Init

Author: Saran33

contrib/samples/pair-trading/pair-trading.py

@@ -12,9 +12,9 @@
 import datetime
 
 # The above could be sent to an independent module
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 
 class PairTradingStrategy(bt.Strategy):

samples/analyzer-annualreturn/analyzer-annualreturn.py

@@ -25,10 +25,10 @@
 import datetime
 
 # The above could be sent to an independent module
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
-from backtrader.analyzers import (SQN, AnnualReturn, TimeReturn, SharpeRatio,
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
+from cytrader.analyzers import (SQN, AnnualReturn, TimeReturn, SharpeRatio,
                                   TradeAnalyzer)
 
 

samples/bidask-to-ohlc/bidask-to-ohlc.py

@@ -24,8 +24,8 @@
 import argparse
 import datetime
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
+import cytrader as bt
+import cytrader.feeds as btfeeds
 
 
 class St(bt.Strategy):

samples/bracket/bracket.py

@@ -25,7 +25,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class St(bt.Strategy):

samples/btfd/btfd.py

@@ -28,7 +28,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class ValueUnlever(bt.observers.Value):

samples/calendar-days/calendar-days.py

@@ -24,10 +24,10 @@
 import argparse
 import datetime
 
-import backtrader as bt
-import backtrader.indicators as btind
-import backtrader.feeds as btfeeds
-import backtrader.filters as btfilters
+import cytrader as bt
+import cytrader.indicators as btind
+import cytrader.feeds as btfeeds
+import cytrader.filters as btfilters
 
 
 def runstrat():

samples/calmar/calmar-test.py

@@ -25,7 +25,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class St(bt.SignalStrategy):

samples/cheat-on-open/cheat-on-open.py

@@ -24,7 +24,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class St(bt.Strategy):

samples/commission-schemes/commission-schemes.py

@@ -24,9 +24,9 @@
 import argparse
 import datetime
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 
 class SMACrossOver(bt.Strategy):

samples/credit-interest/credit-interest.py

@@ -26,7 +26,7 @@
 import datetime
 import itertools
 
-import backtrader as bt
+import cytrader as bt
 
 
 class SMACrossOver(bt.Signal):

samples/data-bid-ask/bidask.py

@@ -23,9 +23,9 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 
 class BidAskCSV(btfeeds.GenericCSVData):

samples/data-filler/data-filler.py

@@ -26,10 +26,10 @@
 import math
 
 # The above could be sent to an independent module
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.utils.flushfile
-import backtrader.filters as btfilters
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.utils.flushfile
+import cytrader.filters as btfilters
 
 from relativevolume import RelativeVolume
 

samples/data-filler/relativevolume.py

@@ -22,8 +22,8 @@
                         unicode_literals)
 
 
-import backtrader as bt
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.indicators as btind
 
 
 class RelativeVolume(bt.Indicator):

samples/data-multitimeframe/data-multitimeframe.py

@@ -23,12 +23,12 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
-from backtrader import ResamplerDaily, ResamplerWeekly, ResamplerMonthly
-from backtrader import ReplayerDaily, ReplayerWeekly, ReplayerMonthly
-from backtrader.utils import flushfile
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
+from cytrader import ResamplerDaily, ResamplerWeekly, ResamplerMonthly
+from cytrader import ReplayerDaily, ReplayerWeekly, ReplayerMonthly
+from cytrader.utils import flushfile
 
 
 class SMAStrategy(bt.Strategy):

samples/data-pandas/data-pandas-optix.py

@@ -23,8 +23,8 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
+import cytrader as bt
+import cytrader.feeds as btfeeds
 
 import pandas
 

samples/data-pandas/data-pandas.py

@@ -23,8 +23,8 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
+import cytrader as bt
+import cytrader.feeds as btfeeds
 
 import pandas
 

samples/data-replay/data-replay.py

@@ -23,9 +23,9 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 
 class SMAStrategy(bt.Strategy):

samples/data-resample/data-resample.py

@@ -23,8 +23,8 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
+import cytrader as bt
+import cytrader.feeds as btfeeds
 
 
 def runstrat():

samples/daysteps/daysteps.py

@@ -23,7 +23,7 @@
 
 import argparse
 
-import backtrader as bt
+import cytrader as bt
 
 
 class St(bt.Strategy):

samples/future-spot/future-spot.py

@@ -23,7 +23,7 @@
 
 import argparse
 import random
-import backtrader as bt
+import cytrader as bt
 
 
 # The filter which changes the close price

samples/gold-vs-sp500/gold-vs-sp500.py

@@ -29,7 +29,7 @@
 
 import scipy.stats
 
-import backtrader as bt
+import cytrader as bt
 
 
 class PearsonR(bt.ind.PeriodN):

samples/ib-cash-bid-ask/ib-cash-bid-ask.py

@@ -27,7 +27,7 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
-import backtrader as bt
+import cytrader as bt
 import datetime
 
 

samples/ibtest/ibtest.py

@@ -25,8 +25,8 @@
 import datetime
 
 # The above could be sent to an independent module
-import backtrader as bt
-from backtrader.utils import flushfile  # win32 quick stdout flushing
+import cytrader as bt
+from cytrader.utils import flushfile  # win32 quick stdout flushing
 
 
 class TestStrategy(bt.Strategy):

samples/kselrsi/ksignal.py

@@ -24,7 +24,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class TheStrategy(bt.SignalStrategy):

samples/lineplotter/lineplotter.py

@@ -24,7 +24,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class St(bt.Strategy):

samples/lrsi/lrsi-test.py

@@ -25,7 +25,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class St(bt.Strategy):

samples/macd-settings/macd-settings.py

@@ -26,7 +26,7 @@
 import datetime
 import random
 
-import backtrader as bt
+import cytrader as bt
 
 BTVERSION = tuple(int(x) for x in bt.__version__.split('.'))
 

samples/memory-savings/memory-savings.py

@@ -24,10 +24,10 @@
 import argparse
 import sys
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
-import backtrader.utils.flushfile
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
+import cytrader.utils.flushfile
 
 
 class TestInd(bt.Indicator):

samples/mixing-timeframes/mixing-timeframes.py

@@ -23,10 +23,10 @@
 
 import argparse
 
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
-import backtrader.utils.flushfile
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
+import cytrader.utils.flushfile
 
 
 class St(bt.Strategy):

samples/multi-copy/multi-copy.py

@@ -26,7 +26,7 @@
 import datetime
 import random
 
-import backtrader as bt
+import cytrader as bt
 
 
 class TheStrategy(bt.Strategy):

samples/multi-example/mult-values.py

@@ -25,7 +25,7 @@
 import argparse
 import datetime
 
-import backtrader as bt
+import cytrader as bt
 
 
 class TestSizer(bt.Sizer):

samples/multidata-strategy/multidata-strategy-unaligned.py

@@ -25,9 +25,9 @@
 import datetime
 
 # The above could be sent to an independent module
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 
 class MultiDataStrategy(bt.Strategy):

samples/multidata-strategy/multidata-strategy.py

@@ -25,9 +25,9 @@
 import datetime
 
 # The above could be sent to an independent module
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 
 class MultiDataStrategy(bt.Strategy):

samples/multitrades/mtradeobserver.py

@@ -23,7 +23,7 @@
 
 import math
 
-import backtrader as bt
+import cytrader as bt
 
 
 class MTradeObserver(bt.observer.Observer):

samples/multitrades/multitrades.py

@@ -26,9 +26,9 @@
 import itertools
 
 # The above could be sent to an independent module
-import backtrader as bt
-import backtrader.feeds as btfeeds
-import backtrader.indicators as btind
+import cytrader as bt
+import cytrader.feeds as btfeeds
+import cytrader.indicators as btind
 
 import mtradeobserver