get_feed_for_csv_path.py

get_feed_for_csv_path.py

import backtrader as bt

from backtrader.feeds import GenericCSVData


class GenericCSV_Signal(GenericCSVData):
    # Add a 'pe' line to the inherited ones from the base class
    lines = ('autoencoder_signal',)

    # auto encoder signal in GenericCSVData has index 8 ...
    # add the parameter to the parameters inherited from the base class
    params = (('autoencoder_signal', 8),)


def get_feed_for_csv_path(path, fromdate, todate, has_signal=False):
    config = dict(dataname=path,

                  fromdate=fromdate,
                  todate=todate,

                  nullvalue=0.0,

                  dtformat='%Y-%m-%d',

                  datetime=0,
                  high=2,
                  low=3,
                  open=1,
                  close=4,
                  volume=5,
                  openinterest=-1)
    return bt.feeds.GenericCSVData(**config) if not has_signal else GenericCSV_Signal(**config)