def addBarsFromCSV(self, path, rowParser, skipMalformedBars=False):
def parse_bar_skip_malformed(row):
ret = None
try:
ret = rowParser.parseBar(row)
except Exception:
pass
return ret
if skipMalformedBars:
parse_bar = parse_bar_skip_malformed
else:
parse_bar = rowParser.parseBar
# Load the csv file
loadedBars = []
reader = csvutils.FastDictReader(open(path, "r"),
fieldnames=rowParser.getFieldNames(),
delimiter=rowParser.getDelimiter())
for row in reader:
bar_ = parse_bar(row)
if bar_ is not None and (self.__barFilter is None
or self.__barFilter.includeBar(bar_)):
loadedBars.append(bar_)
self.addBarsFromSequence(rowParser.getInstrument(), loadedBars)
def addBarsFromCSV(self, instrument, path, rowParser):
# Load the csv file
loadedBars = []
reader = csvutils.FastDictReader(open(path, "r"), fieldnames=rowParser.getFieldNames(), delimiter=rowParser.getDelimiter())
for row in reader:
bar_ = rowParser.parseBar(row)
if bar_ is not None and (self.__barFilter is None or self.__barFilter.includeBar(bar_)):
loadedBars.append(bar_)
self.addBarsFromSequence(instrument, loadedBars)
def addValuesFromCSV(self, path):
# Load the values from the csv file
values = []
reader = csvutils.FastDictReader(open(path, "r"), fieldnames=self.__rowParser.getFieldNames(), delimiter=self.__rowParser.getDelimiter())
for row in reader:
dateTime, rowValues = self.__rowParser.parseRow(row)
if dateTime is not None and (self.__rowFilter is None or self.__rowFilter.includeRow(dateTime, rowValues)):
values.append((dateTime, rowValues))
self.addValues(values)
def loadBarsFromCSV(self,instrument,path):
loadedBars = []
rowParser = RowParser(self.getDailyBarTime(), self.getFrequency(), self.__timezone, False)
reader = csvutils.FastDictReader(open(path, "r"), fieldnames=rowParser.getFieldNames(), delimiter=rowParser.getDelimiter())
for row in reader:
bar_ = rowParser.parseBar(row)
if bar_ is not None:
loadedBars.append(bar_)
self.addBarsFromSequence(instrument, loadedBars)
