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Multiple Symbols in one CSV file



  • Hi All. I know this may sound very easy but does anyone have any idea how to load multiple symbols with multiple time frames from only one csv file? I have been looking around for a while now and I cant seem to find a suitable example for this application. I usually come across examples using either an external feed and/or multiple symbols coming from different files. Im a bit new to this library and it would be very helpful for me to at least load my own data so that I can start exploring more of the library. please see below sample format (it has more symbols/timeframe in the csv file.

    $FORMAT  Ticker,Date_YMD,Time,Open,High,Low,Close,Volume
    ETHBTC,2020-01-01,08:00:00,0.01795400,0.01796900,0.01792000,0.01795700,2000.67400000
    ETHBTC,2020-01-01,09:00:00,0.01795800,0.01810500,0.01794500,0.01810500,4823.82000000
    DNTETH,2020-01-10,22:00:00,0.00003640,0.00003683,0.00003640,0.00003683,1797.00000000
    DNTETH,2020-01-10,23:00:00,0.00003615,0.00003615,0.00003547,0.00003554,358291.00000000
    DNTETH,2020-01-11,00:00:00,0.00003561,0.00003576,0.00003544,0.00003544,37519.00000000
    


  • Are you expecting multiple time frames for the same symbol to be in the same CSV file ? ( in that case how do you know which time frame each line is associated with ?



  • I think the easiest way is to separate tickets with the external script and get set of files/DatsFrames suitable for bt. Otherwise it requires writing of the new data feed class.


  • administrators

    Your best approach:

    • Load it with pandas.read_csv

    • Separate by symbol by using, for example, the clause where (that is, you create a mask that considers only the name of a ticker)

    • Write the result of each mask to a separate csv file.

    The last step can actually be forfeited, because you end up with several pandas.DataFrames which can be directly fed to cerebro via PandasData


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