第九章 Tuples, Files, and Everything Else

本文介绍了Python中元组的基本操作,包括连接、重复、索引等,并展示了如何使用元组来存储复杂的数据结构。此外,还详细讲解了Python文件处理的基础知识,包括文件的打开与关闭、读写操作、文本与二进制文件的区别、对象存储方法等。

1.Tuples

>>> (1, 2) + (3, 4) # Concatenation
(1, 2, 3, 4)
>>> (1, 2) * 4 # Repetition
(1, 2, 1, 2, 1, 2, 1, 2)
>>> T = (1, 2, 3, 4) # Indexing, slicing
>>> T[0], T[1:3]
(1, (2, 3))


>>> T = ('cc', 'aa', 'dd', 'bb')
>>> tmp = list(T) # Make a list from a tuple's items
>>> tmp.sort() # Sort the list
>>> tmp
['aa', 'bb', 'cc', 'dd']
>>> T = tuple(tmp) # Make a tuple from the list's items
>>> T
('aa', 'bb', 'cc', 'dd')
>>> sorted(T) # Or use the sorted built-in, and save two steps
['aa', 'bb', 'cc', 'dd']

>>> T = (1, 2, 3, 4, 5)
>>> L = [x + 20 for x in T]
>>> L
[21, 22, 23, 24, 25]

>>> T = (1, 2, 3, 2, 4, 2) # Tuple methods in 2.6, 3.0, and later
>>> T.index(2) # Offset of first appearance of 2
1
>>> T.index(2, 2) # Offset of appearance after offset 2
3
>>> T.count(2) # How many 2s are there?
3

>>> T = (1, [2, 3], 4)
>>> T[1] = 'spam' # This fails: can't change tuple itself
TypeError: object doesn't support item assignment
>>> T[1][0] = 'spam' # This works: can change mutables inside
>>> T
(1, ['spam', 3], 4)

>>> from collections import namedtuple # Import extension type
>>> Rec = namedtuple('Rec', ['name', 'age', 'jobs']) # Make a generated class
>>> bob = Rec('Bob', age=40.5, jobs=['dev', 'mgr']) # A named-tuple record
>>> bob
Rec(name='Bob', age=40.5, jobs=['dev', 'mgr'])
>>> bob[0], bob[2] # Access by position
('Bob', ['dev', 'mgr'])
>>> bob.name, bob.jobs # Access by attribute
('Bob', ['dev', 'mgr'])

>>> O = bob._asdict() # Dictionary-like form
>>> O['name'], O['jobs'] # Access by key too
('Bob', ['dev', 'mgr'])
>>> O
OrderedDict([('name', 'Bob'), ('age', 40.5), ('jobs', ['dev', 'mgr'])])

>>> bob = Rec('Bob', 40.5, ['dev', 'mgr']) # For both tuples and named tuples
>>> name, age, jobs = bob # Tuple assignment (Chapter 11)
>>> name, jobs
('Bob', ['dev', 'mgr'])
>>> for x in bob: print(x) # Iteration context (Chapters 14, 20)
...prints Bob, 40.5, ['dev', 'mgr']...






2.Files



打开文件:

afile = open(filename, mode)  #mode 可为r(默认),w,a 。若后加b,以二进制方式。若后加+,同时作为输入输出
afile.method()

注意:1.File iterators are best for reading lines(如for loop, list comprehension, or other iteration context)

2.Content is strings, not objects

3.Files are buffered and seekable(可在打开文件时,指定第三个参数,不缓存)

4.close is often optional: auto-close on collection(file object回收时,python自动关闭这些文件,适用于short runtime)

>>> myfile = open('myfile.txt', 'w') # Open for text output: create/empty
>>> myfile.write('hello text file\n') # Write a line of text: string
16
>>> myfile.write('goodbye text file\n')
18
>>> myfile.close() # Flush output buffers to disk

>>> myfile = open('myfile.txt') # Open for text input: 'r' is default
>>> myfile.readline() # Read the lines back
'hello text file\n'
>>> myfile.readline()
'goodbye text file\n'
>>> myfile.readline() # Empty string: end-of-file
''
读取整个文件:
>>> open('myfile.txt').read() # Read all at once into string
'hello text file\ngoodbye text file\n'
>>> print(open('myfile.txt').read()) # User-friendly display
hello text file
goodbye text file
逐行读取:

>>> for line in open('myfile.txt'): # Use file iterators, not reads
... print(line, end='')
...
hello text file
goodbye text file

读取win 文件方法:

>>> open(r'C:\Python33\Lib\pdb.py').readline()
'#! /usr/bin/env python3\n'
>>> open('C:/Python33/Lib/pdb.py').readline()
'#! /usr/bin/env python3\n'
>>> open('C:\\Python33\\Lib\\pdb.py').readline()
'#! /usr/bin/env python3\n'

文本格式与二进制格式

>>> data = open('data.bin', 'rb').read() # Open binary file: rb=read binary
>>> data # bytes string holds binary data
b'\x00\x00\x00\x07spam\x00\x08'
>>> data[4:8] # Act like strings
b'spam'
>>> data[4:8][0] # But really are small 8-bit integers
115

Storing Python Objects in Files: Conversions

>>> X, Y, Z = 43, 44, 45 # Native Python objects
>>> S = 'Spam' # Must be strings to store in file
>>> D = {'a': 1, 'b': 2}
>>> L = [1, 2, 3]
>>>
>>> F = open('datafile.txt', 'w') # Create output text file
>>> F.write(S + '\n') # Terminate lines with \n
>>> F.write('%s,%s,%s\n' % (X, Y, Z)) # Convert numbers to strings
>>> F.write(str(L) + '$' + str(D) + '\n') # Convert and separate with $
>>> F.close()
>>> chars = open('datafile.txt').read() # Raw string display
>>> chars
"Spam\n43,44,45\n[1, 2, 3]${'a': 1, 'b': 2}\n"
>>> print(chars) # User-friendly display
Spam
43,44,45
[1, 2, 3]${'a': 1, 'b': 2}

从文件到对象:

>>> F = open('datafile.txt') # Open again
>>> line = F.readline() # Read one line
>>> line
'Spam\n'
>>> line.rstrip() # Remove end-of-line
'Spam

>>> line = F.readline() # Next line from file
>>> line # It's a string here
'43,44,45\n'
>>> parts = line.split(',') # Split (parse) on commas
>>> parts
['43', '44', '45\n']
>>> numbers = [int(P) for P in parts] # Convert all in list at once
>>> numbers
[43, 44, 45]
eval BIF把字符串当做执行代码:

>>> line = F.readline()
>>> line
"[1, 2, 3]${'a': 1, 'b': 2}\n"
>>> parts = line.split('$') # Split (parse) on $
>>> parts
['[1, 2, 3]', "{'a': 1, 'b': 2}\n"]
>>> eval(parts[0]) # Convert to any object type
[1, 2, 3]
>>> objects = [eval(P) for P in parts] # Do same for all in list
>>> objects
[[1, 2, 3], {'a': 1, 'b': 2}]


Storing Native Python Objects: pickle

>>> D = {'a': 1, 'b': 2}
>>> F = open('datafile.pkl', 'wb')
>>> import pickle
>>> pickle.dump(D, F) # Pickle any object to file
>>> F.close()


>>> F = open('datafile.pkl', 'rb')
>>> E = pickle.load(F) # Load any object from file
>>> E
{'a': 1, 'b': 2}

Storing Python Objects in JSON Format
>>> name = dict(first='Bob', last='Smith')
>>> rec = dict(name=name, job=['dev', 'mgr'], age=40.5)
>>> rec
{'job': ['dev', 'mgr'], 'name': {'last': 'Smith', 'first': 'Bob'}, 'age': 40.5}

>>> import json
>>> json.dumps(rec)
'{"job": ["dev", "mgr"], "name": {"last": "Smith", "first": "Bob"}, "age": 40.5}'
>>> S = json.dumps(rec)
>>> S
'{"job": ["dev", "mgr"], "name": {"last": "Smith", "first": "Bob"}, "age": 40.5}'

>>> O = json.loads(S)
>>> O
{'job': ['dev', 'mgr'], 'name': {'last': 'Smith', 'first': 'Bob'}, 'age': 40.5}
>>> O == rec
True


>>> json.dump(rec, fp=open('testjson.txt', 'w'), indent=4)
>>> print(open('testjson.txt').read())
{
"job": [
"dev",
"mgr"
],
"name": {
"last": "Smith",
"first": "Bob"
},
"age": 40.5
}
>>> P = json.load(open('testjson.txt'))
>>> P
{'job': ['dev', 'mgr'], 'name': {'last': 'Smith', 'first': 'Bob'}, 'age': 40.5}

Storing Packed Binary Data: struct

>>> F = open('data.bin', 'wb') # Open binary output file
>>> import struct
>>> data = struct.pack('>i4sh', 7, b'spam', 8) # Make packed binary data
>>> data
b'\x00\x00\x00\x07spam\x00\x08'
>>> F.write(data) # Write byte string
>>> F.close()


>>> F = open('data.bin', 'rb')
>>> data = F.read() # Get packed binary data
>>> data
b'\x00\x00\x00\x07spam\x00\x08'
>>> values = struct.unpack('>i4sh', data) # Convert to Python objects
>>> values
(7, b'spam', 8)

File Context Managers

with open(r'C:\code\data.txt') as myfile: # See Chapter 34 for details
for line in myfile:
...use line here...


myfile = open(r'C:\code\data.txt')
try:
for line in myfile:
...use line here...
finally:
myfile.close()


类型总结:



引用与拷贝:

>>> X = [1, 2, 3]
>>> L = ['a', X, 'b'] # Embed references to X's object
>>> D = {'x':X, 'y':2}

>>> X[1] = 'surprise' # Changes all three references!
>>> L
['a', [1, 'surprise', 3], 'b']
>>> D
{'x': [1, 'surprise', 3], 'y': 2}



拷贝方法:

  • Slice expressions(L[:])(浅拷贝)
  • copy method (X.copy())(浅拷贝)
  • built-in functions((list(L), dict(D),set(S))
  • copy standard library module(含有深拷贝)

import copy
X = copy.deepcopy(Y) # Fully copy an arbitrarily nested object Y


Comparisons, Equality, and Truth

>>> L1 = [1, ('a', 3)] # Same value, unique objects
>>> L2 = [1, ('a', 3)]
>>> L1 == L2, L1 is L2 # Equivalent? Same object?
(True, False)
  • The == operator tests value equivalence.
  • The is operator tests object identity

>>> S1 = 'spam'
>>> S2 = 'spam'
>>> S1 == S2, S1 is S2   #because Python internally caches and reuses some strings as an optimization
(True, True)

简单字符串缓存

>>> S1 = 'a longer string'
>>> S2 = 'a longer string'
>>> S1 == S2, S1 is S2
(True, False)

core type 递归比较

>>> L1 = [1, ('a', 3)]
>>> L2 = [1, ('a', 2)]
>>> L1 < L2, L1 == L2, L1 > L2 # Less, equal, greater: tuple of results
(False, False, True)

python3.X 不支持mixed-type comparisons and sorts




  • Numbers are false if zero, and true otherwise.
  • Other objects are false if empty, and true otherwise.

Keep in mind that None does not mean “undefined.” That is, None is something, not nothing (despite its name!)



类型:

type([1]) == type([]) # Compare to type of another list
type([1]) == list # Compare to list type name
isinstance([1], list) # Test if list or customization thereof
import types # types has names for other types
def f(): pass
type(f) == types.FunctionType






Assignment Creates References, Not Copies

Repetition Adds One Level Deep

>>> L = [4, 5, 6]
>>> X = L * 4 # Like [4, 5, 6] + [4, 5, 6] + ...
>>> Y = [L] * 4 # [L] + [L] + ... = [L, L,...]
>>> X
[4, 5, 6, 4, 5, 6, 4, 5, 6, 4, 5, 6]
>>> Y
[[4, 5, 6], [4, 5, 6], [4, 5, 6], [4, 5, 6]]

>>> L[1] = 0 # Impacts Y but not X
>>> X
[4, 5, 6, 4, 5, 6, 4, 5, 6, 4, 5, 6]
>>> Y
[[4, 0, 6], [4, 0, 6], [4, 0, 6], [4, 0, 6]]

拷贝Y

>>> L = [4, 5, 6]
>>> Y = [list(L)] * 4 # Embed a (shared) copy of L
>>> L[1] = 0
>>> Y
[[4, 5, 6], [4, 5, 6], [4, 5, 6], [4, 5, 6]]
但是仍然引用同一个
>>> Y[0][1] = 99 # All four copies are still the same
>>> Y
[[4, 99, 6], [4, 99, 6], [4, 99, 6], [4, 99, 6]]



解决方法,每次重复都拷贝

>>> L = [4, 5, 6]
>>> Y = [list(L) for i in range(4)]
>>> Y
[[4, 5, 6], [4, 5, 6], [4, 5, 6], [4, 5, 6]]
>>> Y[0][1] = 99
>>> Y
[[4, 99, 6], [4, 5, 6], [4, 5, 6], [4, 5, 6]]




Cyclic Data Structures

>>> L = ['grail'] # Append reference to same object
>>> L.append(L) # Generates cycle in object: [...]
>>> L
['grail', [...]]




r"""HTTP/1.1 client library <intro stuff goes here> <other stuff, too> HTTPConnection goes through a number of "states", which define when a client may legally make another request or fetch the response for a particular request. This diagram details these state transitions: (null) | | HTTPConnection() v Idle | | putrequest() v Request-started | | ( putheader() )* endheaders() v Request-sent |\_____________________________ | | getresponse() raises | response = getresponse() | ConnectionError v v Unread-response Idle [Response-headers-read] |\____________________ | | | response.read() | putrequest() v v Idle Req-started-unread-response ______/| / | response.read() | | ( putheader() )* endheaders() v v Request-started Req-sent-unread-response | | response.read() v Request-sent This diagram presents the following rules: -- a second request may not be started until {response-headers-read} -- a response [object] cannot be retrieved until {request-sent} -- there is no differentiation between an unread response body and a partially read response body Note: this enforcement is applied by the HTTPConnection class. The HTTPResponse class does not enforce this state machine, which implies sophisticated clients may accelerate the request/response pipeline. Caution should be taken, though: accelerating the states beyond the above pattern may imply knowledge of the server's connection-close behavior for certain requests. For example, it is impossible to tell whether the server will close the connection UNTIL the response headers have been read; this means that further requests cannot be placed into the pipeline until it is known that the server will NOT be closing the connection. Logical State __state __response ------------- ------- ---------- Idle _CS_IDLE None Request-started _CS_REQ_STARTED None Request-sent _CS_REQ_SENT None Unread-response _CS_IDLE <response_class> Req-started-unread-response _CS_REQ_STARTED <response_class> Req-sent-unread-response _CS_REQ_SENT <response_class> """ import email.parser import email.message import errno import http import io import re import socket import sys import collections.abc from urllib.parse import urlsplit # HTTPMessage, parse_headers(), and the HTTP status code constants are # intentionally omitted for simplicity __all__ = ["HTTPResponse", "HTTPConnection", "HTTPException", "NotConnected", "UnknownProtocol", "UnknownTransferEncoding", "UnimplementedFileMode", "IncompleteRead", "InvalidURL", "ImproperConnectionState", "CannotSendRequest", "CannotSendHeader", "ResponseNotReady", "BadStatusLine", "LineTooLong", "RemoteDisconnected", "error", "responses"] HTTP_PORT = 80 HTTPS_PORT = 443 _UNKNOWN = 'UNKNOWN' # connection states _CS_IDLE = 'Idle' _CS_REQ_STARTED = 'Request-started' _CS_REQ_SENT = 'Request-sent' # hack to maintain backwards compatibility globals().update(http.HTTPStatus.__members__) # another hack to maintain backwards compatibility # Mapping status codes to official W3C names responses = {v: v.phrase for v in http.HTTPStatus.__members__.values()} # maximal line length when calling readline(). _MAXLINE = 65536 _MAXHEADERS = 100 # Header name/value ABNF (http://tools.ietf.org/html/rfc7230#section-3.2) # # VCHAR = %x21-7E # obs-text = %x80-FF # header-field = field-name ":" OWS field-value OWS # field-name = token # field-value = *( field-content / obs-fold ) # field-content = field-vchar [ 1*( SP / HTAB ) field-vchar ] # field-vchar = VCHAR / obs-text # # obs-fold = CRLF 1*( SP / HTAB ) # ; obsolete line folding # ; see Section 3.2.4 # token = 1*tchar # # tchar = "!" / "#" / "$" / "%" / "&" / "'" / "*" # / "+" / "-" / "." / "^" / "_" / "`" / "|" / "~" # / DIGIT / ALPHA # ; any VCHAR, except delimiters # # VCHAR defined in http://tools.ietf.org/html/rfc5234#appendix-B.1 # the patterns for both name and value are more lenient than RFC # definitions to allow for backwards compatibility _is_legal_header_name = re.compile(rb'[^:\s][^:\r\n]*').fullmatch _is_illegal_header_value = re.compile(rb'\n(?![ \t])|\r(?![ \t\n])').search # These characters are not allowed within HTTP URL paths. # See https://tools.ietf.org/html/rfc3986#section-3.3 and the # https://tools.ietf.org/html/rfc3986#appendix-A pchar definition. # Prevents CVE-2019-9740. Includes control characters such as \r\n. # We don't restrict chars above \x7f as putrequest() limits us to ASCII. _contains_disallowed_url_pchar_re = re.compile('[\x00-\x20\x7f]') # Arguably only these _should_ allowed: # _is_allowed_url_pchars_re = re.compile(r"^[/!$&'()*+,;=:@%a-zA-Z0-9._~-]+$") # We are more lenient for assumed real world compatibility purposes. # These characters are not allowed within HTTP method names # to prevent http header injection. _contains_disallowed_method_pchar_re = re.compile('[\x00-\x1f]') # We always set the Content-Length header for these methods because some # servers will otherwise respond with a 411 _METHODS_EXPECTING_BODY = {'PATCH', 'POST', 'PUT'} def _encode(data, name='data'): """Call data.encode("latin-1") but show a better error message.""" try: return data.encode("latin-1") except UnicodeEncodeError as err: raise UnicodeEncodeError( err.encoding, err.object, err.start, err.end, "%s (%.20r) is not valid Latin-1. Use %s.encode('utf-8') " "if you want to send it encoded in UTF-8." % (name.title(), data[err.start:err.end], name)) from None class HTTPMessage(email.message.Message): # XXX The only usage of this method is in # http.server.CGIHTTPRequestHandler. Maybe move the code there so # that it doesn't need to be part of the public API. The API has # never been defined so this could cause backwards compatibility # issues. def getallmatchingheaders(self, name): """Find all header lines matching a given header name. Look through the list of headers and find all lines matching a given header name (and their continuation lines). A list of the lines is returned, without interpretation. If the header does not occur, an empty list is returned. If the header occurs multiple times, all occurrences are returned. Case is not important in the header name. """ name = name.lower() + ':' n = len(name) lst = [] hit = 0 for line in self.keys(): if line[:n].lower() == name: hit = 1 elif not line[:1].isspace(): hit = 0 if hit: lst.append(line) return lst def _read_headers(fp): """Reads potential header lines into a list from a file pointer. Length of line is limited by _MAXLINE, and number of headers is limited by _MAXHEADERS. """ headers = [] while True: line = fp.readline(_MAXLINE + 1) if len(line) > _MAXLINE: raise LineTooLong("header line") headers.append(line) if len(headers) > _MAXHEADERS: raise HTTPException("got more than %d headers" % _MAXHEADERS) if line in (b'\r\n', b'\n', b''): break return headers def parse_headers(fp, _class=HTTPMessage): """Parses only RFC2822 headers from a file pointer. email Parser wants to see strings rather than bytes. But a TextIOWrapper around self.rfile would buffer too many bytes from the stream, bytes which we later need to read as bytes. So we read the correct bytes here, as bytes, for email Parser to parse. """ headers = _read_headers(fp) hstring = b''.join(headers).decode('iso-8859-1') return email.parser.Parser(_class=_class).parsestr(hstring) class HTTPResponse(io.BufferedIOBase): # See RFC 2616 sec 19.6 and RFC 1945 sec 6 for details. # The bytes from the socket object are iso-8859-1 strings. # See RFC 2616 sec 2.2 which notes an exception for MIME-encoded # text following RFC 2047. The basic status line parsing only # accepts iso-8859-1. def __init__(self, sock, debuglevel=0, method=None, url=None): # If the response includes a content-length header, we need to # make sure that the client doesn't read more than the # specified number of bytes. If it does, it will block until # the server times out and closes the connection. This will # happen if a self.fp.read() is done (without a size) whether # self.fp is buffered or not. So, no self.fp.read() by # clients unless they know what they are doing. self.fp = sock.makefile("rb") self.debuglevel = debuglevel self._method = method # The HTTPResponse object is returned via urllib. The clients # of http and urllib expect different attributes for the # headers. headers is used here and supports urllib. msg is # provided as a backwards compatibility layer for http # clients. self.headers = self.msg = None # from the Status-Line of the response self.version = _UNKNOWN # HTTP-Version self.status = _UNKNOWN # Status-Code self.reason = _UNKNOWN # Reason-Phrase self.chunked = _UNKNOWN # is "chunked" being used? self.chunk_left = _UNKNOWN # bytes left to read in current chunk self.length = _UNKNOWN # number of bytes left in response self.will_close = _UNKNOWN # conn will close at end of response def _read_status(self): line = str(self.fp.readline(_MAXLINE + 1), "iso-8859-1") if len(line) > _MAXLINE: raise LineTooLong("status line") if self.debuglevel > 0: print("reply:", repr(line)) if not line: # Presumably, the server closed the connection before # sending a valid response. raise RemoteDisconnected("Remote end closed connection without" " response") try: version, status, reason = line.split(None, 2) except ValueError: try: version, status = line.split(None, 1) reason = "" except ValueError: # empty version will cause next test to fail. version = "" if not version.startswith("HTTP/"): self._close_conn() raise BadStatusLine(line) # The status code is a three-digit number try: status = int(status) if status < 100 or status > 999: raise BadStatusLine(line) except ValueError: raise BadStatusLine(line) return version, status, reason def begin(self): if self.headers is not None: # we've already started reading the response return # read until we get a non-100 response while True: version, status, reason = self._read_status() if status != CONTINUE: break # skip the header from the 100 response skipped_headers = _read_headers(self.fp) if self.debuglevel > 0: print("headers:", skipped_headers) del skipped_headers self.code = self.status = status self.reason = reason.strip() if version in ("HTTP/1.0", "HTTP/0.9"): # Some servers might still return "0.9", treat it as 1.0 anyway self.version = 10 elif version.startswith("HTTP/1."): self.version = 11 # use HTTP/1.1 code for HTTP/1.x where x>=1 else: raise UnknownProtocol(version) self.headers = self.msg = parse_headers(self.fp) if self.debuglevel > 0: for hdr, val in self.headers.items(): print("header:", hdr + ":", val) # are we using the chunked-style of transfer encoding? tr_enc = self.headers.get("transfer-encoding") if tr_enc and tr_enc.lower() == "chunked": self.chunked = True self.chunk_left = None else: self.chunked = False # will the connection close at the end of the response? self.will_close = self._check_close() # do we have a Content-Length? # NOTE: RFC 2616, S4.4, #3 says we ignore this if tr_enc is "chunked" self.length = None length = self.headers.get("content-length") if length and not self.chunked: try: self.length = int(length) except ValueError: self.length = None else: if self.length < 0: # ignore nonsensical negative lengths self.length = None else: self.length = None # does the body have a fixed length? (of zero) if (status == NO_CONTENT or status == NOT_MODIFIED or 100 <= status < 200 or # 1xx codes self._method == "HEAD"): self.length = 0 # if the connection remains open, and we aren't using chunked, and # a content-length was not provided, then assume that the connection # WILL close. if (not self.will_close and not self.chunked and self.length is None): self.will_close = True def _check_close(self): conn = self.headers.get("connection") if self.version == 11: # An HTTP/1.1 proxy is assumed to stay open unless # explicitly closed. if conn and "close" in conn.lower(): return True return False # Some HTTP/1.0 implementations have support for persistent # connections, using rules different than HTTP/1.1. # For older HTTP, Keep-Alive indicates persistent connection. if self.headers.get("keep-alive"): return False # At least Akamai returns a "Connection: Keep-Alive" header, # which was supposed to be sent by the client. if conn and "keep-alive" in conn.lower(): return False # Proxy-Connection is a netscape hack. pconn = self.headers.get("proxy-connection") if pconn and "keep-alive" in pconn.lower(): return False # otherwise, assume it will close return True def _close_conn(self): fp = self.fp self.fp = None fp.close() def close(self): try: super().close() # set "closed" flag finally: if self.fp: self._close_conn() # These implementations are for the benefit of io.BufferedReader. # XXX This class should probably be revised to act more like # the "raw stream" that BufferedReader expects. def flush(self): super().flush() if self.fp: self.fp.flush() def readable(self): """Always returns True""" return True # End of "raw stream" methods def isclosed(self): """True if the connection is closed.""" # NOTE: it is possible that we will not ever call self.close(). This # case occurs when will_close is TRUE, length is None, and we # read up to the last byte, but NOT past it. # # IMPLIES: if will_close is FALSE, then self.close() will ALWAYS be # called, meaning self.isclosed() is meaningful. return self.fp is None def read(self, amt=None): if self.fp is None: return b"" if self._method == "HEAD": self._close_conn() return b"" if self.chunked: return self._read_chunked(amt) if amt is not None: if self.length is not None and amt > self.length: # clip the read to the "end of response" amt = self.length s = self.fp.read(amt) if not s and amt: # Ideally, we would raise IncompleteRead if the content-length # wasn't satisfied, but it might break compatibility. self._close_conn() elif self.length is not None: self.length -= len(s) if not self.length: self._close_conn() return s else: # Amount is not given (unbounded read) so we must check self.length if self.length is None: s = self.fp.read() else: try: s = self._safe_read(self.length) except IncompleteRead: self._close_conn() raise self.length = 0 self._close_conn() # we read everything return s def readinto(self, b): """Read up to len(b) bytes into bytearray b and return the number of bytes read. """ if self.fp is None: return 0 if self._method == "HEAD": self._close_conn() return 0 if self.chunked: return self._readinto_chunked(b) if self.length is not None: if len(b) > self.length: # clip the read to the "end of response" b = memoryview(b)[0:self.length] # we do not use _safe_read() here because this may be a .will_close # connection, and the user is reading more bytes than will be provided # (for example, reading in 1k chunks) n = self.fp.readinto(b) if not n and b: # Ideally, we would raise IncompleteRead if the content-length # wasn't satisfied, but it might break compatibility. self._close_conn() elif self.length is not None: self.length -= n if not self.length: self._close_conn() return n def _read_next_chunk_size(self): # Read the next chunk size from the file line = self.fp.readline(_MAXLINE + 1) if len(line) > _MAXLINE: raise LineTooLong("chunk size") i = line.find(b";") if i >= 0: line = line[:i] # strip chunk-extensions try: return int(line, 16) except ValueError: # close the connection as protocol synchronisation is # probably lost self._close_conn() raise def _read_and_discard_trailer(self): # read and discard trailer up to the CRLF terminator ### note: we shouldn't have any trailers! while True: line = self.fp.readline(_MAXLINE + 1) if len(line) > _MAXLINE: raise LineTooLong("trailer line") if not line: # a vanishingly small number of sites EOF without # sending the trailer break if line in (b'\r\n', b'\n', b''): break def _get_chunk_left(self): # return self.chunk_left, reading a new chunk if necessary. # chunk_left == 0: at the end of the current chunk, need to close it # chunk_left == None: No current chunk, should read next. # This function returns non-zero or None if the last chunk has # been read. chunk_left = self.chunk_left if not chunk_left: # Can be 0 or None if chunk_left is not None: # We are at the end of chunk, discard chunk end self._safe_read(2) # toss the CRLF at the end of the chunk try: chunk_left = self._read_next_chunk_size() except ValueError: raise IncompleteRead(b'') if chunk_left == 0: # last chunk: 1*("0") [ chunk-extension ] CRLF self._read_and_discard_trailer() # we read everything; close the "file" self._close_conn() chunk_left = None self.chunk_left = chunk_left return chunk_left def _read_chunked(self, amt=None): assert self.chunked != _UNKNOWN value = [] try: while True: chunk_left = self._get_chunk_left() if chunk_left is None: break if amt is not None and amt <= chunk_left: value.append(self._safe_read(amt)) self.chunk_left = chunk_left - amt break value.append(self._safe_read(chunk_left)) if amt is not None: amt -= chunk_left self.chunk_left = 0 return b''.join(value) except IncompleteRead as exc: raise IncompleteRead(b''.join(value)) from exc def _readinto_chunked(self, b): assert self.chunked != _UNKNOWN total_bytes = 0 mvb = memoryview(b) try: while True: chunk_left = self._get_chunk_left() if chunk_left is None: return total_bytes if len(mvb) <= chunk_left: n = self._safe_readinto(mvb) self.chunk_left = chunk_left - n return total_bytes + n temp_mvb = mvb[:chunk_left] n = self._safe_readinto(temp_mvb) mvb = mvb[n:] total_bytes += n self.chunk_left = 0 except IncompleteRead: raise IncompleteRead(bytes(b[0:total_bytes])) def _safe_read(self, amt): """Read the number of bytes requested. This function should be used when <amt> bytes "should" be present for reading. If the bytes are truly not available (due to EOF), then the IncompleteRead exception can be used to detect the problem. """ data = self.fp.read(amt) if len(data) < amt: raise IncompleteRead(data, amt-len(data)) return data def _safe_readinto(self, b): """Same as _safe_read, but for reading into a buffer.""" amt = len(b) n = self.fp.readinto(b) if n < amt: raise IncompleteRead(bytes(b[:n]), amt-n) return n def read1(self, n=-1): """Read with at most one underlying system call. If at least one byte is buffered, return that instead. """ if self.fp is None or self._method == "HEAD": return b"" if self.chunked: return self._read1_chunked(n) if self.length is not None and (n < 0 or n > self.length): n = self.length result = self.fp.read1(n) if not result and n: self._close_conn() elif self.length is not None: self.length -= len(result) return result def peek(self, n=-1): # Having this enables IOBase.readline() to read more than one # byte at a time if self.fp is None or self._method == "HEAD": return b"" if self.chunked: return self._peek_chunked(n) return self.fp.peek(n) def readline(self, limit=-1): if self.fp is None or self._method == "HEAD": return b"" if self.chunked: # Fallback to IOBase readline which uses peek() and read() return super().readline(limit) if self.length is not None and (limit < 0 or limit > self.length): limit = self.length result = self.fp.readline(limit) if not result and limit: self._close_conn() elif self.length is not None: self.length -= len(result) return result def _read1_chunked(self, n): # Strictly speaking, _get_chunk_left() may cause more than one read, # but that is ok, since that is to satisfy the chunked protocol. chunk_left = self._get_chunk_left() if chunk_left is None or n == 0: return b'' if not (0 <= n <= chunk_left): n = chunk_left # if n is negative or larger than chunk_left read = self.fp.read1(n) self.chunk_left -= len(read) if not read: raise IncompleteRead(b"") return read def _peek_chunked(self, n): # Strictly speaking, _get_chunk_left() may cause more than one read, # but that is ok, since that is to satisfy the chunked protocol. try: chunk_left = self._get_chunk_left() except IncompleteRead: return b'' # peek doesn't worry about protocol if chunk_left is None: return b'' # eof # peek is allowed to return more than requested. Just request the # entire chunk, and truncate what we get. return self.fp.peek(chunk_left)[:chunk_left] def fileno(self): return self.fp.fileno() def getheader(self, name, default=None): '''Returns the value of the header matching *name*. If there are multiple matching headers, the values are combined into a single string separated by commas and spaces. If no matching header is found, returns *default* or None if the *default* is not specified. If the headers are unknown, raises http.client.ResponseNotReady. ''' if self.headers is None: raise ResponseNotReady() headers = self.headers.get_all(name) or default if isinstance(headers, str) or not hasattr(headers, '__iter__'): return headers else: return ', '.join(headers) def getheaders(self): """Return list of (header, value) tuples.""" if self.headers is None: raise ResponseNotReady() return list(self.headers.items()) # We override IOBase.__iter__ so that it doesn't check for closed-ness def __iter__(self): return self # For compatibility with old-style urllib responses. def info(self): '''Returns an instance of the class mimetools.Message containing meta-information associated with the URL. When the method is HTTP, these headers are those returned by the server at the head of the retrieved HTML page (including Content-Length and Content-Type). When the method is FTP, a Content-Length header will be present if (as is now usual) the server passed back a file length in response to the FTP retrieval request. A Content-Type header will be present if the MIME type can be guessed. When the method is local-file, returned headers will include a Date representing the file's last-modified time, a Content-Length giving file size, and a Content-Type containing a guess at the file's type. See also the description of the mimetools module. ''' return self.headers def geturl(self): '''Return the real URL of the page. In some cases, the HTTP server redirects a client to another URL. The urlopen() function handles this transparently, but in some cases the caller needs to know which URL the client was redirected to. The geturl() method can be used to get at this redirected URL. ''' return self.url def getcode(self): '''Return the HTTP status code that was sent with the response, or None if the URL is not an HTTP URL. ''' return self.status class HTTPConnection: _http_vsn = 11 _http_vsn_str = 'HTTP/1.1' response_class = HTTPResponse default_port = HTTP_PORT auto_open = 1 debuglevel = 0 @staticmethod def _is_textIO(stream): """Test whether a file-like object is a text or a binary stream. """ return isinstance(stream, io.TextIOBase) @staticmethod def _get_content_length(body, method): """Get the content-length based on the body. If the body is None, we set Content-Length: 0 for methods that expect a body (RFC 7230, Section 3.3.2). We also set the Content-Length for any method if the body is a str or bytes-like object and not a file. """ if body is None: # do an explicit check for not None here to distinguish # between unset and set but empty if method.upper() in _METHODS_EXPECTING_BODY: return 0 else: return None if hasattr(body, 'read'): # file-like object. return None try: # does it implement the buffer protocol (bytes, bytearray, array)? mv = memoryview(body) return mv.nbytes except TypeError: pass if isinstance(body, str): return len(body) return None def __init__(self, host, port=None, timeout=socket._GLOBAL_DEFAULT_TIMEOUT, source_address=None, blocksize=8192): self.timeout = timeout self.source_address = source_address self.blocksize = blocksize self.sock = None self._buffer = [] self.__response = None self.__state = _CS_IDLE self._method = None self._tunnel_host = None self._tunnel_port = None self._tunnel_headers = {} (self.host, self.port) = self._get_hostport(host, port) self._validate_host(self.host) # This is stored as an instance variable to allow unit # tests to replace it with a suitable mockup self._create_connection = socket.create_connection def set_tunnel(self, host, port=None, headers=None): """Set up host and port for HTTP CONNECT tunnelling. In a connection that uses HTTP CONNECT tunneling, the host passed to the constructor is used as a proxy server that relays all communication to the endpoint passed to `set_tunnel`. This done by sending an HTTP CONNECT request to the proxy server when the connection is established. This method must be called before the HTTP connection has been established. The headers argument should be a mapping of extra HTTP headers to send with the CONNECT request. """ if self.sock: raise RuntimeError("Can't set up tunnel for established connection") self._tunnel_host, self._tunnel_port = self._get_hostport(host, port) if headers: self._tunnel_headers = headers else: self._tunnel_headers.clear() def _get_hostport(self, host, port): if port is None: i = host.rfind(':') j = host.rfind(']') # ipv6 addresses have [...] if i > j: try: port = int(host[i+1:]) except ValueError: if host[i+1:] == "": # http://foo.com:/ == http://foo.com/ port = self.default_port else: raise InvalidURL("nonnumeric port: '%s'" % host[i+1:]) host = host[:i] else: port = self.default_port if host and host[0] == '[' and host[-1] == ']': host = host[1:-1] return (host, port) def set_debuglevel(self, level): self.debuglevel = level def _tunnel(self): connect = b"CONNECT %s:%d HTTP/1.0\r\n" % ( self._tunnel_host.encode("ascii"), self._tunnel_port) headers = [connect] for header, value in self._tunnel_headers.items(): headers.append(f"{header}: {value}\r\n".encode("latin-1")) headers.append(b"\r\n") # Making a single send() call instead of one per line encourages # the host OS to use a more optimal packet size instead of # potentially emitting a series of small packets. self.send(b"".join(headers)) del headers response = self.response_class(self.sock, method=self._method) (version, code, message) = response._read_status() if code != http.HTTPStatus.OK: self.close() raise OSError(f"Tunnel connection failed: {code} {message.strip()}") while True: line = response.fp.readline(_MAXLINE + 1) if len(line) > _MAXLINE: raise LineTooLong("header line") if not line: # for sites which EOF without sending a trailer break if line in (b'\r\n', b'\n', b''): break if self.debuglevel > 0: print('header:', line.decode()) def connect(self): """Connect to the host and port specified in __init__.""" sys.audit("http.client.connect", self, self.host, self.port) self.sock = self._create_connection( (self.host,self.port), self.timeout, self.source_address) # Might fail in OSs that don't implement TCP_NODELAY try: self.sock.setsockopt(socket.IPPROTO_TCP, socket.TCP_NODELAY, 1) except OSError as e: if e.errno != errno.ENOPROTOOPT: raise if self._tunnel_host: self._tunnel() def close(self): """Close the connection to the HTTP server.""" self.__state = _CS_IDLE try: sock = self.sock if sock: self.sock = None sock.close() # close it manually... there may be other refs finally: response = self.__response if response: self.__response = None response.close() def send(self, data): """Send `data' to the server. ``data`` can be a string object, a bytes object, an array object, a file-like object that supports a .read() method, or an iterable object. """ if self.sock is None: if self.auto_open: self.connect() else: raise NotConnected() if self.debuglevel > 0: print("send:", repr(data)) if hasattr(data, "read") : if self.debuglevel > 0: print("sendIng a read()able") encode = self._is_textIO(data) if encode and self.debuglevel > 0: print("encoding file using iso-8859-1") while 1: datablock = data.read(self.blocksize) if not datablock: break if encode: datablock = datablock.encode("iso-8859-1") sys.audit("http.client.send", self, datablock) self.sock.sendall(datablock) return sys.audit("http.client.send", self, data) try: self.sock.sendall(data) except TypeError: if isinstance(data, collections.abc.Iterable): for d in data: self.sock.sendall(d) else: raise TypeError("data should be a bytes-like object " "or an iterable, got %r" % type(data)) def _output(self, s): """Add a line of output to the current request buffer. Assumes that the line does *not* end with \\r\\n. """ self._buffer.append(s) def _read_readable(self, readable): if self.debuglevel > 0: print("sendIng a read()able") encode = self._is_textIO(readable) if encode and self.debuglevel > 0: print("encoding file using iso-8859-1") while True: datablock = readable.read(self.blocksize) if not datablock: break if encode: datablock = datablock.encode("iso-8859-1") yield datablock def _send_output(self, message_body=None, encode_chunked=False): """Send the currently buffered request and clear the buffer. Appends an extra \\r\\n to the buffer. A message_body may be specified, to be appended to the request. """ self._buffer.extend((b"", b"")) msg = b"\r\n".join(self._buffer) del self._buffer[:] self.send(msg) if message_body is not None: # create a consistent interface to message_body if hasattr(message_body, 'read'): # Let file-like take precedence over byte-like. This # is needed to allow the current position of mmap'ed # files to be taken into account. chunks = self._read_readable(message_body) else: try: # this is solely to check to see if message_body # implements the buffer API. it /would/ be easier # to capture if PyObject_CheckBuffer was exposed # to Python. memoryview(message_body) except TypeError: try: chunks = iter(message_body) except TypeError: raise TypeError("message_body should be a bytes-like " "object or an iterable, got %r" % type(message_body)) else: # the object implements the buffer interface and # can be passed directly into socket methods chunks = (message_body,) for chunk in chunks: if not chunk: if self.debuglevel > 0: print('Zero length chunk ignored') continue if encode_chunked and self._http_vsn == 11: # chunked encoding chunk = f'{len(chunk):X}\r\n'.encode('ascii') + chunk \ + b'\r\n' self.send(chunk) if encode_chunked and self._http_vsn == 11: # end chunked transfer self.send(b'0\r\n\r\n') def putrequest(self, method, url, skip_host=False, skip_accept_encoding=False): """Send a request to the server. `method' specifies an HTTP request method, e.g. 'GET'. `url' specifies the object being requested, e.g. '/index.html'. `skip_host' if True does not add automatically a 'Host:' header `skip_accept_encoding' if True does not add automatically an 'Accept-Encoding:' header """ # if a prior response has been completed, then forget about it. if self.__response and self.__response.isclosed(): self.__response = None # in certain cases, we cannot issue another request on this connection. # this occurs when: # 1) we are in the process of sending a request. (_CS_REQ_STARTED) # 2) a response to a previous request has signalled that it is going # to close the connection upon completion. # 3) the headers for the previous response have not been read, thus # we cannot determine whether point (2) is true. (_CS_REQ_SENT) # # if there is no prior response, then we can request at will. # # if point (2) is true, then we will have passed the socket to the # response (effectively meaning, "there is no prior response"), and # will open a new one when a new request is made. # # Note: if a prior response exists, then we *can* start a new request. # We are not allowed to begin fetching the response to this new # request, however, until that prior response is complete. # if self.__state == _CS_IDLE: self.__state = _CS_REQ_STARTED else: raise CannotSendRequest(self.__state) self._validate_method(method) # Save the method for use later in the response phase self._method = method url = url or '/' self._validate_path(url) request = '%s %s %s' % (method, url, self._http_vsn_str) self._output(self._encode_request(request)) if self._http_vsn == 11: # Issue some standard headers for better HTTP/1.1 compliance if not skip_host: # this header is issued *only* for HTTP/1.1 # connections. more specifically, this means it is # only issued when the client uses the new # HTTPConnection() class. backwards-compat clients # will be using HTTP/1.0 and those clients may be # issuing this header themselves. we should NOT issue # it twice; some web servers (such as Apache) barf # when they see two Host: headers # If we need a non-standard port,include it in the # header. If the request is going through a proxy, # but the host of the actual URL, not the host of the # proxy. netloc = '' if url.startswith('http'): nil, netloc, nil, nil, nil = urlsplit(url) if netloc: try: netloc_enc = netloc.encode("ascii") except UnicodeEncodeError: netloc_enc = netloc.encode("idna") self.putheader('Host', netloc_enc) else: if self._tunnel_host: host = self._tunnel_host port = self._tunnel_port else: host = self.host port = self.port try: host_enc = host.encode("ascii") except UnicodeEncodeError: host_enc = host.encode("idna") # As per RFC 273, IPv6 address should be wrapped with [] # when used as Host header if host.find(':') >= 0: host_enc = b'[' + host_enc + b']' if port == self.default_port: self.putheader('Host', host_enc) else: host_enc = host_enc.decode("ascii") self.putheader('Host', "%s:%s" % (host_enc, port)) # note: we are assuming that clients will not attempt to set these # headers since *this* library must deal with the # consequences. this also means that when the supporting # libraries are updated to recognize other forms, then this # code should be changed (removed or updated). # we only want a Content-Encoding of "identity" since we don't # support encodings such as x-gzip or x-deflate. if not skip_accept_encoding: self.putheader('Accept-Encoding', 'identity') # we can accept "chunked" Transfer-Encodings, but no others # NOTE: no TE header implies *only* "chunked" #self.putheader('TE', 'chunked') # if TE is supplied in the header, then it must appear in a # Connection header. #self.putheader('Connection', 'TE') else: # For HTTP/1.0, the server will assume "not chunked" pass def _encode_request(self, request): # ASCII also helps prevent CVE-2019-9740. return request.encode('ascii') def _validate_method(self, method): """Validate a method name for putrequest.""" # prevent http header injection match = _contains_disallowed_method_pchar_re.search(method) if match: raise ValueError( f"method can't contain control characters. {method!r} " f"(found at least {match.group()!r})") def _validate_path(self, url): """Validate a url for putrequest.""" # Prevent CVE-2019-9740. match = _contains_disallowed_url_pchar_re.search(url) if match: raise InvalidURL(f"URL can't contain control characters. {url!r} " f"(found at least {match.group()!r})") def _validate_host(self, host): """Validate a host so it doesn't contain control characters.""" # Prevent CVE-2019-18348. match = _contains_disallowed_url_pchar_re.search(host) if match: raise InvalidURL(f"URL can't contain control characters. {host!r} " f"(found at least {match.group()!r})") def putheader(self, header, *values): """Send a request header line to the server. For example: h.putheader('Accept', 'text/html') """ if self.__state != _CS_REQ_STARTED: raise CannotSendHeader() if hasattr(header, 'encode'): header = header.encode('ascii') if not _is_legal_header_name(header): raise ValueError('Invalid header name %r' % (header,)) values = list(values) for i, one_value in enumerate(values): if hasattr(one_value, 'encode'): values[i] = one_value.encode('latin-1') elif isinstance(one_value, int): values[i] = str(one_value).encode('ascii') if _is_illegal_header_value(values[i]): raise ValueError('Invalid header value %r' % (values[i],)) value = b'\r\n\t'.join(values) header = header + b': ' + value self._output(header) def endheaders(self, message_body=None, *, encode_chunked=False): """Indicate that the last header line has been sent to the server. This method sends the request to the server. The optional message_body argument can be used to pass a message body associated with the request. """ if self.__state == _CS_REQ_STARTED: self.__state = _CS_REQ_SENT else: raise CannotSendHeader() self._send_output(message_body, encode_chunked=encode_chunked) def request(self, method, url, body=None, headers={}, *, encode_chunked=False): """Send a complete request to the server.""" self._send_request(method, url, body, headers, encode_chunked) def _send_request(self, method, url, body, headers, encode_chunked): # Honor explicitly requested Host: and Accept-Encoding: headers. header_names = frozenset(k.lower() for k in headers) skips = {} if 'host' in header_names: skips['skip_host'] = 1 if 'accept-encoding' in header_names: skips['skip_accept_encoding'] = 1 self.putrequest(method, url, **skips) # chunked encoding will happen if HTTP/1.1 is used and either # the caller passes encode_chunked=True or the following # conditions hold: # 1. content-length has not been explicitly set # 2. the body is a file or iterable, but not a str or bytes-like # 3. Transfer-Encoding has NOT been explicitly set by the caller if 'content-length' not in header_names: # only chunk body if not explicitly set for backwards # compatibility, assuming the client code is already handling the # chunking if 'transfer-encoding' not in header_names: # if content-length cannot be automatically determined, fall # back to chunked encoding encode_chunked = False content_length = self._get_content_length(body, method) if content_length is None: if body is not None: if self.debuglevel > 0: print('Unable to determine size of %r' % body) encode_chunked = True self.putheader('Transfer-Encoding', 'chunked') else: self.putheader('Content-Length', str(content_length)) else: encode_chunked = False for hdr, value in headers.items(): self.putheader(hdr, value) if isinstance(body, str): # RFC 2616 Section 3.7.1 says that text default has a # default charset of iso-8859-1. body = _encode(body, 'body') self.endheaders(body, encode_chunked=encode_chunked) def getresponse(self): """Get the response from the server. If the HTTPConnection is in the correct state, returns an instance of HTTPResponse or of whatever object is returned by the response_class variable. If a request has not been sent or if a previous response has not be handled, ResponseNotReady is raised. If the HTTP response indicates that the connection should be closed, then it will be closed before the response is returned. When the connection is closed, the underlying socket is closed. """ # if a prior response has been completed, then forget about it. if self.__response and self.__response.isclosed(): self.__response = None # if a prior response exists, then it must be completed (otherwise, we # cannot read this response's header to determine the connection-close # behavior) # # note: if a prior response existed, but was connection-close, then the # socket and response were made independent of this HTTPConnection # object since a new request requires that we open a whole new # connection # # this means the prior response had one of two states: # 1) will_close: this connection was reset and the prior socket and # response operate independently # 2) persistent: the response was retained and we await its # isclosed() status to become true. # if self.__state != _CS_REQ_SENT or self.__response: raise ResponseNotReady(self.__state) if self.debuglevel > 0: response = self.response_class(self.sock, self.debuglevel, method=self._method) else: response = self.response_class(self.sock, method=self._method) try: try: response.begin() except ConnectionError: self.close() raise assert response.will_close != _UNKNOWN self.__state = _CS_IDLE if response.will_close: # this effectively passes the connection to the response self.close() else: # remember this, so we can tell when it is complete self.__response = response return response except: response.close() raise try: import ssl except ImportError: pass else: class HTTPSConnection(HTTPConnection): "This class allows communication via SSL." default_port = HTTPS_PORT # XXX Should key_file and cert_file be deprecated in favour of context? def __init__(self, host, port=None, key_file=None, cert_file=None, timeout=socket._GLOBAL_DEFAULT_TIMEOUT, source_address=None, *, context=None, check_hostname=None, blocksize=8192): super(HTTPSConnection, self).__init__(host, port, timeout, source_address, blocksize=blocksize) if (key_file is not None or cert_file is not None or check_hostname is not None): import warnings warnings.warn("key_file, cert_file and check_hostname are " "deprecated, use a custom context instead.", DeprecationWarning, 2) self.key_file = key_file self.cert_file = cert_file if context is None: context = ssl._create_default_https_context() # send ALPN extension to indicate HTTP/1.1 protocol if self._http_vsn == 11: context.set_alpn_protocols(['http/1.1']) # enable PHA for TLS 1.3 connections if available if context.post_handshake_auth is not None: context.post_handshake_auth = True will_verify = context.verify_mode != ssl.CERT_NONE if check_hostname is None: check_hostname = context.check_hostname if check_hostname and not will_verify: raise ValueError("check_hostname needs a SSL context with " "either CERT_OPTIONAL or CERT_REQUIRED") if key_file or cert_file: context.load_cert_chain(cert_file, key_file) # cert and key file means the user wants to authenticate. # enable TLS 1.3 PHA implicitly even for custom contexts. if context.post_handshake_auth is not None: context.post_handshake_auth = True self._context = context if check_hostname is not None: self._context.check_hostname = check_hostname def connect(self): "Connect to a host on a given (SSL) port." super().connect() if self._tunnel_host: server_hostname = self._tunnel_host else: server_hostname = self.host self.sock = self._context.wrap_socket(self.sock, server_hostname=server_hostname) __all__.append("HTTPSConnection") class HTTPException(Exception): # Subclasses that define an __init__ must call Exception.__init__ # or define self.args. Otherwise, str() will fail. pass class NotConnected(HTTPException): pass class InvalidURL(HTTPException): pass class UnknownProtocol(HTTPException): def __init__(self, version): self.args = version, self.version = version class UnknownTransferEncoding(HTTPException): pass class UnimplementedFileMode(HTTPException): pass class IncompleteRead(HTTPException): def __init__(self, partial, expected=None): self.args = partial, self.partial = partial self.expected = expected def __repr__(self): if self.expected is not None: e = ', %i more expected' % self.expected else: e = '' return '%s(%i bytes read%s)' % (self.__class__.__name__, len(self.partial), e) __str__ = object.__str__ class ImproperConnectionState(HTTPException): pass class CannotSendRequest(ImproperConnectionState): pass class CannotSendHeader(ImproperConnectionState): pass class ResponseNotReady(ImproperConnectionState): pass class BadStatusLine(HTTPException): def __init__(self, line): if not line: line = repr(line) self.args = line, self.line = line class LineTooLong(HTTPException): def __init__(self, line_type): HTTPException.__init__(self, "got more than %d bytes when reading %s" % (_MAXLINE, line_type)) class RemoteDisconnected(ConnectionResetError, BadStatusLine): def __init__(self, *pos, **kw): BadStatusLine.__init__(self, "") ConnectionResetError.__init__(self, *pos, **kw) # for backwards compatibility error = HTTPException 解析这些代码 怎么联接这个服务器
06-19
Quickstart Note The data files used in the quickstart guide are updated from time to time, which means that the adjusted close changes and with it the close (and the other components). That means that the actual output may be different to what was put in the documentation at the time of writing. Using the platform Let’s run through a series of examples (from almost an empty one to a fully fledged strategy) but not without before roughly explaining 2 basic concepts when working with backtrader Lines Data Feeds, Indicators and Strategies have lines. A line is a succession of points that when joined together form this line. When talking about the markets, a Data Feed has usually the following set of points per day: Open, High, Low, Close, Volume, OpenInterest The series of “Open”s along time is a Line. And therefore a Data Feed has usually 6 lines. If we also consider “DateTime” (which is the actual reference for a single point), we could count 7 lines. Index 0 Approach When accessing the values in a line, the current value is accessed with index: 0 And the “last” output value is accessed with -1. This in line with Python conventions for iterables (and a line can be iterated and is therefore an iterable) where index -1 is used to access the “last” item of the iterable/array. In our case is the last output value what’s getting accessed. As such and being index 0 right after -1, it is used to access the current moment in line. With that in mind and if we imagine a Strategy featuring a Simple Moving average created during initialization: self.sma = SimpleMovingAverage(.....) The easiest and simplest way to access the current value of this moving average: av = self.sma[0] There is no need to know how many bars/minutes/days/months have been processed, because “0” uniquely identifies the current instant. Following pythonic tradition, the “last” output value is accessed using -1: previous_value = self.sma[-1] Of course earlier output values can be accessed with -2, -3, … From 0 to 100: the samples Basic Setup Let’s get running. from __future__ import (absolute_import, division, print_function, unicode_literals) import backtrader as bt if __name__ == '__main__': cerebro = bt.Cerebro() print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) cerebro.run() print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 10000.00 Final Portfolio Value: 10000.00 In this example: backtrader was imported The Cerebro engine was instantiated The resulting cerebro instance was told to run (loop over data) And the resulting outcome was printed out Although it doesn’t seem much, let’s point out something explicitly shown: The Cerebro engine has created a broker instance in the background The instance already has some cash to start with This behind the scenes broker instantiation is a constant trait in the platform to simplify the life of the user. If no broker is set by the user, a default one is put in place. And 10K monetary units is a usual value with some brokers to begin with. Setting the Cash In the world of finance, for sure only “losers” start with 10k. Let’s change the cash and run the example again. from __future__ import (absolute_import, division, print_function, unicode_literals) import backtrader as bt if __name__ == '__main__': cerebro = bt.Cerebro() cerebro.broker.setcash(100000.0) print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) cerebro.run() print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 1000000.00 Final Portfolio Value: 1000000.00 Mission accomplished. Let’s move to tempestuous waters. Adding a Data Feed Having cash is fun, but the purpose behind all this is to let an automated strategy multiply the cash without moving a finger by operating on an asset which we see as a Data Feed Ergo … No Data Feed -> No Fun. Let’s add one to the ever growing example. from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values after this date todate=datetime.datetime(2000, 12, 31), reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(100000.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 1000000.00 Final Portfolio Value: 1000000.00 The amount of boilerplate has grown slightly, because we added: Finding out where our example script is to be able to locate the sample Data Feed file Having datetime objects to filter on which data from the Data Feed we will be operating Aside from that, the Data Feed is created and added to cerebro. The output has not changed and it would be a miracle if it had. Note Yahoo Online sends the CSV data in date descending order, which is not the standard convention. The reversed=True prameter takes into account that the CSV data in the file has already been reversed and has the standard expected date ascending order. Our First Strategy The cash is in the broker and the Data Feed is there. It seems like risky business is just around the corner. Let’s put a Strategy into the equation and print the “Close” price of each day (bar). DataSeries (the underlying class in Data Feeds) objects have aliases to access the well known OHLC (Open High Low Close) daily values. This should ease up the creation of our printing logic. from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): def log(self, txt, dt=None): ''' Logging function for this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(100000.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 100000.00 2000-01-03T00:00:00, Close, 27.85 2000-01-04T00:00:00, Close, 25.39 2000-01-05T00:00:00, Close, 24.05 ... ... ... 2000-12-26T00:00:00, Close, 29.17 2000-12-27T00:00:00, Close, 28.94 2000-12-28T00:00:00, Close, 29.29 2000-12-29T00:00:00, Close, 27.41 Final Portfolio Value: 100000.00 Someone said the stockmarket was risky business, but it doesn’t seem so. Let’s explain some of the magic: Upon init being called the strategy already has a list of datas that are present in the platform This is a standard Python list and datas can be accessed in the order they were inserted. The first data in the list self.datas[0] is the default data for trading operations and to keep all strategy elements synchronized (it’s the system clock) self.dataclose = self.datas[0].close keeps a reference to the close line. Only one level of indirection is later needed to access the close values. The strategy next method will be called on each bar of the system clock (self.datas[0]). This is true until other things come into play like indicators, which need some bars to start producing an output. More on that later. Adding some Logic to the Strategy Let’s try some crazy idea we had by looking at some charts If the price has been falling 3 sessions in a row … BUY BUY BUY!!! from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) if self.dataclose[0] < self.dataclose[-1]: # current close less than previous close if self.dataclose[-1] < self.dataclose[-2]: # previous close less than the previous close # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) self.buy() if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(100000.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 100000.00 2000-01-03, Close, 27.85 2000-01-04, Close, 25.39 2000-01-05, Close, 24.05 2000-01-05, BUY CREATE, 24.05 2000-01-06, Close, 22.63 2000-01-06, BUY CREATE, 22.63 2000-01-07, Close, 24.37 ... ... ... 2000-12-20, BUY CREATE, 26.88 2000-12-21, Close, 27.82 2000-12-22, Close, 30.06 2000-12-26, Close, 29.17 2000-12-27, Close, 28.94 2000-12-27, BUY CREATE, 28.94 2000-12-28, Close, 29.29 2000-12-29, Close, 27.41 Final Portfolio Value: 99725.08 Several “BUY” creation orders were issued, our porftolio value was decremented. A couple of important things are clearly missing. The order was created but it is unknown if it was executed, when and at what price. The next example will build upon that by listening to notifications of order status. The curious reader may ask how many shares are being bought, what asset is being bought and how are orders being executed. Where possible (and in this case it is) the platform fills in the gaps: self.datas[0] (the main data aka system clock) is the target asset if no other one is specified The stake is provided behind the scenes by a position sizer which uses a fixed stake, being the default “1”. It will be modified in a later example The order is executed “At Market”. The broker (shown in previous examples) executes this using the opening price of the next bar, because that’s the 1st tick after the current under examination bar. The order is executed so far without any commission (more on that later) Do not only buy … but SELL After knowing how to enter the market (long), an “exit concept” is needed and also understanding whether the strategy is in the market. Luckily a Strategy object offers access to a position attribute for the default data feed Methods buy and sell return the created (not yet executed) order Changes in orders’ status will be notified to the strategy via a notify method The “exit concept” will be an easy one: Exit after 5 bars (on the 6th bar) have elapsed for good or for worse Please notice that there is no “time” or “timeframe” implied: number of bars. The bars can represent 1 minute, 1 hour, 1 day, 1 week or any other time period. Although we know the data source is a daily one, the strategy makes no assumption about that. Additionally and to simplify: Do only allow a Buy order if not yet in the market Note The next method gets no “bar index” passed and therefore it seems obscure how to understand when 5 bars may have elapsed, but this has been modeled in pythonic way: call len on an object and it will tell you the length of its lines. Just write down (save in a variable) at which length in an operation took place and see if the current length is 5 bars away. from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders self.order = None def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enough cash if order.status in [order.Completed]: if order.isbuy(): self.log('BUY EXECUTED, %.2f' % order.executed.price) elif order.issell(): self.log('SELL EXECUTED, %.2f' % order.executed.price) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') # Write down: no pending order self.order = None def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return # Check if we are in the market if not self.position: # Not yet ... we MIGHT BUY if ... if self.dataclose[0] < self.dataclose[-1]: # current close less than previous close if self.dataclose[-1] < self.dataclose[-2]: # previous close less than the previous close # BUY, BUY, BUY!!! (with default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() else: # Already in the market ... we might sell if len(self) >= (self.bar_executed + 5): # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.sell() if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(100000.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 100000.00 2000-01-03T00:00:00, Close, 27.85 2000-01-04T00:00:00, Close, 25.39 2000-01-05T00:00:00, Close, 24.05 2000-01-05T00:00:00, BUY CREATE, 24.05 2000-01-06T00:00:00, BUY EXECUTED, 23.61 2000-01-06T00:00:00, Close, 22.63 2000-01-07T00:00:00, Close, 24.37 2000-01-10T00:00:00, Close, 27.29 2000-01-11T00:00:00, Close, 26.49 2000-01-12T00:00:00, Close, 24.90 2000-01-13T00:00:00, Close, 24.77 2000-01-13T00:00:00, SELL CREATE, 24.77 2000-01-14T00:00:00, SELL EXECUTED, 25.70 2000-01-14T00:00:00, Close, 25.18 ... ... ... 2000-12-15T00:00:00, SELL CREATE, 26.93 2000-12-18T00:00:00, SELL EXECUTED, 28.29 2000-12-18T00:00:00, Close, 30.18 2000-12-19T00:00:00, Close, 28.88 2000-12-20T00:00:00, Close, 26.88 2000-12-20T00:00:00, BUY CREATE, 26.88 2000-12-21T00:00:00, BUY EXECUTED, 26.23 2000-12-21T00:00:00, Close, 27.82 2000-12-22T00:00:00, Close, 30.06 2000-12-26T00:00:00, Close, 29.17 2000-12-27T00:00:00, Close, 28.94 2000-12-28T00:00:00, Close, 29.29 2000-12-29T00:00:00, Close, 27.41 2000-12-29T00:00:00, SELL CREATE, 27.41 Final Portfolio Value: 100018.53 Blistering Barnacles!!! The system made money … something must be wrong The broker says: Show me the money! And the money is called “commission”. Let’s add a reasonable 0.1% commision rate per operation (both for buying and selling … yes the broker is avid …) A single line will suffice for it: # 0.1% ... divide by 100 to remove the % cerebro.broker.setcommission(commission=0.001) Being experienced with the platform we want to see the profit or loss after a buy/sell cycle, with and without commission. from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enough cash if order.status in [order.Completed]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return # Check if we are in the market if not self.position: # Not yet ... we MIGHT BUY if ... if self.dataclose[0] < self.dataclose[-1]: # current close less than previous close if self.dataclose[-1] < self.dataclose[-2]: # previous close less than the previous close # BUY, BUY, BUY!!! (with default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() else: # Already in the market ... we might sell if len(self) >= (self.bar_executed + 5): # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.sell() if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(100000.0) # Set the commission - 0.1% ... divide by 100 to remove the % cerebro.broker.setcommission(commission=0.001) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 100000.00 2000-01-03T00:00:00, Close, 27.85 2000-01-04T00:00:00, Close, 25.39 2000-01-05T00:00:00, Close, 24.05 2000-01-05T00:00:00, BUY CREATE, 24.05 2000-01-06T00:00:00, BUY EXECUTED, Price: 23.61, Cost: 23.61, Commission 0.02 2000-01-06T00:00:00, Close, 22.63 2000-01-07T00:00:00, Close, 24.37 2000-01-10T00:00:00, Close, 27.29 2000-01-11T00:00:00, Close, 26.49 2000-01-12T00:00:00, Close, 24.90 2000-01-13T00:00:00, Close, 24.77 2000-01-13T00:00:00, SELL CREATE, 24.77 2000-01-14T00:00:00, SELL EXECUTED, Price: 25.70, Cost: 25.70, Commission 0.03 2000-01-14T00:00:00, OPERATION PROFIT, GROSS 2.09, NET 2.04 2000-01-14T00:00:00, Close, 25.18 ... ... ... 2000-12-15T00:00:00, SELL CREATE, 26.93 2000-12-18T00:00:00, SELL EXECUTED, Price: 28.29, Cost: 28.29, Commission 0.03 2000-12-18T00:00:00, OPERATION PROFIT, GROSS -0.06, NET -0.12 2000-12-18T00:00:00, Close, 30.18 2000-12-19T00:00:00, Close, 28.88 2000-12-20T00:00:00, Close, 26.88 2000-12-20T00:00:00, BUY CREATE, 26.88 2000-12-21T00:00:00, BUY EXECUTED, Price: 26.23, Cost: 26.23, Commission 0.03 2000-12-21T00:00:00, Close, 27.82 2000-12-22T00:00:00, Close, 30.06 2000-12-26T00:00:00, Close, 29.17 2000-12-27T00:00:00, Close, 28.94 2000-12-28T00:00:00, Close, 29.29 2000-12-29T00:00:00, Close, 27.41 2000-12-29T00:00:00, SELL CREATE, 27.41 Final Portfolio Value: 100016.98 God Save the Queen!!! The system still made money. Before moving on, let’s notice something by filtering the “OPERATION PROFIT” lines: 2000-01-14T00:00:00, OPERATION PROFIT, GROSS 2.09, NET 2.04 2000-02-07T00:00:00, OPERATION PROFIT, GROSS 3.68, NET 3.63 2000-02-28T00:00:00, OPERATION PROFIT, GROSS 4.48, NET 4.42 2000-03-13T00:00:00, OPERATION PROFIT, GROSS 3.48, NET 3.41 2000-03-22T00:00:00, OPERATION PROFIT, GROSS -0.41, NET -0.49 2000-04-07T00:00:00, OPERATION PROFIT, GROSS 2.45, NET 2.37 2000-04-20T00:00:00, OPERATION PROFIT, GROSS -1.95, NET -2.02 2000-05-02T00:00:00, OPERATION PROFIT, GROSS 5.46, NET 5.39 2000-05-11T00:00:00, OPERATION PROFIT, GROSS -3.74, NET -3.81 2000-05-30T00:00:00, OPERATION PROFIT, GROSS -1.46, NET -1.53 2000-07-05T00:00:00, OPERATION PROFIT, GROSS -1.62, NET -1.69 2000-07-14T00:00:00, OPERATION PROFIT, GROSS 2.08, NET 2.01 2000-07-28T00:00:00, OPERATION PROFIT, GROSS 0.14, NET 0.07 2000-08-08T00:00:00, OPERATION PROFIT, GROSS 4.36, NET 4.29 2000-08-21T00:00:00, OPERATION PROFIT, GROSS 1.03, NET 0.95 2000-09-15T00:00:00, OPERATION PROFIT, GROSS -4.26, NET -4.34 2000-09-27T00:00:00, OPERATION PROFIT, GROSS 1.29, NET 1.22 2000-10-13T00:00:00, OPERATION PROFIT, GROSS -2.98, NET -3.04 2000-10-26T00:00:00, OPERATION PROFIT, GROSS 3.01, NET 2.95 2000-11-06T00:00:00, OPERATION PROFIT, GROSS -3.59, NET -3.65 2000-11-16T00:00:00, OPERATION PROFIT, GROSS 1.28, NET 1.23 2000-12-01T00:00:00, OPERATION PROFIT, GROSS 2.59, NET 2.54 2000-12-18T00:00:00, OPERATION PROFIT, GROSS -0.06, NET -0.12 Adding up the “NET” profits the final figure is: 15.83 But the system said the following at the end: 2000-12-29T00:00:00, SELL CREATE, 27.41 Final Portfolio Value: 100016.98 And obviously 15.83 is not 16.98. There is no error whatsoever. The “NET” profit of 15.83 is already cash in the bag. Unfortunately (or fortunately to better understand the platform) there is an open position on the last day of the Data Feed. Even if a SELL operation has been sent … IT HAS NOT YET BEEN EXECUTED. The “Final Portfolio Value” calculated by the broker takes into account the “Close” price on 2000-12-29. The actual execution price would have been set on the next trading day which happened to be 2001-01-02. Extending the Data Feed” to take into account this day the output is: 2001-01-02T00:00:00, SELL EXECUTED, Price: 27.87, Cost: 27.87, Commission 0.03 2001-01-02T00:00:00, OPERATION PROFIT, GROSS 1.64, NET 1.59 2001-01-02T00:00:00, Close, 24.87 2001-01-02T00:00:00, BUY CREATE, 24.87 Final Portfolio Value: 100017.41 Now adding the previous NET profit to the completed operation’s net profit: 15.83 + 1.59 = 17.42 Which (discarding rounding errors in the “print” statements) is the extra Portfolio above the initial 100000 monetary units the strategy started with. Customizing the Strategy: Parameters It would a bit unpractical to hardcode some of the values in the strategy and have no chance to change them easily. Parameters come in handy to help. Definition of parameters is easy and looks like: params = (('myparam', 27), ('exitbars', 5),) Being this a standard Python tuple with some tuples inside it, the following may look more appealling to some: params = ( ('myparam', 27), ('exitbars', 5), ) With either formatting parametrization of the strategy is allowed when adding the strategy to the Cerebro engine: # Add a strategy cerebro.addstrategy(TestStrategy, myparam=20, exitbars=7) Note The setsizing method below is deprecated. This content is kept here for anyone looking at old samples of the sources. The sources have been update to use: cerebro.addsizer(bt.sizers.FixedSize, stake=10)`` Please read the section about sizers Using the parameters in the strategy is easy, as they are stored in a “params” attribute. If we for example want to set the stake fix, we can pass the stake parameter to the position sizer like this durint init: # Set the sizer stake from the params self.sizer.setsizing(self.params.stake) We could have also called buy and sell with a stake parameter and self.params.stake as the value. The logic to exit gets modified: # Already in the market ... we might sell if len(self) >= (self.bar_executed + self.params.exitbars): With all this in mind the example evolves to look like: from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): params = ( ('exitbars', 5), ) def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enough cash if order.status in [order.Completed]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return # Check if we are in the market if not self.position: # Not yet ... we MIGHT BUY if ... if self.dataclose[0] < self.dataclose[-1]: # current close less than previous close if self.dataclose[-1] < self.dataclose[-2]: # previous close less than the previous close # BUY, BUY, BUY!!! (with default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() else: # Already in the market ... we might sell if len(self) >= (self.bar_executed + self.params.exitbars): # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.sell() if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(100000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=10) # Set the commission - 0.1% ... divide by 100 to remove the % cerebro.broker.setcommission(commission=0.001) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) After the execution the output is: Starting Portfolio Value: 100000.00 2000-01-03T00:00:00, Close, 27.85 2000-01-04T00:00:00, Close, 25.39 2000-01-05T00:00:00, Close, 24.05 2000-01-05T00:00:00, BUY CREATE, 24.05 2000-01-06T00:00:00, BUY EXECUTED, Size 10, Price: 23.61, Cost: 236.10, Commission 0.24 2000-01-06T00:00:00, Close, 22.63 ... ... ... 2000-12-20T00:00:00, BUY CREATE, 26.88 2000-12-21T00:00:00, BUY EXECUTED, Size 10, Price: 26.23, Cost: 262.30, Commission 0.26 2000-12-21T00:00:00, Close, 27.82 2000-12-22T00:00:00, Close, 30.06 2000-12-26T00:00:00, Close, 29.17 2000-12-27T00:00:00, Close, 28.94 2000-12-28T00:00:00, Close, 29.29 2000-12-29T00:00:00, Close, 27.41 2000-12-29T00:00:00, SELL CREATE, 27.41 Final Portfolio Value: 100169.80 In order to see the difference, the print outputs have also been extended to show the execution size. Having multiplied the stake by 10, the obvious has happened: the profit and loss has been multiplied by 10. Instead of 16.98, the surplus is now 169.80 Adding an indicator Having heard of indicators, the next thing anyone would add to the strategy is one of them. For sure they must be much better than a simple “3 lower closes” strategy. Inspired in one of the examples from PyAlgoTrade a strategy using a Simple Moving Average. Buy “AtMarket” if the close is greater than the Average If in the market, sell if the close is smaller than the Average Only 1 active operation is allowed in the market Most of the existing code can be kept in place. Let’s add the average during init and keep a reference to it: self.sma = bt.indicators.MovingAverageSimple(self.datas[0], period=self.params.maperiod) And of course the logic to enter and exit the market will rely on the Average values. Look in the code for the logic. Note The starting cash will be 1000 monetary units to be in line with the PyAlgoTrade example and no commission will be applied from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): params = ( ('maperiod', 15), ) def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None # Add a MovingAverageSimple indicator self.sma = bt.indicators.SimpleMovingAverage( self.datas[0], period=self.params.maperiod) def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enough cash if order.status in [order.Completed]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return # Check if we are in the market if not self.position: # Not yet ... we MIGHT BUY if ... if self.dataclose[0] > self.sma[0]: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() else: if self.dataclose[0] < self.sma[0]: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.sell() if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(1000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=10) # Set the commission cerebro.broker.setcommission(commission=0.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) Now, before skipping to the next section LOOK CAREFULLY to the first date which is shown in the log: It’ no longer 2000-01-03, the first trading day in the year 2K. It’s 2000-01-24 … Who has stolen my cheese? The missing days are not missing. The platform has adapted to the new circumstances: An indicator (SimpleMovingAverage) has been added to the Strategy. This indicator needs X bars to produce an output: in the example: 15 2000-01-24 is the day in which the 15th bar occurs The backtrader platform assumes that the Strategy has the indicator in place for a good reason, to use it in the decision making process. And it makes no sense to try to make decisions if the indicator is not yet ready and producing values. next will be 1st called when all indicators have already reached the minimum needed period to produce a value In the example there is a single indicator, but the strategy could have any number of them. After the execution the output is: Starting Portfolio Value: 1000.00 2000-01-24T00:00:00, Close, 25.55 2000-01-25T00:00:00, Close, 26.61 2000-01-25T00:00:00, BUY CREATE, 26.61 2000-01-26T00:00:00, BUY EXECUTED, Size 10, Price: 26.76, Cost: 267.60, Commission 0.00 2000-01-26T00:00:00, Close, 25.96 2000-01-27T00:00:00, Close, 24.43 2000-01-27T00:00:00, SELL CREATE, 24.43 2000-01-28T00:00:00, SELL EXECUTED, Size 10, Price: 24.28, Cost: 242.80, Commission 0.00 2000-01-28T00:00:00, OPERATION PROFIT, GROSS -24.80, NET -24.80 2000-01-28T00:00:00, Close, 22.34 2000-01-31T00:00:00, Close, 23.55 2000-02-01T00:00:00, Close, 25.46 2000-02-02T00:00:00, Close, 25.61 2000-02-02T00:00:00, BUY CREATE, 25.61 2000-02-03T00:00:00, BUY EXECUTED, Size 10, Price: 26.11, Cost: 261.10, Commission 0.00 ... ... ... 2000-12-20T00:00:00, SELL CREATE, 26.88 2000-12-21T00:00:00, SELL EXECUTED, Size 10, Price: 26.23, Cost: 262.30, Commission 0.00 2000-12-21T00:00:00, OPERATION PROFIT, GROSS -20.60, NET -20.60 2000-12-21T00:00:00, Close, 27.82 2000-12-21T00:00:00, BUY CREATE, 27.82 2000-12-22T00:00:00, BUY EXECUTED, Size 10, Price: 28.65, Cost: 286.50, Commission 0.00 2000-12-22T00:00:00, Close, 30.06 2000-12-26T00:00:00, Close, 29.17 2000-12-27T00:00:00, Close, 28.94 2000-12-28T00:00:00, Close, 29.29 2000-12-29T00:00:00, Close, 27.41 2000-12-29T00:00:00, SELL CREATE, 27.41 Final Portfolio Value: 973.90 In the name of the King!!! A winning system turned into a losing one … and that with no commission. It may well be that simply adding an indicator is not the universal panacea. Note The same logic and data with PyAlgoTrade yields a slightly different result (slightly off). Looking at the entire printout reveals that some operations are not exactly the same. Being the culprit again the usual suspect: rounding. PyAlgoTrade does not round the datafeed values when applying the divided “adjusted close” to the data feed values. The Yahoo Data Feed provided by backtrader rounds the values down to 2 decimals after applying the adjusted close. Upon printing the values everything seems the same, but it’s obvious that sometimes that 5th place decimal plays a role. Rounding down to 2 decimals seems more realistic, because Market Exchanges do only allow a number of decimals per asset (being that 2 decimals usually for stocks) Note The Yahoo Data Feed (starting with version 1.8.11.99 allows to specify if rounding has to happen and how many decimals) Visual Inspection: Plotting A printout or log of the actual whereabouts of the system at each bar-instant is good but humans tend to be visual and therefore it seems right to offer a view of the same whereabouts as chart. Note To plot you need to have matplotlib installed Once again defaults for plotting are there to assist the platform user. Plotting is incredibly a 1 line operation: cerebro.plot() Being the location for sure after cerebro.run() has been called. In order to display the automatic plotting capabilities and a couple of easy customizations, the following will be done: A 2nd MovingAverage (Exponential) will be added. The defaults will plot it (just like the 1st) with the data. A 3rd MovingAverage (Weighted) will be added. Customized to plot in an own plot (even if not sensible) A Stochastic (Slow) will be added. No change to the defaults. A MACD will be added. No change to the defaults. A RSI will be added. No change to the defaults. A MovingAverage (Simple) will be applied to the RSI. No change to the defaults (it will be plotted with the RSI) An AverageTrueRange will be added. Changed defaults to avoid it being plotted. The entire set of additions to the init method of the Strategy: # Indicators for the plotting show bt.indicators.ExponentialMovingAverage(self.datas[0], period=25) bt.indicators.WeightedMovingAverage(self.datas[0], period=25).subplot = True bt.indicators.StochasticSlow(self.datas[0]) bt.indicators.MACDHisto(self.datas[0]) rsi = bt.indicators.RSI(self.datas[0]) bt.indicators.SmoothedMovingAverage(rsi, period=10) bt.indicators.ATR(self.datas[0]).plot = False Note Even if indicators are not explicitly added to a member variable of the strategy (like self.sma = MovingAverageSimple…), they will autoregister with the strategy and will influence the minimum period for next and will be part of the plotting. In the example only RSI is added to a temporary variable rsi with the only intention to create a MovingAverageSmoothed on it. The example now: from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): params = ( ('maperiod', 15), ) def log(self, txt, dt=None): ''' Logging function fot this strategy''' dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None # Add a MovingAverageSimple indicator self.sma = bt.indicators.SimpleMovingAverage( self.datas[0], period=self.params.maperiod) # Indicators for the plotting show bt.indicators.ExponentialMovingAverage(self.datas[0], period=25) bt.indicators.WeightedMovingAverage(self.datas[0], period=25, subplot=True) bt.indicators.StochasticSlow(self.datas[0]) bt.indicators.MACDHisto(self.datas[0]) rsi = bt.indicators.RSI(self.datas[0]) bt.indicators.SmoothedMovingAverage(rsi, period=10) bt.indicators.ATR(self.datas[0], plot=False) def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enough cash if order.status in [order.Completed]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') # Write down: no pending order self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return # Check if we are in the market if not self.position: # Not yet ... we MIGHT BUY if ... if self.dataclose[0] > self.sma[0]: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() else: if self.dataclose[0] < self.sma[0]: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.sell() if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy cerebro.addstrategy(TestStrategy) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(1000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=10) # Set the commission cerebro.broker.setcommission(commission=0.0) # Print out the starting conditions print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Run over everything cerebro.run() # Print out the final result print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue()) # Plot the result cerebro.plot() After the execution the output is: Starting Portfolio Value: 1000.00 2000-02-18T00:00:00, Close, 27.61 2000-02-22T00:00:00, Close, 27.97 2000-02-22T00:00:00, BUY CREATE, 27.97 2000-02-23T00:00:00, BUY EXECUTED, Size 10, Price: 28.38, Cost: 283.80, Commission 0.00 2000-02-23T00:00:00, Close, 29.73 ... ... ... 2000-12-21T00:00:00, BUY CREATE, 27.82 2000-12-22T00:00:00, BUY EXECUTED, Size 10, Price: 28.65, Cost: 286.50, Commission 0.00 2000-12-22T00:00:00, Close, 30.06 2000-12-26T00:00:00, Close, 29.17 2000-12-27T00:00:00, Close, 28.94 2000-12-28T00:00:00, Close, 29.29 2000-12-29T00:00:00, Close, 27.41 2000-12-29T00:00:00, SELL CREATE, 27.41 Final Portfolio Value: 981.00 The final result has changed even if the logic hasn’t. This is true but the logic has not been applied to the same number of bars. Note As explained before, the platform will first call next when all indicators are ready to produce a value. In this plotting example (very clear in the chart) the MACD is the last indicator to be fully ready (all 3 lines producing an output). The 1st BUY order is no longer scheduled during Jan 2000 but close to the end of Feb 2000. The chart: image Let’s Optimize Many trading books say each market and each traded stock (or commodity or ..) have different rythms. That there is no such thing as a one size fits all. Before the plotting sample, when the strategy started using an indicator the period default value was 15 bars. It’s a strategy parameter and this can be used in an optimization to change the value of the parameter and see which one better fits the market. Note There is plenty of literature about Optimization and associated pros and cons. But the advice will always point in the same direction: do not overoptimize. If a trading idea is not sound, optimizing may end producing a positive result which is only valid for the backtested dataset. The sample is modified to optimize the period of the Simple Moving Average. For the sake of clarity any output with regards to Buy/Sell orders has been removed The example now: from __future__ import (absolute_import, division, print_function, unicode_literals) import datetime # For datetime objects import os.path # To manage paths import sys # To find out the script name (in argv[0]) # Import the backtrader platform import backtrader as bt # Create a Stratey class TestStrategy(bt.Strategy): params = ( ('maperiod', 15), ('printlog', False), ) def log(self, txt, dt=None, doprint=False): ''' Logging function fot this strategy''' if self.params.printlog or doprint: dt = dt or self.datas[0].datetime.date(0) print('%s, %s' % (dt.isoformat(), txt)) def __init__(self): # Keep a reference to the "close" line in the data[0] dataseries self.dataclose = self.datas[0].close # To keep track of pending orders and buy price/commission self.order = None self.buyprice = None self.buycomm = None # Add a MovingAverageSimple indicator self.sma = bt.indicators.SimpleMovingAverage( self.datas[0], period=self.params.maperiod) def notify_order(self, order): if order.status in [order.Submitted, order.Accepted]: # Buy/Sell order submitted/accepted to/by broker - Nothing to do return # Check if an order has been completed # Attention: broker could reject order if not enough cash if order.status in [order.Completed]: if order.isbuy(): self.log( 'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.buyprice = order.executed.price self.buycomm = order.executed.comm else: # Sell self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' % (order.executed.price, order.executed.value, order.executed.comm)) self.bar_executed = len(self) elif order.status in [order.Canceled, order.Margin, order.Rejected]: self.log('Order Canceled/Margin/Rejected') # Write down: no pending order self.order = None def notify_trade(self, trade): if not trade.isclosed: return self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm)) def next(self): # Simply log the closing price of the series from the reference self.log('Close, %.2f' % self.dataclose[0]) # Check if an order is pending ... if yes, we cannot send a 2nd one if self.order: return # Check if we are in the market if not self.position: # Not yet ... we MIGHT BUY if ... if self.dataclose[0] > self.sma[0]: # BUY, BUY, BUY!!! (with all possible default parameters) self.log('BUY CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.buy() else: if self.dataclose[0] < self.sma[0]: # SELL, SELL, SELL!!! (with all possible default parameters) self.log('SELL CREATE, %.2f' % self.dataclose[0]) # Keep track of the created order to avoid a 2nd order self.order = self.sell() def stop(self): self.log('(MA Period %2d) Ending Value %.2f' % (self.params.maperiod, self.broker.getvalue()), doprint=True) if __name__ == '__main__': # Create a cerebro entity cerebro = bt.Cerebro() # Add a strategy strats = cerebro.optstrategy( TestStrategy, maperiod=range(10, 31)) # Datas are in a subfolder of the samples. Need to find where the script is # because it could have been called from anywhere modpath = os.path.dirname(os.path.abspath(sys.argv[0])) datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt') # Create a Data Feed data = bt.feeds.YahooFinanceCSVData( dataname=datapath, # Do not pass values before this date fromdate=datetime.datetime(2000, 1, 1), # Do not pass values before this date todate=datetime.datetime(2000, 12, 31), # Do not pass values after this date reverse=False) # Add the Data Feed to Cerebro cerebro.adddata(data) # Set our desired cash start cerebro.broker.setcash(1000.0) # Add a FixedSize sizer according to the stake cerebro.addsizer(bt.sizers.FixedSize, stake=10) # Set the commission cerebro.broker.setcommission(commission=0.0) # Run over everything cerebro.run(maxcpus=1) Instead of calling addstrategy to add a stratey class to Cerebro, the call is made to optstrategy. And instead of passing a value a range of values is passed. One of the “Strategy” hooks is added, the stop method, which will be called when the data has been exhausted and backtesting is over. It’s used to print the final net value of the portfolio in the broker (it was done in Cerebro previously) The system will execute the strategy for each value of the range. The following will be output: 2000-12-29, (MA Period 10) Ending Value 880.30 2000-12-29, (MA Period 11) Ending Value 880.00 2000-12-29, (MA Period 12) Ending Value 830.30 2000-12-29, (MA Period 13) Ending Value 893.90 2000-12-29, (MA Period 14) Ending Value 896.90 2000-12-29, (MA Period 15) Ending Value 973.90 2000-12-29, (MA Period 16) Ending Value 959.40 2000-12-29, (MA Period 17) Ending Value 949.80 2000-12-29, (MA Period 18) Ending Value 1011.90 2000-12-29, (MA Period 19) Ending Value 1041.90 2000-12-29, (MA Period 20) Ending Value 1078.00 2000-12-29, (MA Period 21) Ending Value 1058.80 2000-12-29, (MA Period 22) Ending Value 1061.50 2000-12-29, (MA Period 23) Ending Value 1023.00 2000-12-29, (MA Period 24) Ending Value 1020.10 2000-12-29, (MA Period 25) Ending Value 1013.30 2000-12-29, (MA Period 26) Ending Value 998.30 2000-12-29, (MA Period 27) Ending Value 982.20 2000-12-29, (MA Period 28) Ending Value 975.70 2000-12-29, (MA Period 29) Ending Value 983.30 2000-12-29, (MA Period 30) Ending Value 979.80 Results: For periods below 18 the strategy (commissionless) loses money. For periods between 18 and 26 (both included) the strategy makes money. Above 26 money is lost again. And the winning period for this strategy and the given data set is: 20 bars, which wins 78.00 units over 1000 $/€ (a 7.8%) Note The extra indicators from the plotting example have been removed and the start of operations is only influenced by the Simple Moving Average which is being optimized. Hence the slightly different results for period 15 Conclusion The incremental samples have shown how to go from a barebones script to a fully working trading system which even plots the results and can be optimized. A lot more can be done to try to improve the chances of winning: Self defined Indicators Creating an indicator is easy (and even plotting them is easy) Sizers Money Management is for many the key to success Order Types (limit, stop, stoplimit) Some others To ensure all the above items can be fully utilized the documentation provides an insight into them (and other topics) Look in the table of contents and keep on reading … and developing. Best of luck
07-08
下载前可以先看下教程 https://pan.quark.cn/s/16a53f4bd595 小天才电话手表刷机教程 — 基础篇 我们将为您简单的介绍小天才电话手表新机型的简单刷机以及玩法,如adb工具的使用,magisk的刷入等等。 我们会确保您看完此教程后能够对Android系统有一个最基本的认识,以及能够成功通过magisk root您的手表,并安装您需要的第三方软件。 ADB Android Debug Bridge,简称,在android developer的adb文档中是这么描述它的: 是一种多功能命令行工具,可让您与设备进行通信。 该命令有助于各种设备操作,例如安装和调试应用程序。 提供对 Unix shell 的访问,您可以使用它在设备上运行各种命令。 它是一个客户端-服务器程序。 这听起来有些难以理解,因为您也没有必要去理解它,如果您对本文中的任何关键名词产生疑惑或兴趣,您都可以在搜索引擎中去搜索它,当然,我们会对其进行简单的解释:是一款在命令行中运行的,用于对Android设备进行调试的工具,并拥有比一般用户以及程序更高的权限,所以,我们可以使用它对Android设备进行最基本的调试操作。 而在小天才电话手表上启用它,您只需要这么做: - 打开拨号盘; - 输入; - 点按打开adb调试选项。 其次是电脑上的Android SDK Platform-Tools的安装,此工具是 Android SDK 的组件。 它包括与 Android 平台交互的工具,主要由和构成,如果您接触过Android开发,必然会使用到它,因为它包含在Android Studio等IDE中,当然,您可以独立下载,在下方选择对应的版本即可: - Download SDK Platform...
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