backtrader_plotting.Bokeh

def test_std_backtest_volume_subplot(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    s.voloverlay = False
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 5)


def test_std_backtest(cerebro: bt.Cerebro):

def test_std_backtest(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 4)


def test_std_backtest_2datas(cerebro: bt.Cerebro):

def test_std_backtest_tabs_multi(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', tabs='multi', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 5)
    assert_num_figures(figs, 4)


def test_std_backtest_ind_subplot(cerebro: bt.Cerebro):

def test_std_backtest_ind_on_line(cerebro: bt.Cerebro):
    '''In the past it crashed when creating indicators with specific lines case LineSeriesStub was not handled correctly'''
    class TestStrategy(bt.Strategy):
        def __init__(self):
            self._sma = bt.indicators.SMA(self.data.close)

    cerebro.addstrategy(TestStrategy)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 3)


def test_backtest_2strats(cerebro: bt.Cerebro):

def test_backtest_2strats(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.addstrategy(ToggleStrategy)
    cerebro.run()

    b = Bokeh(style='bar', output_mode=_output_mode)

    figs = cerebro.plot(b)

    assert len(figs) == 2
    assert_num_tabs(figs, 3, 3)
    assert_num_figures(figs, 4, 3)


def test_optimize(cerebro: bt.Cerebro):

def test_optimize_2strat(cerebro: bt.Cerebro):
    cerebro.optstrategy(bt.strategies.MA_CrossOver, slow=[5, 10, 20], fast=[5, 10, 20])
    cerebro.optstrategy(ToggleStrategy, modbuy=[12, 15], modsell=[17, 19])
    res = cerebro.run()

    b = Bokeh(style='bar', output_mode=_output_mode)

    browser = OptBrowser(b, res)

    with pytest.raises(RuntimeError):
        browser.build_optresult_model()
    # browser.start()


def test_optimize_no_optreturn(cerebro_no_optreturn: bt.Cerebro):

def test_std_backtest_2datas(cerebro: bt.Cerebro):
    datapath = getdatadir('nvda-1999-2014.txt')
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        fromdate=datetime.datetime(1998, 1, 1),
        todate=datetime.datetime(2000, 12, 31),
        reverse=False,
        swapcloses=True,
    )
    cerebro.adddata(data)

    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode, merge_data_hovers=True)
    figs = cerebro.plot(b)

    assert len(figs) == 1
    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 5)


def test_std_backtest_tabs_multi(cerebro: bt.Cerebro):

def test_std_backtest_ind_subplot(cerebro: bt.Cerebro):
    cerebro.addstrategy(bt.strategies.MA_CrossOver)
    cerebro.run()

    plotconfig = {
        '#:i-0': {
            'subplot': True,
        }
    }

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', scheme=s, output_mode=_output_mode, plotconfig=plotconfig)

    figs = cerebro.plot(b)

    assert_num_tabs(figs, 3)
    assert_num_figures(figs, 5)


def test_std_backtest_ind_on_line(cerebro: bt.Cerebro):

def test_optimize(cerebro: bt.Cerebro):
    cerebro.optstrategy(bt.strategies.MA_CrossOver, slow=[5, 10, 20], fast=[5, 10, 20])
    res = cerebro.run(optreturn=True)

    b = Bokeh(style='bar', output_mode=_output_mode)

    browser = OptBrowser(b, res)
    model = browser.build_optresult_model()
    # browser.start()

    def count_children(obj):
        numo = 1
        if hasattr(obj, "children"):
            numo = count_children(obj.children)
        if hasattr(obj, '__len__'):
            numo += len(obj)
        return numo

    num = count_children(model)

    assert num == 3


def test_optimize_2strat(cerebro: bt.Cerebro):

def test_optimize_no_optreturn(cerebro_no_optreturn: bt.Cerebro):
    cerebro_no_optreturn.optstrategy(bt.strategies.MA_CrossOver, slow=[5, 10, 20], fast=[5, 10, 20])
    res = cerebro_no_optreturn.run()

    s = backtrader_plotting.schemes.Blackly()
    b = Bokeh(style='bar', output_mode=_output_mode, scheme=s)

    browser = OptBrowser(b, res)
    model = browser.build_optresult_model()
    #browser.start()

    def count_children(obj):
        numo = 1
        if hasattr(obj, "children"):
            numo = count_children(obj.children)
        if hasattr(obj, '__len__'):
            numo += len(obj)
        return numo

    num = count_children(model)

    assert num == 3


def test_ordered_optimize(cerebro: bt.Cerebro):

def test_ordered_optimize(cerebro: bt.Cerebro):
    cerebro.optstrategy(bt.strategies.MA_CrossOver, slow=[20], fast=[5, 10, 20])
    res = cerebro.run(optreturn=True)

    def df(optresults):
        a = [x.analyzers.tradeanalyzer.get_analysis() for x in optresults]
        return sum([x.pnl.gross.total if 'pnl' in x else 0 for x in a])

    usercolumns = {
        'Profit & Loss': df,
    }

    b = Bokeh(style='bar', output_mode=_output_mode)

    browser = OptBrowser(b, res, usercolumns=usercolumns, sortcolumn='Profit & Loss')
    model = browser.build_optresult_model()
    # browser.start()

    def count_children(obj):
        numo = 1
        if hasattr(obj, "children"):
            numo = count_children(obj.children)
        if hasattr(obj, '__len__'):
            numo += len(obj)
        return numo

    num = count_children(model)

    assert num == 3

def test_github_issue30():
    cerebro = bt.Cerebro()

    cerebro.addstrategy(MyStrategy)

    data = bt.feeds.YahooFinanceCSVData(
        dataname=getdatadir("orcl-1995-2014.txt"),
        fromdate=datetime.datetime(2000, 1, 1),
        todate=datetime.datetime(2001, 2, 28),
        reverse=False,
    )
    cerebro.adddata(data)
    cerebro.addanalyzer(bt.analyzers.SharpeRatio)

    cerebro.run()

    b = backtrader_plotting.Bokeh(filename='chart.html', style='bar', scheme=Tradimo(), output_mode='memory')

    figs = cerebro.plot(b)

    assert isinstance(figs[0][0], backtrader_plotting.bokeh.bokeh.FigurePage)
    assert len(figs[0][0].figure_envs) == 4
    assert len(figs[0][0].analyzers) == 1


if __name__ == '__main__':

def test_github_issue36():
    cerebro = bt.Cerebro()

    cerebro.addstrategy(MyStrategy)

    filedir = os.path.dirname(os.path.abspath(__file__))

    df = pd.read_csv(os.path.join(filedir, "datas/NQ.csv"), index_col=0)
    df.index = pd.DatetimeIndex(df.index)
    data = bt.feeds.PandasData(dataname=df, name='NQ', timeframe=bt.TimeFrame.Minutes)
    cerebro.adddata(data)
    cerebro.resampledata(data, name='NQ_5min', timeframe=bt.TimeFrame.Minutes, compression=5)
    cerebro.addanalyzer(bt.analyzers.SharpeRatio)
    cerebro.run()

    b = Bokeh(filename='chart.html', style='bar', plot_mode="single", scheme=Tradimo(), output_mode='memory')
    cerebro.plot(b)


if __name__ == "__main__":

def test_github_issue37_plotaspectratio():
    cerebro = bt.Cerebro()

    data = bt.feeds.YahooFinanceCSVData(
        dataname=getdatadir("orcl-1995-2014.txt"),
        fromdate=datetime.datetime(2000, 1, 1),
        todate=datetime.datetime(2001, 2, 28),
        reverse=False,
    )

    cerebro.adddata(data)
    cerebro.broker.setcash(10000)
    cerebro.coc = True
    cerebro.broker.setcommission(commission=0.00075)
    cerebro.addstrategy(BokehTest)
    cerebro.run()

    plotconfig = {
            'id:rsi': dict(
                plotaspectratio=10,
            ),
        }

    b = Bokeh(style='bar', plot_mode='single', scheme=Tradimo(), plotconfig=plotconfig, output_mode='memory')
    output = cerebro.plot(b)

    assert output[0][0].figure_envs[1].figure.aspect_ratio == 10

def test_lineactions():
    cerebro = bt.Cerebro()

    cerebro.addstrategy(MyStrategy)

    data = bt.feeds.YahooFinanceCSVData(
        dataname=getdatadir("orcl-1995-2014.txt"),
        fromdate=datetime.datetime(2000, 1, 1),
        todate=datetime.datetime(2001, 2, 28),
        reverse=False,
    )
    cerebro.adddata(data)
    cerebro.addanalyzer(bt.analyzers.SharpeRatio)

    cerebro.run()

    b = backtrader_plotting.Bokeh(style='bar', scheme=Tradimo(), output_mode='memory')

    figs = cerebro.plot(b)

    assert isinstance(figs[0][0], backtrader_plotting.bokeh.bokeh.FigurePage)
    assert len(figs[0][0].figure_envs) == 4
    assert len(figs[0][0].analyzers) == 1


if __name__ == '__main__':