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python - 指定替代日期时间格式“例外：无效的日期时间。它必须大于最后一个”

问题描述

我正在尝试读取每 15 分钟有一个新数据条目的 csv。据我所知，我返回此异常的原因是日期不会改变每一行，但时间会改变。但是，提要没有及时阅读，我不知道如何解决这个问题。这是我的代码：

from pyalgotrade.feed import csvfeed

feed = csvfeed.Feed("Date","%d/%m/%Y")
feed.addValuesFromCSV("eurusd-15m-july-small.csv")
for dateTime, value in feed:
    print (dateTime, value)

我的 csv 看起来像这样：

Date,Time,Open,High,Low,Close,Volume
07/08/2018,17:30:00,1.15994,1.15994,1.15961,1.15982,414
07/08/2018,17:45:00,1.15982,1.16001,1.15964,1.15996,485

这是完整的错误：

(datetime.datetime(2018, 8, 7, 0, 0), {'High': 1.15994, 'Volume': 414.0, 
'Low': 1.15961, 'Time': '17:30:00', 'Close': 1.15982, 'Open': 1.15994})
---------------------------------------------------------------------------
Exception                                 Traceback (most recent call last)
<ipython-input-12-0cbdbe588a05> in <module>()
      3 feed = csvfeed.Feed("Date","%d/%m/%Y")
      4 feed.addValuesFromCSV("eurusd-15m-july-small.csv")
----> 5 for dateTime, value in feed:
      6     print (dateTime, value)

/Users/Phil/anaconda2/lib/python2.7/site- 
packages/pyalgotrade/feed/__init__.pyc in feed_iterator(feed)
     29     try:
     30         while not feed.eof():
---> 31             yield feed.getNextValuesAndUpdateDS()
     32     finally:
     33         feed.stop()

/Users/Phil/anaconda2/lib/python2.7/site- 
packages/pyalgotrade/feed/__init__.pyc in getNextValuesAndUpdateDS(self)
     88                     ds = self.createDataSeries(key, self.__maxLen)
     89                     self.__ds[key] = ds
---> 90                 ds.appendWithDateTime(dateTime, value)
     91         return (dateTime, values)
     92 

/Users/Phil/anaconda2/lib/python2.7/site- 
packages/pyalgotrade/dataseries/__init__.pyc in appendWithDateTime(self, 
dateTime, value)
    134 
    135         if dateTime is not None and len(self.__dateTimes) != 0 and 
self.__dateTimes[-1] >= dateTime:
--> 136             raise Exception("Invalid datetime. It must be bigger than 
that last one")
    137 
    138         assert(len(self.__values) == len(self.__dateTimes))

Exception: Invalid datetime. It must be bigger than that last one

提前致谢！

标签： pythonpython-2.7csvpyalgotrade

解决方案

问题是您将日期时间放在两个单独的列中，因此@daniel 提到您必须自定义解析。尝试这个：

import datetime

from pyalgotrade.feed import csvfeed


# Row parser that extracts the datetime combining 2 columns
class RowParser(csvfeed.RowParser):
    def parseRow(self, csvRowDict):
        dateTimeCombined = "%s %s" % (csvRowDict["Date"], csvRowDict["Time"])
        dateTime = datetime.datetime.strptime(dateTimeCombined, "%d/%m/%Y %H:%M:%S")

        # Convert the values
        values = {}
        for key, value in csvRowDict.items():
            if key not in ["Date", "Time"]:
                values[key] = csvfeed.float_or_string(key, value)
        return (dateTime, values)

    def getFieldNames(self):
        return None

    def getDelimiter(self):
        return ","


feed = csvfeed.BaseFeed(RowParser())
feed.addValuesFromCSV("eurusd-15m-july-small.csv")
for dateTime, value in feed:
    print (dateTime, value)

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