purinda / backtrader_plotting

Plotting addon for backtrader to support Bokeh (and maybe more)

backtrader_plotting

Plotting addon for backtrader to support Bokeh (and maybe more).

This is in an early development state. Expect bugs, heavy restructuring and commit reordering. Currently this is Python >=3.6 only.

Feel free to test it and play with it. I am happy about feedback, critics and ideas: https://community.backtrader.com/topic/813/bokeh-integration-interactive-webbrowser-plotting

Demos

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

Quickstart

from backtrader_plotting import Bokeh
from backtrader_plotting.schemes import Tradimo

<your backtrader code>

b = Bokeh(style='bar', plot_mode='single', scheme=Tradimo())
cerebro.plot(b)

Minimal Example

import datetime
import backtrader as bt
from backtrader_plotting import Bokeh


class TestStrategy(bt.Strategy):
    params = (
        ('buydate', 21),
        ('holdtime', 6),
    )

    def next(self):
        if len(self.data) == self.p.buydate:
            self.buy(self.datas[0], size=None)

        if len(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 date
        fromdate=datetime.datetime(2000, 1, 1),
        # Do not pass values after this date
        todate=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 invoke Bokeh.plot_result. This function also supports passing a cerebro result object as it is generated in optimization:

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

This will start a Bokeh application (standalone webserver) displaying all optimization results.

NOTE: When using this feature with optreturn=True then your package of backtrader has to contain this change of mine: https://github.com/verybadsoldier/backtrader/commit/f03a0ed115338ed8f074a942f6520b31c630bcfb