ex_backtest v0.0.1 ExBacktest.Tools.CsvUtils
Functions for reading and parsing trading csv file it assumed that they have a format like this:
DateTime,Open,High,Low,Close,Volume
2017-08-17 00:00:00,4261.4800000000,4485.3900000000,4200.7400000000,4285.0800000000,795.1503770000Link to this section Summary
Functions
Filter by date range Get csv content and filter it based on a date range
Get column's data Return an array of values belong to a column in the csv data
Read CSV Read and parse csv file. It returns an array of csv lines. each line is an array of values. Head array is names of columns
Link to this section Functions
Link to this function
filter_by_date_range(list, date_from, date_until)
Filter by date range Get csv content and filter it based on a date range
Parameters
- [h|t]: CSV data with header
- date_from: date in string, the format must be "%y-%m-%d %H:%M:00" to be parsed with NaiveDateTime.from_iso8601(str_date)
Example
[header | filtered_data] = CsvUtils.read_csv(stream) |> CsvUtils.filter_by_date_range("2016-01-01 00:00:00", "2019-01-01 00:00:00")
Link to this function
get_col(list, col_name)
Get column's data Return an array of values belong to a column in the csv data
Parameters
- [h|t]: CSV data with header
- col_name: Name of the column
Example
data = [["DateTime","Open","Close"],[1,2,3],[4,5,6],[7,8,9]]
column_data = CsvUtils.get_col(data, "Close")
# column_data == [3,6,9]
Link to this function
read_csv(stream)
Read CSV Read and parse csv file. It returns an array of csv lines. each line is an array of values. Head array is names of columns
Parameters
- Stream: A stream of CSV file or text
Example
text = "DateTime,Open,High,..."
{:ok, device} = text |> StringIO.open()
stream = device |> IO.binstream(:line)
[column_names | values] = ExBacktest.Tools.CsvUtils.read_csv(stream)