| name | backtrader |
| description | Python backtesting framework for trading strategies. Data feeds, brokers, analyzers, and live trading support. Strategy development with commission models, slippage, and signal-based execution. |
| tags | ["backtesting","trading","strategy","backtest","quant-finance","python","zorai"] |
Overview
Backtrader is a Python backtesting framework for trading strategies. Supports multiple data feeds, live trading, commission/slippage models, custom analyzers, and visualization. Well-suited for equity, futures, and crypto strategy development.
Installation
uv pip install backtrader
SMA Crossover
import backtrader as bt
class SmaCross(bt.Strategy):
params = dict(short=10, long=30)
def __init__(self):
sma_short = bt.ind.SMA(self.data.close, period=self.params.short)
sma_long = bt.ind.SMA(self.data.close, period=self.params.long)
self.crossover = bt.ind.CrossOver(sma_short, sma_long)
def next(self):
if self.crossover > 0:
self.buy()
elif self.crossover < 0:
self.sell()
cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceData(dataname="AAPL", fromdate="2022-01-01", todate="2023-01-01")
cerebro.adddata(data)
cerebro.addstrategy(SmaCross)
cerebro.broker.setcash(10000.0)
print(f"Final value: ${cerebro.run()[0]:.2f}")
cerebro.plot()
References
