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87458c965d
* broken edition * Fixed issue * Update StockController * Update choices generation * Update parent_classes * Update choices generation * Update choices generation * Update crypto_controller * Update DefiController * Update crypto/disc controller * Update crypto/dd * Update choices generation * Update crypto : dd + nft * Update crypto/onchain * Update crypto_controller * Linting * Update crypto/ov * Linting * Update crypto/ov * Update crypto/qa * Update crypto/tools * Update crypto/ta + dd * Linting * Update alt * Tests fix crypto * Update future * Update futures * Refactored through Options * Tests + Linting * finished stocks refactor * Update stocks/sia * finished stocks refactor * Added fixes * Added fix * Tests * Fix conditions * Fix portfolio * Prepare for merge Co-authored-by: Chavithra PARANA <chavithra@gmail.com> Co-authored-by: northern-64bit <75195383+northern-64bit@users.noreply.github.com>
292 lines
9.1 KiB
Python
292 lines
9.1 KiB
Python
"""Backtesting Controller Module"""
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__docformat__ = "numpy"
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import argparse
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from typing import List
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import logging
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import matplotlib as mpl
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import pandas as pd
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from openbb_terminal.custom_prompt_toolkit import NestedCompleter
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from openbb_terminal import feature_flags as obbff
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from openbb_terminal.helper_funcs import (
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EXPORT_ONLY_RAW_DATA_ALLOWED,
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check_non_negative_float,
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check_positive,
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valid_date,
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)
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from openbb_terminal.menu import session
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from openbb_terminal.parent_classes import BaseController
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from openbb_terminal.rich_config import console, MenuText
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from openbb_terminal.decorators import log_start_end
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# This code below aims to fix an issue with the fnn module, used by bt module
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# which forces matplotlib backend to be 'agg' which doesn't allow to plot
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# Save current matplotlib backend
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default_backend = mpl.get_backend()
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# Restore backend matplotlib used
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# pylint: disable=wrong-import-position
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from openbb_terminal.stocks.backtesting import bt_view # noqa: E402
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logger = logging.getLogger(__name__)
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mpl.use(default_backend)
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class BacktestingController(BaseController):
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"""Backtesting Controller class"""
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CHOICES_COMMANDS = ["ema", "emacross", "rsi", "whatif"]
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PATH = "/stocks/bt/"
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CHOICES_GENERATION = True
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def __init__(self, ticker: str, stock: pd.DataFrame, queue: List[str] = None):
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"""Constructor"""
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super().__init__(queue)
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self.ticker = ticker
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self.stock = stock
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if session and obbff.USE_PROMPT_TOOLKIT:
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choices: dict = self.choices_default
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self.completer = NestedCompleter.from_nested_dict(choices)
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def print_help(self):
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"""Print help"""
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mt = MenuText("stocks/bt/")
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mt.add_param("_ticker", self.ticker.upper())
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mt.add_raw("\n")
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mt.add_cmd("whatif")
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mt.add_raw("\n")
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mt.add_cmd("ema")
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mt.add_cmd("emacross")
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mt.add_cmd("rsi")
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console.print(text=mt.menu_text, menu="Stocks - Backtesting")
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def custom_reset(self):
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"""Class specific component of reset command"""
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if self.ticker:
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return ["stocks", f"load {self.ticker}", "bt"]
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return []
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@log_start_end(log=logger)
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def call_whatif(self, other_args: List[str]):
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"""Call whatif"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="whatif",
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description="Displays what if scenario of having bought X shares at date Y",
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)
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parser.add_argument(
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"-d",
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"--date",
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default=None,
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dest="date_shares_acquired",
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type=valid_date,
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help="Date at which the shares were acquired",
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)
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parser.add_argument(
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"-n",
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"--number",
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default=1.0,
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type=check_non_negative_float,
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help="Number of shares acquired",
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dest="num_shares_acquired",
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)
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if other_args and "-" not in other_args[0][0]:
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other_args.insert(0, "-d")
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ns_parser = self.parse_known_args_and_warn(parser, other_args)
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if ns_parser:
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bt_view.display_whatif_scenario(
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symbol=self.ticker,
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num_shares_acquired=ns_parser.num_shares_acquired,
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date_shares_acquired=ns_parser.date_shares_acquired,
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)
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@log_start_end(log=logger)
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def call_ema(self, other_args: List[str]):
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"""Call EMA strategy"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="ema",
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description="Strategy where stock is bought when Price > EMA(l)",
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)
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parser.add_argument(
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"-l",
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default=20,
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dest="length",
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type=check_positive,
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help="EMA period to consider",
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)
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parser.add_argument(
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"--spy",
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action="store_true",
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default=False,
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help="Flag to add spy hold comparison",
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dest="spy",
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)
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parser.add_argument(
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"--no_bench",
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action="store_true",
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default=False,
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help="Flag to not show buy and hold comparison",
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dest="no_bench",
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED
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)
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if ns_parser:
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bt_view.display_simple_ema(
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symbol=self.ticker,
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data=self.stock,
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ema_length=ns_parser.length,
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spy_bt=ns_parser.spy,
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no_bench=ns_parser.no_bench,
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export=ns_parser.export,
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)
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@log_start_end(log=logger)
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def call_emacross(self, other_args: List[str]):
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"""Call EMA Cross strategy"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="emacross",
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description="Cross between a long and a short Exponential Moving Average.",
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)
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parser.add_argument(
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"-l",
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"--long",
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default=50,
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dest="long",
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type=check_positive,
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help="Long EMA period",
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)
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parser.add_argument(
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"-s",
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"--short",
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default=20,
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dest="short",
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type=check_positive,
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help="Short EMA period",
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)
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parser.add_argument(
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"--spy",
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action="store_true",
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default=False,
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help="Flag to add spy hold comparison",
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dest="spy",
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)
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parser.add_argument(
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"--no_bench",
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action="store_true",
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default=False,
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help="Flag to not show buy and hold comparison",
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dest="no_bench",
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)
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parser.add_argument(
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"--no_short",
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action="store_false",
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default=True,
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dest="shortable",
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help="Flag that disables the short sell",
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED
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)
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if ns_parser:
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if ns_parser.long < ns_parser.short:
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console.print("Short EMA period is longer than Long EMA period\n")
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bt_view.display_emacross(
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symbol=self.ticker,
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data=self.stock,
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short_ema=ns_parser.short,
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long_ema=ns_parser.long,
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spy_bt=ns_parser.spy,
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no_bench=ns_parser.no_bench,
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shortable=ns_parser.shortable,
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export=ns_parser.export,
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)
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@log_start_end(log=logger)
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def call_rsi(self, other_args: List[str]):
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"""Call RSI Strategy"""
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parser = argparse.ArgumentParser(
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add_help=False,
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formatter_class=argparse.ArgumentDefaultsHelpFormatter,
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prog="rsi",
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description="""Strategy that buys when the stock is less than a threshold
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and shorts when it exceeds a threshold.""",
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)
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parser.add_argument(
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"-p",
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"--periods",
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dest="periods",
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help="Number of periods for RSI calculation",
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type=check_positive,
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default=14,
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)
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parser.add_argument(
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"-u",
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"--high",
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default=70,
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dest="high",
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type=check_positive,
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help="High (upper) RSI Level",
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)
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parser.add_argument(
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"-l",
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"--low",
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default=30,
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dest="low",
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type=check_positive,
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help="Low RSI Level",
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)
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parser.add_argument(
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"--spy",
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action="store_true",
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default=False,
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help="Flag to add spy hold comparison",
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dest="spy",
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)
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parser.add_argument(
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"--no_bench",
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action="store_true",
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default=False,
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help="Flag to not show buy and hold comparison",
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dest="no_bench",
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)
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parser.add_argument(
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"--no_short",
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action="store_false",
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default=True,
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dest="shortable",
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help="Flag that disables the short sell",
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)
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ns_parser = self.parse_known_args_and_warn(
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parser, other_args, export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED
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)
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if ns_parser:
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if ns_parser.high < ns_parser.low:
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console.print("Low RSI value is higher than Low RSI value\n")
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bt_view.display_rsi_strategy(
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symbol=self.ticker,
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data=self.stock,
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periods=ns_parser.periods,
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low_rsi=ns_parser.low,
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high_rsi=ns_parser.high,
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spy_bt=ns_parser.spy,
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no_bench=ns_parser.no_bench,
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shortable=ns_parser.shortable,
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export=ns_parser.export,
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)
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