backtrader.filters.datafilter module

Data Filter Module - Generic data filtering.

This module provides the DataFilter for filtering bars from a data source based on a callable function.

Classes:

DataFilter: Filters bars based on a filter function.

Example

>>> data = bt.feeds.GenericCSVData(dataname='data.csv')
>>> data.addfilter(bt.filters.DataFilter(funcfilter=my_filter_func))
>>> cerebro.adddata(data)

class backtrader.filters.datafilter.DataFilter

Bases: AbstractDataBase

This class filters out bars from a given data source. In addition to the standard parameters of a DataBase, it takes a funcfilter parameter which can be any callable

Logic:

• funcfilter will be called with the underlying data source

  It can be any callable

  • Return value True: current data source bar values will be used

  • Return value False: current data source bar values will discard

preload()

Preload data from the underlying data source.

If the underlying data is not preloaded, loads it completely. Copies timeframe and compression settings from the source data after it has started (some sources do autodetection).

This method ensures all necessary data is available before processing.

frompackages = ()

packages = ()