update backtrader test script

add bollinger band strategy
add eth-usd data

algorithms/bollinger_bands.py

@@ -1,3 +1,4 @@
+import backtrader as bt
 from talib import BBANDS
 from price import get_periods, get_max_periods
 
@@ -18,3 +19,21 @@ def signal(prices, data):
 		return 'buy', 0.5
 
 	return 'no_action', 0
+
+class Strategy(bt.Strategy):
+	params = (('timeperiod', 20), ('nbdev', 2.0))
+
+	def __init__(self):
+		indicator = bt.talib.BBANDS(self.data.close,
+		                            timeperiod=self.p.timeperiod,
+		                            nbdevup=self.p.nbdev,
+		                            npdevdn=self.p.nbdev)
+
+		self.close_over_upper_band = self.data.close > indicator.upperband
+		self.close_under_lower_band = self.data.close < indicator.lowerband
+
+	def next(self):
+		if self.close_over_upper_band:
+			self.sell()
+		elif self.close_under_lower_band:
+			self.buy()