of the strategy or a

Params:

  • timeframe (default: None) If None then the complete return over the entire backtested period will be reported

    Pass TimeFrame.NoTimeFrame to consider the entire dataset with no time constraints

  • compression (default: None)

    Only used for sub-day timeframes to for example work on an hourly timeframe by specifying “TimeFrame.Minutes” and 60 as compression

  • fund (default: None)

    If None the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See set_fundmode in the broker documentation

    Set it to True or False for a specific behavior

Remember that at any moment of a run the current values can be checked by looking at the lines by name at index 0.

对数收益2 *** ** ** ** **

class backtrader.observers.LogReturns2(*args, **kwargs)#

Extends the observer LogReturns to show two instruments

基金净值 *** ** ** **

class backtrader.observers.FundValue(*args, **kwargs)#

This observer keeps track of the current fund-like value

Params: None

基金份额 ******.. 自动类:: FundShares