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Incorrect time for intraday
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I continue to see the time as 23:59:59 despite using bt.TimeFrame.Minutes.
Below is the code:
data = bt.feeds.YahooFinanceCSVData( dataname='TATAMOTORS-EQ-15.csv', dtformat=("%Y/%m/%d %H.%M.%S"), timeframe=bt.TimeFrame.Minutes, compression=1, datetime=0, # Do not pass values before this date fromdate=datetime.datetime(2021, 12, 1, 9, 15, 0), # Do not pass values before this date todate=datetime.datetime(2022, 2, 28, 15, 15, 0), # Do not pass values after this date time=1, open=2, high=3, low=4, close=5, openinterest=-1)
Below is the output:
2022-02-25 23:59:59, Close, 463.40, SL, 456.55, ATR, 3.42, cash, 139930.62, time, 463.40 2022-02-25 23:59:59, Close, 461.90, SL, 456.55, ATR, 3.29, cash, 139521.81, time, 461.90 2022-02-25 23:59:59, Close, 461.00, SL, 456.55, ATR, 3.14, cash, 139276.53, time, 461.00 2022-02-25 23:59:59, Close, 460.00, SL, 456.55, ATR, 2.97, cash, 139003.99, time, 460.00 2022-02-25 23:59:59, Close, 459.40, SL, 456.55, ATR, 2.98, cash, 138840.46, time, 459.40 2022-02-25 23:59:59, Close, 460.05, SL, 456.55, ATR, 2.83, cash, 139017.62, time, 460.05 2022-02-25 23:59:59, Close, 458.10, SL, 456.55, ATR, 2.96, cash, 138486.16, time, 458.10 2022-02-25 23:59:59, Close, 458.50, SL, 456.55, ATR, 2.76, cash, 138595.18, time, 458.50 2022-02-25 23:59:59, Close, 460.20, SL, 456.55, ATR, 2.87, cash, 139058.50, time, 460.20 2022-02-25 23:59:59, Close, 460.85, SL, 456.55, ATR, 2.68, cash, 139235.65, time, 460.85
Below is the input:
Date Open High Low Close Adj. Close 01-12-2021 09:15 467.85 469.95 463.55 467.55 467.55 01-12-2021 09:30 467.45 470 464.7 465 465 01-12-2021 09:45 465 469.4 464.05 468.25 468.25 01-12-2021 10:00 468 468.85 466.3 466.45 466.45 01-12-2021 10:15 466.45 468.25 465.15 467 467 01-12-2021 10:30 466.75 471 466.75 470.9 470.9 01-12-2021 10:45 471.2 471.7 469 469.5 469.5 01-12-2021 11:00 469.5 471.25 469.5 469.9 469.9 01-12-2021 11:15 470 470.65 468.75 470.3 470.3 01-12-2021 11:30 470.1 472.3 469.6 471.05 471.05 01-12-2021 11:45 471.1 471.6 470.05 471.55 471.55 01-12-2021 12:00 471.45 472.5 470 470.2 470.2