您可以向 backtrader 策略添加参数吗？

Question

我正在使用 backtrader 库。

class MA_CrossOver(bt.Strategy):

    alias = ('SMA_CrossOver',)

    params = (
        # period for the fast Moving Average
        ('fast', 10),
        # period for the slow moving average
        ('slow', 30),
        # moving average to use
        ('_movav', btind.MovAv.SMA)
    )

    def __init__(self):
        sma_fast = self.p._movav(period=self.p.fast)
        sma_slow = self.p._movav(period=self.p.slow)

        self.buysig = btind.CrossOver(sma_fast, sma_slow)

    def next(self):
        if self.position.size:
            if self.buysig < 0:
                self.sell()

        elif self.buysig > 0:
            self.buy()

我想动态调整快慢参数。我尝试将 **kwargs 添加到 class 定义中，但它不起作用。

Answer 1

是的，您可以将参数动态传递给 backtrader 策略。必须修改策略class的__init__函数来获取对象创建时传入的参数。这是一个例子：

class MA_CrossOver(bt.Strategy):

    alias = ('SMA_CrossOver',)

    params = (
        # period for the fast Moving Average
        ('fast', 10),
        # period for the slow moving average
        ('slow', 30),
        # moving average to use
        ('_movav', btind.MovAv.SMA)
    )

    def __init__(self, params=None):
        if params != None:
            for name, val in params.items():
                setattr(self.params, name, val)

        sma_fast = self.p._movav(period=self.p.fast)
        sma_slow = self.p._movav(period=self.p.slow)

        self.buysig = btind.CrossOver(sma_fast, sma_slow)

    def next(self):
        if self.position.size:
            if self.buysig < 0:
                self.sell()

        elif self.buysig > 0:
            self.buy()

添加策略到backtrader cerebro时，可以传入一个参数字典。

strat_params = {'fast': 9, 'slow': 20}
cerebro.addstrategy(MA_CrossOver, strat_params)

您可以向 backtrader 策略添加参数吗？

Can you add parameters to backtrader strategy?

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