Module backtrader.feeds.vchartfile

Classes

class MetaVChartFile (name, bases, dct)

Dirty job manager for a LineSeries

• During new (class creation), it reads "lines", "plotinfo", "plotlines" class variable definitions and turns them into Classes of type Lines or AutoClassInfo (plotinfo/plotlines)

• During "new" (instance creation) the lines/plotinfo/plotlines classes are substituted in the instance with instances of the aforementioned classes and aliases are added for the "lines" held in the "lines" instance

  Additionally and for remaining kwargs, these are matched against args in plotinfo and if existent are set there and removed from kwargs

  Remember that this Metaclass has a MetaParams (from metabase) as root class and therefore "params" defined for the class have been removed from kwargs at an earlier state

Class has already been created … register

Expand source code

class MetaVChartFile(bt.DataBase.__class__):
    def __init__(cls, name, bases, dct):
        '''Class has already been created ... register'''
        # Initialize the class
        super(MetaVChartFile, cls).__init__(name, bases, dct)

        # Register with the store
        bt.stores.VChartFile.DataCls = cls

Ancestors

• MetaAbstractDataBase
• MetaLineSeries
• MetaLineRoot
• MetaParams
• MetaBase
• builtins.type

Inherited members

• MetaAbstractDataBase:
  • donew

class VChartFile (*args, **kwargs)

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

Note

• dataname: Market code displayed by Visual Chart. Example: 015ES for EuroStoxx 50 continuous future

Expand source code

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

    Note:

      - ``dataname``: Market code displayed by Visual Chart. Example: 015ES for
        EuroStoxx 50 continuous future
    '''

    def start(self):
        super(VChartFile, self).start()
        if self._store is None:
            self._store = bt.stores.VChartFile()
            self._store.start()

        self._store.start(data=self)

        # Choose extension and extraction/calculation parameters
        if self.p.timeframe < bt.TimeFrame.Minutes:
            ext = '.tck'  # seconds will still need resampling
            # FIXME: find reference to tick counter for format
        elif self.p.timeframe < bt.TimeFrame.Days:
            ext = '.min'
            self._dtsize = 2
            self._barsize = 32
            self._barfmt = 'IIffffII'
        else:
            ext = '.fd'
            self._barsize = 28
            self._dtsize = 1
            self._barfmt = 'IffffII'

        # Construct full path
        basepath = self._store.get_datapath()

        # Example: 01 + 0 + 015ES + .fd -> 010015ES.fd
        dataname = '01' + '0' + self.p.dataname + ext
        # 015ES -> 0 + 015 -> 0015
        mktcode = '0' + self.p.dataname[0:3]

        # basepath/0015/010015ES.fd
        path = os.path.join(basepath, mktcode, dataname)
        try:
            self.f = open(path, 'rb')
        except IOError:
            self.f = None

    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  # cannot load more

        try:
            bardata = self.f.read(self._barsize)
        except IOError:
            self.f = None  # cannot return, nullify file
            return False  # cannot load more

        if not bardata or len(bardata) < self._barsize:
            self.f = None  # cannot return, nullify file
            return False  # cannot load more

        try:
            bdata = unpack(self._barfmt, bardata)
        except:
            self.f = None
            return False

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

        # Time
        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)
        else:  # Daily Bars
            dt = datetime.combine(dt, self.p.sessionend)

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

        # Get the rest of the fields
        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  # a bar has been successfully loaded

Ancestors

• DataBase
• AbstractDataBase
• OHLCDateTime
• OHLC
• DataSeries
• LineSeries
• LineMultiple
• LineRoot

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(VChartFile, self).start()
    if self._store is None:
        self._store = bt.stores.VChartFile()
        self._store.start()

    self._store.start(data=self)

    # Choose extension and extraction/calculation parameters
    if self.p.timeframe < bt.TimeFrame.Minutes:
        ext = '.tck'  # seconds will still need resampling
        # FIXME: find reference to tick counter for format
    elif self.p.timeframe < bt.TimeFrame.Days:
        ext = '.min'
        self._dtsize = 2
        self._barsize = 32
        self._barfmt = 'IIffffII'
    else:
        ext = '.fd'
        self._barsize = 28
        self._dtsize = 1
        self._barfmt = 'IffffII'

    # Construct full path
    basepath = self._store.get_datapath()

    # Example: 01 + 0 + 015ES + .fd -> 010015ES.fd
    dataname = '01' + '0' + self.p.dataname + ext
    # 015ES -> 0 + 015 -> 0015
    mktcode = '0' + self.p.dataname[0:3]

    # basepath/0015/010015ES.fd
    path = os.path.join(basepath, mktcode, dataname)
    try:
        self.f = open(path, 'rb')
    except IOError:
        self.f = None

def stop(self)

Expand source code

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

Inherited members

• DataBase:
  • addminperiod
  • compensate
  • get_notifications
  • incminperiod
  • islive
  • lines
  • minbuffer
  • next
  • nextstart
  • once
  • oncestart
  • prenext
  • preonce
  • put_notification
  • qbuffer
  • setenvironment
  • setminperiod
  • updateminperiod