import datetime
import pandas_ta as ta
import pandas as pd
import seaborn as sns
from backtesting import Backtest
from backtesting import Strategy
from backtesting.lib import crossover
from backtesting.test import GOOG
class RsiOscillator(Strategy):
 upper_bound = 70
 lower_bound = 30
 rsi_window = 14
 def init(self):
 self.rsi = self.I(ta.rsi, pd.Series(self.data.Close), self.rsi_window)
 def next(self):
 if crossover(self.rsi, self.upper_bound):
 self.position.close()
 elif crossover(self.lower_bound, self.rsi):
 self.buy()
bt = Backtest(GOOG, RsiOscillator, cash=10_000, commission=.002)
stats = bt.run()
stats, heatmap = bt.optimize(
 upper_bound = range(50,85,5),
 lower_bound = range(15,45,5),
 rsi_window = range(10,30,2),
 maximize='Equity Final [$]',
 return_heatmap=True)
hm = heatmap.groupby(["upper_bound","lower_bound"]).mean().unstack()
sns.heatmap(hm, cmap="plasma")
plt.show()