Module backtrader.feeds.vchart

Expand source code 
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# 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)

import datetime
import struct
import os.path

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


class VChartData(feed.DataBase):
    '''
    Support for `Visual Chart <www.visualchart.com>`_ binary on-disk files for
    both daily and intradaily formats.

    Note:

      - ``dataname``: to file or open file-like object

        If a file-like object is passed, the ``timeframe`` parameter will be
        used to determine which is the actual timeframe.

        Else the file extension (``.fd`` for daily and ``.min`` for intraday)
        will be used.
    '''

    def start(self):
        super(VChartData, self).start()

        # Not yet known if a extension is needed
        self.ext = ''

        if not hasattr(self.p.dataname, 'read'):
            # assume is a string because it has no write method

            if self.p.dataname.endswith('.fd'):
                self.p.timeframe = TimeFrame.Days
            elif self.p.dataname.endswith('.min'):
                self.p.timeframe = TimeFrame.Minutes
            else:
                # Neither fd nor min ... just the code, assign extension
                if self.p.timeframe == TimeFrame.Days:
                    self.ext = '.fd'
                else:
                    self.ext = '.min'

        if self.p.timeframe >= TimeFrame.Days:
            self.barsize = 28
            self.dtsize = 1
            self.barfmt = 'IffffII'
        else:
            self.dtsize = 2
            self.barsize = 32
            self.barfmt = 'IIffffII'

        self.f = None
        if hasattr(self.p.dataname, 'read'):
            # A file has been passed in (ex: from a GUI)
            self.f = self.p.dataname
        else:
            dataname = self.p.dataname + self.ext
            # Let an exception propagate
            self.f = open(dataname, 'rb')

    def stop(self):
        if self.f is not None:
            self.f.close()
            self.f = None

    def _load(self):
        if self.f is None:
            return False

        # Let an exception propagate to let the caller know
        bardata = self.f.read(self.barsize)
        if not bardata:
            return False

        bdata = struct.unpack(self.barfmt, bardata)

        # Years are stored as if they had 500 days
        y, md = divmod(bdata[0], 500)
        # Months are stored as if they had 32 days
        m, d = divmod(md, 32)
        dt = datetime.datetime(y, m, d)

        if self.dtsize > 1:  # Minute Bars
            # Daily Time is stored in seconds
            hhmm, ss = divmod(bdata[1], 60)
            hh, mm = divmod(hhmm, 60)
            dt = dt.replace(hour=hh, minute=mm, second=ss)

        self.lines.datetime[0] = date2num(dt)

        o, h, l, c, v, oi = bdata[self.dtsize:]
        self.lines.open[0] = o
        self.lines.high[0] = h
        self.lines.low[0] = l
        self.lines.close[0] = c
        self.lines.volume[0] = v
        self.lines.openinterest[0] = oi

        return True


class VChartFeed(feed.FeedBase):
    DataCls = VChartData

    params = (('basepath', ''),) + DataCls.params._gettuple()

    def _getdata(self, dataname, **kwargs):
        maincode = dataname[0:2]
        subcode = dataname[2:6]

        datapath = os.path.join(self.p.basepath,
                                'RealServer', 'Data',
                                maincode, subcode,  # 01 00XX
                                dataname)

        newkwargs = self.p._getkwargs()
        newkwargs.update(kwargs)
        kwargs['dataname'] = datapath
        return self.DataCls(**kwargs)

Classes

class VChartData (*args, **kwargs)

Support for Visual Chart <www.visualchart.com>_ binary on-disk files for both daily and intradaily formats.

Note

  • dataname: to file or open file-like object

If a file-like object is passed, the timeframe parameter will be used to determine which is the actual timeframe.

Else the file extension (.fd for daily and .min for intraday) will be used.

Expand source code 
class VChartData(feed.DataBase):
    '''
    Support for `Visual Chart <www.visualchart.com>`_ binary on-disk files for
    both daily and intradaily formats.

    Note:

      - ``dataname``: to file or open file-like object

        If a file-like object is passed, the ``timeframe`` parameter will be
        used to determine which is the actual timeframe.

        Else the file extension (``.fd`` for daily and ``.min`` for intraday)
        will be used.
    '''

    def start(self):
        super(VChartData, self).start()

        # Not yet known if a extension is needed
        self.ext = ''

        if not hasattr(self.p.dataname, 'read'):
            # assume is a string because it has no write method

            if self.p.dataname.endswith('.fd'):
                self.p.timeframe = TimeFrame.Days
            elif self.p.dataname.endswith('.min'):
                self.p.timeframe = TimeFrame.Minutes
            else:
                # Neither fd nor min ... just the code, assign extension
                if self.p.timeframe == TimeFrame.Days:
                    self.ext = '.fd'
                else:
                    self.ext = '.min'

        if self.p.timeframe >= TimeFrame.Days:
            self.barsize = 28
            self.dtsize = 1
            self.barfmt = 'IffffII'
        else:
            self.dtsize = 2
            self.barsize = 32
            self.barfmt = 'IIffffII'

        self.f = None
        if hasattr(self.p.dataname, 'read'):
            # A file has been passed in (ex: from a GUI)
            self.f = self.p.dataname
        else:
            dataname = self.p.dataname + self.ext
            # Let an exception propagate
            self.f = open(dataname, 'rb')

    def stop(self):
        if self.f is not None:
            self.f.close()
            self.f = None

    def _load(self):
        if self.f is None:
            return False

        # Let an exception propagate to let the caller know
        bardata = self.f.read(self.barsize)
        if not bardata:
            return False

        bdata = struct.unpack(self.barfmt, bardata)

        # Years are stored as if they had 500 days
        y, md = divmod(bdata[0], 500)
        # Months are stored as if they had 32 days
        m, d = divmod(md, 32)
        dt = datetime.datetime(y, m, d)

        if self.dtsize > 1:  # Minute Bars
            # Daily Time is stored in seconds
            hhmm, ss = divmod(bdata[1], 60)
            hh, mm = divmod(hhmm, 60)
            dt = dt.replace(hour=hh, minute=mm, second=ss)

        self.lines.datetime[0] = date2num(dt)

        o, h, l, c, v, oi = bdata[self.dtsize:]
        self.lines.open[0] = o
        self.lines.high[0] = h
        self.lines.low[0] = l
        self.lines.close[0] = c
        self.lines.volume[0] = v
        self.lines.openinterest[0] = oi

        return True

Ancestors

Class variables

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

Methods

def start(self)
Expand source code 
def start(self):
    super(VChartData, self).start()

    # Not yet known if a extension is needed
    self.ext = ''

    if not hasattr(self.p.dataname, 'read'):
        # assume is a string because it has no write method

        if self.p.dataname.endswith('.fd'):
            self.p.timeframe = TimeFrame.Days
        elif self.p.dataname.endswith('.min'):
            self.p.timeframe = TimeFrame.Minutes
        else:
            # Neither fd nor min ... just the code, assign extension
            if self.p.timeframe == TimeFrame.Days:
                self.ext = '.fd'
            else:
                self.ext = '.min'

    if self.p.timeframe >= TimeFrame.Days:
        self.barsize = 28
        self.dtsize = 1
        self.barfmt = 'IffffII'
    else:
        self.dtsize = 2
        self.barsize = 32
        self.barfmt = 'IIffffII'

    self.f = None
    if hasattr(self.p.dataname, 'read'):
        # A file has been passed in (ex: from a GUI)
        self.f = self.p.dataname
    else:
        dataname = self.p.dataname + self.ext
        # Let an exception propagate
        self.f = open(dataname, 'rb')
def stop(self)
Expand source code 
def stop(self):
    if self.f is not None:
        self.f.close()
        self.f = None

Inherited members

class VChartFeed
Expand source code 
class VChartFeed(feed.FeedBase):
    DataCls = VChartData

    params = (('basepath', ''),) + DataCls.params._gettuple()

    def _getdata(self, dataname, **kwargs):
        maincode = dataname[0:2]
        subcode = dataname[2:6]

        datapath = os.path.join(self.p.basepath,
                                'RealServer', 'Data',
                                maincode, subcode,  # 01 00XX
                                dataname)

        newkwargs = self.p._getkwargs()
        newkwargs.update(kwargs)
        kwargs['dataname'] = datapath
        return self.DataCls(**kwargs)

Ancestors

Class variables

var DataCls

Support for Visual Chart <www.visualchart.com>_ binary on-disk files for both daily and intradaily formats.

Note

  • dataname: to file or open file-like object

If a file-like object is passed, the timeframe parameter will be used to determine which is the actual timeframe.

Else the file extension (.fd for daily and .min for intraday) will be used.

var frompackages
var packages
var params