INNER CODE UNIT · Python

fromdate

WISEPLAT/backtrader_moexalgo · DataExamplesMoexAlgo/02 - Symbol data to DF.py:81

    fromdate = dt.datetime.utcnow() - dt.timedelta(days=365)  # we take data for 365 days from the current time
    data = store.getdata(timeframe=bt.TimeFrame.Days, compression=1, dataname=symbol, fromdate=fromdate, live_bars=False)

    cerebro.adddata(data)  # Adding data
    cerebro.addstrategy(StrategySaveOHLCVToDF, )  # Adding a trading system

    results = cerebro.run()  # Launching a trading system

    print(results[0].df)

    df = pd.DataFrame(results[0].df[symbol], columns=["datetime", "open", "high", "low", "close", "volume"])
    print(df)

    tf = results[0].df_tf[symbol]

    # save to file
    df.to_csv(f"{symbol}_{tf}.csv", index=False)

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