Backtrader API Reference¶
This section contains complete API documentation for the Backtrader framework, automatically generated from source code docstrings.
Core Package¶
- backtrader package
__version____btversion__- Subpackages
- backtrader.analyzers package
- backtrader.bokeh package
- backtrader.brokers package
- backtrader.btrun package
- backtrader.commissions package
- backtrader.feeds package
- backtrader.filters package
- backtrader.indicators package
- backtrader.mixins package
- backtrader.observers package
- backtrader.plot package
- backtrader.reports package
- backtrader.signals package
- backtrader.sizers package
- backtrader.stores package
- backtrader.tests package
- backtrader.utils package
- Submodules
- backtrader.analyzer module
- backtrader.broker module
- backtrader.cerebro module
- backtrader.comminfo module
- backtrader.dataseries module
- backtrader.errors module
- backtrader.feed module
- backtrader.fillers module
- backtrader.flt module
- backtrader.functions module
- backtrader.indicator module
- backtrader.linebuffer module
- backtrader.lineiterator module
- backtrader.lineroot module
- backtrader.lineseries module
- backtrader.mathsupport module
- backtrader.metabase module
- backtrader.observer module
- backtrader.order module
- backtrader.parameters module
- backtrader.position module
- backtrader.resamplerfilter module
- backtrader.signal module
- backtrader.sizer module
- backtrader.store module
- backtrader.strategy module
- backtrader.talib module
- backtrader.test_helpers module
- backtrader.timer module
- backtrader.trade module
- backtrader.tradingcal module
- backtrader.version module
- backtrader.writer module
Quick Reference¶
Core Classes¶
The main classes you'll work with in Backtrader:
backtrader.Cerebro- The main engine that orchestrates everythingbacktrader.Strategy- Base class for trading strategiesbacktrader.Indicator- Base class for technical indicatorsbacktrader.Analyzer- Base class for performance analyzersbacktrader.Observer- Base class for observersbacktrader.Sizer- Base class for position sizersbacktrader.Order- Order representationbacktrader.Trade- Trade representationbacktrader.Position- Position tracking
Data Feeds¶
Available data feed classes for loading market data:
backtrader.feeds.GenericCSVData- Flexible CSV data loaderbacktrader.feeds.PandasData- Load from pandas DataFramebacktrader.feeds.YahooFinanceCSVData- Yahoo Finance formatbacktrader.feeds.BacktraderCSVData- Native Backtrader format
Technical Indicators¶
Backtrader includes 50+ built-in indicators:
Moving Averages: SMA, EMA, WMA, SMMA, DEMA, KAMA, HMA, ZLEMA
Oscillators: RSI, Stochastic, MACD, CCI, Williams %R, Ultimate Oscillator
Volatility: ATR, Bollinger Bands, Standard Deviation
Trend: ADX, Aroon, Parabolic SAR, Ichimoku, DPO
Momentum: ROC, Momentum, KST, TSI, TRIX
See backtrader.indicators package for complete list.
Performance Analyzers¶
Built-in analyzers for strategy evaluation:
backtrader.analyzers.SharpeRatio- Sharpe ratio calculationbacktrader.analyzers.DrawDown- Drawdown analysisbacktrader.analyzers.TradeAnalyzer- Trade statisticsbacktrader.analyzers.Returns- Return metricsbacktrader.analyzers.SQN- System Quality Numberbacktrader.analyzers.VWR- Variability-Weighted Return
See backtrader.analyzers package for complete list.
Position Sizers¶
Built-in sizers for position sizing:
backtrader.sizers.FixedSize- Fixed number of unitsbacktrader.sizers.PercentSizer- Percentage of portfoliobacktrader.sizers.AllInSizer- Use all available cash
See backtrader.sizers package for complete list