Newbie to backtrader - CSV Data feed
-
Hi all,
I tried to feed data from CSV but it didn't work
My CSV data is as below
My code is
import datetime
import backtrader.feeds as btfeeds
class MyOHLC(btfeeds.GenericCSVData):
params = (
('fromdate', datetime.datetime(2017, 12, 1)),
('todate', datetime.datetime(2017, 12, 31)),
('nullvalue', 0.0),
('dtformat', ('%Y-%m-%d')),
('tmformat', ('%H.%M.%S')),
('datetime', 1),
('open', 2),
('high', 3),
('low', 4),
('close', 5),
('volume', 6),
('openinterest', -1)
)
data = MyOHLC(dataname='E:\Data\HPG.csv')
print(data.getfeed())The result is always None.
Somebody please help.
Thanks a lot -
@quy-bao-le said in Newbie to backtrader - CSV Data feed:
('dtformat', ('%Y-%m-%d'))
To start with ... that won't for sure match the (not fully displayed) column for datetime which has this format:
%Y%m%d
and possibly more content after that.To continue with:
-
An Excel table is not CSV. Your intention is clear, but it would be better if you showed the actual CSV data (a couple of lines suffice)
-
You can read the remark at the top ... and format your code easily (that will make it easier for others to read and help)
-
A complete sample (as small as possible) is always a lot more helpful than out of context snippets.
-