cyb50-quant/backtrader-lab/debug_indicators.py

"""
Debug版本 - 检查指标计算
"""

import backtrader as bt
import pandas as pd
import numpy as np

class DebugStrategy(bt.Strategy):
    params = (('fast', 20), ('slow', 60))
    
    def __init__(self):
        self.dataclose = self.datas[0].close
        self.sma_fast = bt.indicators.SMA(period=self.p.fast)
        self.sma_slow = bt.indicators.SMA(period=self.p.slow)
        self.crossover = bt.indicators.CrossOver(self.sma_fast, self.sma_slow)
        
    def next(self):
        # 每100天打印一次检查
        if len(self) % 100 == 0:
            fast_val = self.sma_fast[0]
            slow_val = self.sma_slow[0]
            fast_str = f'{fast_val:.2f}' if not np.isnan(fast_val) else 'None'
            slow_str = f'{slow_val:.2f}' if not np.isnan(slow_val) else 'None'
            print(f'Day {len(self)}: Close={self.dataclose[0]:.2f}, FastMA={fast_str}, SlowMA={slow_str}, Cross={self.crossover[0]}')


if __name__ == "__main__":
    cerebro = bt.Cerebro()
    df = pd.read_csv("chinext50.csv", parse_dates=['datetime'], index_col='datetime')
    data = bt.feeds.PandasData(dataname=df)
    cerebro.adddata(data)
    cerebro.addstrategy(DebugStrategy)
    cerebro.run()