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    • Marcos Antonio Avila Morales
      Marcos Antonio Avila Morales last edited by

      I need some help. I have loaded a data on 30 minute candles. However, the chart and the report always shows 23:59:59, and most of the trades are at a different time.

      Balance inicial del portafolio: 100000.00
      2018-10-11T23:59:59.999989, Close, 2770.10
      2018-10-11T23:59:59.999989, Close, 2777.90
      2018-10-11T23:59:59.999989, Close, 2772.10
      2018-10-11T23:59:59.999989, Close, 2753.50
      .........................................................................................
      2019-03-28T23:59:59.999989, Close, 2804.70
      2019-03-28T23:59:59.999989, Close, 2805.00
      2019-03-28T23:59:59.999989, Close, 2811.50
      2019-03-28T23:59:59.999989, Close, 2812.10
      Balance final del portafolio: 97906.30

      How can this be fixed?

      Thank you very much in advance!

      1 Reply Last reply Reply Quote 0
      • Marcos Antonio Avila Morales
        Marcos Antonio Avila Morales last edited by

        @emr I am loading the data from a .csv file, which has this format:

        time,open,high,low,close,tick_volume,spread,real_volume
        2018-09-28 04:00:00,2916.9,2918.2,2916.9,2917.9,166,0,0

        And this is the code I use to load it:

        data = btfeeds.GenericCSVData(
        dataname='S&P500.csv',
        fromdate=datetime.datetime(2018, 9, 28, 4, 0, 0),
        todate=datetime.datetime(2019, 3, 29, 23, 30, 0),
        nullvalue=0.0,
        dtformat=('%Y-%m-%d %H:%M:%S'),
        datetime=0,
        high=2,
        low=3,
        open=1,
        close=4)
        
        1 Reply Last reply Reply Quote 0
        • Marcos Antonio Avila Morales
          Marcos Antonio Avila Morales last edited by

          @emr
          Hello, has reason. Here you attached to the code and the file format .csv (a snippet):

          CODE:
          import datetime
          import backtrader as bt
          import backtrader.indicators as btind
          import backtrader.feeds as btfeeds
          #Definiendo dimensión de las operaciones

          class MySizer(bt.Sizer):
          def _getsizin(self, comminfo, cash, data, isbuy):
          return cash*0.01

          def _getsizin(self, comminfo, cash, data, issell):
              return cash*0.005
          

          Creando la línea estrategia

          class Poseidon(bt.Strategy):

          params = (
              ('period_p', 20),
              ('period_m', 200),
              ('n', 10)
          )
          
          def log(self, txt, dt=None):
              ''' Función de registro'''
              dt = dt or self.datas[0].datetime.datetime(0)
              print('%s, %s' % (dt.isoformat(sep=' ', timespec='seconds'), txt))
          
          def __init__(self):
              #Medias móviles:
              self.sma1 = btind.SMA(self.data.close, period=self.params.period_p)
              self.sma2 = btind.SMA(self.data.close, period=self.params.period_m)
              
              
          def next(self):
              #Entradas en largo
              if self.sma1 > self.sma2:
                  self.close()
                  self.buy()
                  self.log('Close, %.2f' % self.data.close[0])
              
                  
              #Entradas en corto
              #Por cruce de la media móvil menor:
              if self.sma1 < self.sma2:
                  self.close()
                  self.sell()
                  self.log('Close, %.2f' % self.data.close[0]) 
          

          Creando la línea cerebro

          cerebro = bt.Cerebro()

          Agregado la estrategia

          cerebro.addstrategy(Poseidon)

          Cargando la data

          data = btfeeds.GenericCSVData(
          dataname='S&P500.csv',

          fromdate=datetime.datetime(2018, 9, 28, 4, 0, 0),
          todate=datetime.datetime(2019, 3, 29, 23, 30, 0),
          
          nullvalue=0.0,
          
          dtformat=('%Y-%m-%d %H:%M:%S'),
          datetime=0,
          high=2,
          low=3,
          open=1,
          close=4)
          

          Agregando la data

          cerebro.adddata(data)

          #Agregando el observador Drawdown
          cerebro.addobserver(bt.observers.DrawDown)

          #Definiendo el balance de la cuenta
          cerebro.broker.setcash(100000.0)

          print('Balance inicial del portafolio: %.2f' % cerebro.broker.getvalue())

          Ejecutando el cerebro

          cerebro.run()
          print('Balance final del portafolio: %.2f' % cerebro.broker.getvalue())

          Gráfico

          cerebro.plot(style='candles')

          CSV FILE:
          time,open,high,low,close,tick_volume,spread,real_volume
          2018-09-28 04:00:00,2916.9,2918.2,2916.9,2917.9,166,0,0
          2018-09-28 04:30:00,2917.8,2919.2,2917.4,2917.8,266,0,0
          2018-09-28 05:00:00,2917.9,2919.4,2917.7,2918.9,170,0,0
          2018-09-28 05:30:00,2918.9,2919.7,2918.8,2918.8,142,0,0
          2018-09-28 06:00:00,2918.8,2919.7,2918.4,2919.5,117,0,0
          2018-09-28 06:30:00,2919.7,2919.7,2918.2,2918.5,150,0,0
          2018-09-28 07:00:00,2918.5,2918.9,2917.2,2917.5,106,0,0
          2018-09-28 07:30:00,2917.5,2918.3,2916.9,2918.3,83,0,0
          2018-09-28 08:00:00,2918.2,2918.3,2916.7,2917.0,131,0,0
          2018-09-28 08:30:00,2917.2,2917.7,2916.7,2916.7,76,0,0
          2018-09-28 09:00:00,2916.7,2916.9,2914.9,2915.0,152,0,0
          2018-09-28 09:30:00,2915.0,2915.4,2913.7,2913.7,153,0,0
          2018-09-28 10:00:00,2913.9,2914.2,2910.8,2911.7,408,0,0
          2018-09-28 10:30:00,2911.9,2914.8,2911.9,2912.9,524,0,0
          2018-09-28 11:00:00,2912.8,2915.7,2912.4,2915.2,285,0,0
          2018-09-28 11:30:00,2915.2,2916.9,2915.2,2916.5,224,0,0
          2018-09-28 12:00:00,2916.4,2916.9,2913.3,2914.2,284,0,0
          2018-09-28 12:30:00,2913.9,2914.5,2912.2,2912.7,233,0,0
          2018-09-28 13:00:00,2912.9,2913.2,2907.9,2909.7,433,0,0
          2018-09-28 13:30:00,2909.4,2911.4,2908.4,2910.0,390,0,0
          2018-09-28 14:00:00,2910.0,2910.0,2907.2,2908.2,282,0,0
          2018-09-28 14:30:00,2907.9,2908.3,2904.4,2905.3,342,0,0
          2018-09-28 15:00:00,2905.4,2906.4,2903.7,2906.4,339,0,0
          2018-09-28 15:30:00,2906.7,2908.2,2905.9,2908.0,320,0,0
          2018-09-28 16:00:00,2908.0,2909.2,2906.2,2908.0,309,0,0
          2018-09-28 16:30:00,2908.2,2912.5,2907.7,2912.0,1458,0,0
          2018-09-28 17:00:00,2912.0,2915.0,2909.9,2915.0,991,0,0
          2018-09-28 17:30:00,2914.9,2919.5,2914.0,2918.5,745,0,0
          2018-09-28 18:00:00,2918.5,2921.0,2917.9,2919.2,737,0,0
          2018-09-28 18:30:00,2919.4,2920.0,2916.9,2917.3,694,0,0
          2018-09-28 19:00:00,2917.2,2918.8,2916.4,2917.0,345,0,0
          2018-09-28 19:30:00,2916.8,2918.0,2911.3,2915.5,615,0,0
          2018-09-28 20:00:00,2915.2,2917.3,2914.3,2917.3,262,0,0
          2018-09-28 20:30:00,2917.3,2919.6,2916.9,2917.0,496,0,0
          2018-09-28 21:00:00,2916.9,2917.3,2913.3,2916.3,506,0,0
          2018-09-28 21:30:00,2915.9,2917.0,2913.7,2914.0,438,0,0
          2018-09-28 22:00:00,2913.9,2916.5,2912.9,2915.3,665,0,0
          2018-09-28 22:30:00,2914.9,2916.0,2911.7,2914.4,1282,0,0
          2018-09-28 23:00:00,2914.7,2917.7,2914.2,2916.7,248,0,0
          2018-09-28 23:30:00,2916.6,2917.7,2915.7,2916.2,93,0,0
          2018-10-01 01:00:00,2918.6,2922.8,2918.6,2921.1,412,0,0
          2018-10-01 01:30:00,2921.1,2922.0,2920.6,2921.8,118,0,0
          2018-10-01 02:00:00,2921.8,2925.9,2921.8,2925.4,345,0,0
          2018-10-01 02:30:00,2925.3,2925.3,2923.3,2924.5,232,0,0
          2018-10-01 03:00:00,2924.6,2925.1,2923.3,2924.3,331,0,0
          2018-10-01 03:30:00,2924.3,2925.5,2924.3,2925.5,238,0,0
          2018-10-01 04:00:00,2925.5,2926.3,2924.8,2924.8,167,0,0
          2018-10-01 04:30:00,2924.8,2926.3,2924.8,2925.8,105,0,0
          2018-10-01 05:00:00,2925.8,2930.1,2925.8,2929.5,223,0,0
          2018-10-01 05:30:00,2929.8,2932.1,2929.5,2930.8,313,0,0
          2018-10-01 06:00:00,2931.0,2932.0,2930.8,2932.0,258,0,0
          2018-10-01 06:30:00,2932.0,2932.0,2931.1,2931.1,210,0,0
          2018-10-01 07:00:00,2931.1,2931.5,2930.8,2931.4,102,0,0
          2018-10-01 07:30:00,2931.3,2931.9,2930.0,2931.6,180,0,0
          2018-10-01 08:00:00,2931.6,2931.6,2930.3,2930.5,117,0,0
          2018-10-01 08:30:00,2930.5,2931.0,2930.0,2930.3,167,0,0
          2018-10-01 09:00:00,2930.3,2931.3,2929.5,2930.4,343,0,0
          2018-10-01 09:30:00,2930.3,2930.4,2929.3,2929.6,188,0,0
          2018-10-01 10:00:00,2929.5,2932.1,2928.3,2931.9,823,0,0
          2018-10-01 10:30:00,2931.8,2933.6,2931.5,2933.1,436,0,0
          2018-10-01 11:00:00,2932.8,2933.6,2932.3,2933.1,305,0,0
          2018-10-01 11:30:00,2933.3,2933.9,2932.5,2933.7,138,0,0
          2018-10-01 12:00:00,2933.6,2933.9,2931.8,2932.8,192,0,0
          2018-10-01 12:30:00,2932.9,2933.9,2932.4,2933.6,195,0,0
          2018-10-01 13:00:00,2933.8,2933.8,2932.0,2932.9,220,0,0
          2018-10-01 13:30:00,2932.8,2933.4,2932.0,2932.6,187,0,0
          2018-10-01 14:00:00,2932.5,2933.6,2931.8,2933.4,135,0,0
          2018-10-01 14:30:00,2932.3,2932.6,2930.5,2931.6,226,0,0
          2018-10-01 15:00:00,2931.6,2932.4,2929.8,2929.9,335,0,0
          2018-10-01 15:30:00,2929.9,2929.9,2928.0,2929.6,255,0,0
          2018-10-01 16:00:00,2929.3,2930.4,2929.0,2930.1,170,0,0
          2018-10-01 16:30:00,2930.3,2935.4,2929.0,2934.5,1266,0,0
          2018-10-01 17:00:00,2934.6,2937.1,2933.8,2936.9,809,0,0
          2018-10-01 17:30:00,2936.9,2938.1,2934.0,2935.6,861,0,0
          2018-10-01 18:00:00,2935.8,2936.1,2934.0,2934.4,729,0,0
          2018-10-01 18:30:00,2934.6,2936.1,2932.5,2934.1,673,0,0
          2018-10-01 19:00:00,2934.0,2934.3,2928.1,2930.1,666,0,0
          2018-10-01 19:30:00,2930.0,2930.4,2927.9,2928.6,608,0,0
          2018-10-01 20:00:00,2928.3,2930.8,2928.0,2930.4,353,0,0
          2018-10-01 20:30:00,2930.4,2931.4,2928.6,2929.1,472,0,0
          2018-10-01 21:00:00,2929.3,2929.3,2926.0,2929.1,621,0,0
          2018-10-01 21:30:00,2929.1,2929.1,2925.8,2928.5,547,0,0
          2018-10-01 22:00:00,2928.8,2929.5,2922.3,2923.3,649,0,0
          2018-10-01 22:30:00,2923.1,2926.1,2918.8,2925.5,1170,0,0
          2018-10-01 23:00:00,2925.1,2926.5,2923.8,2925.5,275,0,0
          2018-10-01 23:30:00,2925.7,2927.0,2924.8,2925.3,100,0,0
          2018-10-02 01:00:00,2924.9,2926.0,2924.5,2925.3,91,0,0
          2018-10-02 01:30:00,2925.3,2926.0,2924.8,2925.6,176,0,0
          2018-10-02 02:00:00,2925.3,2925.5,2925.0,2925.3,23,0,0
          2018-10-02 02:30:00,2925.3,2926.3,2925.0,2925.3,94,0,0
          2018-10-02 03:00:00,2925.3,2925.5,2923.9,2924.0,221,0,0
          2018-10-02 03:30:00,2924.0,2925.5,2924.0,2924.8,99,0,0
          2018-10-02 04:00:00,2924.5,2924.5,2921.8,2922.8,300,0,0
          2018-10-02 04:30:00,2922.6,2923.3,2921.0,2922.3,288,0,0
          2018-10-02 05:00:00,2922.0,2922.1,2920.9,2921.0,216,0,0
          2018-10-02 05:30:00,2920.9,2921.9,2920.3,2921.5,212,0,0
          2018-10-02 06:00:00,2921.5,2922.8,2921.5,2922.6,95,0,0
          2018-10-02 06:30:00,2922.8,2923.0,2922.0,2922.6,54,0,0
          2018-10-02 07:00:00,2922.5,2922.9,2922.0,2922.0,56,0,0
          2018-10-02 07:30:00,2921.8,2922.8,2921.8,2922.1,107,0,0
          2018-10-02 08:00:00,2922.3,2922.3,2920.6,2921.1,166,0,0
          2018-10-02 08:30:00,2921.3,2921.5,2920.5,2920.8,192,0,0
          2018-10-02 09:00:00,2920.8,2921.0,2918.5,2919.5,310,0,0
          2018-10-02 09:30:00,2919.3,2919.3,2917.8,2918.3,247,0,0
          2018-10-02 10:00:00,2918.3,2920.1,2917.3,2918.4,722,0,0
          2018-10-02 10:30:00,2918.4,2921.6,2918.3,2921.6,545,0,0
          2018-10-02 11:00:00,2921.4,2921.9,2918.5,2918.8,388,0,0
          2018-10-02 11:30:00,2918.6,2919.1,2914.7,2915.6,425,0,0
          2018-10-02 12:00:00,2915.8,2916.9,2914.0,2916.4,426,0,0
          2018-10-02 12:30:00,2916.1,2917.1,2914.3,2916.9,283,0,0
          2018-10-02 13:00:00,2916.9,2918.6,2916.8,2917.1,352,0,0
          2018-10-02 13:30:00,2917.3,2920.1,2916.5,2919.6,282,0,0
          2018-10-02 14:00:00,2919.6,2921.1,2918.0,2919.1,320,0,0
          2018-10-02 14:30:00,2919.1,2921.1,2918.8,2920.7,242,0,0
          2018-10-02 15:00:00,2920.7,2923.3,2920.3,2923.1,262,0,0
          2018-10-02 15:30:00,2923.0,2923.1,2921.5,2922.6,231,0,0
          2018-10-02 16:00:00,2922.8,2924.5,2922.3,2924.1,207,0,0
          2018-10-02 16:30:00,2924.3,2927.0,2922.6,2925.6,1302,0,0
          2018-10-02 17:00:00,2925.6,2925.6,2921.3,2923.9,1026,0,0
          2018-10-02 17:30:00,2923.8,2927.8,2920.0,2925.4,981,0,0
          2018-10-02 18:00:00,2925.0,2927.9,2924.8,2926.0,681,0,0
          2018-10-02 18:30:00,2926.0,2931.4,2925.8,2930.9,552,0,0
          2018-10-02 19:00:00,2930.9,2932.3,2928.8,2929.9,405,0,0
          2018-10-02 19:30:00,2930.0,2932.1,2927.3,2928.4,457,0,0
          2018-10-02 20:00:00,2928.4,2930.6,2928.3,2929.6,399,0,0
          2018-10-02 20:30:00,2929.8,2931.6,2929.5,2930.3,299,0,0
          2018-10-02 21:00:00,2930.0,2932.1,2929.5,2931.4,368,0,0
          2018-10-02 21:30:00,2931.0,2931.6,2926.6,2927.1,485,0,0
          2018-10-02 22:00:00,2926.8,2927.0,2920.3,2922.5,850,0,0
          2018-10-02 22:30:00,2922.3,2926.1,2922.3,2924.3,917,0,0
          2018-10-02 23:00:00,2924.8,2925.1,2923.5,2923.5,154,0,0
          2018-10-02 23:30:00,2924.5,2926.4,2924.5,2926.0,143,0,0
          2018-10-03 01:00:00,2924.9,2926.4,2924.7,2926.3,77,0,0
          2018-10-03 01:30:00,2926.5,2926.5,2925.9,2925.9,44,0,0
          2018-10-03 02:00:00,2925.6,2926.4,2925.6,2926.1,24,0,0
          2018-10-03 02:30:00,2926.4,2926.4,2924.6,2925.1,45,0,0
          2018-10-03 03:00:00,2925.1,2925.4,2922.9,2923.4,177,0,0
          2018-10-03 03:30:00,2923.1,2924.6,2922.4,2924.4,95,0,0
          2018-10-03 04:00:00,2924.1,2925.1,2922.9,2923.6,175,0,0
          2018-10-03 04:30:00,2923.9,2928.1,2923.4,2927.6,361,0,0
          2018-10-03 05:00:00,2927.6,2932.1,2927.6,2931.4,377,0,0
          2018-10-03 05:30:00,2931.6,2931.9,2930.1,2931.6,226,0,0
          2018-10-03 06:00:00,2931.4,2931.6,2930.4,2930.6,113,0,0
          2018-10-03 06:30:00,2930.4,2930.4,2928.9,2928.9,153,0,0
          2018-10-03 07:00:00,2928.6,2929.1,2927.6,2928.4,73,0,0
          2018-10-03 07:30:00,2928.1,2929.4,2928.1,2928.6,99,0,0
          2018-10-03 08:00:00,2928.4,2930.9,2928.4,2930.6,116,0,0
          2018-10-03 08:30:00,2930.4,2930.4,2927.9,2928.1,195,0,0
          2018-10-03 09:00:00,2927.9,2930.6,2927.9,2930.4,251,0,0
          2018-10-03 09:30:00,2930.1,2932.4,2930.1,2931.4,159,0,0
          2018-10-03 10:00:00,2931.4,2932.1,2930.7,2930.8,216,0,0
          2018-10-03 10:30:00,2930.8,2931.6,2930.2,2931.3,262,0,0
          2018-10-03 11:00:00,2931.3,2932.1,2930.2,2931.3,175,0,0
          2018-10-03 11:30:00,2931.3,2932.3,2931.1,2931.8,178,0,0
          2018-10-03 12:00:00,2931.7,2931.7,2928.8,2929.3,338,0,0
          2018-10-03 12:30:00,2929.1,2931.8,2929.1,2931.5,280,0,0
          2018-10-03 13:00:00,2931.6,2932.6,2931.5,2932.0,185,0,0
          2018-10-03 13:30:00,2932.0,2932.6,2931.6,2931.8,117,0,0
          2018-10-03 14:00:00,2931.8,2934.6,2931.8,2934.1,162,0,0
          2018-10-03 14:30:00,2934.1,2934.6,2933.5,2934.2,141,0,0
          2018-10-03 15:00:00,2934.3,2936.1,2934.1,2934.2,208,0,0
          2018-10-03 15:30:00,2934.3,2936.3,2934.3,2936.1,138,0,0
          2018-10-03 16:00:00,2936.0,2936.1,2934.5,2936.1,143,0,0
          2018-10-03 16:30:00,2936.0,2937.3,2933.2,2933.6,1042,0,0
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          2018-10-05 12:30:00,2900.9,2902.4,2900.4,2902.4,273,0,0

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          • brettpitt
            brettpitt last edited by

            Since amazon already has so much to offer, and you can shop for anything from new to used, the amazon promo codes 20 off anything any item and amazon online coupons are the deals that make shopping experience even better.

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            • Marcos Antonio Avila Morales
              Marcos Antonio Avila Morales last edited by

              @emr Thank you very much. I had already solved it. It is as you say.

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