Bulk loading tickers
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Hi, I'm new to backtrader and trying to load a full set of ticker history via QuandlCSV. It appears to assume one ticker per file. Is there something I'm missing? I can't see anything relevant in the docs. My shell output is below.
Jamess-MBP:bt $ tail EOD_quandl.csv
ZZZ,2017-08-22,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-23,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-24,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-25,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-28,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-29,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-30,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-08-31,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-09-01,0.01,0.01,0.01,0.01,0.0,0.0,1.0,0.01,0.01,0.01,0.01,0.0
ZZZ,2017-09-05,0.01,0.01,0.01,0.01,100.0,0.0,1.0,0.01,0.01,0.01,0.01,100.0
Jamess-MBP:bt $ python
Python 3.7.0 (default, Jun 28 2018, 07:39:16)
[Clang 4.0.1 (tags/RELEASE_401/final)] :: Anaconda, Inc. on darwin
Type "help", "copyright", "credits" or "license" for more information.import backtrader as bt
c = bt.cerebro.Cerebro()
f = bt.feeds.QuandlCSV(dataname="./EOD_quandl.csv")
c.adddata(f)
<backtrader.feeds.quandl.QuandlCSV object at 0x10ef236a0>
c.run()
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/anaconda3/lib/python3.7/site-packages/backtrader/cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "/anaconda3/lib/python3.7/site-packages/backtrader/cerebro.py", line 1212, in runstrategies
data.preload()
File "/anaconda3/lib/python3.7/site-packages/backtrader/feed.py", line 688, in preload
while self.load():
File "/anaconda3/lib/python3.7/site-packages/backtrader/feed.py", line 479, in load
_loadret = self._load()
File "/anaconda3/lib/python3.7/site-packages/backtrader/feed.py", line 710, in _load
return self._loadline(linetokens)
File "/anaconda3/lib/python3.7/site-packages/backtrader/feeds/quandl.py", line 99, in _loadline
dt = date(int(dttxt[0:4]), int(dttxt[5:7]), int(dttxt[8:10]))
ValueError: invalid literal for int() with base 10: 'A' -
@asjem said in Bulk loading tickers:
It appears to assume one ticker per file
It's not an assumption. It doesn't even assume you have a ticker name in your csv file.
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@backtrader thanks, let me rephrase the question. Can I load that format (ticker as first column) with QuandlCSV, or do I need to do something bespoke?
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@asjem said in Bulk loading tickers:
@backtrader thanks, let me rephrase the question. Can I load that format (ticker as first column) with QuandlCSV, or do I need to do something bespoke?
If that format has several tickers, which is what you seem to imply in your first comment, the best approach would be to:
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Load the csv with
pandasand the methodread_csv -
For each ticker you want as a data feed: slice using the the ticker name
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Load the slice with
PandasData
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@backtrader Thanks for the quick reply! I'll try that work around. Just a bit surprised it isn't supported by default since its a very common format to start with. Thanks
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backtrader isn't
pandas. The data feeds are a completely different abstraction.