Timers

Release 1.9.44.116 added timers to the arsenal of tools available in backtrader. This functionality allows to get a call back to the notify_timer (available in Cerebro and Strategy) at given points in time, with a fine grained end-user control.

Note

Some corrections have been made in 1.9.46.116

Options

  • Timer based in absolute time input or with regards to session start/end times
  • Timezone specification for the time specification, be it directly or via pytz compatible objects or via data feed session end times
  • Starting offset with regards to the specified time
  • Repetitions intervals
  • Weekdays filter (with carry over option)
  • Monthdays filter (with carry over option)
  • Custom callback filter

Usage pattern

Both in Cerebro and Strategy subclasses the timer callback will be received in the following method.

def notify_timer(self, timer, when, *args, **kwargs):
    '''Receives a timer notification where ``timer`` is the timer which was
    returned by ``add_timer``, and ``when`` is the calling time. ``args``
    and ``kwargs`` are any additional arguments passed to ``add_timer``

    The actual ``when`` time can be later, but the system may have not be
    able to call the timer before. This value is the timer value and not the
    system time.
    '''

Adding timers - Via Strategy

Done with the method

def add_timer(self, when,
              offset=datetime.timedelta(), repeat=datetime.timedelta(),
              weekdays=[], weekcarry=False,
              monthdays=[], monthcarry=True,
              allow=None,
              tzdata=None, cheat=False,
              *args, **kwargs):
    '''

It returns the created Timer instance.

See below for an explanation of the parameters.

Adding timers - Via Cerebro

Done with the same method and just the addition of the parameter strats. If set to True the timer will not only be notified to the cerebro, it will also be notified to all strategies running in the system.

def add_timer(self, when,
              offset=datetime.timedelta(), repeat=datetime.timedelta(),
              weekdays=[], weekcarry=False,
              monthdays=[], monthcarry=True,
              allow=None,
              tzdata=None, cheat=False, strats=False,
              *args, **kwargs):
    '''

It returns the created Timer instance.

When are timers called

If cheat=False

This is the default. In this case a timer will be called:

  • After the data feeds have loaded the new values for the current bar
  • After the broker has evaluated orders and recalculated the portfolio value
  • Before indicators have been recalculated (because this is triggered by the strategies)
  • Before any next method of any strategy is called

If cheat=True

In this case a timer will be called:

  • After the data feeds have loaded the new values for the current bar
  • Before the broker has evaluated orders and recalculated the portfolio value
  • And consequently before indicators have been recalculated and next method of any strategy is called

Which allows for example the following scenario with daily bars:

  • Before the new bar is evaluated by the broker the timer is called
  • The indicators have the value from the previous day at the close and can be used to generate an entry/exit signal (or a flag may have been set during the last evaluation of next)
  • Because the new prices are available, the stake can be calculated using the opening price. This assumes that one is for example getting a good indication about the open from watching the opening auction.

Running with daily bars

The sample scheduled.py defaults to running with the standard daily bars available in the backtrader distribution. The parameters to the strategy

class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
    )

And the data has the following session times:

  • start: 09:00
  • end: 17:30

Running with just a time

$ ./scheduled.py --strat when='datetime.time(15,30)'

strategy notify_timer with tid 0, when 2005-01-03 15:30:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 15:30:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 0, when 2005-01-05 15:30:00 cheat False
3, 2005-01-05 17:30:00, Week 1, Day 3, O 2969.0, H 2969.0, L 2942.69, C 2947.19
strategy notify_timer with tid 0, when 2005-01-06 15:30:00 cheat False
...

As specified the timer is ticking at 15:30. No surprises there. Let’s add an offset of 30 minutes.

$ ./scheduled.py --strat when='datetime.time(15,30)',offset='datetime.timedelta(minutes=30)'

strategy notify_timer with tid 0, when 2005-01-03 16:00:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 16:00:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 0, when 2005-01-05 16:00:00 cheat False
...

And the time has changed from 15:30 to 16:00 for the timer. No surprises. Let’s do the same but referencing the start of the session.

$ ./scheduled.py --strat when='bt.timer.SESSION_START',offset='datetime.timedelta(minutes=30)'

strategy notify_timer with tid 0, when 2005-01-03 09:30:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 09:30:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
...

Et voilá! The time at which the callback is called is 09:30. And the session start, see above, is 09:00. This gives the ability to simply say that one wants to execute an action 30 minutes after the start of the session.

Let’s add a repetition:

$ ./scheduled.py --strat when='bt.timer.SESSION_START',offset='datetime.timedelta(minutes=30)',repeat='datetime.timedelta(minutes=30)'

strategy notify_timer with tid 0, when 2005-01-03 09:30:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 0, when 2005-01-04 09:30:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 0, when 2005-01-05 09:30:00 cheat False
...

There is no repetition. The reason being that the resolution of the prices is daily. The timer is called for the 1st time at 09:30 like in the previous example. But when the system get the next batch of prices, they are happening on the next day. And the timer can only, obviously, be called once. A lower resolution is needed.

But before moving on to a lower resolution, let’s cheat by having the timer called before the end of the session.

$ ./scheduled.py --strat when='bt.timer.SESSION_START',cheat=True

strategy notify_timer with tid 1, when 2005-01-03 09:00:00 cheat True
-- 2005-01-03 Create buy order
strategy notify_timer with tid 0, when 2005-01-03 09:00:00 cheat False
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 1, when 2005-01-04 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-04 09:00:00 cheat False
-- 2005-01-04 Buy Exec @ 2969.78
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 1, when 2005-01-05 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-05 09:00:00 cheat False
...

The strategy adds a 2nd timer with cheat=True. This is added 2nd and will therefore received the 2nd tid (timer id) which is 1 (see in the above examples that the assigned tid was 0)

And 1 is called before 0, because that timer is cheating and is being called before many events in the system happen (see above for the explanation)

Due to the daily resolution of the prices it doesn’t make much of a difference except that:

  • The strategy also issues an order right before the open ... and it is being matched with the opening price the next day

    This, even if cheating by acting before the open, is still the normal behavior, because cheating-on-open has also not been activated in the broker.

The same but with coo=True for the broker

$ ./scheduled.py --strat when='bt.timer.SESSION_START',cheat=True --broker coo=True

strategy notify_timer with tid 1, when 2005-01-03 09:00:00 cheat True
-- 2005-01-03 Create buy order
strategy notify_timer with tid 0, when 2005-01-03 09:00:00 cheat False
-- 2005-01-03 Buy Exec @ 2952.29
1, 2005-01-03 17:30:00, Week 1, Day 1, O 2952.29, H 2989.61, L 2946.8, C 2970.02
strategy notify_timer with tid 1, when 2005-01-04 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-04 09:00:00 cheat False
2, 2005-01-04 17:30:00, Week 1, Day 2, O 2969.78, H 2979.88, L 2961.14, C 2971.12
strategy notify_timer with tid 1, when 2005-01-05 09:00:00 cheat True
strategy notify_timer with tid 0, when 2005-01-05 09:00:00 cheat False
...

And something has changed.

  • The order is issued on 2005-01-03 in the cheating timer

  • The order is executed on 2005-01-03 with the opening price

    Effectively like if one had acted on the opening auction price seconds before the real opening of the market.

Running with 5-minute bars

The sample scheduled-min.py defaults to running with the standard 5-minute bars available in the backtrader distribution. The parameters to the strategy are extended to include monthdays and the carry options

class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
        weekcarry=False,
        monthdays=[],
        monthcarry=True,
    )

The data has the same session times:

  • start: 09:00
  • end: 17:30

Let’s do some experiments. First a single timer.

$ ./scheduled-min.py --strat when='datetime.time(15, 30)'

1, 2006-01-02 09:05:00, Week 1, Day 1, O 3578.73, H 3587.88, L 3578.73, C 3582.99
2, 2006-01-02 09:10:00, Week 1, Day 1, O 3583.01, H 3588.4, L 3583.01, C 3588.03
...
77, 2006-01-02 15:25:00, Week 1, Day 1, O 3599.07, H 3599.68, L 3598.47, C 3599.68
strategy notify_timer with tid 0, when 2006-01-02 15:30:00 cheat False
78, 2006-01-02 15:30:00, Week 1, Day 1, O 3599.64, H 3599.73, L 3599.0, C 3599.67
...
179, 2006-01-03 15:25:00, Week 1, Day 2, O 3634.72, H 3635.0, L 3634.06, C 3634.87
strategy notify_timer with tid 0, when 2006-01-03 15:30:00 cheat False
180, 2006-01-03 15:30:00, Week 1, Day 2, O 3634.81, H 3634.89, L 3634.04, C 3634.23
...

The timer kicks in as requested at 15:30. The log shows how it does that during the 1st two days.

Adding a repeat of 15 minutes to the mix

$ ./scheduled-min.py --strat when='datetime.time(15, 30)',repeat='datetime.timedelta(minutes=15)'

...
74, 2006-01-02 15:10:00, Week 1, Day 1, O 3596.12, H 3596.63, L 3595.92, C 3596.63
75, 2006-01-02 15:15:00, Week 1, Day 1, O 3596.36, H 3596.65, L 3596.19, C 3596.65
76, 2006-01-02 15:20:00, Week 1, Day 1, O 3596.53, H 3599.13, L 3596.12, C 3598.9
77, 2006-01-02 15:25:00, Week 1, Day 1, O 3599.07, H 3599.68, L 3598.47, C 3599.68
strategy notify_timer with tid 0, when 2006-01-02 15:30:00 cheat False
78, 2006-01-02 15:30:00, Week 1, Day 1, O 3599.64, H 3599.73, L 3599.0, C 3599.67
79, 2006-01-02 15:35:00, Week 1, Day 1, O 3599.61, H 3600.29, L 3599.52, C 3599.92
80, 2006-01-02 15:40:00, Week 1, Day 1, O 3599.96, H 3602.06, L 3599.76, C 3602.05
strategy notify_timer with tid 0, when 2006-01-02 15:45:00 cheat False
81, 2006-01-02 15:45:00, Week 1, Day 1, O 3601.97, H 3602.07, L 3601.45, C 3601.83
82, 2006-01-02 15:50:00, Week 1, Day 1, O 3601.74, H 3602.8, L 3601.63, C 3602.8
83, 2006-01-02 15:55:00, Week 1, Day 1, O 3602.53, H 3602.74, L 3602.33, C 3602.61
strategy notify_timer with tid 0, when 2006-01-02 16:00:00 cheat False
84, 2006-01-02 16:00:00, Week 1, Day 1, O 3602.58, H 3602.75, L 3601.81, C 3602.14
85, 2006-01-02 16:05:00, Week 1, Day 1, O 3602.16, H 3602.16, L 3600.86, C 3600.96
86, 2006-01-02 16:10:00, Week 1, Day 1, O 3601.2, H 3601.49, L 3600.94, C 3601.27
...
strategy notify_timer with tid 0, when 2006-01-02 17:15:00 cheat False
99, 2006-01-02 17:15:00, Week 1, Day 1, O 3603.96, H 3603.96, L 3602.89, C 3603.79
100, 2006-01-02 17:20:00, Week 1, Day 1, O 3603.94, H 3605.95, L 3603.87, C 3603.91
101, 2006-01-02 17:25:00, Week 1, Day 1, O 3604.0, H 3604.76, L 3603.85, C 3604.64
strategy notify_timer with tid 0, when 2006-01-02 17:30:00 cheat False
102, 2006-01-02 17:30:00, Week 1, Day 1, O 3604.06, H 3604.41, L 3603.95, C 3604.33
103, 2006-01-03 09:05:00, Week 1, Day 2, O 3604.08, H 3609.6, L 3604.08, C 3609.6
104, 2006-01-03 09:10:00, Week 1, Day 2, O 3610.34, H 3617.31, L 3610.34, C 3617.31
105, 2006-01-03 09:15:00, Week 1, Day 2, O 3617.61, H 3617.87, L 3616.03, C 3617.51
106, 2006-01-03 09:20:00, Week 1, Day 2, O 3617.24, H 3618.86, L 3616.09, C 3618.42
...
179, 2006-01-03 15:25:00, Week 1, Day 2, O 3634.72, H 3635.0, L 3634.06, C 3634.87
strategy notify_timer with tid 0, when 2006-01-03 15:30:00 cheat False
180, 2006-01-03 15:30:00, Week 1, Day 2, O 3634.81, H 3634.89, L 3634.04, C 3634.23
...

As expected the 1st call is triggered at 15:30 and then starts repeating every 15 minutes until the end of the session at 17:30. When the new session kicks in, the timer has been reset to 15:30 again.

And now with cheating before the session start

$ ./scheduled-min.py --strat when='bt.timer.SESSION_START',cheat=True

strategy notify_timer with tid 1, when 2006-01-02 09:00:00 cheat True
-- 2006-01-02 09:05:00 Create buy order
strategy notify_timer with tid 0, when 2006-01-02 09:00:00 cheat False
1, 2006-01-02 09:05:00, Week 1, Day 1, O 3578.73, H 3587.88, L 3578.73, C 3582.99
-- 2006-01-02 09:10:00 Buy Exec @ 3583.01
2, 2006-01-02 09:10:00, Week 1, Day 1, O 3583.01, H 3588.4, L 3583.01, C 3588.03
...

Order creation is t 09:05:00 and execution at 09:10:00 because the broker is not in cheat-on-open mode. Let’s set it ...

$ ./scheduled-min.py --strat when='bt.timer.SESSION_START',cheat=True --broker coo=True

strategy notify_timer with tid 1, when 2006-01-02 09:00:00 cheat True
-- 2006-01-02 09:05:00 Create buy order
strategy notify_timer with tid 0, when 2006-01-02 09:00:00 cheat False
-- 2006-01-02 09:05:00 Buy Exec @ 3578.73
1, 2006-01-02 09:05:00, Week 1, Day 1, O 3578.73, H 3587.88, L 3578.73, C 3582.99
2, 2006-01-02 09:10:00, Week 1, Day 1, O 3583.01, H 3588.4, L 3583.01, C 3588.03
...

And the issuing time and execution time are 09:05:00 with the execution price being the opening price at 09:05:00.

Additional scenarios

Timers allow specifying on which days they have to be executed by passing a list of days (integers following the iso spec, where Mon=1 and Sun=7) as in

  • weekdays=[5] which would ask for the timer to only be valid on Fridays

    In case a Friday is a non-trading day and the timer should kick-in on the next trading day, one can add weekcarry=True

Similar to it, one can decide to act on the 15th day of each month with:

  • monthdays=[15]

    In case the 15th happens to be non-trading day and the timer should kick-in on the next trading day, one can add monthcarry=True

There isn’t an implementation for things like: the 3rd Friday of March, June, September and December (futures/options expirations), but there is a possibility to implement rules by passing:

  • allow=callable where the callable accepts datetime.date instance. Notice this is not a datetime.datetime instance, because the allow callable is only meant to decide if a given day is suitable for timers or not.

    To implement something like the rule laid out above:

    class FutOpExp(object):
        def __init__(self):
            self.fridays = 0
            self.curmonth = -1
    
        def __call__(self, d):
            _, _, isowkday = d.isocalendar()
    
            if d.month != self.curmonth:
                self.curmonth = d.month
                self.fridays = 0
    
            # Mon=1 ... Sun=7
            if isowkday == 5 and self.curmonth in [3, 6, 9, 12]:
                self.fridays += 1
    
                if self.friday == 3:  # 3rd Friday
                    return True  # timer allowed
    
            return False  # timer disallowed
    

    And one would pass allow=FutOpeExp() to the creation of the timer

    This would allow a timer to kick in on the 3rd Friday of those months and may be close positions before the futures expire.

Parameters to add_timer

  • when: can be
    • datetime.time instance (see below tzdata)
    • bt.timer.SESSION_START to reference a session start
    • bt.timer.SESSION_END to reference a session end
  • offset which must be a datetime.timedelta instance

    Used to offset the value when. It has a meaningful use in combination with SESSION_START and SESSION_END, to indicated things like a timer being called 15 minutes after the session start.

  • repeat which must be a datetime.timedelta instance

    Indicates if after a 1st call, further calls will be scheduled within the same session at the scheduled repeat delta

    Once the timer goes over the end of the session it is reset to the original value for when

  • weekdays: a sorted iterable with integers indicating on which days (iso codes, Monday is 1, Sunday is 7) the timers can be actually invoked

    If not specified, the timer will be active on all days

  • weekcarry (default: False). If True and the weekday was not seen (ex: trading holiday), the timer will be executed on the next day (even if in a new week)

  • monthdays: a sorted iterable with integers indicating on which days of the month a timer has to be executed. For example always on day 15 of the month

    If not specified, the timer will be active on all days

  • monthcarry (default: True). If the day was not seen (weekend, trading holiday), the timer will be executed on the next available day.

  • allow (default: None). A callback which receives a datetime.date` instance and returns True if the date is allowed for timers or else returns False

  • tzdata which can be either None (default), a pytz instance or a data feed instance.

    None: when is interpreted at face value (which translates to handling it as if it where UTC even if it’s not)

    pytz instance: when will be interpreted as being specified in the local time specified by the timezone instance.

    data feed instance: when will be interpreted as being specified in the local time specified by the tz parameter of the data feed instance.

    Note: If when is either SESSION_START or

    SESSION_END and tzdata is None, the 1st data feed in the system (aka self.data0) will be used as the reference to find out the session times.

  • strats (default: False) call also the notify_timer of strategies

  • cheat (default False) if True the timer will be called before the broker has a chance to evaluate the orders. This opens the chance to issue orders based on opening price for example right before the session starts

  • *args: any extra args will be passed to notify_timer

  • **kwargs: any extra kwargs will be passed to notify_timer

Sample usage scheduled.py

$ ./scheduled.py --help
usage: scheduled.py [-h] [--data0 DATA0] [--fromdate FROMDATE]
                    [--todate TODATE] [--cerebro kwargs] [--broker kwargs]
                    [--sizer kwargs] [--strat kwargs] [--plot [kwargs]]

Sample Skeleton

optional arguments:
  -h, --help           show this help message and exit
  --data0 DATA0        Data to read in (default:
                       ../../datas/2005-2006-day-001.txt)
  --fromdate FROMDATE  Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: )
  --todate TODATE      Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: )
  --cerebro kwargs     kwargs in key=value format (default: )
  --broker kwargs      kwargs in key=value format (default: )
  --sizer kwargs       kwargs in key=value format (default: )
  --strat kwargs       kwargs in key=value format (default: )
  --plot [kwargs]      kwargs in key=value format (default: )

Sample usage scheduled-min.py

$ ./scheduled-min.py --help
usage: scheduled-min.py [-h] [--data0 DATA0] [--fromdate FROMDATE]
                        [--todate TODATE] [--cerebro kwargs] [--broker kwargs]
                        [--sizer kwargs] [--strat kwargs] [--plot [kwargs]]

Timer Test Intraday

optional arguments:
  -h, --help           show this help message and exit
  --data0 DATA0        Data to read in (default: ../../datas/2006-min-005.txt)
  --fromdate FROMDATE  Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: )
  --todate TODATE      Date[time] in YYYY-MM-DD[THH:MM:SS] format (default: )
  --cerebro kwargs     kwargs in key=value format (default: )
  --broker kwargs      kwargs in key=value format (default: )
  --sizer kwargs       kwargs in key=value format (default: )
  --strat kwargs       kwargs in key=value format (default: )
  --plot [kwargs]      kwargs in key=value format (default: )

Sample source scheduled.py

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
    )

    def __init__(self):
        bt.ind.SMA()
        if self.p.timer:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                weekdays=self.p.weekdays,
            )
        if self.p.cheat:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                cheat=True,
            )

        self.order = None

    def prenext(self):
        self.next()

    def next(self):
        _, isowk, isowkday = self.datetime.date().isocalendar()
        txt = '{}, {}, Week {}, Day {}, O {}, H {}, L {}, C {}'.format(
            len(self), self.datetime.datetime(),
            isowk, isowkday,
            self.data.open[0], self.data.high[0],
            self.data.low[0], self.data.close[0])

        print(txt)

    def notify_timer(self, timer, when, *args, **kwargs):
        print('strategy notify_timer with tid {}, when {} cheat {}'.
              format(timer.p.tid, when, timer.p.cheat))

        if self.order is None and timer.p.cheat:
            print('-- {} Create buy order'.format(self.data.datetime.date()))
            self.order = self.buy()

    def notify_order(self, order):
        if order.status == order.Completed:
            print('-- {} Buy Exec @ {}'.format(
                self.data.datetime.date(), order.executed.price))


def runstrat(args=None):
    args = parse_args(args)

    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict(
        timeframe=bt.TimeFrame.Days,
        compression=1,
        sessionstart=datetime.time(9, 0),
        sessionend=datetime.time(17, 30),
    )

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')'))


def parse_args(pargs=None):
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description=(
            'Sample Skeleton'
        )
    )

    parser.add_argument('--data0', default='../../datas/2005-2006-day-001.txt',
                        required=False, help='Data to read in')

    # Defaults for dates
    parser.add_argument('--fromdate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--todate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--cerebro', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--broker', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--sizer', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--strat', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--plot', required=False, default='',
                        nargs='?', const='{}',
                        metavar='kwargs', help='kwargs in key=value format')

    return parser.parse_args(pargs)


if __name__ == '__main__':
    runstrat()

Sample source scheduled-min.py

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):
    params = dict(
        when=bt.timer.SESSION_START,
        timer=True,
        cheat=False,
        offset=datetime.timedelta(),
        repeat=datetime.timedelta(),
        weekdays=[],
        weekcarry=False,
        monthdays=[],
        monthcarry=True,
    )

    def __init__(self):
        bt.ind.SMA()
        if self.p.timer:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                weekdays=self.p.weekdays,
                weekcarry=self.p.weekcarry,
                monthdays=self.p.monthdays,
                monthcarry=self.p.monthcarry,
                # tzdata=self.data0,
            )
        if self.p.cheat:
            self.add_timer(
                when=self.p.when,
                offset=self.p.offset,
                repeat=self.p.repeat,
                weekdays=self.p.weekdays,
                weekcarry=self.p.weekcarry,
                monthdays=self.p.monthdays,
                monthcarry=self.p.monthcarry,
                # tzdata=self.data0,
                cheat=True,
            )

        self.order = None

    def prenext(self):
        self.next()

    def next(self):
        _, isowk, isowkday = self.datetime.date().isocalendar()
        txt = '{}, {}, Week {}, Day {}, O {}, H {}, L {}, C {}'.format(
            len(self), self.datetime.datetime(),
            isowk, isowkday,
            self.data.open[0], self.data.high[0],
            self.data.low[0], self.data.close[0])

        print(txt)

    def notify_timer(self, timer, when, *args, **kwargs):
        print('strategy notify_timer with tid {}, when {} cheat {}'.
              format(timer.p.tid, when, timer.p.cheat))

        if self.order is None and timer.params.cheat:
            print('-- {} Create buy order'.format(
                self.data.datetime.datetime()))
            self.order = self.buy()

    def notify_order(self, order):
        if order.status == order.Completed:
            print('-- {} Buy Exec @ {}'.format(
                self.data.datetime.datetime(), order.executed.price))


def runstrat(args=None):
    args = parse_args(args)
    cerebro = bt.Cerebro()

    # Data feed kwargs
    kwargs = dict(
        timeframe=bt.TimeFrame.Minutes,
        compression=5,
        sessionstart=datetime.time(9, 0),
        sessionend=datetime.time(17, 30),
    )

    # Parse from/to-date
    dtfmt, tmfmt = '%Y-%m-%d', 'T%H:%M:%S'
    for a, d in ((getattr(args, x), x) for x in ['fromdate', 'todate']):
        if a:
            strpfmt = dtfmt + tmfmt * ('T' in a)
            kwargs[d] = datetime.datetime.strptime(a, strpfmt)

    # Data feed
    data0 = bt.feeds.BacktraderCSVData(dataname=args.data0, **kwargs)
    cerebro.adddata(data0)

    # Broker
    cerebro.broker = bt.brokers.BackBroker(**eval('dict(' + args.broker + ')'))

    # Sizer
    cerebro.addsizer(bt.sizers.FixedSize, **eval('dict(' + args.sizer + ')'))

    # Strategy
    cerebro.addstrategy(St, **eval('dict(' + args.strat + ')'))

    # Execute
    cerebro.run(**eval('dict(' + args.cerebro + ')'))

    if args.plot:  # Plot if requested to
        cerebro.plot(**eval('dict(' + args.plot + ')'))


def parse_args(pargs=None):
    parser = argparse.ArgumentParser(
        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
        description=(
            'Timer Test Intraday'
        )
    )

    parser.add_argument('--data0', default='../../datas/2006-min-005.txt',
                        required=False, help='Data to read in')

    # Defaults for dates
    parser.add_argument('--fromdate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--todate', required=False, default='',
                        help='Date[time] in YYYY-MM-DD[THH:MM:SS] format')

    parser.add_argument('--cerebro', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--broker', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--sizer', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--strat', required=False, default='',
                        metavar='kwargs', help='kwargs in key=value format')

    parser.add_argument('--plot', required=False, default='',
                        nargs='?', const='{}',
                        metavar='kwargs', help='kwargs in key=value format')

    return parser.parse_args(pargs)


if __name__ == '__main__':
    runstrat()