backtrader-90.py

import backtrader as bt
import pandas as pd


class SmaCross(bt.SignalStrategy):
    params = (('pfast', 0), ('pslow', 0),)

    def __init__(self):
        sma1 = bt.ind.SMA(period=self.p.pfast)
        sma2 = bt.ind.SMA(period=self.p.pslow)
        self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))


# Create a Data Feed
df = pd.read_csv('AOT.csv', names=['time', 'open', 'high', 'low', 'close', 'volume', 'oi'],
                 index_col='time', parse_dates=True)

#df = df.tail(200)
data = bt.feeds.PandasData(dataname=df)
cerebro = bt.Cerebro()
cerebro.adddata(data)
cerebro.addstrategy(SmaCross, pfast=18, pslow=21)

cerebro.broker.setcash(1000000.0)
cerebro.addsizer(bt.sizers.SizerFix, stake=10000)
cerebro.broker.setcommission(commission=0.157/100)

print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.run()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

cerebro.plot()