from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA, GOOG
import talib as ta
# MACD
def macd_macd(close, n1, n2, ns):
 macd, macdsignal, macdhist = ta.MACD(close, fastperiod=n1, slowperiod=n2, signalperiod=ns)
 return macd
def macd_signal(close, n1, n2, ns):
 macd, macdsignal, macdhist = ta.MACD(close, fastperiod=n1, slowperiod=n2, signalperiod=ns)
 return macdsignal
def macd_hist(close, n1, n2, ns):
 macd, macdsignal, macdhist = ta.MACD(close, fastperiod=n1, slowperiod=n2, signalperiod=ns)
 return macdhist
class SmaCross(Strategy):
 n1 = 10
 n2 = 20
 fast = 12
 slow = 26
 signal = 9
 def init(self):
 close = self.data.Close
 self.sma1 = self.I(SMA, close, self.n1)
 self.sma2 = self.I(SMA, close, self.n2)
 
 self.macd_ = macd_macd(close, self.fast, self.slow, self.signal)
 self.macdsignal_ = macd_signal(close, self.fast, self.slow, self.signal)
 
 self.macd, self.macdsignal = self.I(lambda: (self.macd_, self.macdsignal_), name="MACD")
 self.macdhist = self.I(macd_hist, close, self.fast, self.slow, self.signal, name="MACD Histgram")
 
 def next(self):
 if crossover(self.sma1, self.sma2):
 self.buy()
 elif crossover(self.sma2, self.sma1):
 self.sell()
bt = Backtest(GOOG, SmaCross,
 cash=10000, commission=.002,
 exclusive_orders=True)
output = bt.run()
bt.plot()