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Overview

Backtest the stock with long strategy or short strategy，the following features:

• long strategy or short strategy
• long-short strategy
• stop loss
• stop profit
• TaLib feature

Strategy Method and Property

• close() : when you want to close the position
• long() : long action
• short(): short action
• long_position -> Boolean: in long position
• short_position -> Boolean: in short position
• empty_position -> Boolean: in empty position

Usage

• Strategy (long direction):

  Buy : 8TEMA > 13TEMA

  Sell : 13TEMA > 8TEMA

class TEMA(Strategy):
		"""
		unit can be integer or ratio, which respresent the unit of stock or 
    the ratio of equity to buy stock , respectively
		"""
    def __init__(self):
        # setting your data
        self.data = data
        # use the TaLib feature
        self.tema_8 = self.indicator('TEMA', 8)['TEMA'].vaiues
        self.tema_13 = self.indicator('TEMA', 13)['TEMA'].values


    def signal(self, index):

        super().signal(index)
        # Only buy the stock with empty position
        if (self.tema_8[index] > self.tema_13[index]) & (self.empty_position):
            self.long()
        # Only sell with long position
        if (self.tema_13[index] > self.tema_8[index]) & (self.long_position):
            self.close()

bt = Backtest(TEMA, , initial_equity=10000, commission=None)
bt.run()
log, per = bt.get_report()

# plot
Bt(TEMA).get_plot(subplot_technical_index=['MA'], overlap=['TEMA'], sub_plot_param={'MA':[20, 60]}, overlap_param=None, log=log)

• trading report

• performance

• Figure

TODO

1. Defensive programmingfeature such as equity
2. Test
3. bug with plot moduel: when the DurationDate is equal to 'zero'
4. portfolio