backtrader.filters package

Data Filters Module - Data transformation and filtering.

This module provides filter classes for transforming and filtering data feeds. Filters can be used to resample data, fill missing values, calculate derived data types like Heikin Ashi candles, and more.

Available Filters:

  • CalendarDays: Filter for calendar day operations.

  • DataFilter: Base class for data filtering.

  • DataFiller: Fill missing data values.

  • DaySteps: Filter for day step operations.

  • HeikinAshi: Calculate Heikin Ashi candles.

  • Renko: Calculate Renko bricks.

  • Session: Filter for session operations.

  • BSplitter: Split data into multiple parts.

示例

Using a filter with data: >>> data = bt.feeds.GenericCSVData(dataname='data.csv') >>> cerebro.adddata(data) >>> cerebro.adddata(bt.feeds.GenericCSVData(dataname='data2.csv'), ... filter=bt.filters.HeikinAshi())

Submodules