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Hello. Does anyone hae a MATLAB wrapper for the Python package, "Backtrader," or, is anyone interested in collaborating on writing one? https://ww​w.backtrad​er.com/doc​u/index.ht​ml Thank You in Advance.

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Hello. Does anyone hae a MATLAB wrapper for the Python package, "Backtrader," or, is anyone interested in collaborating on writing one? https://www.backtrader.com/docu/index.html Thank You in Advance.

Answers (1)

Michael Robbins
Michael Robbins on 3 Apr 2020
Yes. I have been working with Backtrader using Python but I'd much rather do it from MATLAB. Thanks.
  2 Comments
Michael Robbins
Michael Robbins on 6 Apr 2020
Thanks, that would be a start if you could give an example.
As it turns out, I've had to write a good deal of code to get Backtrader to work in Python. It has some really interesting features but it is not easy to work with. I'd very much prefer to be able to code in MATLAB rather than just call the Python.
I've been working with a native MATLAB backtester as well, but I always like to have multiple ways to do things in case of an urgent need for an answer when one solution becomes intractable. It is the nature of my business that I cannot wait for new development when an urgent answer is required.
The way Backtrader is written, it seems necessary to write subclasses that get instantiated by their objects. It's very awkward, unless I'm using it wrong. If you'd like to discuss this off-line, I'd be happy to send my Jupyter notebook.
Thanks for your many (what, 30?) years of service on the newsgroup.

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