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May 14, 2019 00:29
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| import backtrader as bt | |
| import util.data as btu | |
| import os | |
| def run_stock_scanner(tickers, _from, _to, analyzers): | |
| cerebro = bt.Cerebro() | |
| for ticker in tickers: | |
| DataFactory = btu.get_store().getdata | |
| data = DataFactory( | |
| dataname=ticker, | |
| timeframe=bt.TimeFrame.TFrame("Days"), | |
| fromdate=pd.Timestamp(_from), | |
| todate=pd.Timestamp(_to), | |
| historical=True) | |
| cerebro.adddata(data) | |
| for a in analyzers: | |
| cerebro.addanalyzer(a,_name=str(a.__name__)) | |
| ret = cerebro.run(runonce=False, stdstats=True, writer=True) | |
| return ret | |
| # from scanner import run_stock_scanner, KitchenSinkAnalyzer | |
| # | |
| # tickers = btu.us_tickers() | |
| # | |
| # res = run_stock_scanner(tickers, | |
| # '2019-04-10', | |
| # '2019-05-10', | |
| # [KitchenSinkAnalyzer]) |
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