3. Issue with using fromdate, todate and csv data
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Issue with using fromdate, todate and csv data


  • I'm having trouble outputting data when using fromdate and todate for anything less than 11 months of data from a csv.

    It doesn't return/output at all with my test script below unless I set it to 11 months or more.

    My test strategy:

    from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])

# Import the backtrader platform
import backtrader as bt

# Create a Stratey
class TestStrategy(bt.Strategy):

    def next(self):
        print(self.data.close[0])


if __name__ == '__main__':

    # Setup Cerebro
    cerebro = bt.Cerebro(tradehistory=True,oldbuysell=True)
    cerebro.broker.setcash(10000.0)
    cerebro.broker.setcommission(commission=0)
    modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
    datafile = os.path.join(modpath, 'data/gbpusd-1m.csv')

    # Add a strategy
    cerebro.addstrategy(TestStrategy)

    # Create a Data Feed
    data = bt.feeds.GenericCSVData(
        timeframe=bt.TimeFrame.Minutes,
        compression=1,
        dataname=datafile,
        fromdate=datetime.datetime(2002, 1, 1),
        todate=datetime.datetime(2002, 6, 1),
        dtformat=('%Y-%m-%d %H:%M:%S'),
        datetime=0,
        high=2,
        low=3,
        open=1,
        close=4,
        volume=5,
        openinterest=-1)

    # Add the Data Feed to Cerebro
    cerebro.adddata(data)

    # Run strategy
    result = cerebro.run(runonce=False)

    Here is a sample of my data:

    date,open,high,low,close,volume
2002-10-21 01:00:00,1.55035,1.55035,1.5503,1.5503,0
2002-10-21 01:01:00,1.55035,1.55035,1.5503,1.5503,0
2002-10-21 01:02:00,1.55035,1.55035,1.5503,1.5503,0
2002-10-21 01:03:00,1.55035,1.55035,1.5503,1.5503,0
2002-10-21 01:04:00,1.5502,1.5502,1.55015,1.55015,0
2002-10-21 01:05:00,1.54975,1.54995,1.54965,1.54985,0
2002-10-21 01:06:00,1.54995,1.55005,1.54985,1.55,0
2002-10-21 01:07:00,1.54995,1.54995,1.5497,1.5497,0
2002-10-21 01:08:00,1.54955,1.5496,1.54945,1.54945,0
2002-10-21 01:09:00,1.54935,1.54945,1.54935,1.54945,0
2002-10-21 01:10:00,1.54945,1.54945,1.54935,1.54945,0
2002-10-21 01:11:00,1.5495,1.54955,1.54935,1.54955,0
2002-10-21 01:12:00,1.5495,1.5495,1.5495,1.5495,0
2002-10-21 01:13:00,1.54955,1.54955,1.5495,1.5495,0
2002-10-21 01:14:00,1.54955,1.54955,1.54955,1.54955,0
2002-10-21 01:15:00,1.54955,1.54955,1.54955,1.54955,0
2002-10-21 01:16:00,1.5495,1.54955,1.5495,1.5495,0
2002-10-21 01:17:00,1.5494,1.54945,1.5494,1.5494,0
2002-10-21 01:18:00,1.5494,1.54945,1.5494,1.5494,0
2002-10-21 01:19:00,1.5493,1.5493,1.5492,1.5492,0
2002-10-21 01:20:00,1.5494,1.5495,1.5494,1.5494,0
2002-10-21 01:21:00,1.5493,1.5494,1.5493,1.5493,0
2002-10-21 01:22:00,1.54945,1.54945,1.54885,1.5490000000000002,0
2002-10-21 01:23:00,1.54885,1.5489,1.54875,1.5488,0
2002-10-21 01:24:00,1.54895,1.5490000000000002,1.54885,1.5489,0
2002-10-21 01:25:00,1.5488,1.5488,1.5488,1.5488,0
2002-10-21 01:26:00,1.5489,1.5489,1.5487,1.54875,0
2002-10-21 01:27:00,1.5487,1.54875,1.5487,1.54875,0
2002-10-21 01:28:00,1.5486,1.54865,1.54835,1.5484,0
2002-10-21 01:29:00,1.5485,1.54855,1.5484,1.5484,0
2002-10-21 01:30:00,1.5483,1.54835,1.54805,1.54805,0
2002-10-21 01:31:00,1.54805,1.5484,1.54805,1.5483,0
2002-10-21 01:32:00,1.5483,1.54835,1.5483,1.5483,0
2002-10-21 01:33:00,1.5482,1.54825,1.54815,1.5482,0
2002-10-21 01:34:00,1.54825,1.54825,1.54815,1.54825,0
2002-10-21 01:35:00,1.54815,1.5482,1.5481,1.54815,0
2002-10-21 01:36:00,1.54795,1.548,1.54775,1.54785,0

    Thanks!

    0
  • B
    administrators

    It should be very difficult to have any output with the things shown above combined.

    @Eddy-Bennett said in Issue with using fromdate, todate and csv data:

            fromdate=datetime.datetime(2002, 1, 1),
        todate=datetime.datetime(2002, 6, 1),

    Filter between Jan-June (1st of June)

    And the data

    @Eddy-Bennett said in Issue with using fromdate, todate and csv data:

    date,open,high,low,close,volume
2002-10-21 01:00:00,1.55035,1.55035,1.5503,1.5503,0
2002-10-21 01:01:00,1.55035,1.55035,1.5503,1.5503,0

    starts 21 days already in October.

    1

  • Ah well now I feel stupid lol. Thanks for pointing that out, I thought I had bought the entire years worth of data but it would appear not!

    0
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