Error with MT5 CSV file read

Eduardo Menges Mattje

Hi,

I'm trying to implement a strategy I took from Backtest Rookies to work with a MT5 CSV file, but it seems that it was unable to break the CSV into columns.

I get the error ValueError: time data 'ÿþ2\x000\x001\x008\x00.\x000\x001\x00.\x000\x001\x00 \x000\x000\x00:\x000\x000\x00' does not match format '%Y.%m.%d %H:%M', even tough the dtformat is right.

This is the code that I'm trying to run:

import backtrader as bt
from datetime import datetime


class firstStrategy(bt.Strategy):
    params = (
        ('period', 21),
    )

    def __init__(self):
        self.rsi = bt.indicators.RSI_SMA(self.data.close, period=self.params.period)

    def next(self):
        if not self.position:
            if self.rsi < 30:
                self.buy(size=100)
        else:
            if self.rsi > 70:
                self.sell(size=100)


# Variable for our starting cash
startcash = 10000

# Create an instance of cerebro
cerebro = bt.Cerebro()

# Add our strategy
cerebro.addstrategy(firstStrategy, period=14)

data = bt.feeds.GenericCSVData(
    dataname='ETHUSDH2.csv',
    fromdate=datetime(2019, 1, 1, 0, 0),
    todate=datetime(2020, 1, 1, 0, 0),
    headers=False,
    separator=",",
    volume=6,
    openinterest=-1,
    dtformat=('%Y.%m.%d %H:%M'),
)

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

# Set our desired cash start
cerebro.broker.setcash(startcash)

# Run over everything
cerebro.run()

# Get final portfolio Value
portvalue = cerebro.broker.getvalue()
pnl = portvalue - startcash

# Print out the final result
print('Final Portfolio Value: ${}'.format(portvalue))
print('P/L: ${}'.format(pnl))

# Finally plot the end results
cerebro.plot(style='candlestick')

This is the CSV file: https://pastebin.com/GMBpdV2P

vladisld

Tried to run your code and it seems to work just fine with the csv file you've provided.

How did you download the file - there are several options ( raw, download, ...) - I was using just 'download'

Eduardo Menges Mattje

I generated the file with MetaTrader 5.
Now I tested what you did, downloading the file and it worked (???).
Maybe I can't use the original MT5 file because of protection issues, but I'm not certain. Copying the text and placing it into another file seems to fix it.
Anyway, it's working now. Thanks!