InfluxDB and Backtrader
RandyT last edited by
@jaikumarm Starting this new thread so as not to clutter up the other with unrelated discussion.
I've submitted the following PRs to backtrader and I know that @backtrader is working to get to a point where he can merge them.
The first is the InfluxDBfeed support: https://github.com/mementum/backtrader/pull/257
The second provides some scripts for importing data: https://github.com/mementum/backtrader/pull/268
I've been downloading from DTN and staging in local compressed pickle files before doing imports into InfluxDB. I've taken the couple of scripts I have created and instead created a script to import directly from CSV files, and another I just added that pulls directly from DTN and puts the data in minute timeframe into the InfluxDB. Both scripts are lightly tested given they are derivatives of what I have been doing, but they seem to pass a basic smoke test. Once merged into backtrader, I would appreciate any PRs to improve them.
I did not use pyiqfeed in these scripts as it seemed like overkill for the basic operations I am doing in them. As mentioned, I think pyiqfeed will become very useful if we take the steps to create a live data feed connector for DTN.
thanks for posting this, will try the PR's over the weekend and let you know my experience.
The Pull Requests for
InfluxDBhave been integrated in the main release
188.8.131.52(the dependencies have been rewritten as