ValueError: time data '0' does not match format '%Y-%m-%d %H:%M:%S'

Bangol Phoenix

Hi! I am struggling with backtrader's param.

I have csv which has a column called "date":

date

2020-07-09 15:10:00

and as you can see it has a format like '%Y-%m-%d %H:%M:%S'...

and my backtrader datafeed like below,

and each tuple's 2nd element represents the dataframe's column as in iloc. ..

But I always get the error:

ValueError: time data '0' does not match format '%Y-%m-%d %H:%M:%S'

What should I do? Thanks for your help in advance!

data = bt.feeds.GenericCSVData(dataname='finallya.csv',
params = (

    ('nullvalue', float('NaN')),
    ('dtformat', '%Y-%m-%d %H:%M:%S'),
    ('tmformat', '%H:%M:%S'),
    ('datetime', 1),
    ('time', 2),
    ('open', 3),
    ('high', 4),
    ('low', 5),
    ('close', 6),
    ('volume', -5),

))

vladisld

It seems the date column contains both the date and time - they are not a separate columns - so you just need the datetime parameter to have a value >= 0 to specify the date column position ( which is zero based btw).

So assuming your date column is the first column ( having an index 0 ):

data = bt.feeds.GenericCSVData(
    dataname='finallya.csv',
    volume =  -1, # assuming there is no such column
    openinterest = -1
)

will probably do the trick - all the other parameters will get their default values (see the csvgeneric.py code for default values):

class GenericCSVData(feed.CSVDataBase):
    params = (
        ('nullvalue', float('NaN')),
        ('dtformat', '%Y-%m-%d %H:%M:%S'),
        ('tmformat', '%H:%M:%S'),
        ('datetime', 0),
        ('time', -1),
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', 6),
    )

Bangol Phoenix

Thank you for your answer! However I got another error from that inheriting part : "feed" since I don't know about backtrader very much yet so I googled but couldn't find how to import relevant module to find "feed" class. ..

Bangol Phoenix

@vladisld Thank you for your answer! However I got another error from that inheriting part : "feed" since I don't know about backtrader very much yet so I googled but couldn't find how to import relevant module to find "feed" class. ..