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#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
from __future__ import annotations
from collections.abc import Callable
import re
import inspect
from typing import Annotated, overload

# dataclasses imports

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PEP: 7xx Title: Dataclasses - Annotated support for field as metainformation Author: Sponsor: Discussions-To: https://discuss.python.org/t/dataclasses-make-use-of-annotated/30028/22 Status: Draft Type: Standards Track Content-Type: text/x-rst Created: 23-Jul-2023 Python-Version: 3.12 (draft)

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$ ./two-million-candles.py --strat indicators=True
Cerebro Start Time:          2019-10-26 09:05:55.967969
Strat Init Time:             2019-10-26 09:06:44.072969
Time Loading Data Feeds:     48.10
Number of data feeds:        100
Total indicators:            300
Moving Average to be used:   SMA
Indicators period 1:         10
Indicators period 2:         50
Strat Start Time:            2019-10-26 09:06:44.779971

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$ ./two-million-candles.py --strat indicators=True,trade=True
Cerebro Start Time:          2019-10-26 08:57:36.114415
Strat Init Time:             2019-10-26 08:58:25.569448
Time Loading Data Feeds:     49.46
Number of data feeds:        100
Total indicators:            300
Moving Average to be used:   SMA
Indicators period 1:         10
Indicators period 2:         50
Strat Start Time:            2019-10-26 08:58:26.230445

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$ ./two-million-candles.py --cerebro exactbars=True,stdstats=False
Cerebro Start Time:          2019-10-26 08:44:32.309689
Strat Init Time:             2019-10-26 08:44:32.406689
Time Loading Data Feeds:     0.10
Number of data feeds:        100
Strat Start Time:            2019-10-26 08:44:32.409689
Pre-Next Start Time:         2019-10-26 08:44:32.451689
Time Calculating Indicators: 0.04
Next Start Time:             2019-10-26 08:44:32.451689
Strat warm-up period Time:   0.00

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$ ./two-million-candles.py --cerebro exactbars=False,stdstats=False
Cerebro Start Time:          2019-10-26 08:37:08.014348
Strat Init Time:             2019-10-26 08:38:21.850392
Time Loading Data Feeds:     73.84
Number of data feeds:        100
Strat Start Time:            2019-10-26 08:38:21.851394
Pre-Next Start Time:         2019-10-26 08:38:21.857393
Time Calculating Indicators: 0.01
Next Start Time:             2019-10-26 08:38:21.857393
Strat warm-up period Time:   0.00

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$ ./two-million-candles.py
Cerebro Start Time:          2019-10-26 08:39:42.958689
Strat Init Time:             2019-10-26 08:40:31.260691
Time Loading Data Feeds:     48.30
Number of data feeds:        100
Strat Start Time:            2019-10-26 08:40:31.338692
Pre-Next Start Time:         2019-10-26 08:40:31.612688
Time Calculating Indicators: 0.27
Next Start Time:             2019-10-26 08:40:31.612688
Strat warm-up period Time:   0.00

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$ ./two-million-candles.py
Cerebro Start Time:          2019-10-26 08:33:15.563088
Strat Init Time:             2019-10-26 08:34:31.845349
Time Loading Data Feeds:     76.28
Number of data feeds:        100
Strat Start Time:            2019-10-26 08:34:31.864349
Pre-Next Start Time:         2019-10-26 08:34:32.670352
Time Calculating Indicators: 0.81
Next Start Time:             2019-10-26 08:34:32.671351
Strat warm-up period Time:   0.00

mementum

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
import argparse
import datetime

import backtrader as bt


class St(bt.Strategy):

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import numpy as np
import pandas as pd

COLUMNS = ['open', 'high', 'low', 'close', 'volume', 'openinterest']
CANDLES = 20000
STOCKS

dateindex = pd.date_range(start='2010-01-01', periods=CANDLES, freq='15min')

for i in range(STOCKS):