FX31337 / FX-BT-Scripts

:page_facing_up: Useful scripts for backtesting.
MIT License
34 stars 39 forks source link

convert_csv_to_mt: Higher timeframes aren't correct. #63

Open kenorb opened 8 years ago

kenorb commented 8 years ago

Converting CSV into FXT doesn't seems to be valid for higher timeframes.

It seems all files are in the same size, e.g. see files for 2015.

For example the highest timeframe file EURUSD43200_0.fxt.gz has 118MB, but it should be much lower. This was working previously (probably in 5bbf6e1).

See build: #120782122

Testing:

  1. Clone repo.
  2. Clone/download some CSV files.
  3. Run: ./convert_csv_to_mt.py -v -i all.csv -s EURUSD -p 20 -S default -t M1,M5,M15,M30,H1,H4,D1,W1,MN -f fxt4

To read FXT format, use: convert_mt_to_csv.py instead.

Est. 4-8h