importing 4 hour interval csv data
Sorry to resurrect an old topic but it is exactly what I am looking for
My understanding the compression is only to create (in this case) 4 hour data from smaller time frame data.
What if my raw/original data is 4 hour data. How can keep the time frame after importing?
Thanks so much in advance
Same as done in the thread you reference:
@ab_trader Definitely a step in the right direction! I've updated my code:
data = btfeeds.GenericCSVData( dataname='ada.csv', fromdate=datetime.datetime(2000, 1, 1), todate=datetime.datetime(2018, 12, 31), timeframe=bt.TimeFrame.Minutes, compression=240, nullvalue=0.0, dtformat=('%Y-%m-%d %H:%M:%S'), datetime=0, high=1, low=2, open=3, close=4, volume=-1, openinterest=-1 )
Dear Administrators, thanks for your response
I have read that thread before but I could not get it working and got confused at the same time.
The related codes seem to be the "timeframe=bt.TimeFrame.Minutes, compression=240"
From the wording and trials that I've done, I can only understand it as resampling minutes data into 4 hour data hence the 240 (4 hour = 240 minutes).
But what I am trying to do is that the raw csv data is 4 hour data from the very beginning. How to import it and keep the time/hour data? I cannot use minutes data because they are not available from the broker that I am using.
Thanks again for the response and hopefully there is more to come
Sorry you are confused. That code is loading a data feed and stating that it is made of price bars, with each bar representing
It is doing exactly what you asked for.
There is no resampling in that code. Data feeds do not resample anything. For how resampling is done see: Docs - Data Resampling
How to import it and keep the time/hour data?
You show absolutely no code, no data, so nobody can know what you are doing and why it isn't working
Thanks for your reply. I still haven't got it working as expected yet but at least now I am sure I am at the right direction. I am sure I can get it.
I figured it out. I had the datetime only: <datetime>, <open>, <so forth> instead of <datetime>, <time>, <open>,<so forth>