Backtrader中文筆記之Cerebro(大腦)（二次修復）。

* `None`: in this case the datetime displayed by strategies will be in UTC, which has been always the standard behavior
在這種情況下，策略所顯示的日期時間將使用UTC，這一直是標准行為

* `pytz` instance. It will be used as such to convert UTC times to the chosen timezone
pytz實例，它將用於將UTC時間轉換為所選時區
* `string`. Instantiating a `pytz` instance will be attempted.
字符串  實例化一個`pytz`實例將嘗試。
* `integer`. Use, for the strategy, the same timezone as the corresponding `data` in the `self.datas` iterable (`0` would use the timezone from `data0`)
整數 對於策略，使用對應相同的時區。(' 0 '將使用' data0 '的時區)

cheat_on_open (default: False)

The next_open method of strategies will be called. This happens before next and before the broker has had a chance to evaluate orders. The indicators have not yet been recalculated. This allows issuing an orde which takes into account the indicators of the previous day but uses the open price for stake calculations

策略的next_open方法被調用。這發生在next之前，在經紀人評估訂單之前。這些指標尚未重新計算。這允許發布一個訂單，該訂單考慮了前一天的指標，但使用開盤價計算股份下單

For cheat_on_open order execution, it is also necessary to make the call cerebro.broker.set_coo(True) or instantite a broker with BackBroker(coo=True) (where coo stands for cheat-on-open) or set the broker_coo parameter to True. Cerebro will do it automatically unless disabled below.

對於cheat_on_open的訂單執行，還是需要進行調用的cerebro.broker.set_coo(True)，或者broker實例里面添加參數BackBroker(coo=True)，或者設置broker_coo參數為True。Cerebro會自動完成，除非下面禁用。

broker_coo (default: True)

This will automatically invoke the set_coo method of the broker with True to activate cheat_on_open execution. Will only do it if cheat_on_open is also True

這將自動調用broker的set_coo方法(True)來激活cheat_on_open執行。只有在cheat_on_open也為真時才會這樣做

quicknotify (default: False)

Broker notifications are delivered right before the delivery of the next prices. For backtesting this has no implications, but with live brokers a notification can take place long before the bar is delivered. When set to True notifications will be delivered as soon as possible (see qcheck in live feeds)

Broker通知將在下一個價格交割之前送達。對於回溯測試，這沒有任何影響，但是對於實時代理來說，通知可以在bar交付之前很久發生。當設置為True時，將盡快發送通知（請參閱livefeeds中的qcheck）

Set to False for compatibility. May be changed to True

為兼容性設置為False。可以將其設置為True

addstorecb(callback)

Adds a callback to get messages which would be handled by the notify_store method

添加一個回調以獲取將由notify_store方法處理的消息

The signature of the callback must support the following:

回調的簽名必須支持以下內容：

callback(msg, *args, **kwargs)

The actual msg, *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

接收到的實際消息、*arg和**kwarg是實現定義的（完全取決於數據/代理/存儲），但一般來說，人們應該希望它們是可打印的，以便接收和實驗。

notify_store(msg, *args, **kwargs)

Receive store notifications in cerebro

在cerebro接收存儲的消息

This method can be overridden in Cerebro subclasses

這個方法可以被Cerebro的子類覆蓋修改

The actual msg, *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

接收到的實際消息、*arg和**kwarg是實現定義的（完全取決於數據/代理/存儲），但一般來說，人們應該希望它們是可打印的，以便接收和實驗。

adddatacb(callback)

Adds a callback to get messages which would be handled by the notify_data method

添加一個回調以獲取將由notify_data方法處理的消息

The signature of the callback must support the following:

回調的簽名必須支持以下內容：

callback(data, status, *args, **kwargs)

The actual *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

實際接收到的*arg和**kwarg是實現定義的（完全取決於數據/代理/存儲），但一般情況下，應該希望它們是可打印的，以便接收和實驗。

notify_data(data, status, *args, **kwargs)

Receive data notifications in cerebro

在cerbro接收數據通知

This method can be overridden in Cerebro subclasses

該方法能在Cerebro的子類被覆蓋重寫

The actual *args and **kwargs received are implementation defined (depend entirely on the data/broker/store) but in general one should expect them to be printable to allow for reception and experimentation.

實際接收到的*arg和**kwarg是實現定義的（完全取決於數據/代理/存儲），但一般情況下，應該希望它們是可打印的，以便接收和實驗。

adddata(data, name=None)

Adds a Data Feed instance to the mix.

添加數據源的實例

If name is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name不是None，它將被放入data._ name，用於裝飾/打印目的。

resampledata(dataname, name=None, **kwargs)

Adds a Data Feed to be resample by the system

添加系統需要的重采集數據源

If name is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name不是None，它將被放入data._ name，用於裝飾/打印目的。

Any other kwargs like timeframe, compression, todate which are supported by the resample filter will be passed transparently

另外的一些重采樣支持的關鍵字參數，比如timeframe, compression, todate，都能被傳遞。

replaydata(dataname, name=None, **kwargs)

Adds a Data Feed to be replayed by the system

添加系統需要的回放數據源

If name is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name不是None，它將被放入data._ name，用於裝飾/打印目的。

Any other kwargs like timeframe, compression, todate which are supported by the replay filter will be passed transparently

另外的一些回放支持的關鍵字參數，比如timeframe, compression, todate，都能被傳遞

chaindata(*args, **kwargs)

Chains several data feeds into one

將多個數據源鏈接到一個

If name is passed as named argument and is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name作為命名參數傳遞，而不是None，它將被放入data._name，這是為了裝飾/打印的目的。

If None, then the name of the 1^st data will be used

如果沒有，則使用第一個數據的名稱

rolloverdata(*args, **kwargs)

Chains several data feeds into one

將多個數據源鏈接到一個

If name is passed as named argument and is not None it will be put into data._name which is meant for decoration/plotting purposes.

如果name作為命名參數傳遞，而不是None，它將被放入data._name，這是為了裝飾/打印的目的。

If None, then the name of the 1^st data will be used

如果沒有，則使用第一個數據的名稱

Any other kwargs will be passed to the RollOver class

任何其他的關鍵字參數都會傳遞給RollOver類

addstrategy(strategy, *args, **kwargs)

Adds a Strategy class to the mix for a single pass run. Instantiation will happen during run time.

將一個策略類添加到單次傳遞的組合中。實例化將在運行時發生。

args and kwargs will be passed to the strategy as they are during instantiation.

arg和kwarg將在實例化期間傳遞給策略

Returns the index with which addition of other objects (like sizers) can be referenced

返回可以引用添加的其他對象（如sizer）的索引，第一次添加是1，第二次添加是2。

optstrategy(strategy, *args, **kwargs)

Adds a Strategy class to the mix for optimization. Instantiation will happen during run time.

將策略類添加到組合中以進行優化。實例化將在運行時發生。

args and kwargs MUST BE iterables which hold the values to check.

arg和kwargs必須是可迭代的，它們保存要檢查的值。

Example: if a Strategy accepts a parameter period, for optimization purposes the call to optstrategy looks like:

示例：如果策略接受參數周期，則為了優化目的，調用optstrategy如下所示：

cerebro.optstrategy(MyStrategy, period=(15, 25))

This will execute an optimization for values 15 and 25. Whereas

這將對值15和25執行優化。鑒於

cerebro.optstrategy(MyStrategy, period=range(15, 25))

will execute MyStrategy with period values 15 -> 25 (25 not included, because ranges are semi-open in Python)

將使用值15->25執行MyStrategy（不包括25，因為在Python中范圍是半開放的）

If a parameter is passed but shall not be optimized the call looks like:

如果傳遞了一個參數，但不應進行優化，則調用如下所示：

cerebro.optstrategy(MyStrategy, period=(15,))

Notice that period is still passed as an iterable … of just 1 element

注意，period仍然作為一個iterable…傳遞，只有1個元素

backtrader will anyhow try to identify situations like:

不管怎樣，backtrader都會嘗試識別以下情況：

cerebro.optstrategy(MyStrategy, period=15)

and will create an internal pseudo-iterable if possible

如果可能的話，將創建一個內部偽iterable

optcallback(cb)

Adds a callback to the list of callbacks that will be called with the optimizations when each of the strategies has been run

將回調添加到回調列表中，當每個策略都已運行時，將使用優化調用該回調

The signature: cb(strategy)

addindicator(indcls, *args, **kwargs)

Adds an Indicator class to the mix. Instantiation will be done at run time in the passed strategies

添加指標類類。實例化將在運行時在傳遞的策略中完成

addobserver(obscls, *args, **kwargs)

Adds an Observer class to the mix. Instantiation will be done at run time

將觀察者類添加到混合中。實例化將在運行時完成

addobservermulti(obscls, *args, **kwargs)

Adds an Observer class to the mix. Instantiation will be done at run time

將觀察者類添加到混合中。實例化將在運行時完成

It will be added once per “data” in the system. A use case is a buy/sell observer which observes individual datas.

他將在系統中每個“數據”添加時添加一次。用例買賣觀察者需要觀察每一份數據。

A counter-example is the CashValue, which observes system-wide values

一個反例是CashValue，他是觀察整個系統的值。

addanalyzer(ancls, *args, **kwargs)

Adds an Analyzer class to the mix. Instantiation will be done at run time

添加一個分析器的類。在cerebro運行期間實例化

addwriter(wrtcls, *args, **kwargs)

Adds an Writer class to the mix. Instantiation will be done at run time in cerebro

將Writer類添加到混合中。實例化將在運行時在大腦中完成

run(**kwargs)

The core method to perform backtesting. Any kwargs passed to it will affect the value of the standard parameters Cerebro was instantiated with.

執行回溯測試的核心方法。傳遞給它的任何kwargs都會影響實例化的標准參數Cerebro的值。

If cerebro has not datas the method will immediately bail out.

如果大腦沒有數據，該方法將立即退出。

It has different return values:

For No Optimization: a list contanining instances of the Strategy classes added with addstrategy
對於無優化：一個包含添加了addstrategy的策略類實例的列表
For Optimization: a list of lists which contain instances of the Strategy classes added with addstrategy
對於優化：包含添加了addstrategy的策略類實例的列表列表

runstop()

If invoked from inside a strategy or anywhere else, including other threads the execution will stop as soon as possible.

如果從策略內部或任何其他地方調用，包括其他線程，執行將盡快停止。

setbroker(broker)

Sets a specific broker instance for this strategy, replacing the one inherited from cerebro.

為該策略設置一個特定的broker實例，替換從大腦繼承的broker。

getbroker()

Returns the broker instance.

返回代理實例。

This is also available as a property by the name broker

同樣也可以通過broker屬性得到

plot(plotter=None, numfigs=1, iplot=True, start=None, end=None, width=16, height=9, dpi=300, tight=True, use=None, **kwargs)

Plots the strategies inside cerebro

在cerebro內部繪畫策略

If plotter is None a default Plot instance is created and kwargs are passed to it during instantiation.

如果plotter為None，則創建一個默認的打印實例，並在實例化期間向其傳遞kwargs。

numfigs split the plot in the indicated number of charts reducing chart density if wished

numfigs將圖分成指定數量的圖表，如果需要，可減少圖表密度

iplot: if True and running in a notebook the charts will be displayed inline

iplot：如果為True並且在筆記本中運行，則圖表將以內聯方式顯示

use: set it to the name of the desired matplotlib backend. It will take precedence over iplot

use:將其設置為所需的matplotlib后端名稱。它將優先於iplot

start: An index to the datetime line array of the strategy or a datetime.date, datetime.datetime instance indicating the start of the plot

start：設置繪圖的開始時間

end: An index to the datetime line array of the strategy or a datetime.date, datetime.datetime instance indicating the end of the plot

end：設置繪圖的結束時間

width: in inches of the saved figure

寬度：以保存圖形的英寸為單位

height: in inches of the saved figure

高度：以保存圖形的英寸為單位

dpi: quality in dots per inches of the saved figure

dpi：保存圖形的每英寸點數質量

tight: only save actual content and not the frame of the figure

tight:只保存實際內容，不保存圖形的框架

addsizer(sizercls, *args, **kwargs)

Adds a Sizer class (and args) which is the default sizer for any strategy added to cerebro

添加一個Sizer類(和args)，它是添加到cerebro的任何策略的默認Sizer

addsizer_byidx(idx, sizercls, *args, **kwargs)

Adds a Sizer class by idx. This idx is a reference compatible to the one returned by addstrategy. Only the strategy referenced by idx will receive this size

通過idx添加一個Sizer類。這個idx是一個與addstrategy返回的引用兼容的引用。只有idx引用的策略才會收到這個大小

針對不同的策略設置不同的Sizer

add_signal(sigtype, sigcls, *sigargs, **sigkwargs)

Adds a signal to the system which will be later added to a SignalStrategy

向系統添加一個信號，該信號稍后將被添加到信號策略中

signal_concurrent(onoff)

If signals are added to the system and the concurrent value is set to True, concurrent orders will be allowed

如果將信號添加到系統中，並且將並發值設置為True，則允許並發訂單

signal_accumulate(onoff)

If signals are added to the system and the accumulate value is set to True, entering the market when already in the market, will be allowed to increase a position

如果信號被添加到系統中，並且累計值被設置為True，進入市場時已經在市場中，將被允許增加一個頭寸

signal_strategy(stratcls, *args, **kwargs)

Adds a SignalStrategy subclass which can accept signals

添加可以接受信號的SignalStrategy子類

addcalendar(cal)

Adds a global trading calendar to the system. Individual data feeds may have separate calendars which override the global one

向系統添加一個全球交易日歷。單個數據提要可能具有覆蓋全局提要的單獨日歷

cal can be an instance of TradingCalendar a string or an instance of pandas_market_calendars. A string will be will be instantiated as a PandasMarketCalendar (which needs the module pandas_market_calendar installed in the system.

cal可以是TradingCalendar字符串的實例，也可以是pandas_market_calendar的實例。一個字符串將被實例化為一個pandasmarket_calendar(它需要在系統中安裝pandas_market_calendar模塊)。

If a subclass of TradingCalendarBase is passed (not an instance) it will be instantiated

如果傳遞了TradingCalendarBase的子類(不是實例)，那么它將被實例化

addtz(tz)

This can also be done with the parameter tz

這也可以通過參數tz來實現

Adds a global timezone for strategies. The argument tz can be

為策略添加全局時區。tz可以是

None: in this case the datetime displayed by strategies will be in UTC, which has been always the standard behavior
None:在這種情況下，策略顯示的日期時間將以UTC表示，這一直是標准行為
pytz instance. It will be used as such to convert UTC times to the chosen timezone
pytz實例。它將用於將UTC時間轉換為所選時區
string. Instantiating a pytz instance will be attempted.
字符串。將嘗試實例化pytz實例。
integer. Use, for the strategy, the same timezone as the corresponding data in the self.datas iterable (0 would use the timezone from data0)
整數。對於策略，請使用相應數據相同的時區self.datas iterable（0將使用數據0中的時區）

add_timer(when, offset=datetime.timedelta(0), repeat=datetime.timedelta(0), weekdays=[], weekcarry=False, monthdays=[], monthcarry=True, allow=None, tzdata=None, strats=False, cheat=False, *args, **kwargs)

Schedules a timer to invoke notify_timer

調度一個計時器來調用notify_timer

Parameters

when (-) – can be
- datetime.time instance (see below tzdata)
- bt.timer.SESSION_START to reference a session start
- bt.timer.SESSION_END to reference a session end
- offset which must be a datetime.timedelta instance
Used to offset the value when. It has a meaningful use in combination with SESSION_START and SESSION_END, to indicated things like a timer being called 15 minutes after the session start.
- repeat which must be a datetime.timedelta instance
  
  Indicates if after a 1^st call, further calls will be scheduled within the same session at the scheduled repeat delta
  
  Once the timer goes over the end of the session it is reset to the original value for when
- weekdays: a sorted iterable with integers indicating on which days (iso codes, Monday is 1, Sunday is 7) the timers can be actually invoked
  
  If not specified, the timer will be active on all days
- weekcarry (default: False). If True and the weekday was not seen (ex: trading holiday), the timer will be executed on the next day (even if in a new week)
- monthdays: a sorted iterable with integers indicating on which days of the month a timer has to be executed. For example always on day 15 of the month
  
  If not specified, the timer will be active on all days
- monthcarry (default: True). If the day was not seen (weekend, trading holiday), the timer will be executed on the next available day.
- allow (default: None). A callback which receives a datetime.date` instance and returns True if the date is allowed for timers or else returns False
- tzdata which can be either None (default), a pytz instance or a data feed instance.
  
  None: when is interpreted at face value (which translates to handling it as if it where UTC even if it’s not)
  
  pytz instance: when will be interpreted as being specified in the local time specified by the timezone instance.
  
  data feed instance: when will be interpreted as being specified in the local time specified by the tz parameter of the data feed instance.
  
  Note
  
  If when is either SESSION_START or SESSION_END and tzdata is None, the 1^st data feed in the system (aka self.data0) will be used as the reference to find out the session times.
- strats (default: False) call also the notify_timer of strategies
- cheat (default False) if True the timer will be called before the broker has a chance to evaluate the orders. This opens the chance to issue orders based on opening price for example right before the session starts
- *args: any extra args will be passed to notify_timer
- **kwargs: any extra kwargs will be passed to notify_timer

Return Value:

The created timer

notify_timer(timer, when, *args, **kwargs)

Receives a timer notification where timer is the timer which was returned by add_timer, and when is the calling time. args and kwargs are any additional arguments passed to add_timer

接收一個計時器通知，其中timer是由add_timer返回的計時器，when是調用時間。args和kwargs是傳遞給add_timer的任何附加參數

The actual when time can be later, but the system may have not be able to call the timer before. This value is the timer value and no the system time.

實際時間可以晚一點，但系統可能已經無法調用之前的計時器。這個值是定時器值，不是系統時間。

add_order_history(orders, notify=True)

Add a history of orders to be directly executed in the broker for performance evaluation

添加要在代理中直接執行的訂單的歷史記錄以進行性能評估

orders: is an iterable (ex: list, tuple, iterator, generator) in which each element will be also an iterable (with length) with the following sub-elements (2 formats are possible)

[datetime, size, price] or [datetime, size, price, data]

Note

it must be sorted (or produce sorted elements) by datetime ascending

where:
- datetime is a python date/datetime instance or a string with format YYYY-MM-DD[THH:MM:SS[.us]] where the elements in brackets are optional
- size is an integer (positive to buy, negative to sell)
- price is a float/integer
- data if present can take any of the following values
  - None - The 1^st data feed will be used as target
  - integer - The data with that index (insertion order in Cerebro) will be used
  - string - a data with that name, assigned for example with cerebro.addata(data, name=value), will be the target
notify (default: True)

If True the 1^st strategy inserted in the system will be notified of the artificial orders created following the information from each order in orders
如果為真，系統中插入的第一個策略將被通知根據訂單中每個訂單的信息創建的人工訂單

Note

Implicit in the description is the need to add a data feed which is the target of the orders. This is for example needed by analyzers which track for example the returns