I'm trying to import some data from a .csv file into backtrader but hitting the error ValueError: year x is out of range.
Here is a line from the csv that I'm looking to import
1577836800000,7195.24000000,7255.00000000,7175.15000000,7200.85000000,16792.38816500,1577923199999,121214452.11606228,194010,8946.95553500,64597785.21233434,0
and here is the code to ingest the data into backtrader and plot using matplotlib:
import backtrader as bt
import matplotlib
class RSIStrategy(bt.Strategy):
def __init__(self):
self.rsi = bt.talib.RSI(self.data, period=14)
def next(self):
if self.rsi < 30 and not self.position:
self.buy(size=1)
if self.rsi > 70 and self.position:
self.close()
cerebro = bt.Cerebro()
data = bt.feeds.GenericCSVData (dataname= 'daily_2021.csv', dtformat=2)
cerebro.adddata(data)
cerebro.addstrategy(RSIStrategy)
cerebro.run()
cerebro.plot()
daily_2021.csv is the source of the data.
I've seen mentioned it elsewhere that it maybe due to how unix timestamp works and that I would need to /1000 the date but not sure how.
Hope someone can help.