Module backtrader.feeds.mt4csv

Expand source code
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)


from . import GenericCSVData


class MT4CSVData(GenericCSVData):
    '''
    Parses a `Metatrader4 <https://www.metaquotes.net/en/metatrader4>`_ History
    center CSV exported file.

    Specific parameters (or specific meaning):

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

      - Uses GenericCSVData and simply modifies the params
    '''

    params = (
        ('dtformat', '%Y.%m.%d'),
        ('tmformat', '%H:%M'),
        ('datetime', 0),
        ('time',  1),
        ('open',  2),
        ('high',  3),
        ('low',   4),
        ('close', 5),
        ('volume', 6),
        ('openinterest', -1),
    )

Classes

class MT4CSVData (*args, **kwargs)

Parses a Metatrader4 <https://www.metaquotes.net/en/metatrader4>_ History center CSV exported file.

Specific parameters (or specific meaning):

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

  • Uses GenericCSVData and simply modifies the params

Expand source code
class MT4CSVData(GenericCSVData):
    '''
    Parses a `Metatrader4 <https://www.metaquotes.net/en/metatrader4>`_ History
    center CSV exported file.

    Specific parameters (or specific meaning):

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

      - Uses GenericCSVData and simply modifies the params
    '''

    params = (
        ('dtformat', '%Y.%m.%d'),
        ('tmformat', '%H:%M'),
        ('datetime', 0),
        ('time',  1),
        ('open',  2),
        ('high',  3),
        ('low',   4),
        ('close', 5),
        ('volume', 6),
        ('openinterest', -1),
    )

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members