无法从时间戳转换为日期

Question

我正在与 backtrader 一起开发回测策略。我正在为大脑提供通用的 csv 数据，如下所示：

1502942400000,4261.48000000,4280.56000000,4261.32000000,4261.45000000,11.30892600,1502944199999,48224.75400837,49,3.93617400,16793.03995768,7922.57993329

第一个属性是时间戳，显示为int，所以添加数据时我选择dtformat=1:

data = bt.feeds.GenericCSVData(dataname="./file.csv", dtformat=1)
cerebro.adddata(data)

当我调用 cerebro.run() 时，我不断收到相同的错误：

Traceback (most recent call last):
  File "C:\Users\jorge\Desktop\cerebro\btc.py", line 8, in <module>
    cerebro.run()
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\cerebro.py", line 1212, in runstrategies
    data.preload()
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\feed.py", line 688, in preload
    while self.load():
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\feed.py", line 479, in load
    _loadret = self._load()
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\feed.py", line 710, in _load
    return self._loadline(linetokens)
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\feeds\csvgeneric.py", line 116, in _loadline
    dt = self._dtconvert(dtfield)
  File "C:\Users\jorge\Desktop\cerebro\env\lib\site-packages\backtrader\feeds\csvgeneric.py", line 96, in <lambda>
    self._dtconvert = lambda x: datetime.utcfromtimestamp(int(x))
OSError: [Errno 22] Invalid argument

我无法弄清楚为什么它不能转换，也尝试过 dtformat=2，但在那种情况下失败了，因为它需要一个浮点数。

完整代码如下：

import backtrader as bt

cerebro = bt.Cerebro()
cerebro.broker.setcash(1000)
data = bt.feeds.GenericCSVData(dataname="./file.csv", dtformat=1)
print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.adddata(data)
cerebro.run()
cerebro.plot()
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())

我很感激你能给我的任何帮助，

谢谢！

Answer 1

这应该适合你：

import datetime
data = bt.feeds.GenericCSVData(
     dtformat=lambda x: datetime.datetime.utcfromtimestamp(int(x) / 1000))

无法从时间戳转换为日期

Can't convert from timestamp to date

python

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