Скачать исторические данные finam.ru

Finam.ru скачать итсторические данные

<DATE>;<TIME>;<OPEN>;<HIGH>;<LOW>;<CLOSE>;<VOL>
20160104;000000;101.0000000;101.7800000;97.9400000;98.0100000;51183990
20160105;000000;97.9400000;99.2400000;97.1600000;98.8900000;48997370
20160106;000000;98.7200000;99.5600000;96.8300000;96.8500000;40688180

Загрузка в backtrader:

import pandas as pd

def get_finam() :
    df = pd.read_csv('SBER_160101_180523.csv')
    df = df.rename(columns={'<DATE>':'Date','<OPEN>':'Open','<HIGH>':'High','<LOW>':'Low','<CLOSE>':'Close','<VOL>':'Volume'})
    df['Date'] = pd.to_datetime(df['Date'], format='%Y%m%d')
    df['Openinterest']=0
    df = df.drop('<TIME>',1)
    #df = df[(df['datetime'] > '2018-1-1') & (df['datetime'] <= '2018-2-1')]
    df = df[(df['Date'] >= '2017-6-1')]
    df = df.set_index('Date')
    return df



df = get_finam()
data = bt.feeds.PandasData(dataname=df)
 # Add the Data Feed to Cerebro
 cerebro.adddata(data)



Прототип