def to_btfeed(self):
"""
Performs BTgymDataset-->bt.feed conversion.
Returns:
bt.datafeed instance.
"""
try:
assert not self.data.empty
btfeed = btfeeds.PandasDirectData(dataname=self.data,
timeframe=self.timeframe,
datetime=self.datetime,
open=self.open,
high=self.high,
low=self.low,
close=self.close,
volume=self.volume,
openinterest=self.openinterest)
btfeed.numrecords = self.data.shape[0]
return btfeed
except (AssertionError, AttributeError) as e:
msg = 'BTgymDataset instance holds no data. Hint: forgot to call .read_csv()?'
self.log.error(msg)
raise AssertionError(msg)
def to_btfeed(self):
"""
Performs BTgymData-->bt.feed conversion.
Returns:
dict of type: {data_line_name: bt.datafeed instance}.
"""
def bt_timeframe(minutes):
timeframe = TimeFrame.Minutes
if minutes / 1440 == 1:
timeframe = TimeFrame.Days
return timeframe
try:
assert not self.data.empty
btfeed = btfeeds.PandasDirectData(
dataname=self.data,
timeframe=bt_timeframe(self.timeframe),
datetime=self.datetime,
open=self.open,
high=self.high,
low=self.low,
close=self.close,
volume=self.volume,
openinterest=self.openinterest
)
btfeed.numrecords = self.data.shape[0]
return {self.data_name: btfeed}
except (AssertionError, AttributeError) as e:
msg = 'Instance holds no data. Hint: forgot to call .read_csv()?'
self.log.error(msg)
raise AssertionError(msg)
