Thank you so much! That solved my problem. To thoes who has the same problem, remember also to improt timeframe from backtrader!

Hi, I want to test a single strategy using a series of csv files from a folder. I tried to pass them one by one into the data feed using cerebro. adddata(), but the data just keep adding together, which at a single time, it will be multiple data point.

All I can find online is passing into multiple data feed at the same time, but that is not what I want. I want to test my strategy in one data feed, then move on to next and so on.

Is there a way to put the datas into a queue and pass them into the cerebro one by one?

Here is my code:

if __name__ == '__main__':	
	# Create a cerebro entity
	cerebro = bt.Cerebro()


	path = "/mnt/c/users/liang/desktop/backtesting/small_data/*.csv"
	for datapath in glob.glob(path):
		data = bt.feeds.GenericCSVData(
			dataname= datapath,
			dtformat= ('%Y-%m-%d %H:%M:%S UTC'),
			nullvalue=0.0,
			timeframe = TimeFrame.Minutes,
			datetime=0,
			time=-1,
			high=-1,
			low=-1,
			open=-1,
			close=1, #this is actully popularity
			volume=-1,
			openinterest=-1)

		# Add the Data Feed to Cerebro
		cerebro.adddata(data)
		cerebro.addstrategy(TestStrategy, Name=(datapath[50:-15]))
		print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
		cerebro.run()
		print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

What I did here is not efficient at all. I restarted cerebro multiple times. Is there a way to avioding this?

Thank you so much for the help!

Hi, I am new to the backtrader comminity. I am currently having trouble getting the time using datetime.time or datetime.datetime. Below is my code and result.

class TestStrategy(bt.Strategy):
	 params = (('myparam', 27), 
			('exitbars', 5), 
			('period',24), 
			('pop_change_1h', 50),
			('pop_change_4h', 50),
			('pop_change_24h', 50),
			('pop_lim_1h', 50),
			('pop_lim_4h', 50),
			('pop_lim_24h', 50),
			)

	 def log(self, txt, dt=None):
		dt = dt or self.datas[0].datetime.datetime(0)
		print('%s, %s' %(dt.isoformat(), txt))

	 def __init__(self,Name):
   	# Keep a reference to the popularity line in the data[0] dataseries
          self.popularity = self.datas[0].close
          self.name = Name
          self.s = yprice(self.name,'')

	 def next(self):
	 	self.log(self.datas[0].datetime.datetime(0))
       
if __name__ == '__main__':	
	# Create a cerebro entity
    cerebro = bt.Cerebro()


    path = "/mnt/c/users/liang/desktop/backtesting/small_data/*.csv"
    for datapath in glob.glob(path):
	    data = bt.feeds.GenericCSVData(
	    	dataname= datapath,
	    	dtformat= ('%Y-%m-%d %H:%M:%S UTC'),
	    	nullvalue=0.0,
		    datetime=0,
		    time=-1,
		    high=-1,
		    low=-1,
		    open=-1,
		    close=1, #this is actully popularity
		    volume=-1,
		    openinterest=-1)
		
	    #print(datapath[50:-15])
	    # Add the Data Feed to Cerebro
	    cerebro.adddata(data)
	    cerebro.addstrategy(TestStrategy, Name=(datapath[50:-15]))
	    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())

	    cerebro.run()

	    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

Result:

My csv format is
I always get 23:59:59 as my time. Can someone show me how to get the correct time that I can use in my strategy? I am wondering if I need to use a custom Data feed Class. Please correct me if I am worng. Thanks!