def __parseDate(self, date):
parser = yahoofeed.RowParser(INSTRUMENT, datetime.time(23, 59), bar.Frequency.DAY)
row = {
"Date": date,
"Close": 0,
"Open": 0,
"High": 0,
"Low": 0,
"Volume": 0,
"Adj Close": 0}
return parser.parseBar(row).getDateTime()
def __parseDate(self, date):
parser = yahoofeed.RowParser(datetime.time(23, 59))
row = {
"Date": date,
"Close": 0,
"Open": 0,
"High": 0,
"Low": 0,
"Volume": 0,
"Adj Close": 0
}
return parser.parseBar(row).getDateTime()
def addBarsFromCSV(self,
instrument,
path,
timezone=None,
skipMalformedBars=False):
"""Loads bars for a given instrument from a CSV formatted file.
The instrument gets registered in the bar feed.
:param instrument: Instrument identifier.
:type instrument: string.
:param path: The path to the CSV file.
:type path: string.
:param timezone: The timezone to use to localize bars. Check :mod:`pyalgotrade.marketsession`.
:type timezone: A pytz timezone.
:param skipMalformedBars: True to skip errors while parsing bars.
:type skipMalformedBars: boolean.
"""
if timezone is None:
timezone = self.__timezone
datasource = instrument.datasource()
if datasource == DATASOURCE_YAHOOFINANCE:
rowParser = yahoofeed.RowParser(self.getDailyBarTime(),
self.getFrequency(), timezone,
self.__sanitizeBars)
elif datasource == DATASOURCE_COINMARKETCAP:
rowParser = coinmarketcapfeed.RowParser(self.getDailyBarTime(),
self.getFrequency(),
timezone,
self.__sanitizeBars)
else:
rowParser = csvfeed.GenericRowParser(self.__columnNames,
self.__dateTimeFormat,
self.getDailyBarTime(),
self.getFrequency(), timezone,
self.__barClass)
super(Feed, self).addBarsFromCSV(instrument,
path,
rowParser,
skipMalformedBars=skipMalformedBars)