3

How can I convert a backtrader csv reader to a backtrader datafeed? I tried:

Attempt 1: (replace datafeed with GenericCSV) 

all_data=bt.feeds.GenericCSVData(
  #my csv params here
)

for s, df in all_data.items(): #THIS LINE READS IN CSV AND ERRORS
    #do stuff

'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'items'

Attempt 2: (convert GenericCSV to Datafeed) 

all_data=bt.feeds.GenericCSVData(
  #my csv params here
)
all_datafeed = bt.feeds.PandasData(dataname=all_data)

ERROR: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'columns'

Attempt 3: (Read in csv and convert to datafeed)

df=pd.read_csv('/home/abc/EUR_USD.csv',header=0,parse_dates=True)
all_datafeed = bt.feeds.PandasData(dataname=df)
for df in all_datafeed.items():
    print(df)

'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'items'

Excerpt from csv:

time,oask,hask,lask,cask,obid,hbid,lbid,cbid,volume
2002-05-06 20:00:00 UTC,0.9184,0.9184,0.9181,0.9184,0.9181,0.9181,0.9181,0.9181,1
2002-05-07 20:00:00 UTC,0.9155,0.9155,0.9152,0.9155,0.9152,0.9152,0.9152,0.9152,1
2002-05-08 20:00:00 UTC,0.9045,0.9045,0.9042,0.9045,0.9042,0.9042,0.9042,0.9042,1
Rilcon42
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    What are you attempting with `items`? A `GenericCSVData`, a `PandasData` are already a *backtrader data feed*, what is you actual problem? – mementum Jul 16 '18 at 11:31

1 Answers1

3
# Create a Data Feed
data = bt.feeds.GenericCSVData(
    dataname='filepath.csv',
    fromdate=datetime.datetime(2018, 1, 1),
    todate=datetime.datetime(2018, 12, 31),
    nullvalue=0.0,
    dtformat=('%Y-%m-%d'),
    datetime=0,
    open = 1,
    high = 2,
    low = 3,
    close = 4,
    volume =5, 
    openinterest=-1,
    reverse=False)

# Add the Data Feed to Cerebro
cerebro.adddata(data)

If this is what you are trying to accomplish, although i am not sure.

https://www.backtrader.com/docu/datafeed.html

shubhinder rana
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