marketstore * new data feed integration

blonc

i am integrating a new data feed called marketstore (both historical and real time), there is a python interface called pymarketstore I have attached a very simplified version bellow in terms of hoping someone can easily follow the code. However I seem to be running into a basic error that has me.

the code does work when testing it outside of backtrader. the error I get is at the bottom, which to me makes no sense because because I have tested the date2num function on the data and it works fine.

date2num(datetime.datetime.fromtimestamp(1527973080))
output>> 736847.5819444444

import backtrader as bt
from backtrader import date2num
import backtrader.feed as feed
import datetime
import pymarketstore as pymkts


class MarketStore(feed.DataBase):

    params = (
        ('host', '127.0.0.1'),
        ('port', '5993'),
        ('symbol', None),
        ('timeframe', None),
        ('startdate', ''),
        ('high', 'High'),
        ('low', 'Low'),
        ('open', 'Open'),
        ('close', 'Close'),
        ('volume', 'Volume'),
    )



    def start(self):
        super(MarketStore, self).start()

        self.ndb = pymkts.Client('http://{host}:{port}/rpc'.format(
            host=self.p.host,
            port=self.p.port
        ))

        # The query could already consider parameters like fromdate and todate
        # to have the database skip them and not the internal code

        qstr = pymkts.Params(self.p.symbol, self.p.timeframe, 'OHLCV')

        dbars = list(self.ndb.query(qstr).first().array)

        self.biter = iter(dbars)

    def _load(self):
        try:
            bar = next(self.biter)
        except StopIteration:
            return False

        self.l.datetime[0] = date2num(datetime.datetime.fromtimestamp(bar[0]))
        self.l.open[0] = bar[1]
        self.l.high[0] = bar[2]
        self.l.low[0] = bar[3]
        self.l.close[0] = bar[4]
        self.l.volume[0] = bar[5]

        return True

ERROR on RUN

      File "datafeed_T.py", line 47, in <module>
               runstrat()
             File "datafeed_T.py", line 40, in runstrat
               results = cerebro.run()
             File "/home/mathew/anaconda3/envs/backtrader/lib/python3.4/site-packages/backtrader/cerebro.py", line 1127, in run
               runstrat = self.runstrategies(iterstrat)
             File "/home/mathew/anaconda3/envs/backtrader/lib/python3.4/site-packages/backtrader/cerebro.py", line 1207, in runstrategies
               data._start()
             File "/home/mathew/anaconda3/envs/backtrader/lib/python3.4/site-packages/backtrader/feed.py", line 206, in _start
               self._start_finish()
             File "/home/mathew/anaconda3/envs/backtrader/lib/python3.4/site-packages/backtrader/feed.py", line 183, in _start_finish
               self.fromdate = self.date2num(self.p.fromdate)
             File "/home/mathew/anaconda3/envs/backtrader/lib/python3.4/site-packages/backtrader/feed.py", line 247, in date2num
               return date2num(dt)
             File "/home/mathew/anaconda3/envs/backtrader/lib/python3.4/site-packages/backtrader/utils/dateintern.py", line 216, in date2num
               base = float(dt.toordinal())
           AttributeError: 'str' object has no attribute 'toordinal'

if needed for reference this is what the output of dbars looks like

    dbars = [(1527972900, 7635.0, 7635.01, 7635.0, 7635.01, 2.6346132199999994),
     (1527972960, 7635.0, 7635.0, 7630.0, 7630.01, 2.3528064599999996),
     (1527973020, 7630.58, 7630.58, 7627.0, 7627.0, 7.306953420000004),
     (1527973080, 7627.0, 7627.0, 7615.0, 7615.0, 15.73571176999999),
     (1527973140, 7615.0, 7615.01, 7615.0, 7615.01, 5.795549140000001),
     (1527973200, 7615.0, 7630.58, 7615.0, 7630.58, 4.835156190000001),
     (1527973260, 7630.57, 7630.57, 7626.0, 7626.01, 1.85923574),
     (1527973320, 7626.0, 7626.0, 7621.54, 7621.54, 0.7277),
     (1527973380, 7621.55, 7621.87, 7621.55, 7621.87, 1.2915719699999997),
     (1527973440, 7621.86, 7623.22, 7621.86, 7623.22, 0.5715000000000001)]

blonc

the issue seems to be with the date2num function . I have converted my array of epoch back into datetime objects and it seems to pass fine through the function. However, i still get the same error in backtrader. I updated the code as followed :

 self.l.datetime[0] = date2num(datetime.datetime.utcfromtimestamp(int(bar[0])))

blonc

an example of it passing through function fine but with in backtrader still the error of AttributeError: 'str' object has no attribute 'toordinal'

    import math
    import datetime
    from backtrader import date2num
    
    bars = [(1527991500, 7635.41, 7635.41, 7635.41, 7635.41, 0.13048232),
     (1527991560, 7635.4, 7635.41, 7635.4, 7635.41, 0.3689),
     (1527991620, 7635.41, 7635.41, 7635.41, 7635.41, 3.5814399599999995),
     (1527991680, 7635.41, 7635.41, 7635.41, 7635.41, 1.41122419),]
    
    biter = iter(bars)
    bar = next(biter)
    
    date2num(datetime.datetime.utcfromtimestamp(int(bar[0])))

blonc

SOLVED

the fromdate with in the datafeed initialize was a integer and needed to be a datetime object . IE datetime.date(2018, 6, 1)