backtrader.feeds.vchartcsv 源代码

#!/usr/bin/env python
"""VisualChart CSV Data Feed Module - VisualChart CSV parsing.

This module provides the VChartCSVData feed for parsing VisualChart
CSV exported files.

Classes:
    VChartCSVData: Parses VisualChart CSV format files.

Example:
    >>> data = bt.feeds.VChartCSVData(dataname='vchart.csv')
    >>> cerebro.adddata(data)
"""

import datetime

from .. import feed
from ..dataseries import TimeFrame
from ..utils import date2num


# Process Visual Chart CSV files


class VChartCSVData(feed.CSVDataBase):
    """
    Parses a `VisualChart <http://www.visualchart.com>`_ CSV exported file.

    Specific parameters (or specific meaning):

      - ``dataname``: The filename to parse or a file-like object
    """

    vctframes = dict(I=TimeFrame.Minutes, D=TimeFrame.Days, W=TimeFrame.Weeks, M=TimeFrame.Months)

    def _loadline(self, linetokens):
        itokens = iter(linetokens)

        ticker = next(itokens)  # skip ticker name
        if not self._name:
            self._name = ticker

        # day/intraday indication
        timeframe = next(itokens)

        self._timeframe = self.vctframes[timeframe]

        dttxt = next(itokens)
        y, m, d = int(dttxt[0:4]), int(dttxt[4:6]), int(dttxt[6:8])

        tmtxt = next(itokens)
        if timeframe == "I":
            # use the provided time
            hh, mmss = divmod(int(tmtxt), 10000)
            mm, ss = divmod(mmss, 100)
        else:
            # put it at the end of the session parameter
            hh = self.p.sessionend.hour
            mm = self.p.sessionend.minute
            ss = self.p.sessionend.second

        dtnum = date2num(datetime.datetime(y, m, d, hh, mm, ss))

        self.lines.datetime[0] = dtnum
        self.lines.open[0] = float(next(itokens))
        self.lines.high[0] = float(next(itokens))
        self.lines.low[0] = float(next(itokens))
        self.lines.close[0] = float(next(itokens))
        self.lines.volume[0] = float(next(itokens))
        self.lines.openinterest[0] = float(next(itokens))

        return True





class VChartCSV(feed.CSVFeedBase):
    """VisualChart CSV feed class.

    Wrapper class for VChartCSVData feed functionality.
    """

    DataCls = VChartCSVData