What is the format of datetime in btcsvData?

[franklili]

@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?

[backtrader]

Your problem is timeframe and compression, not being specified.

[franklili]

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.

[backtrader]

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.

[franklili]

Thank you very much.