如何在Backtrade中处理GenericCSVData中的日期格式

Question

我正在尝试一个简单的例子，从我的csv打印日期时间和收盘价。 它正确地打印了日期，但只打印了23:59:59。 你能帮我检查一下我做错了什么吗

这是我的密码：

import datetime
import backtrader as bt
import backtrader.feeds as btfeeds

class PrintClose(bt.Strategy):

    def __init__(self):
        self.dataclose = self.datas[0].close

    def log(self, txt, dt=None):
        dt = dt or self.datas[0].datetime.datetime(0).strftime('%Y-%m-%d %H:%M:%S%z')
        print(f'{dt} {txt}')  # Print date and close

    def next(self):
        self.log(self.dataclose[0])


if __name__ == '__main__':
    cerebro = bt.Cerebro()
    cerebro.addstrategy(PrintClose)
    datapath = './RELIANCE_formatted.csv'

    data = btfeeds.GenericCSVData(
        dataname=datapath,
        dtformat=('%Y-%m-%d %H:%M:%S%z'),
        timestamp=0,
        open=1,
        high=2,
        low=3,
        close=4,
        volume=5,
        openinterest=-1
    )

    cerebro.adddata(data)
    cerebro.run()

输出：

2016-07-04 23:59:59 489.1
2016-07-04 23:59:59 491.45
2016-07-04 23:59:59 489.8
2016-07-04 23:59:59 488.75
2016-07-04 23:59:59 488.75
2016-07-04 23:59:59 489.15
2016-07-04 23:59:59 488.55
2016-07-05 23:59:59 486.95
2016-07-05 23:59:59 486.9

预期产出：

2016-07-04 09:15:00+05:30 489.1
2016-07-04 10:15:00+05:30 491.45
2016-07-04 11:15:00+05:30 489.8
2016-07-04 12:15:00+05:30 488.75
2016-07-04 13:15:00+05:30 488.75
2016-07-04 14:15:00+05:30 489.15
2016-07-04 15:15:00+05:30 488.55
2016-07-05 09:15:00+05:30 486.95
2016-07-05 10:15:00+05:30 486.9

这是我的csv

date,open,high,low,close,volume
2016-07-04 09:15:00+05:30,483.4,490.35,483.4,489.1,950630
2016-07-04 10:15:00+05:30,489.1,492.05,488.55,491.45,603618
2016-07-04 11:15:00+05:30,491.7,491.95,489.4,489.8,514331
2016-07-04 12:15:00+05:30,489.8,490.65,488.15,488.75,374728
2016-07-04 13:15:00+05:30,488.85,489.55,488.25,488.75,31432
2016-07-04 14:15:00+05:30,488.75,490.3,487.45,489.15,511010
2016-07-04 15:15:00+05:30,489.1,489.25,487.95,488.55,323005
2016-07-05 09:15:00+05:30,488.55,490.1,486.5,486.95,441230
2016-07-05 10:15:00+05:30,486.9,488.05,485.55,486.9,320247

Answer 1

您需要告诉Backtrader时间框架和压缩，否则它不知道它使用的是什么时间间隔

 data = btfeeds.GenericCSVData(
        dataname=datapath,
        dtformat=('%Y-%m-%d %H:%M:%S%Z'),
        # timestamp=0, I don't think you need this. 
        timeframe=bt.TimeFrame.Minutes, 
        compression=60,
        open=1,
        high=2,
        low=3,
        close=4,
        volume=5,
        openinterest=-1
    )

Answer 2

在@run out的帮助下，我终于让它工作起来了，它可以查看时间框架和压缩。然后改变格式。这是解决办法

data = btfeeds.GenericCSVData(
    dataname=datapath,
    datetime=0,
    open=1,
    high=2,
    low=3,
    close=4,
    volume=5,
    openinterest=-1,
    dtformat=('%Y-%m-%d %H:%M:%S+05:30'),
    timeframe=bt.TimeFrame.Minutes, 
    compression=60,
)