See the full technical tutorial here
Many people have established their own local market database, hoping to send data from the local database to the backtrader for strategic use. A common method is to read the market data of the database into a pandas dataframe, and then pass the data of this data frame to the pandas feed data object of the backtrader, so that the strategy can be used.
However, some students don't want to transfer through pandas dataframe, but want to feed data directly from the database to the data feed object of the backtrader, which requires the development of a special data feed class for the database.
The following is a feed MySQLData provided by the backtrader community to read data from a MySQL database. You can give it a try.
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import datetime
from backtrader.feed import DataBase
from backtrader import date2num
from sqlalchemy import create_engine
class MySQLData(DataBase):
params = (
('dbHost', None),
('dbUser', None),
('dbPWD', None),
('dbName', None),
('ticker', 'ISL'),
('fromdate', datetime.datetime.min),
('todate', datetime.datetime.max),
('name', ''),
)
def __init__(self):
self.engine = create_engine('mysql://'+self.p.dbUser+':'+ self.p.dbPWD +'@'+ self.p.dbHost +'/'+ self.p.dbName +'?charset=utf8mb4', echo=False)
def start(self):
self.conn = self.engine.connect()
self.stockdata = self.conn.execute("SELECT id FROM stocks WHERE ticker LIKE '" + self.p.ticker + "' LIMIT 1")
self.stock_id = self.stockdata.fetchone()[0]
#self.result = self.engine.execute("SELECT `date`,`open`,`high`,`low`,`close`,`volume` FROM `eoddata` WHERE `stock_id` = 10 AND `date` between '"+self.p.fromdate.strftime("%Y-%m-%d")+"' and '"+self.p.todate.strftime("%Y-%m-%d")+"' ORDER BY `date` ASC")
self.result = self.conn.execute("SELECT `date`,`open`,`high`,`low`,`close`,`volume` FROM `eoddata` WHERE `stock_id` = " + str(self.stock_id) + " AND `date` between '"+self.p.fromdate.strftime("%Y-%m-%d")+"' and '"+self.p.todate.strftime("%Y-%m-%d")+"' ORDER BY `date` ASC")
def stop(self):
#self.conn.close()
self.engine.dispose()
def _load(self):
one_row = self.result.fetchone()
if one_row is None:
return False
self.lines.datetime[0] = date2num(one_row[0])
self.lines.open[0] = float(one_row[1])
self.lines.high[0] = float(one_row[2])
self.lines.low[0] = float(one_row[3])
self.lines.close[0] = float(one_row[4])
self.lines.volume[0] = int(one_row[5])
self.lines.openinterest[0] = -1
return True
Posted 19 hours ago