backtrader comes with a set of Data Feed parsers (at the time of writing all CSV Based) to let you load data from different sources.

backtrader附带了一组数据源解析器（在编写所有基于CSV的代码时），允许您从不同的源加载数据

Yahoo (online or already saved to a file)

VisualChart (see www.visualchart.com

Backtrader CSV (own cooked format for testing)

Generic CSV support

From the Quickstart guide it should be clear that you add data feeds to a Cerebro instance. The data feeds will later be available to the different strategies in:

从快速入门指南中可以清楚地看到，您可以向一个 Cerebro 实例添加数据源。数据源稍后将提供给不同的策略：

An array self.datas (insertion order)

一个数组self.datas(插入顺序)

Alias to the array objects:

数组对象的别名

import backtrader.feeds as btfeeds data = btfeeds.YahooFinanceCSVData(dataname='wheremydatacsvis.csv') cerebro = bt.Cerebro() cerebro.adddata(data) # a 'name' parameter can be passed for plotting purposes

Data Feeds Common parameters

Data Feeds常见参数

This data feed can download data directly from Yahoo and feed into the system.

这个数据源可以直接从Yahoo下载数据并输入到系统中

Parameters:

dataname (default: None) MUST BE PROVIDED（必须提供）

The meaning varies with the data feed type (file location, ticker, …)

其含义随数据馈送类型（文件位置、ticker等）而变化

name (default: ‘’)

Meant for decorative purposes in plotting. If not specified it may be derived from dataname (example: last part of a file path)

在绘图的时候用于装饰用。如果没有指定，它可能来至与dataname(例如:文件路径的最后一部分)

fromdate (default: mindate)

Python datetime object indicating that any datetime prior to this should be ignored

Python日期时间对象，该对象指示在此之前的任何日期时间都应被忽略

todate (default: maxdate)

Python datetime object indicating that any datetime posterior to this should be ignored

Python日期时间对象，该对象指示在此之后的任何日期时间都应被忽略

timeframe (default: TimeFrame.Days)

时间框架(默认：用天的时间框架)

Potential values: Ticks , Seconds , Minutes , Days , Weeks , Months and Years

可选的值: Ticks , Seconds , Minutes , Days , Weeks , Months and Years

compression (default: 1)

压缩(默认:1)

Number of actual bars per bar. Informative. Only effective in Data Resampling/Replaying.

每个bar的实际数量，仅对数据重采样/重放有效。

sessionstart (default: None)

Indication of session starting time for the data. May be used by classes for purposes like resampling

指示数据的会话开始时间。可能被类用于重采样等目的

sessionend (default: None)

Indication of session ending time for the data. May be used by classes for purposes like resampling

指示数据的会话结束时间。可能被类用于重采样等目的

CSV Data Feeds Common parameters

CSV 数据源普通参数

Parameters (additional to the common ones):

额外的参数

headers (default: True)

Indicates if the passed data has an initial headers row

表示传递的数据是否具有初始标题行

separator (default: “,”)

Separator to take into account to tokenize each of the CSV rows

分隔符，用于标记每个CSV行

GenericCSVData

一般CSVData

This class exposes a generic interface allowing parsing mostly every CSV file format out there.

Parses a CSV file according to the order and field presence defined by the parameters

Specific parameters (or specific meaning):

这个类公开了一个通用接口，允许解析大部分CSV文件格式。

解析CSV文件根据参数的顺序以及字段的定义

dataname

The filename to parse or a file-like object

分析文件名或者文件对象

datetime (default: 0) column containing the date (or datetime) field

列包含date或datetime的字段

time (default: -1) column containing the time field if separate from the datetime field (-1 indicates it’s not present)

时间（默认值：-1）如果与日期时间字段分开，则包含时间字段的列（-1表示不存在）

open (default: 1) , high (default: 2), low (default: 3), close (default: 4), volume (default: 5), openinterest (default: 6)

Index of the columns containing the corresponding fields

列的索引包含不同的领域

If a negative value is passed (example: -1) it indicates the field is not present in the CSV data

如果传递负值（例如：-1），则表示CSV数据中不存在该字段

nullvalue (default: float(‘NaN’))

Value that will be used if a value which should be there is missing (the CSV field is empty)

如果缺少应存在的值（CSV字段为空）时将使用的值

dtformat (default: %Y-%m-%d %H:%M:%S)

Format used to parse the datetime CSV field

用于分析datetime CSV字段的格式

tmformat (default: %H:%M:%S)

Format used to parse the time CSV field if “present” (the default for the “time” CSV field is not to be present)

用于分析“present”时的timeCSV字段的格式（“time”CSV字段的默认值不存在）

An example usage covering the following requirements:

包含以下要求的示例用法：

Limit input to year 2000

输入限制在2000年以后

HLOC order rather than OHLC

输入数据为hight，low，open，close

Missing values to be replaced with zero (0.0)

缺省的值为0.0

Daily bars are provided and datetime is just the day with format YYYY-MM-DD

时间格式化为YYYY-MM-DD

No openinterest column is present

当前没有 openinterest 的列

import datetime
import backtrader as bt
import backtrader.feeds as btfeeds
data = btfeeds.GenericCSVData(
    dataname='mydata.csv',
    fromdate=datetime.datetime(2000, 1, 1),
    todate=datetime.datetime(2000, 12, 31),
    nullvalue=0.0,
    dtformat=('%Y-%m-%d'),
    datetime=0,
    high=1,
    low=2,
    open=3,
    close=4,
    volume=5,
    openinterest=-1
Slightly modified requirements:
略微改进的要求
Limit input to year 2000
HLOC order rather than OHLC
Missing values to be replaced with zero (0.0)
Intraday bars are provided, with separate date and time columns
提供日内的bars，分成日期与时间两个柱
Date has format YYYY-MM-DD
Time has format HH.MM.SS (instead of the usual HH:MM:SS)
No openinterest column is present
import datetime
import backtrader as bt
import backtrader.feeds as btfeed
data = btfeeds.GenericCSVData(
    dataname='mydata.csv',
    fromdate=datetime.datetime(2000, 1, 1),
    todate=datetime.datetime(2000, 12, 31),
    nullvalue=0.0,
    dtformat=('%Y-%m-%d'),
    tmformat=('%H.%M.%S'),
    datetime=0,
    time=1,
    high=2,
    low=3,
    open=4,
    close=5,
    volume=6,
    openinterest=-1
 This can also be made permanent with subclassing:
 也可以通过子类化使其永久化
import datetime
import backtrader.feeds as btfeed
class MyHLOC(btfreeds.GenericCSVData):
  params = (
    ('fromdate', datetime.datetime(2000, 1, 1)),
    ('todate', datetime.datetime(2000, 12, 31)),
    ('nullvalue', 0.0),
    ('dtformat', ('%Y-%m-%d')),
    ('tmformat', ('%H.%M.%S')),
    ('datetime', 0),
    ('time', 1),
    ('high', 2),
    ('low', 3),
    ('open', 4),
    ('close', 5),
    ('volume', 6),
    ('openinterest', -1)
 This new class can be reused now by just providing the dataname:
这个新的类可以让我们只提供dataname就可以重用
data = btfeeds.MyHLOC(dataname='mydata.csv')
此章主要介绍GenericCSVData的读取方式配置，通过实例的方式写入配置，也可以通过继承的方式，设置params来写入配置。