将GenericCSVData对象转换为backtrader datafeed
将GenericCSVData对象转换为backtrader datafeed
提问于 2018-07-07 16:36:20
尝试1：(用GenericCSV替换数据种子)
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‘对象没有属性“项”
尝试2：(将GenericCSV转换为Datafeed)
all_data=bt.feeds.GenericCSVData(
#my csv params here
)
all_datafeed = bt.feeds.PandasData(dataname=all_data) 错误：'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst‘对象没有属性“列”
尝试3：(读取csv并转换为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‘对象没有属性“项”
csv摘录：
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回答 1
Stack Overflow用户
发布于 2019-01-29 14:41:10
# 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)如果这是你想要完成的，尽管我不确定。
页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持
原文链接：
https://stackoverflow.com/questions/51225035
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