Yuxuan Yan
13 lines
439 B
Python
13 lines
439 B
Python
"""Convert pandas DataFrames to backtrader data feeds."""
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import backtrader as bt
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import pandas as pd
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def df_to_bt_feed(df: pd.DataFrame) -> bt.feeds.PandasData:
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"""Convert a standardized OHLCV DataFrame to a backtrader PandasData feed."""
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df = df.copy()
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df["date"] = pd.to_datetime(df["date"])
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df = df.set_index("date")
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df = df[["open", "high", "low", "close", "volume"]]
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return bt.feeds.PandasData(dataname=df)
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