from multiprocessing import set_start_method
from backtesting import Strategy, Backtest
from backtesting.lib import resample_apply
import talib as ta
class TestStra(Strategy):
 RSI_level = 30
 SO_level = 30
 # MACD mode: macd=0, macdSignal=1, macdHist=2
 MACD_mode=2
 # SO mode: k=0, d=1
 SO_mode = 1
 set_start_method = 'spawn'
 
 def init(self):
 # Call Indicators
 self.MACD = self.I(ta.MACD, self.data.Close)
 self.MACD = self.MACD[self.MACD_mode]
 self.SO = self.I(ta.STOCH,self.data.High,self.data.Low,self.data.Close)
 self.SO = self.SO[self.SO_mode]
 
 def next(self):
 
 if (self.position.is_long and
 self.MACD[-1] > 0 and
 self.MACD[-2] > self.MACD[-1]):
 self.position.close()
 elif (self.position.is_short and
 self.MACD[-1] < 0 and
 self.MACD[-2] < self.MACD[-1]):
 self.position.close()
 elif self.SO[-1] < self.SO_level :
 self.buy()
 elif self.SO[-1] > (100-self.SO_level):
 self.sell()
from backtesting.test import EURUSD
backtest = Backtest(EURUSD, TestStra, cash= 1000, margin=0.03)
stats, heatmap = backtest.optimize(
 RSI_level=range(10, 50, 5),
 SO_level=range(10, 50, 5),
 maximize='Equity Final [$]',
 max_tries=200,
 random_state=0,
 return_heatmap=True)
print(backtest.run())