@@ -48,6 +48,7 @@ def __init__(self):
4848
4949 # Init attributes
5050 self .strategyParameters = {}
51+ self .dataframes = {}
5152
5253 # Global is here to update the Ui in observers easily, if you find a better way, don't hesistate to tell me (Skinok)
5354 global interface
@@ -98,21 +99,40 @@ def resetCerebro(self):
9899 pass
99100
100101
101- def loadData (self , dataPath ):
102+ def loadData (self , dataPath , datetimeFormat , separator ):
102103
103- self .dataframe = pd .read_csv (dataPath , sep = '\t ' , parse_dates = [0 ], date_parser = lambda x : pd .to_datetime (x , format = '%Y-%m-%d %H:%M:%S' ),skiprows = 0 ,header = 0 ,index_col = 0 )
104+ # Try importing data file
105+ # We should code a widget that ask for options as : separators, date format, and so on...
106+ try :
107+ fileName = os .path .basename (dataPath )
108+ self .dataframes [fileName ] = pd .read_csv (dataPath , sep = separator , parse_dates = [0 ], date_parser = lambda x : pd .to_datetime (x , format = datetimeFormat ), skiprows = 0 , header = 0 , index_col = 0 )
109+ except ValueError as err :
110+ return False , "ValueError error:" + str (err )
111+ except AttributeError as err :
112+ return False , "AttributeError error:" + str (err )
113+ except :
114+ return False , "Unexpected error:" + str (sys .exc_info ()[0 ])
104115
105- # Datetime first column : 2012-12-28 17:45:00
106- #self.dataframe['TimeInt'] = pd.to_datetime(self.dataframe.index).astype('int64') # use finplot's internal representation, which is ns
107-
108- # Pass it to the backtrader datafeed and add it to the cerebro
109- self .data = bt .feeds .PandasData (dataname = self .dataframe , timeframe = bt .TimeFrame .Minutes )
116+ return True , ""
110117
111- # Add data to cerebro
112- self .cerebro .adddata (self .data ) # Add the data feed
118+ def importData (self , fileNamesOrdered ):
113119
114- # Draw charts based on input data
115- self .interface .drawChart (self .dataframe )
120+ # Files should be loaded in the good order
121+ for fileName in fileNamesOrdered :
122+
123+ df = self .dataframes [fileName ]
124+
125+ # Datetime first column : 2012-12-28 17:45:00
126+ #self.dataframe['TimeInt'] = pd.to_datetime(self.dataframe.index).astype('int64') # use finplot's internal representation, which is ns
127+
128+ # Pass it to the backtrader datafeed and add it to the cerebro
129+ self .data = bt .feeds .PandasData (dataname = df , timeframe = bt .TimeFrame .Minutes )
130+
131+ # Add data to cerebro : only add data when all files have been selected for multi-timeframes
132+ self .cerebro .adddata (self .data ) # Add the data feed
133+
134+ # Draw charts based on input data
135+ self .interface .drawChart (df )
116136
117137 # Enable run button
118138 self .interface .strategyTesterUI .runBacktestPB .setEnabled (True )
@@ -214,7 +234,9 @@ def displayStrategyResults(self):
214234 pnl_data ['value' ] = self .wallet .value_list
215235 pnl_data ['equity' ] = self .wallet .equity_list
216236 pnl_data ['cash' ] = self .wallet .cash_list
217- pnl_data ['time' ] = self .dataframe .index
237+
238+ # really uggly
239+ pnl_data ['time' ] = list (self .dataframes .values ())[0 ].index
218240
219241 # draw charts
220242 df = pd .DataFrame (pnl_data )
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