InfluxDB and Backtrader

[RandyT]

@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.

[jaikumarm]

thanks for posting this, will try the PR's over the weekend and let you know my experience.

[backtrader]

The Pull Requests for InfluxDB have been integrated in the main release 1.9.30.111 (the dependencies have been rewritten as frompackages directives)