Ok, so in the case above the correct thing to do would be

# ...
data = bt.feeds.GenericCSVData(
    dataname="some-5m-data.csv",
    fromdate=datetime.datetime(2015, 1, 1),
    todate=datetime.datetime(2015, 12, 31),
    timeframe=bt.TimeFrame.Minutes,
    compression=5)
cerebro.resampledata(data, 
    timeframe=bt.TimeFrame.Minutes,
    compression=60)

This looks correct when I run it, thanks for your help!

Thank you both, and thank you for your patience. I think I have misunderstood the Cerebro.resampledata method. My example above was incorrect, here's the code I tried:

import datetime
# my backtrader __version__ = '1.9.58.122'
import backtrader as bt

if __name__ == '__main__':
    cerebro = bt.Cerebro()
    data = bt.feeds.GenericCSVData(
        dataname="some-5m-data.csv",
        fromdate=datetime.datetime(2015, 1, 1),
        todate=datetime.datetime(2015, 12, 31),
        openinterest=-1,
        timeframe=bt.TimeFrame.Ticks)

    cerebro.resampledata(d, timeframe=60*bt.TimeFrame.Minutes)
    #cerebro.resampledata(data, 
    #    timeframe=bt.TimeFrame.Ticks,
    #    compression=12)
    cerebro.run()

I'd like to turn my 5m data into hourly data. Now I think that multiplying 60 times TimeFrame.Minutes is not meaningful and instead I should do the thing that's commented out above... Is this correct? Compress 12 5m bars into a single 60m bar?

Thanks again!

Hi,

I have some 5m data I'm trying to resample to hourly using cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes) but I get the following error on running cerebro.run()

Traceback (most recent call last):
  File "test.py", line 237, in <module>
    result = cerebro.run()
  File "/home/who/dev/py/trading/lib/python3.5/site-packages/backtrader/cerebro.py", line 1142, in run
    runstrat = self.runstrategies(iterstrat)
  File "/home/who/dev/py/trading/lib/python3.5/site-packages/backtrader/cerebro.py", line 1310, in runstrategies
    self._runnext(runstrats)
  File "/home/who/dev/py/trading/lib/python3.5/site-packages/backtrader/cerebro.py", line 1627, in _runnext
    self._check_timers(runstrats, dt0, cheat=True)
UnboundLocalError: local variable 'dt0' referenced before assignment

Indeed you can see at https://github.com/mementum/backtrader/blob/master/backtrader/cerebro.py#L1627 that the variable dt0 is not in scope, and again a few lines later. However, I'm not smart enough to know what the fix is -- when I changed dt0 to data0 I get a different error later....

Thanks so much for this great software!