backtrader.functions module

Functions Module - Common operations on line objects.

This module provides utility functions and classes for performing operations on line objects. It includes arithmetic operations with zero-division protection, logical operations, comparison operations, and mathematical functions.

Classes:

Logic: Base class for logical operations on lines. DivByZero: Division with zero-division protection. DivZeroByZero: Division with zero/zero indetermination protection. And/Or/Not/If/Max/Min/MinN/MaxN: Logical and comparison operations. Sum/Average/StdDev/TSMean: Statistical operations.

Example

Using indicator functions: >>> from backtrader.functions import And, Or >>> condition = And(indicator1 > indicator2, indicator3 > 0)

class backtrader.functions.List

Bases: list

List subclass that uses hash equality for contains checks.

This class overrides __contains__ to check if any element has the same hash value as the target, rather than using identity comparison.

class backtrader.functions.Logic

Bases: LineActions

Base class for logical operations on line objects.

Handles argument conversion to arrays and manages minperiod propagation from operands.

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

frompackages = ()

packages = ()

class backtrader.functions.DivByZero

Bases: Logic

This operation is a Lines object and fills it values by executing a division on the numerator / denominator arguments and avoiding a division by zero exception by checking the denominator

Params:

• a: numerator (numeric or iterable object … mostly a Lines object)

• b: denominator (numeric or iterable object … mostly a Lines object)

• zero (def: 0.0): value to apply if division by zero is raised

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

next()

Calculate the next value with zero-division protection.

once(start, end)

Calculate all values at once with zero-division protection.

Parameters:

• start – Starting index for calculation.

• end – Ending index for calculation.

frompackages = ()

packages = ()

class backtrader.functions.DivZeroByZero

Bases: Logic

This operation is a Lines object and fills it values by executing a division on the numerator / denominator arguments and avoiding a division by zero exception or an indetermination by checking the denominator/numerator pair

Params:

• a: numerator (numeric or iterable object … mostly a Lines object)

• b: denominator (numeric or iterable object … mostly a Lines object)

• single (def: +inf): value to apply if division is x / 0

• dual (def: 0.0): value to apply if division is 0 / 0

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

next()

Calculate the next value with zero/zero indetermination protection.

once(start, end)

Calculate all values at once with zero/zero indetermination protection.

Parameters:

• start – Starting index for calculation.

• end – Ending index for calculation.

frompackages = ()

packages = ()

class backtrader.functions.Cmp

Bases: Logic

Comparison operation that returns comparison results.

Compares two line objects and returns standard comparison values: -1 if a < b, 0 if a == b, 1 if a > b.

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

next()

Calculate the next comparison value.

once(start, end)

Calculate all comparison values at once.

Parameters:

• start – Starting index for calculation.

• end – Ending index for calculation.

frompackages = ()

packages = ()

class backtrader.functions.CmpEx

Bases: Logic

Extended comparison operation with three possible return values.

Compares two line objects and returns one of three values based on the comparison result: - r1 if a < b - r2 if a == b - r3 if a > b

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

next()

Calculate the next extended comparison value.

once(start, end)

Calculate all extended comparison values at once.

Parameters:

• start – Starting index for calculation.

• end – Ending index for calculation.

frompackages = ()

packages = ()

class backtrader.functions.If

Bases: Logic

Conditional selection operation.

Returns a value from a or b based on a condition: - Returns a if condition is True - Returns b if condition is False

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

next()

Calculate the next conditional value.

once(start, end)

Calculate all conditional values at once.

Parameters:

• start – Starting index for calculation.

• end – Ending index for calculation.

frompackages = ()

packages = ()

class backtrader.functions.MultiLogic

Bases: Logic

Base class for operations that apply a function to multiple arguments.

The flogic attribute should be set to a callable that takes an iterable of values and returns a single result.

next()

Apply the logic function to current values from all arguments.

once(start, end)

Apply the logic function to all values across the specified range.

Parameters:

• start – Starting index for calculation.

• end – Ending index for calculation.

frompackages = ()

packages = ()

class backtrader.functions.MultiLogicReduce

Bases: MultiLogic

MultiLogic that uses functools.reduce for cumulative operations.

This class applies a reduction function cumulatively to all arguments, combining them into a single result.

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

frompackages = ()

packages = ()

class backtrader.functions.Reduce

Bases: MultiLogicReduce

Generic reduction operation with a custom function.

Allows any reduction function to be applied to the arguments.

__init__(*args, **kwargs)

Initialize the LineBuffer instance.

Sets up all internal attributes including the array storage, index pointer, buffer mode, and performance optimization flags.

frompackages = ()

packages = ()

class backtrader.functions.And

Bases: MultiLogicReduce

Logical AND operation across all arguments.

Returns True only if all input values are truthy.

static flogic(x, y)

Logical AND operation for reduction.

frompackages = ()

packages = ()

class backtrader.functions.Or

Bases: MultiLogicReduce

Logical OR operation across all arguments.

Returns True if any input value is truthy.

static flogic(x, y)

Logical OR operation for reduction.

frompackages = ()

packages = ()

class backtrader.functions.Max

Bases: MultiLogic

Maximum operation across all arguments.

Returns the maximum value from all input lines.

flogic()

max(iterable, *[, default=obj, key=func]) -> value max(arg1, arg2, *args, *[, key=func]) -> value

With a single iterable argument, return its biggest item. The default keyword-only argument specifies an object to return if the provided iterable is empty. With two or more arguments, return the largest argument.

frompackages = ()

packages = ()

class backtrader.functions.Min

Bases: MultiLogic

Minimum operation across all arguments.

Returns the minimum value from all input lines.

flogic()

min(iterable, *[, default=obj, key=func]) -> value min(arg1, arg2, *args, *[, key=func]) -> value

With a single iterable argument, return its smallest item. The default keyword-only argument specifies an object to return if the provided iterable is empty. With two or more arguments, return the smallest argument.

frompackages = ()

packages = ()

class backtrader.functions.Sum

Bases: MultiLogic

Sum operation across all arguments.

Returns the sum of all input values using math.fsum for better floating point precision.

flogic(seq, /)

Return an accurate floating point sum of values in the iterable seq.

Assumes IEEE-754 floating point arithmetic.

frompackages = ()

packages = ()

class backtrader.functions.Any

Bases: MultiLogic

Any operation across all arguments.

Returns True if any input value is truthy.

flogic(iterable, /)

Return True if bool(x) is True for any x in the iterable.

If the iterable is empty, return False.

frompackages = ()

packages = ()

class backtrader.functions.All

Bases: MultiLogic

All operation across all arguments.

Returns True only if all input values are truthy.

flogic(iterable, /)

Return True if bool(x) is True for all values x in the iterable.

If the iterable is empty, return True.

frompackages = ()

packages = ()