3. Error loading daily data when using todate
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Error loading daily data when using todate

  • T

    Hello,
    I'm trying to load daily data from .csv files, but
    bt does not load any data from .csv file when using 'todate' parameter.
    Using this command :

               data = bt.feeds.GenericCSVData(dataname=dataname, seperatotr=',',
                                                   dtformat='%Y-%m-%d',
                                                   datetime=0,
                                                   open=1,
                                                   high=2,
                                                   low=3,
                                                   close=4,
                                                   volume=5,
                                                   openinterest=-1,
                                                   adjclose=-1,
                                                   reverse=True,
                                                   timeframe=bt.TimeFrame.Days,
                                                   compression=1,
                                                   fromdate=datetime.datetime(2015, 1, 1),
                                                   todate=datetime.datetime(2016, 1, 1)
                                                   )

    on this data :

    Date,Open,High,Low,Close,Volume
    ...
    2016-01-05,201.40,201.90,200.05,201.36,110845848
    2016-01-04,200.49,201.03,198.59,201.02,222353536
    2015-12-31,205.13,205.89,203.87,203.87,114877856
    2015-12-30,207.11,207.21,205.76,205.93,63317680
    2015-12-29,206.51,207.79,206.47,207.40,92640672
    2015-12-28,204.86,205.26,203.94,205.21,65899940
    ...
    removing the 'todate' parameter and bt is OK, but with the parameter bt loads no values for any .csv file
    any idea how to fix this ?
    Thank you

    1 1 Reply

  • @trade-prophet probably it happens cause your data is reversed in the .csv. but it is just a guess.

    0
  • T

    You are absolutely right, I see my mistake, GenericCSVData does not support reverse parameter.
    Is there a way to reverse data in CSV file?

    0 1 Reply

  • @trade-prophet it is a lot of different ways depending on your needs and situation. Couple examples: read into Excel, sort as required, save as .csv. Using pandas read as data frame, sort as required, save as .csv. Open in the text editor, copy - paste in necessary order, save.

    0
  • T

    OK,
    thank you

    0