For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/
How to fill missing data
-
I tried many ways to get
SessionFiller
to work...without success:Data looks like this (with some data missing):
2017 11 19 02:40:00,0.026441389694809914,0.026441389694809914,0.026441389694809914,0.026441389694809914,158.64834594726562 2017 11 19 02:45:00,,,,, 2017 11 19 02:50:00,,,,, 2017 11 19 02:55:00,,,,, 2017 11 19 03:00:00,0.026379242539405823,0.026379242539405823,0.026301197707653046,0.026301197707653046,359.79620361328125
Some sample code:
dtstart = datetime.datetime.strptime('2017 11 18 12:05:00', '%Y %m %d %H:%M:%S') dtend = datetime.datetime.strptime('2017 12 18 12:05:00', '%Y %m %d %H:%M:%S') # Create a Data Feed data = bt.feeds.GenericCSVData( timeframe=bt.TimeFrame.Minutes, compression=5, dataname=datapath, openinterest=-1, fromdate=dtstart, todate=dtend, dtformat="%Y %m %d %H:%M:%S", sessionstart=dtstart, sessionend=dtend, ) data.addfilter(bt.filters.SessionFiller, fill_vol=0.0) cerebro.adddata(data)
I tried many variations, but in none of the plots or logic it seems
SessionFiller
is actually inserting something.What's wrong here?
-
Your data is not missing ... it's simply empty, but you still have a timestamp ... that may be the key.
-
That's one of the variations I tried :) I removed the "empty" lines and ran the code above. In the plots the missing timespans are missing as well. I would have expected them to be filled with the last values.
Or is there a special way to access the filled data?