Bases: pyalgotrade.feed.BaseFeed
Base class for pyalgotrade.bar.Bar providing feeds.
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Note
This is a base class and should not be used directly.
Override to return the next pyalgotrade.bar.Bars in the feed or None if there are no bars.
Note
This is for BaseBarFeed subclasses and it should not be called directly.
Returns the current pyalgotrade.bar.Bars.
Returns the last pyalgotrade.bar.Bar for a given instrument, or None.
Returns the default instrument.
Returns a list of registered intstrument names.
Returns the pyalgotrade.dataseries.bards.BarDataSeries for a given instrument.
Parameters: | instrument (string.) – Instrument identifier. If None, the default instrument is returned. |
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Return type: | pyalgotrade.dataseries.bards.BarDataSeries. |
Bases: pyalgotrade.barfeed.membf.BarFeed
Base class for CSV file based pyalgotrade.barfeed.BarFeed.
Note
This is a base class and should not be used directly.
Bases: pyalgotrade.barfeed.csvfeed.BarFeed
A BarFeed that loads bars from CSV files that have the following format:
Date Time,Open,High,Low,Close,Volume,Adj Close
2013-01-01 13:59:00,13.51001,13.56,13.51,13.56,273.88014126,13.51001
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Note
Loads bars for a given instrument from a CSV formatted file. The instrument gets registered in the bar feed.
Parameters: |
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Bases: pyalgotrade.barfeed.csvfeed.BarFeed
A pyalgotrade.barfeed.csvfeed.BarFeed that loads bars from CSV files downloaded from Yahoo! Finance.
Parameters: |
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Note
Yahoo! Finance csv files lack timezone information. When working with multiple instruments:
- If all the instruments loaded are in the same timezone, then the timezone parameter may not be specified.
- If any of the instruments loaded are from different timezones, then the timezone parameter must be set.
Loads bars for a given instrument from a CSV formatted file. The instrument gets registered in the bar feed.
Parameters: |
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Bases: pyalgotrade.barfeed.csvfeed.BarFeed
A pyalgotrade.barfeed.csvfeed.BarFeed that loads bars from CSV files exported from NinjaTrader.
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Loads bars for a given instrument from a CSV formatted file. The instrument gets registered in the bar feed.
Parameters: |
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