backtrader.signal 源代码

#!/usr/bin/env python
"""Signal Module - Signal indicator for trading strategies.

This module provides the Signal indicator which wraps a data line
to provide trading signal values for strategy execution.

Constants:
    SIGNAL_NONE: No signal.
    SIGNAL_LONGSHORT: Both long and short signals.
    SIGNAL_LONG: Long entry signal.
    SIGNAL_LONG_INV: Inverted long signal.
    SIGNAL_LONG_ANY: Any long signal variant.
    SIGNAL_SHORT: Short entry signal.
    SIGNAL_SHORT_INV: Inverted short signal.
    SIGNAL_SHORT_ANY: Any short signal variant.
    SIGNAL_LONGEXIT: Long exit signal.
    SIGNAL_LONGEXIT_INV: Inverted long exit signal.
    SIGNAL_LONGEXIT_ANY: Any long exit variant.
    SIGNAL_SHORTEXIT: Short exit signal.
    SIGNAL_SHORTEXIT_INV: Inverted short exit signal.
    SIGNAL_SHORTEXIT_ANY: Any short exit variant.

Classes:
    Signal: Indicator that wraps a data line as a trading signal.

Example:
    >>> class MyStrategy(bt.Strategy):
    ...     def __init__(self):
    ...         # Create a signal indicator from a data line
    ...         self.signal = bt.Signal(self.data.close)
    ...         self.sma = bt.indicators.SMA(self.data.close, period=20)
    ...
    ...     def next(self):
    ...         if self.signal[0] > 0:
    ...             self.buy()
    ...         elif self.signal[0] < 0:
    ...             self.sell()
"""

from .indicator import Indicator

# Create different SIGNAL types
(
    SIGNAL_NONE,
    SIGNAL_LONGSHORT,
    SIGNAL_LONG,
    SIGNAL_LONG_INV,
    SIGNAL_LONG_ANY,
    SIGNAL_SHORT,
    SIGNAL_SHORT_INV,
    SIGNAL_SHORT_ANY,
    SIGNAL_LONGEXIT,
    SIGNAL_LONGEXIT_INV,
    SIGNAL_LONGEXIT_ANY,
    SIGNAL_SHORTEXIT,
    SIGNAL_SHORTEXIT_INV,
    SIGNAL_SHORTEXIT_ANY,
) = range(14)

# Different signal types
SignalTypes = [
    SIGNAL_NONE,
    SIGNAL_LONGSHORT,
    SIGNAL_LONG,
    SIGNAL_LONG_INV,
    SIGNAL_LONG_ANY,
    SIGNAL_SHORT,
    SIGNAL_SHORT_INV,
    SIGNAL_SHORT_ANY,
    SIGNAL_LONGEXIT,
    SIGNAL_LONGEXIT_INV,
    SIGNAL_LONGEXIT_ANY,
    SIGNAL_SHORTEXIT,
    SIGNAL_SHORTEXIT_INV,
    SIGNAL_SHORTEXIT_ANY,
]


# Inherit from Indicator, create a signal indicator


class Signal(Indicator):
    """Signal indicator for trading strategies.

    The Signal class wraps a data line to provide trading signal values
    for strategy execution. It inherits from Indicator and exposes a
    single signal line that can be used to generate long/short signals.

    Attributes:
        SignalTypes: List of available signal type constants.
        lines: Tuple containing the signal line name.

    Example:
        >>> class MyStrategy(bt.Strategy):
        ...     def __init__(self):
        ...         # Create a signal indicator from a data line
        ...         self.signal = bt.Signal(self.data.close)
        ...         self.sma = bt.indicators.SMA(self.data.close, period=20)
        ...
        ...     def next(self):
        ...         if self.signal[0] > 0:
        ...             self.buy()
        ...         elif self.signal[0] < 0:
        ...             self.sell()
    """

    # Signal type
    SignalTypes = SignalTypes
    # Create a signal line
    lines = ("signal",)

    # Initialize
    def __init__(self):
        """Initialize the Signal indicator.

        Wraps the first data line from data0 as the signal line and sets
        up plotting information to use data0's clock as the plot master.
        """
        self.lines.signal = self.data0.lines[0]
        self.plotinfo.plotmaster = getattr(self.data0, "_clock", self.data0)