Problem with resampling Binance data from text

Heinrich

Hello everybody! I'm new to Backtrader and run into the first problem. I try to import/ resample generic Binance data from text in the following shape(how to upload the .csv file?):

1608573600000,1.5505,1.5505,1.5505,1.5505,0.44
1608573660000,1.5505,1.5505,1.5505,1.5505,0.0
1608573720000,1.5512,1.5516,1.5512,1.5516,0.4
1608573780000,1.5516,1.5516,1.5516,1.5516,0.0
1608573840000,1.5555,1.5555,1.5555,1.5555,0.1
1608573900000,1.5555,1.5555,1.5555,1.5555,0.0
1608573960000,1.5555,1.5555,1.5555,1.5555,0.0
1608574020000,1.559,1.559,1.559,1.559,0.32
1608574080000,1.5609,1.5609,1.5609,1.5609,0.08
1608574140000,1.5609,1.5609,1.5609,1.5609,0.0
1608574200000,1.5516,1.5516,1.5512,1.5512,0.4
1608574260000,1.5512,1.5512,1.5512,1.5512,0.0
1608574320000,1.5512,1.5512,1.5512,1.5512,0.0
1608574380000,1.5512,1.5512,1.5512,1.5512,0.0
1608574440000,1.5512,1.5512,1.5512,1.5512,0.0
1608574500000,1.5512,1.5512,1.5512,1.5512,0.0
1608574560000,1.5512,1.5512,1.5512,1.5512,0.0
1608574620000,1.5512,1.5512,1.5512,1.5512,0.0
1608574680000,1.5512,1.5512,1.5512,1.5512,0.0

I changed data-resample a bit:

#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import argparse
from _datetime import datetime

import backtrader as bt
import backtrader.feeds as btfeeds


class BinanceOHLCV(btfeeds.GenericCSVData):
    params = dict(
        dtformat=lambda x: datetime.utcfromtimestamp(int(x) / 1000),
        headers=False,
        openinterest=-1
    )


def runstrat():
    args = parse_args()

    # Create a cerebro entity
    cerebro = bt.Cerebro(stdstats=False)

    # Add a strategy
    cerebro.addstrategy(bt.Strategy)

    # Load the Data
    datapath = args.dataname or '../../../data_2/KSM-BNB--1m--binance--2020-12-21--2021-03-24.csv'
    data = BinanceOHLCV(
        dataname=datapath,
        name=datapath.split('--')[0].split('/')[-1].replace("-", ""))

    # Handy dictionary for the argument timeframe conversion
    tframes = dict(
        minutely=bt.TimeFrame.Minutes,
        daily=bt.TimeFrame.Days,
        weekly=bt.TimeFrame.Weeks,
        monthly=bt.TimeFrame.Months)

    # New resampler
    cerebro.resampledata(
        data,
        timeframe=tframes[args.timeframe],
        compression=args.compression)

    # Run over everything
    cerebro.run()

    # Plot the result
    cerebro.plot(style='bar')


def parse_args():
    parser = argparse.ArgumentParser(
        description='Resample down to minutes')

    parser.add_argument('--dataname', default='', required=False,
                        help='File Data to Load')

    parser.add_argument('--timeframe', default='minutely', required=False,
                        choices=['minutely', 'daily', 'weekly', 'monthly'],
                        help='Timeframe to resample to')

    parser.add_argument('--compression', default=1, required=False, type=int,
                        help='Compress n bars into 1')

    return parser.parse_args()

if __name__ == '__main__':
    runstrat()

python data-resample-binance.py --dataname 'path_to_file' --compression 100
leads to daily bars with (100 Minutes) in the plot.

With the timeframe is commented out

cerebro.resampledata(
        data,
        # timeframe=tframes[args.timeframe],
        compression=args.compression)

python data-resample-binance.py --dataname 'path_to_file' --compression 100
now leads to correct bars, but I keep the preset daily timeframe (100 days) in the plot. It keeps the daily timeframe in a strategy/ next() as well.

Can somebody point me in the right direction? Thanks in advance!

Heinrich

@heinrich
Here the corresponding data: https://drive.google.com/file/d/1jWMhpJGeXE8i_mU7rpgWEZ6Dk3uyiD8y/view?usp=sharing in case somebody would like to have look.
The data should be continues. I got them via one of the ccxt examples.
I started directly with the IB and the CCXTStore in live mode and I am impressed how easy it is to implement multivariate and multi-frequency models. Something around these lines,

store = CCXTStore(exchange='binance', currency='BNB', config=config, retries=5, debug=False)
data = store.getdata(dataname="BTC/USDT", name="BTCUSDT", timeframe=timeframe,
                         fromdate=hist_start_date,
                         compression=5, ohlcv_limit=ohlcv_limit, drop_newest=False)
data1 = store.getdata(dataname="BTC/USDT", name="BTCUSDT", timeframe=timeframe,
                         fromdate=hist_start_date,
                         compression=15, ohlcv_limit=ohlcv_limit, drop_newest=False)

works nicely(Besides the given granularity and the reliance on the OHLCV bars).
But I struggle a bit with the import from text.
Related to this, shouldn't in the provided data-resample.py example,

python data-resample/data-resample.py --timeframe daily --compression 7
and
python data-resample/data-resample.py --timeframe weekly --compression 1
yield the same result?