Merge branch 'master' into development

mementum · mementum · commit 842a34d42245 · 2017-05-03T00:13:46.000+02:00
diff --git a/backtrader/btrun/btrun.py b/backtrader/btrun/btrun.py
@@ -37,6 +37,7 @@
     vchartcsv=bt.feeds.VChartCSVData,
     vcfile=bt.feeds.VChartFile,
     sierracsv=bt.feeds.SierraChartCSVData,
+    mt4csv=bt.feeds.MT4CSVData,
     yahoocsv=bt.feeds.YahooFinanceCSVData,
     yahoocsv_unreversed=bt.feeds.YahooFinanceCSVData,
     yahoo=bt.feeds.YahooFinanceData,
diff --git a/backtrader/cerebro.py b/backtrader/cerebro.py
@@ -865,6 +865,7 @@ def getbroker(self):
     broker = property(getbroker, setbroker)
 
     def plot(self, plotter=None, numfigs=1, iplot=True, start=None, end=None,
+             savefig=False, figfilename='backtrader-plot-%i.png',
              **kwargs):
         '''
         Plots the strategies inside cerebro
@@ -912,7 +913,10 @@ def plot(self, plotter=None, numfigs=1, iplot=True, start=None, end=None,
 
                 figs.append(rfig)
 
-            plotter.show()
+            if savefig:
+                plotter.savefig(figfilename % len(figs))
+            else:
+                plotter.show()
         return figs
 
     def __call__(self, iterstrat):
diff --git a/backtrader/feeds/__init__.py b/backtrader/feeds/__init__.py
@@ -28,6 +28,7 @@
 from .vchart import *
 from .yahoo import *
 from .sierrachart import *
+from .mt4csv import *
 from .pandafeed import *
 from .influxfeed import *
 try:
diff --git a/backtrader/feeds/mt4csv.py b/backtrader/feeds/mt4csv.py
@@ -0,0 +1,52 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2015, 2016, 2017 Daniel Rodriguez
+# Copyright (C) 2017 Dimitri John Ledkov
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+
+
+from . import GenericCSVData
+
+
+class MT4CSVData(GenericCSVData):
+    '''
+    Parses a `Metatrader4 <https://www.metaquotes.net/en/metatrader4>`_ History
+    center CSV exported file.
+
+    Specific parameters (or specific meaning):
+
+      - ``dataname``: The filename to parse or a file-like object
+
+      - Uses GenericCSVData and simply modifies the params
+    '''
+
+    params = (
+        ('dtformat', '%Y.%m.%d'),
+        ('tmformat', '%H:%M'),
+        ('datetime', 0),
+        ('time',  1),
+        ('open',  2),
+        ('high',  3),
+        ('low',   4),
+        ('close', 5),
+        ('volume', 6),
+        ('openinterest', -1),
+    )
diff --git a/backtrader/plot/plot.py b/backtrader/plot/plot.py
@@ -757,6 +757,11 @@ def plotdata(self, data, indicators):
     def show(self):
         self.mpyplot.show()
 
+    def savefig(self, filename='backtrader-plot.png'):
+        fig = self.mpyplot.gcf()
+        fig.set_size_inches(16, 9)
+        self.mpyplot.savefig(filename, dpi=300, bbox_inches='tight')
+
     def sortdataindicators(self, strategy):
         # These lists/dictionaries hold the subplots that go above each data
         self.dplotstop = list()
diff --git a/docs2/automated-bt-run/automated-bt-run.rst b/docs2/automated-bt-run/automated-bt-run.rst
@@ -420,7 +420,7 @@ Directly from the script::
 
   $ btrun --help
   usage: btrun-script.py [-h] --data DATA [--cerebro [kwargs]] [--nostdstats]
-                         [--format {yahoocsv_unreversed,vchart,vchartcsv,yahoo,ibdata,sierracsv,yahoocsv,btcsv,vcdata}]
+                         [--format {yahoocsv_unreversed,vchart,vchartcsv,yahoo,mt4csv,ibdata,sierracsv,yahoocsv,btcsv,vcdata}]
                          [--fromdate FROMDATE] [--todate TODATE]
                          [--timeframe {microseconds,seconds,weeks,months,minutes,days,years}]
                          [--compression COMPRESSION]
@@ -483,7 +483,7 @@ Directly from the script::
                             - oldbuysell (default False)
                             - tradehistory (default False)
     --nostdstats          Disable the standard statistics observers
-    --format {yahoocsv_unreversed,vchart,vchartcsv,yahoo,ibdata,sierracsv,yahoocsv,btcsv,vcdata}, --csvformat {yahoocsv_unreversed,vchart,vchartcsv,yahoo,ibdata,sierracsv,yahoocsv,btcsv,vcdata}, -c {yahoocsv_unreversed,vchart,vchartcsv,yahoo,ibdata,sierracsv,yahoocsv,btcsv,vcdata}
+    --format {yahoocsv_unreversed,vchart,vchartcsv,yahoo,mt4csv,ibdata,sierracsv,yahoocsv,btcsv,vcdata}, --csvformat {yahoocsv_unreversed,vchart,vchartcsv,yahoo,mt4csv,ibdata,sierracsv,yahoocsv,btcsv,vcdata}, -c {yahoocsv_unreversed,vchart,vchartcsv,yahoo,mt4csv,ibdata,sierracsv,yahoocsv,btcsv,vcdata}
                           CSV Format
     --fromdate FROMDATE, -f FROMDATE
                           Starting date in YYYY-MM-DD[THH:MM:SS] format
diff --git a/tools/bt-run.py b/tools/bt-run.py
diff --git a/tools/rewrite-data.py b/tools/rewrite-data.py
@@ -39,6 +39,7 @@
     vcfile=bt.feeds.VChartFile,
     ibdata=bt.feeds.IBData,
     sierracsv=bt.feeds.SierraChartCSVData,
+    mt4csv=bt.feeds.MT4CSVData,
     yahoocsv=bt.feeds.YahooFinanceCSVData,
     yahoocsv_unreversed=bt.feeds.YahooFinanceCSVData,
     yahoo=bt.feeds.YahooFinanceData,
diff --git a/tools/yahoodownload.py b/tools/yahoodownload.py
