CSV Data

lvn2007

Hi all,

I'm new to backtrader and I'm trying to feed the platform with custom data. However, I could not get the algo run and trade properly. I believe the problem is coming from the data itself but I have no clue how to fix it. Please see my code below and greatly appreciate your help.

import backtrader as bt
import backtrader.feeds as btfeed

class Tickstory(btfeed.GenericCSVData):
    params = (
        ('dtformat', '%m/%d/%Y %H:%M:%S'),
        ('tmformat', '%H:%M:%S'),
        ('datetime', 0),
        ('time', -1),
        ('open', 1),
        ('high', 2),
        ('low', 3),
        ('close', 4),
        ('volume', 5),
        ('openinterest', -1),
        ('timeframe', bt.TimeFrame.Minutes),
        ('compression', 1)
    )

class SmaCross(bt.SignalStrategy):
    params = (('pfast', 10), ('pslow', 30),)

    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
        self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))


cerebro = bt.Cerebro()

data = Tickstory(dataname='EURUSD_New.csv')

cerebro.adddata(data)
cerebro.addstrategy(SmaCross)
cerebro.run()
cerebro.plot(style='candle')

Data sample:

Timestamp	Open	High	Low	Close	Volume
8/2/2017 19:00	1.18514	1.1852	1.18506	1.18508	163.9199998
8/2/2017 19:01	1.18508	1.18508	1.18503	1.18505	98.18999887
8/2/2017 19:02	1.18504	1.18504	1.18484	1.18484	97.77999985
8/2/2017 19:03	1.18484	1.18495	1.18483	1.18484	86.52999997
8/2/2017 19:04	1.18484	1.18484	1.18466	1.18471	152.0699996
8/2/2017 19:05	1.18471	1.1848	1.18471	1.18477	55.15999973
8/2/2017 19:06	1.18476	1.18492	1.18476	1.18492	80.6699996
8/2/2017 19:07	1.18491	1.18491	1.18473	1.18479	144.5299996
8/2/2017 19:08	1.18479	1.18494	1.18478	1.18494	132.1899995

backtrader

@lvn2007 said in CSV Data:

('tmformat', '%H:%M:%S'),

You don't need to specify that, because it is already in dtformat and time is not in a separate field.

But that is for sure not source for an error. In any case the chart seems to show everything is ok.

But your winnings and losses are so minuscule (+0.002 at most and close to 0.00x in total) that they have no impact in the the 2 decimals with wich the Broker observer displays the values.

lvn2007

@backtrader

Thank you for your reply. I think something wrong must have happened, I noticed the 'buy' and 'sell' arrows are not displayed on the graph.
Should I test it with more data?