btplotting

Library to add extended plotting capabilities to backtrader (https://www.backtrader.com/) using bokeh.

btplotting is based on the awesome backtrader_plotting (https://github.com/verybadsoldier/backtrader_plotting)

btplotting is a complete rework of backtrader_plotting with the live client in focus. Besides this, a lot of issues are fixed and new functionality is added. See the list below for differences.

What is different:

Basic:

• No need for custom backtrader
• Different naming / structure
• Data alignment which allows to generate data for different data sources. This is useful when replaying or resampling data, for example to remove gaps.
• Support for replay data
• Different filtering of plot objects
• Every figure has its own ColumnDataSource, so the live client can patch without having issues with nan values, every figure is updated individually
• Plotting looks very similar to backtraders own plotting (order, heights, etc.)
• Allows to generate custom columns, which don't have to be hardcoded.
• This is being used to generate color for candles, varea values, etc.
• Save images of strategy or a single data (for example save an image of data when a trade is happening)

Plotting:

• Datas, Indicators, Observer and Volume have own aspect ratios, which can be configured in live client or scheme
• Only one axis for volume will be added when using multiple data sources on one figure
• Volume axis position is configureable in scheme, by default it is being plotted on the right side
• Linked Crosshair across all figures
• _skipnan, fill_gt, fill_lt, fill support
• Plot objects can be filtered by one or more datanames or by plot group
• Custom plot group, which can be configured in app or in live client by providing all plotids in a comma-separated list or by selecting the parts of the plot to display

Tabs:

• Default tabs can be completely removed
• New log panel to also include logging information
• Can be extended with custom tabs (for example order execution with live client, custom analysis, etc.)

Live plotting:

(Live plotting is broken at the moment)

• Navigation in live client (Pause, Backward, Forward)
• Live plotting is done using an analyzer, so there is no need to use custom backtrader
• Live plotting data update works in a single thread and is done by a DataHandler
• Data update is being done every n seconds, which is configureable

Features

• Interactive plots
• Interactive backtrader optimization result browser (only supported for single-strategy runs)
• Highly configurable
• Different skinnable themes
• Easy to use

Python >= 3.6 is required.

How to use

• Add to cerebro as an analyzer:

from btplotting import BacktraderPlottingLive
  ...
  ...

cerebro = bt.Cerebro()
cerebro.addstrategy(MyStrategy)
cerebro.adddata(LiveDataStream())
cerebro.addanalyzer(BacktraderPlottingLive)
cerebro.run()
cerebro.plot()

• If you need to change the default port or share the plotting to public:

cerebro.addanalyzer(BacktraderPlottingLive, address="*", port=8889)

Jupyter

In Jupyter you can plot to a single browser tab with iplot=False:

plot = btplotting.BacktraderPlotting()
cerebro.plot(plot, iplot=False)

You may encounters TypeError: <class '__main__.YourStrategyClass'> is a built-in class error.

To remove the source code tab use:

plot = btplotting.BacktraderPlotting()
plot.tabs.remove(btplotting.tabs.SourceTab)
cerebro.plot(plot, iplot=False)

Demos

https://happydasch.github.io/btplotting/

Installation

pip install git+https://github.com/happydasch/btplotting

Sponsoring

If you want to support the development of btplotting, consider to support this project.

• BTC: 39BJtPgUv6UMjQvjguphN7kkjQF65rgMMF
• ETH: 0x06d6f3134CD679d05AAfeA6e426f55805f9B395D
• https://liberapay.com/happydasch