Import data from .csv file

[brankoo124]

Hi, I am trying to import data from .csv file, which structure is exactly same as the csv's exported from yahoo finance (cryptocurrencies, so no AdjClose column). Is there any built in way of doing it?

[polakowo]

Hi, you can use pd.read_csv (https://pandas.pydata.org/docs/reference/api/pandas.read_csv.html) to load the data into a DataFrame

[utekakca]

Hi I am trying the same but no luck. I try these:

vbt.Data.from_data(df.close)

[piotryordanov]

@utekakca @brankoo124 you can try something like this:

def get_data(asset="BTCUSD", start=0, end=0):
    filename = "data/{}.csv".format(asset)
    df = pd.read_csv(filename)
    df['Date'] = pd.to_datetime(df['Date'])
    df = df.set_index('Date')

    if (end != 0):
        df = df[start:end]
    return df

def get_vector_data(asset="BTCUSD", start=0, end=0):
    class CustomData(vbt.Data):
         @classmethod
         def download_symbol(cls, symbol, start=0, end=0):
             return get_data(symbol, start, end)

    return CustomData.download([asset], start=start, end=end).get()

data = get_vector_data("BTCUSD")