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Problem with compression on data
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Hi,
I am loading minute data from a CSV file
e.g.20200525 000000;0.653390;0.653440;0.653380;0.653380;0 20200525 000100;0.653390;0.653390;0.653370;0.653380;0 20200525 000200;0.653370;0.653380;0.653370;0.653370;0 20200525 000300;0.653370;0.653380;0.653370;0.653370;0
my load data looks like:
data = bt.feeds.GenericCSVData(dataname='./datas/test.csv', timeframe=bt.TimeFrame.Minutes, compression=60, dtformat=('%Y%m%d %H%M%S'), separator=';', datetime=0, open=1, high=2, low=3, close=4, volume=-1, openinterest=-1 )
but it is not running in hours
e.g. output i get when showing date time in the strategy is:
2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T05:44:00 2020-05-27T09:26:00 2020-05-27T09:26:00 2020-05-27T09:26:00
I don't understand what its doing?
Thanks
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@dracount said in Problem with compression on data:
compression=60
It seems your data is
timeframe=bt.TimeFrame.Minutes
andcompression=1
and not 60.If you'd like to get the 60 minutes bars you need to resample. See here: https://www.backtrader.com/docu/data-resampling/data-resampling/
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@vladisld Thank you!
So is compression only used when resampling data? not when reading first from the csv?