backtest.py

import backtrader as bt
import yfinance as yf
import argparse
from utilities import *

class AutoBotStrategy(bt.Strategy):
	params = (
		('short_window', 50),
		('long_window', 200),
		('rsi_period', 14),
		('rsi_low', 30),
		('rsi_high', 70),
	)

	def __init__(self):
		self.dataclose = self.datas[0].close
		self.short_ma = bt.indicators.SimpleMovingAverage(self.datas[0], period=self.params.short_window)
		self.long_ma = bt.indicators.SimpleMovingAverage(self.datas[0], period=self.params.long_window)
		self.rsi = bt.indicators.RelativeStrengthIndex(self.datas[0], period=self.params.rsi_period)

	def next(self):
		if self.short_ma > self.long_ma and self.rsi < self.params.rsi_low:
			if not self.position:
				self.buy()
		elif self.short_ma < self.long_ma and self.rsi > self.params.rsi_high:
			if self.position:
				self.sell()

if __name__ == '__main__':
	cerebro = bt.Cerebro()
	cerebro.addstrategy(AutoBotStrategy)
	config_path = "config/config.yaml"

	parser = argparse.ArgumentParser()
	args = parser.parse_args()

	if args.set:
		args = {v.split("=", 1)[0]: v.split("=", 1)[1] for v in list(args.set)}

	args_group = args["args_group"]

	if args_group.lower() == "robinhood":
		configlists = ["robinhood"]

	elif args_group == "manual_list":
		configlists = ["quantum", "ai", "monitor"]

	if configlists:
		for tickers in configlists:
			group = load_from_config(config_path, tickers)

			for ticker in group:
			# Download historical data
				data = bt.feeds.PandasData(dataname=yf.download(ticker, '2020-01-01', '2021-01-01'))

				if data: 
					cerebro.adddata(data)
					cerebro.broker.set_cash(10000)
					cerebro.addsizer(bt.sizers.FixedSize, stake=10)
					cerebro.broker.setcommission(commission=0.001)

					print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
					cerebro.run()
					print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

				cerebro.plot()