4 hour time intervals

kreut

Hi,

I'm just getting used to Backtrader and I'm trying to use the Quick Start guide just slightly tweaked. Basically, my data is in 4 hour intervals, but I can't quite see how to get Backtrader to keep things at the 4 hour level. In particular, I'm using:

data = btfeeds.GenericCSVData(
dataname='my.csv',
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2018, 12, 31),
nullvalue=0.0,
dtformat=('%Y-%m-%d %H:%M:%S'),
datetime=0,
high=1,
low=2,
open=3,
close=4,
volume=-1,
openinterest=-1
)

Then, I'm using:

def log(self, txt, dt=None):
''' Logging function for this strategy'''
dt = dt or self.datas[0].datetime.date(0)
print('%s, %s' % (dt.strftime('%Y-%m-%d %H:%M:%S'), txt))

However, my print out is looking like:

2017-12-06 00:00:00, Close, 0.00000994
2017-12-06 00:00:00, Close, 0.00001009
2017-12-06 00:00:00, Close, 0.00000940

i.e. the hours are all 00:00:00. Any help would be appreciated.

ab_trader

FAQ - Session Start/End Times and TimeFrame/Compression

You need to set time frame and compression.

kreut

@ab_trader Definitely a step in the right direction! I've updated my code:

data = btfeeds.GenericCSVData(
    dataname='ada.csv',
    fromdate=datetime.datetime(2000, 1, 1),
    todate=datetime.datetime(2018, 12, 31),
    timeframe=bt.TimeFrame.Minutes, compression=240,
    nullvalue=0.0,
    dtformat=('%Y-%m-%d %H:%M:%S'),
    datetime=0,
    high=1,
    low=2,
    open=3,
    close=4,
    volume=-1,
    openinterest=-1
)

and now, my buy creates/buy executes are acting as expected (the timing seemed to be "off" before). However, the printout remains unchanged; backtrader still seems to ignore my hours at least in the cosmetic sense. Is there another setting that I need to add to make sure the time component gets printed out?

Thanks!

ab_trader

Can you show full script and data sample?

fintrading

@kreut said in 4 hour time intervals:

You have to call self.datas[0].datetime.datetime(0) in your logging method:

def log(self, txt, dt=None):
    ''' Logging function for this strategy'''
    dt = dt or self.datas[0].datetime.datetime(0)
    print('%s, %s' % (dt.strftime('%Y-%m-%d %H:%M:%S'), txt))

kreut

@fintrading Got it! Thanks...