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    What is the format of datetime in btcsvData?

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    • F
      franklili last edited by 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?

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      • B
        backtrader administrators last edited by

        Your problem is timeframe and compression, not being specified.

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        • F
          franklili last edited by 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.

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          • B
            backtrader administrators last edited by

            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.

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            • F
              franklili last edited by

              Thank you very much.

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