code: def runstrategy():
      args = parse_args()
  
      # Create a cerebro
      cerebro = bt.Cerebro()
  
      # Get the dates from the args
      fromdate = datetime.datetime.strptime(args.fromdate, "%Y-%m-%d")
      todate = datetime.datetime.strptime(args.todate, "%Y-%m-%d")
  
      # Create the 1st data
      data0 = btfeeds.YahooFinanceCSVData(
          dataname=args.data0, fromdate=fromdate, todate=todate
      )
  
      # Add the 1st data to cerebro
      cerebro.adddata(data0)
  
      # Create the 2nd data
      data1 = btfeeds.YahooFinanceCSVData(
          dataname=args.data1, fromdate=fromdate, todate=todate
      )
  
      # Add the 2nd data to cerebro
      cerebro.adddata(data1)
  
      # Add the strategy
      cerebro.addstrategy(
          MultiDataStrategy, period=args.period, stake=args.stake
      )
  
      # Add the commission - only stocks like a for each operation
      cerebro.broker.setcash(args.cash)
  
      # Add the commission - only stocks like a for each operation
      cerebro.broker.setcommission(commission=args.commperc)
  
      # And run it
      cerebro.run(
          runonce=not args.runnext,
          preload=not args.nopreload,
          oldsync=args.oldsync,
      )
  
      # Plot if requested
      if args.plot:
          cerebro.plot(numfigs=args.numfigs, volume=False, zdown=False)
  
file_path: backtrader/samples/multidata-strategy/multidata-strategy-unaligned.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import argparse
  import datetime
  import backtrader
  import backtrader.feeds
  import backtrader.indicators
label_desc: Use image node_id 1 for calling a global function with example usage: runstrategy() without return types