Backtrader で KABU+ のデータを読めるようにする その1

how-to-make-stock-trading-system.dogwood008.com

の続き。

japan-stock-prices_2020_7974.csv で読めるようにする。

class KabuPlusJPCSVData(bt.feeds.YahooFinanceCSVData):
    '''
    Parses pre-downloaded Yahoo Japan CSV Data Feeds (or locally generated if they
    comply to the Yahoo format)
    Specific parameters:
      - ``dataname``: The filename to parse or a file-like object
      - ``reverse`` (default: ``True``)
        It is assumed that locally stored files have already been reversed
        during the download process
      - ``adjclose`` (default: ``True``)
        Whether to use the dividend/split adjusted close and adjust all
        values according to it.
      - ``adjvolume`` (default: ``True``)
        Do also adjust ``volume`` if ``adjclose`` is also ``True``
      - ``round`` (default: ``True``)
        Whether to round the values to a specific number of decimals after
        having adjusted the close
      - ``roundvolume`` (default: ``0``)
        Round the resulting volume to the given number of decimals after having
        adjusted it
      - ``decimals`` (default: ``2``)
        Number of decimals to round to
      - ``swapcloses`` (default: ``False``)
        [2018-11-16] It would seem that the order of *close* and *adjusted
        close* is now fixed. The parameter is retained, in case the need to
        swap the columns again arose.
    '''
    params = (
        ('reverse', True),
        ('adjclose', True),
        ('adjvolume', True),
        ('round', True),
        ('decimals', 2),
        ('roundvolume', False),
        ('swapcloses', False),
    )

# 未だ途中

ひとまずYahooのパーサを継承して、パラメタもセットしておく。未だ動かないので、ぼちぼちやっていく。