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yunjinqi
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feat: add bt api live trading integration
1 parent 843dbd5 commit ac182c0

20 files changed

Lines changed: 1414 additions & 237 deletions

‎backtrader/__init__.py‎

Lines changed: 100 additions & 59 deletions
Original file line numberDiff line numberDiff line change
@@ -46,62 +46,103 @@
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- GitHub: https://github.com/mementum/backtrader
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"""
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# Load contributed indicators and studies (lazy import to avoid circular dependency)
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# from .indicators import contrib as _indicators_contrib
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from . import analyzers as analyzers
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from . import broker as broker
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from . import brokers as brokers
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from . import channels as channels
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from . import commissions as commissions
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from . import commissions as comms
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from . import errors as errors
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from . import feeds as feeds
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from . import filters as filters
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from . import indicators as ind
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from . import indicators as indicators
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from . import observers as obs
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from . import observers as observers
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from . import signals as signals
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from . import sizers as sizers
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from . import stores as stores
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from . import talib as talib
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from . import timer as timer
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from . import utils as utils
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from .analyzer import *
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from .broker import *
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from .cerebro import *
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from .comminfo import *
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from .dataseries import *
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from .errors import *
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from .feed import *
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from .flt import *
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from .functions import *
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from .indicator import *
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from .linebuffer import *
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from .lineiterator import *
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from .lineseries import *
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from .observer import *
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from .order import *
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from .position import *
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from .resamplerfilter import *
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from .signal import *
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from .sizer import *
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from .sizers import SizerFix # old sizer for compatibility
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from .store import Store
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from .strategy import *
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from .timer import *
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from .trade import *
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from .utils import date2num, num2date, num2dt, num2time, time2num
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from .utils import configure_logging, get_logger, reset_logging, set_level
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from .version import __btversion__, __version__
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from .writer import *
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from .profiles import LiveProfile, build_cerebro
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# Iteration 138: Tick-level backtesting and live trading
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from .events import TickEvent, OrderBookSnapshot, FundingEvent, BarEvent
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from .channel import Event, EventPriority, StreamingEventQueue
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# import backtrader.studies.contrib
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# from backtrader import vectors
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import os as _os
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_LIGHT_IMPORT = _os.environ.get("BACKTRADER_LIGHT_IMPORT", "").strip().lower() in {
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"1",
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"true",
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"yes",
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"on",
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}
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if _LIGHT_IMPORT:
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from . import broker as broker
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from . import brokers as brokers
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from . import errors as errors
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from . import feeds as feeds
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from . import indicators as ind
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from . import indicators as indicators
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from . import observers as obs
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from . import observers as observers
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from . import stores as stores
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from .broker import *
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from .cerebro import *
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from .comminfo import *
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from .dataseries import *
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from .errors import *
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from .feed import *
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from .functions import *
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from .indicator import *
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from .linebuffer import *
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from .lineiterator import *
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from .lineseries import *
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from .observer import *
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from .order import *
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from .position import *
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from .signal import *
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from .strategy import *
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from .timer import *
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from .trade import *
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from .utils import date2num, num2date, num2dt, num2time, time2num
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from .utils import configure_logging, get_logger, reset_logging, set_level
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from .version import __btversion__, __version__
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else:
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# Load contributed indicators and studies (lazy import to avoid circular dependency)
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# from .indicators import contrib as _indicators_contrib
92+
93+
from . import analyzers as analyzers
94+
from . import broker as broker
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from . import brokers as brokers
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from . import channels as channels
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from . import commissions as commissions
98+
from . import commissions as comms
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from . import errors as errors
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from . import feeds as feeds
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from . import filters as filters
102+
from . import indicators as ind
103+
from . import indicators as indicators
104+
from . import observers as obs
105+
from . import observers as observers
106+
from . import signals as signals
107+
from . import sizers as sizers
108+
from . import stores as stores
109+
from . import talib as talib
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from . import timer as timer
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from . import utils as utils
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from .analyzer import *
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from .broker import *
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from .cerebro import *
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from .comminfo import *
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from .dataseries import *
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from .errors import *
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from .feed import *
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from .flt import *
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from .functions import *
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from .indicator import *
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from .linebuffer import *
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from .lineiterator import *
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from .lineseries import *
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from .observer import *
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from .order import *
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from .position import *
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from .resamplerfilter import *
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from .signal import *
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from .sizer import *
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from .sizers import SizerFix # old sizer for compatibility
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from .store import Store
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from .strategy import *
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from .timer import *
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from .trade import *
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from .utils import date2num, num2date, num2dt, num2time, time2num
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from .utils import configure_logging, get_logger, reset_logging, set_level
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from .version import __btversion__, __version__
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from .writer import *
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from .profiles import LiveProfile, build_cerebro
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# Iteration 138: Tick-level backtesting and live trading
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from .events import TickEvent, OrderBookSnapshot, FundingEvent, BarEvent
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from .channel import Event, EventPriority, StreamingEventQueue
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# import backtrader.studies.contrib
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# from backtrader import vectors

‎backtrader/brokers/__init__.py‎

Lines changed: 12 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -16,11 +16,20 @@
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>>> cerebro.setbroker(bt.brokers.BackBroker())
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"""
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import os as _os
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# The modules below should/must define __all__ with the objects wishes
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# or prepend an "_" (underscore) to private classes/variables
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from backtrader.brokers.bbroker import BackBroker as BackBroker
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from backtrader.brokers.bbroker import BrokerBack as BrokerBack
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from backtrader.brokers.btapibroker import BtApiBroker as BtApiBroker
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from backtrader.brokers.mixbroker import MixBroker as MixBroker
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from backtrader.brokers.tickbroker import TickBroker as TickBroker
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if _os.environ.get("BACKTRADER_LIGHT_IMPORT", "").strip().lower() not in {
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"1",
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"true",
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"yes",
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"on",
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}:
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from backtrader.brokers.btapibroker import BtApiBroker as BtApiBroker
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from backtrader.brokers.mixbroker import MixBroker as MixBroker
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from backtrader.brokers.tickbroker import TickBroker as TickBroker

‎backtrader/feeds/__init__.py‎

Lines changed: 26 additions & 16 deletions
Original file line numberDiff line numberDiff line change
@@ -25,19 +25,29 @@
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>>> cerebro.adddata(data)
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"""
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from .btapifeed import BtApiFeed as BtApiFeed
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from .btcsv import *
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from .chainer import Chainer as Chainer
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from .csvgeneric import *
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from .influxfeed import *
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from .mixed_channel import MixedChannel as MixedChannel
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from .mixed_channel import build_mixed_channel as build_mixed_channel
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from .mt4csv import *
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from .pandafeed import *
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from .quandl import *
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from .rollover import RollOver as RollOver
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from .sierrachart import *
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from .vchart import *
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from .vchartcsv import *
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from .vchartfile import VChartFile as VChartFile
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from .yahoo import *
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import os as _os
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if _os.environ.get("BACKTRADER_LIGHT_IMPORT", "").strip().lower() in {
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"1",
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"true",
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"yes",
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"on",
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}:
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from .btapifeed import BtApiFeed as BtApiFeed
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else:
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from .btapifeed import BtApiFeed as BtApiFeed
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from .btcsv import *
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from .chainer import Chainer as Chainer
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from .csvgeneric import *
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from .influxfeed import *
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from .mixed_channel import MixedChannel as MixedChannel
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from .mixed_channel import build_mixed_channel as build_mixed_channel
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from .mt4csv import *
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from .pandafeed import *
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from .quandl import *
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from .rollover import RollOver as RollOver
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from .sierrachart import *
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from .vchart import *
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from .vchartcsv import *
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from .vchartfile import VChartFile as VChartFile
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from .yahoo import *

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