tvfetch-backtest

tvfetch-backtest

Backtesting-focused data fetching. When saving data, always asks which framework the user targets and provides framework-specific code snippets.

Behavior

1. Fetch OHLCV bars via scripts/lib/fetch.py
2. When saving or exporting, ask: Which backtesting framework?
   • backtrader
   • freqtrade
   • vectorbt
3. Output data in the framework's expected format with a ready-to-run code snippet

Framework Formats

backtrader

Save as CSV with columns: datetime,open,high,low,close,volume,openinterest

import backtrader as bt

class MyStrategy(bt.Strategy):
    def __init__(self):
        self.sma = bt.indicators.SimpleMovingAverage(self.data.close, period=20)

    def next(self):
        if self.data.close[0] > self.sma[0] and not self.position:
            self.buy()
        elif self.data.close[0] < self.sma[0] and self.position:
            self.sell()

cerebro = bt.Cerebro()
data = bt.feeds.GenericCSVData(
    dataname='{{FILE_PATH}}',
    dtformat='%Y-%m-%d',
    datetime=0, open=1, high=2, low=3, close=4, volume=5, openinterest=6
)
cerebro.adddata(data)
cerebro.run()
cerebro.plot()

freqtrade

Save as JSON in freqtrade's OHLCV format:

# Place in user_data/data/{{EXCHANGE}}/{{PAIR}}-{{TIMEFRAME}}.json
# Format: [[timestamp_ms, open, high, low, close, volume], ...]

# freqtrade backtesting command:
# freqtrade backtesting --strategy MyStrategy --timerange 20240101-20250101

vectorbt

Save as CSV, load with pandas:

import vectorbt as vbt
import pandas as pd

df = pd.read_csv('{{FILE_PATH}}', index_col='datetime', parse_dates=True)
close = df['close']

# Example: SMA crossover
fast_ma = vbt.MA.run(close, window=10)
slow_ma = vbt.MA.run(close, window=30)

entries = fast_ma.ma_crossed_above(slow_ma)
exits = fast_ma.ma_crossed_below(slow_ma)

pf = vbt.Portfolio.from_signals(close, entries, exits, init_cash=10000)
print(pf.stats())

Intent Parsing

User says	Action
BTC for backtrader	Fetch 1D 365 bars, save as backtrader CSV
AAPL 1h 1000 vectorbt	Fetch 60m 1000 bars, save as vectorbt CSV
get ETH data	Fetch, then ask which framework before saving
backtest BTC sma crossover	Fetch, save, generate strategy skeleton

Rules

• Always ask which framework before saving (unless already specified).
• Include the framework code snippet with the correct file path filled in.
• Default: 1D timeframe, 365 bars (one year of daily data).
• For freqtrade, use millisecond timestamps. For others, use ISO dates.
• If the user mentions a strategy, generate a minimal working skeleton for that framework.