Data Backfilling Issue

Michael Scofield

Hi guys. I want to perform backfilling with the platform.

I have read the document about backfilling Example : Oanda Backfilling, but it seems only support with specific broker (right?).

Can I perform backfilling without any broker? For example, I pass 50 bars to cerebro at the beginning, then another 50 bars, until the end of the CSV file.

Thanks!

backtrader

If this is simply for backtesting (you mention until the en of the CSV file) you'd be better of chaining the data. See cerebro.chaindata

Docs - Cerebro

Just give it as many data feeds as you wish.

chuka

I'm using oanda. How to backfill
now or live start time -2019-6-29 8:52
my ML working on 100 hour data
so how to backfill before 100 hour data from oanda in start?

chuka

StartDate = '2019-06-23T12:00:00'
StartDate = datetime.datetime.strptime(StartDate,'%Y-%m-%dT%H:%M:%S' )
End = '2019-06-24T00:00:00'
End = datetime.datetime.strptime(End,'%Y-%m-%dT%H:%M:%S' )

datahist = oandastore.getdata(dataname="GBP_USD", account_tmout=15,
                            timeframe=bt.TimeFrame.Minutes,
                            historical = True, compression = 1,
                            fromdate=StartDate, todate=End)

data0 = oandastore.getdata(dataname="GBP_USD", account_tmout=15,
                           timeframe=bt.TimeFrame.Ticks,ignore_heartbeat=True,
                           compression=1, backfill_start=datahist, backfill=False)

#This is setting what timeframe we want to use.
cerebro.resampledata(data0, timeframe=bt.TimeFrame.Minutes, compression=1)
cerebro.addstrategy(TestStrategy)

This code doesn't work? How to do?

chuka

data0 = oandastore.getdata(dataname="GBP_USD", account_tmout=15,
                           timeframe=bt.TimeFrame.Ticks,ignore_heartbeat=True,
                           use_positions = True,
                           fromdate=StartDate,
                           compression=1, backfill_start=True, backfill=False)

Is it true? @backtrader

backtrader

@chuka said in Data Backfilling Issue:

so how to backfill before 100 hour data from oanda in start?

You ask for a start date which is 100 hours in the past ... actually more, because in most cases the trading calendar won't be 24x7 ... there isn't an exact science to backfilling.