Looking for a Quandl/Sharadar CSV Data Loader

carsten

I'm new to backtrader (coming from Zipline) and I'm looking for a pice of code which correctly load a Quandl Sharadar price csv datafile. (SEP )
Could someone provide this? I tried to change may Zipline ingesting code but it's not working...

thanks in advance

carsten

I build this data Loader, which reads around 16.000 tickers from the Sharadar SEP file.(draft copy from my Zipline loader)
I'm not sure if I handle the ticker correctly.

Inside the loop I read for one ticker all dates and pass it to the data=PandasData(dataname=df)
and then to cerebro.adddata(data, symbol) ; symbol contains the stain of the ticker, like 'AAPL'
Where to supply the ticker correctly?

Thanks

import backtrader as bt
import pandas as pd
from datetime import datetime
from tqdm import tqdm 


class PandasData(bt.feeds.PandasData):
           
        params = (
        ('datetime', None),
        ('open','open'),
        ('high','high'),
        ('low','low'),
        ('close','close'),
        ('volume','volume'),
        ('openinterest',None),
                                )

def read_Quand_SEP_dump(startdate,enddate):

    file_name='/Users/carsten/ziplinetools/data/quandl/SHARADAR_SEP.csv'
    
    print("starting ingesting data from: {}".format(file_name))

    df = pd.read_csv(file_name, index_col='date', parse_dates=['date'], na_values=['NA'])
    print('loaded the dump')
    
    # drop unused columns, dividends will be used later
    df = df.drop(['lastupdated', 'dividends', 'closeunadj'], axis=1)   
    
    for index, df in tqdm(df.groupby('ticker')):   
            
        df_new = df.sort_index()    
        #print(df)    
        
        symbol = df.iloc[0,0] # get ticker symbol
        #print(symbol)    
  
        df=df.drop(df[  df.index < startdate ].index)

        df=df.drop(df[  enddate < df.index ].index)
        
        df = df.drop(['ticker'], axis=1)
        
        data=PandasData(dataname=df)
        
        cerebro.adddata(data, symbol)       
        
    
cerebro = bt.Cerebro()
read_Quand_SEP_dump(datetime(2010,1,1) , datetime(2015,12,31))

crunchypickle

looks fine to me

crunchypickle

if its not working maybe you're missing session start and end params

https://community.backtrader.com/topic/3269/compression-using-daily-and-minute-timeframes-unsuccessful-during-replaydata/10