Changing the minor version number from 1 to 2 has taken sometime, but the deprecation of the old DataResampler and DataReplayer have led to it.
The documentation at readthedocs has
The Documentation has been
updated to only reference the modern way to do
replaying. It is as easy as:
... data = backtrader.feeds.BacktraderCSVData(dataname='mydata.csv') # daily bars cerebro.resampledata(data, timeframe=backtrader.TimeFrame.Weeks) # to weeks ...
For replaying just change
replaydata. There are
additional ways to do it, but this is the most straightforward interface and
probably the only one that will ever get used by anyone.
Following Ticket #60 it was clear that the extension mechanism which allows adding additional lines to data feeds (actually to any lines based object) was not enough to support what was suggested in the ticket.
Hence the implementation of an additional parameter to lines object which allows the complete redefinition of the lines hierarchy (Escape from OHLC Land would be an appropriate film title)
A sample named data-bid-ask has been added to the sources. From the sample:
class BidAskCSV(btfeeds.GenericCSVData): linesoverride = True # discard usual OHLC structure # datetime must be present and last lines = ('bid', 'ask', 'datetime') # datetime (always 1st) and then the desired order for params = ( ('dtformat', '%m/%d/%Y %H:%M:%S'), ('datetime', 0), # field pos 0 ('bid', 1), # default field pos 1 ('ask', 2), # defult field pos 2 )
linesoverride the regular lines inheritance mechanisme is
bypassed and the defined lines in the object supersede any previous lines.
The release is available from pypi and can be installed with usual:
pip install backtrader
Or if updating:
pip install backtrader --upgrade