I'm trying to learn backtesting.py, when I run the following sample code, it pops up these errors, anyone could help? I tried to uninstall the Bokeh package and reinstall an older version, but it doen't work.
BokehDeprecationWarning: Passing lists of formats for DatetimeTickFormatter scales was deprecated in Bokeh 3.0. Configure a single string format for each scale
C:\Users\paul_\AppData\Local\Programs\Python\Python310\lib\site-packages\bokeh\models\formatters.py:399: UserWarning: DatetimeFormatter scales now only accept a single format. Using the first prodvided: '%d %b'
warnings.warn(f"DatetimeFormatter scales now only accept a single format. Using the first prodvided: {fmt[0]!r} ")
BokehDeprecationWarning: Passing lists of formats for DatetimeTickFormatter scales was deprecated in Bokeh 3.0. Configure a single string format for each scale
C:\Users\paul_\AppData\Local\Programs\Python\Python310\lib\site-packages\bokeh\models\formatters.py:399: UserWarning: DatetimeFormatter scales now only accept a single format. Using the first prodvided: '%m/%Y'
warnings.warn(f"DatetimeFormatter scales now only accept a single format. Using the first prodvided: {fmt[0]!r} ")
GridPlot(id='p11925', ...)
import bokeh
import datetime
import pandas_ta as ta
import pandas as pd
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
# Do as much initial computation as possible
def init(self):
self.rsi = self.I(ta.rsi, pd.Series(self.data.Close), self.rsi_window)
# Step through bars one by one
# Note that multiple buys are a thing here
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()
bt.plot()
