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    CSV Feed Timestamp Bug

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    • J
      jengelman last edited by jengelman

      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.

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      • P
        Paska Houso last edited by Paska Houso

        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

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