backtrader.analyzers.transactions module

Transactions Analyzer Module - Transaction logging.

This module provides the Transactions analyzer for recording all transactions (order executions) during backtesting.

Classes:

Transactions: Analyzer that records transaction history.

示例

>>> cerebro = bt.Cerebro()
>>> cerebro.addanalyzer(bt.analyzers.Transactions, _name='txn')
>>> results = cerebro.run()
>>> print(results[0].analyzers.txn.get_analysis())

class backtrader.analyzers.transactions.Transactions

基类：Analyzer

This analyzer reports the transactions occurred with each every data in the system

It looks at the order execution bits to create a Position starting from 0 during each next cycle.

The result is used during next to record the transactions

Params:

• Headers (default: True)

  Add an initial key to the dictionary holding the results with the names of the datas

  This analyzer was modeled to facilitate the integration with pyfolio, and the header names are taken from the samples used for it:

  'Date', 'amount', 'price', 'sid', 'symbol', 'value'
  

- Get_analysis

Returns a dictionary with returns as values and the datetime points for each return as keys

params = (('headers', False), ('_pfheaders', ('date', 'amount', 'price', 'sid', 'symbol', 'value')))

__init__(*args, **kwargs)

Initialize the Transactions analyzer.

参数:

• *args -- Positional arguments.

• **kwargs -- Keyword arguments for analyzer parameters.

start()

Initialize the analyzer at the start of the backtest.

Sets up the results structure and initializes position tracking for each data feed.

notify_order(order)

Process order execution notifications.

Updates the position tracking when orders are executed or partially executed. Collected positions are recorded in the next() method.

参数:

order -- The order object with execution information.

next()

Record transactions for the current bar.

Collects position changes from all data feeds and records them in the results dictionary keyed by datetime.