Here's my csv data looks like:
2022/11/15,0905,1411,1418,1407,1417,33899,749118,0
2022/11/15,0910,1417,1419,1415,1418,23688,753590,0
2022/11/15,0915,1418,1419,1410,1410,20393,752823,0
the 2nd field indicates the time , I try to use GenericCSVData to parse the date and time
data = btfeeds.GenericCSVData(
headers=False,
dataname=file,
fromdate=datetime.datetime(2000, 11, 15),
todate=datetime.datetime(2022, 11, 16),
nullvalue=0.0,
dtformat=('%Y/%m/%d'),
tmformat=('%H%M'),
datetime=0,
time=1,
open=2,
high=3,
low=4,
close=5,
volume=6,
openinterest=7
)
but when I try to use
self.datas[0].datetime.time(0)
to access time field in next() method, it always gives me 23:59:59.999989
Is there anything I understand incorrectly?
Any comments would be appreciated
Thanks