resample is not working

thrall chen

![alt text](image url)

I'm tring to resmaple 1 minute bar to 10 minutes, but the line not update after resampled

thrall chen

The output

backtrader

RESAMPLE IS WORKING. When your 1-min gets to 16:00:00 (from 15:59:00) the 10-min resampled data moves from 15:50:00 to 16:00:00.

And every 10 minutes, history repeats itself.

As expected.

Note: I imagine there is a world conspiracy somewhere and I missed it by virtue of age. Because pasting images it is a lot more difficult than pasting text, which can quoted.

thrall chen

@backtrader

class MyCSVData(bt.feeds.GenericCSVData):
    def _loadline(self, linetokens):
        itoken = iter(linetokens)

        dttxt = next(itoken)  # Format is YYYY-MM-DD - skip char 4 and 7
        dt = bt.date2num(datetimeParser.parse(dttxt))

        self.lines.datetime[0] = dt
        self.lines.open[0] = float(next(itoken))
        self.lines.high[0] = float(next(itoken))
        self.lines.low[0] = float(next(itoken))
        self.lines.close[0] = float(next(itoken))
        self.lines.volume[0] = float(next(itoken))
        self.lines.openinterest[0] = 0
        return True


class Test(bt.Strategy):
    def next(self):
        print(bt.num2date(self.data.datetime[0]), self.data.close[0], '      ' , bt.num2date(self.data1.datetime[0]), self.data1.close[0])

cerebro = bt.Cerebro()
cerebro.broker.set_cash(15000000)
csv = '20181010-1013.csv'
# data0 = MyCSVData(dataname=csv, timeframe=bt.TimeFrame.Minutes)
data0 = bt.feeds.GenericCSVData(dataname=csv, timeframe=bt.TimeFrame.Minutes, openinterest=-1)

cerebro.adddata(data0)
# cerebro.adddata(data1)
cerebro.resampledata(data0, compression=10, timeframe=bt.TimeFrame.Minutes)

The datetime looks the same. And i had try rightedge=False when calling resample, But the results have not changed.

Thanks for your help!

thrall chen

The 10 minutes bar always equals to the first 1 minutes bar, open close high low and volume all are not updated.

I don't know where there is the problem, I have been delayed by this problem for 2 days.

backtrader

A bar can only be resampled when the period is complete. The bar does not equal the first 1-minute bar. The timestamp is the same until the next resample cycle is complete.

It would seem you are looking for replay, which is something different. Take a break and try to understand the concepts.