5min data from yahoo

anders_lind

Hi everyone!

I'm currently trying to create a trading-strategy using 5-min data formatting as below in a CSV file downloaded from Yahoo:

2022-05-17 09:00:00+02:00

However when I feed the data the output when running the script is:

2022-05-17 23:59:59.999989

I'm aware that a similar question have been asked on other posts, but none of the solutions provided in the other posts have solved the issue.

The code for my datafeed is as follows:

data = bt.feeds.YahooFinanceCSVData(
    dataname='/Users/anderslindstrom/Python/quant_1.1/algo_trader/pullback_strategy/dax_5min.csv',
    timeframe=bt.TimeFrame.Minutes,
    dtformat='%Y-%m-%d %H:%M:%S',
    compression=1
    reverse=True)

Would really appreciate any suggestions and help! :D

BorutF

@anders_lind

2022-05-17 23:59:59.999989

This happens to every datetime??

I always use bt.feeds.PandasData , it can work on yfinance downloads as well.

anders_lind

@borutf WOW! Using feeds.PandasData worked, thank you so much! :D