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What is the format of datetime in btcsvData?



  • @backtrader I am running btrun. The format of datetime is "%YYYY-%mm-%dd %HH:%MM:%SS" or "%YYYY-%mm-%ddT%HH:%MM:%SS", I used minutes level data, the datetime of first line is "2016-06-01T00:01:00", but the stanstat result display the datetime is "%YYYY-%mm-%dd 23:59:59.999989".

    Id,bitfinex_BTCUSD_min_20160601_20160803_2,len,datetime,open,high,low,close,volume,openinterest,TestStrategy,len,datetime,Broker,len,cash,value,BuyS
    ell,len,buy,sell,Trades - Net Profit/Loss,len,pnlplus,pnlminus
    1,bitfinex_BTCUSD_min_20160601_20160803_2,1,2016-06-01 23:59:59.999989,530.68,530.69,530.68,530.69,5.16764001,7.7e-05,TestStrategy,1,736116.99999999
    99,Broker,1,10000.0,10000.0,BuySell,1,,,Trades - Net Profit/Loss,1,,
    
    code_text
    

    What is the format of datetime in btcsvData?


  • administrators

    Your problem is timeframe and compression, not being specified.



  • My script is:

     btrun --csvformat btcsv \
           --data bitfinex_BTCUSD_min_20160601_20160803_2.csv \
            --cash 10000 \
            --commission 0.0035 \
            --margin 10000 \
            --cerebro  \
            --strategy ema_mean_reversion_strategy.py:TestStrategy:printlog=True,emaperiod=747,upper=31,lower=-28,trailpercent=12 \
             --fromdate 2016-06-01T00:01:00 \
             --todate 2016-08-03T02:02:00 \
             --analyzer :SharpeRatio \
             --writer csv=True > ~/Python-for-Finance1/automate_backtest_result.csv \
             --timeframe minutes \
             --compression 1
    
    

    My csv file is:

    Datetime,Open,High,Low,Close,Volume,openinterest
    2016-06-01T00:01:00,530.68,530.69,530.68,530.69,5.16764001,7.7e-05
    
    

    the result is the same.
    I understanded the reason. the datetime column should be split to date and time columns. the datetime in result is correct.


  • administrators

    Went back to the drawing board and checked the format for BacktraderCSVData

    • Date,Time,Open,High,Low,Close,Volume;OpenInterest

    Where date has to look like this:

    • YYYY-MM-DD (the separator can actually be anything)

    And time has to look like this:

    • HH:MM:SS (again, the separator can be anything)

    GenericCSVData was not there when btrun was written. Write a short script and use it.



  • Thank you very much.


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