backtrader.flt module

Filter Module - Data filtering for backtrader.

This module provides the base Filter class for data filtering operations. Filters can be applied to data feeds to modify or filter bars during backtesting.

Classes:

Filter: Base class for data filters.

示例

>>> class MyFilter(bt.Filter):
...     def next(self, data):
...         # Modify data bar
...         pass

class backtrader.flt.Filter

基类：ParameterizedBase

Base class for data filters in backtrader.

Filters process data bars and can modify or reject them. Subclasses should override the next() method to implement custom filtering logic.

_firsttime

Tracks if this is the first call.

This class has been refactored from MetaParams to the new ParameterizedBase system for Day 36-38 of the metaprogramming removal project.

__init__(data_, **kwargs)

Initialize the Filter.

参数:

• data -- The data feed to filter.

• **kwargs -- Additional keyword arguments for parameters.

__call__(data)

Process a data bar through the filter.

参数:

data -- The data feed being filtered.

nextstart(data)

Called on the first bar before filtering starts.

参数:

data -- The data feed being filtered.

备注

Override this method to perform one-time initialization.

next(data)

Process each data bar.

参数:

data -- The data feed being filtered.

备注

Subclasses must override this method to implement filtering logic.