3. Issues getting raw values from downloaded file.
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Issues getting raw values from downloaded file.

  • R

    I have downloaded from Yahoo Finance the data available for Symbol M for Macy's. I have set up the data feed to use YahooFinanceCSVData:

     # Create a Data Feed
    data = bt.feeds.YahooFinanceCSVData(
        dataname=datapath,
        # Do not pass values before this date
        fromdate=datetime.datetime(1992,2,1),
        # Do not pass values after this date
        todate=datetime.datetime(1992,2,20),
        reverse=False
    )

    and have added it to cerbero:

        cerebro.adddata(data)

    Because the strategy I am trying to implement is based off of Heikin Ashi candles, I need to be able to access the raw values for HLOC to do my calculations both on current and previous candles. I am trying to do this by storing the current candle into a list by first grabbing the values in the init function:

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        # self.datadate = self.datas[0].datetime.date(0)
        self.dataclose = self.datas[0].close
        self.dataopen = self.datas[0].open
        self.datahigh = self.datas[0].high
        self.datalow = self.datas[0].low
        print('''Open: %s
        High: %s
        Low: %s
        Close: %s''' % (self.dataopen, self.datahigh, self.datalow, self.dataclose))

    then putting them into a list in the next function so that I can access them.
    The problem I am having is I am not getting the actual values from the csv file.
    The print method above is giving me this before I get to the next function:

    Open: <backtrader.linebuffer.LineBuffer object at 0x0000000004B59D08>
High: <backtrader.linebuffer.LineBuffer object at 0x0000000004B59B88>
Low: <backtrader.linebuffer.LineBuffer object at 0x0000000004B59A08>
Close: <backtrader.linebuffer.LineBuffer object at 0x0000000004B59808>

    I would have hoped to see the raw values here and not the buffers, however in the next function, I do a print to see what some of these values are:

     def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Open: %.2f Close: %.2f' % (self.dataopen[0], self.dataclose[0]))

    and this is the result:

    1992-02-05, Open: 5.44 Close: 5.14
1992-02-06, Open: 5.14 Close: 5.03
1992-02-07, Open: 5.03 Close: 4.66

    If I look in the csv file, I see that these values do not match the actual data. The close price matches the ADJ CLOSE, but not the actual close, and I cannot for the life of me understand what the open is matching up to.

    Date      , Open     , High     , Low      , Close    , Adj Close, Volume
1992-02-05, 9.125000 , 9.125000 , 8.250000 , 8.625000 , 5.140320 , 11325800
1992-02-06, 8.625000 , 8.625000 , 8.375000 , 8.437500 , 5.028574 , 5696400
1992-02-07, 8.437500 , 8.437500 , 7.812500 , 7.812500 , 4.656087 , 1698000

    Can someone please advise what it is I am doing wrong? I Initially thought it may be due to developing on Python 3.7, so I did downgrade to 2.7, but the issue still remains. I have read through the documentation, but unfortunately there must be something I am missing.

    0
    A
     1 Reply
  • A

    @rwestbrookjr said in Issues getting raw values from downloaded file.:

    Can someone please advise what it is I am doing wrong?

    Not reading the documentation.
    This is from Docs - Refs - YahooFinanceCSVData

    adjclose (default: True)
    Whether to use the dividend/split adjusted close and adjust all values according to it.

    2
  • R

    Thank you so much. This 100% resolved the issue. I had read the docs, however I did not go all the way down to the general reference section. Thank you for your time @ab_trader !!

    1
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