3. CSV Feed Timestamp Bug
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CSV Feed Timestamp Bug

  • J

    Built from master, tried running the bid-ask datafeed example, and got the following results:

       1: 2010-02-03T23:59:59.999989 - Bid 0.5346 - 0.5347 Ask
   2: 2010-02-03T23:59:59.999989 - Bid 0.5343 - 0.5347 Ask
   3: 2010-02-03T23:59:59.999989 - Bid 0.5543 - 0.5545 Ask
   4: 2010-02-03T23:59:59.999989 - Bid 0.5342 - 0.5344 Ask
   5: 2010-02-03T23:59:59.999989 - Bid 0.5245 - 0.5464 Ask
   6: 2010-02-03T23:59:59.999989 - Bid 0.5460 - 0.5470 Ask
   7: 2010-02-03T23:59:59.999989 - Bid 0.5824 - 0.5826 Ask
   8: 2010-02-03T23:59:59.999989 - Bid 0.5371 - 0.5374 Ask
   9: 2010-02-03T23:59:59.999989 - Bid 0.5793 - 0.5794 Ask
  10: 2010-02-03T23:59:59.999989 - Bid 0.5684 - 0.5688 Ask

    In the source data file, every line has a different timestamp. I ran into the same issue with my own bid-ask data, looks like an issue with the timestamp() function in linebuffer.py.

    0
  • P

    You probably want to share your instantiation of the CSV Feed with the forum ... it may not be a bug after all.

    In the meantime you may want to check the FAQ: https://community.backtrader.com/topic/381/faq.

    And specifically the remarks about timeframe and compression

    1
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