Engine 指南¶

Engine 是 Backtrader 风格高级入口，适合复杂事件驱动策略、Analyzer、Observer、Sizer、Signal 和未来 paper/live adapter。

基本结构¶

import tradelearn.engine as bt


class MyStrategy(bt.Strategy):
    params = (("period", 20),)

    def __init__(self):
        self.ma = bt.tdx.MA(self.data.close, N=self.p.period)

    def next(self):
        if self.ma[0] != self.ma[0]:
            return
        if not self.position and self.data.close[0] > self.ma[0]:
            self.buy(size=100)
        elif self.position:
            self.close()

Cerebro¶

cerebro = bt.Cerebro(trade_on_close=True)
cerebro.setcash(100_000)
cerebro.setcommission(0.0003)
cerebro.adddata(bars, name="AAPL")
cerebro.addstrategy(MyStrategy, period=20)
[strategy] = cerebro.run()

多数据¶

bars = provider.history_ohlc(["NASDAQ:AAPL", "NASDAQ:MSFT"], start="2023-01-01")
cerebro.adddata(bars)  # MultiIndex panel 会自动按 symbol 拆 feed

策略内：

for data in self.datas:
    price = data.close[0]
    self.order_target_percent(data=data, target=0.2)

Engine 专属扩展¶

bt.Analyzer / bt.analyzers
bt.Observer / bt.observers
bt.Sizer
bt.SignalStrategy
bt.CommInfoBase
bt.grid_search()