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Writer

Write out to a stream the following contents:

  • csv stream with data feeds, strategies, indicators and observers

    Which objects actually go into the csv stream can be controlled with the csv attribute of each object (defaults to True for data feeds and observers / False for indicators)

  • A summary of the properties of

    • Data Feeds

    • Strategies (lines and parameters)

    • Indicators/Observers: (lines and parameters)

    • Analyzers: (parameters and analysis outcome)

There is only a single Writer defined called WriterFile, which can be added to the system:

  • By setting the writer parameter of cerebro to True

    A standard WriterFile will be instantiated

  • By calling Cerebro.addwriter(writerclass, **kwargs)

    writerclass will be instantiated during backtesting execution with the givenn kwargs

    Given that a standard WriterFile does not ouput csv as a default, the following addwriter invocation would take care of it:

    cerebro.addwriter(bt.WriterFile, csv=True)

Reference

class backtrader.WriterFile()

The system wide writer class.

It can be parametrized with:

  • out (default: sys.stdout): output stream to write to

    If a string is passed a filename with the content of the parameter will be used

  • close_out (default: False)

    If out is a stream whether it has to be explicitly closed by the writer

  • csv (default: False)

    If a csv stream of the data feeds, strategies, observers and indicators has to be written to the stream during execution

    Which objects actually go into the csv stream can be controlled with the csv attribute of each object (defaults to True for data feeds and observers / False for indicators)

  • csv_filternan (default: True) whether nan values have to be purged out of the csv stream (replaced by an empty field)

  • csv_counter (default: True) if the writer shall keep and print out a counter of the lines actually output

  • indent (default: 2) indentation spaces for each level

  • separators (default: ['=', '-', '+', '*', '.', '~', '"', '^', '#'])

    Characters used for line separators across section/sub(sub)sections

  • seplen (default: 79)

    total length of a line separator including indentation

  • rounding (default: None)

    Number of decimal places to round floats down to. With None no rounding is performed