backtrader.filters.datafiller module

Data Filler Filter Module - Gap filling for data feeds.

This module provides the DataFiller for filling gaps in data feeds when bars are missing.

Classes:

DataFiller: Fills gaps in data with specified values.

示例

>>> data = bt.feeds.GenericCSVData(dataname='data.csv')
>>> data.addfilter(bt.filters.DataFiller())
>>> cerebro.adddata(data)

class backtrader.filters.datafiller.DataFiller

基类：AbstractDataBase

This class will fill gaps in the source data using the following information bits from the underlying data source

• timeframe and compression are to dimension the output bars

• sessionstart and sessionend

If a data feed has missing bars in between 10:31 and 10:34 and the timeframe is minutes, the output will be filled with bars for minutes 10:32 and 10:33 using the closing price of the last bar (10:31)

Bars can be missing amongst other things because

Params:

• fill_price (def: None): if None (or evaluates to False), the closing price will be used, else the passed value (which can be for example 'NaN' to have a missing bar in terms of evaluation but present in terms of time

• fill_vol (def: NaN): used to fill the volume with missing bars

• fill_oi (def: NaN): used to fill the openinterest with missing bars

__init__(*args, **kwargs)

Initialize a LineMultiple instance.

Sets up the internal state for managing multiple lines, including line type indicator, lines collection, clock reference, and line iterator tracking.

Initializes:

_ltype: Line type indicator (None for base LineMultiple). lines: Collection of line objects (creates if not exists). _clock: Clock reference for synchronization. _lineiterators: Dictionary tracking registered lineiterators. _minperiod: Minimum period requirement (defaults to 1).

start()

Start the data filler.

Initializes the fill bars queue and data bar flag. This method is called when the data feed starts processing.

preload()

Preload data from the underlying data source.

If the underlying data is not preloaded, loads it completely. Copies timeframe and compression settings from the source data after it has started (some sources do autodetection).

This method ensures all necessary data is available before processing.

frompackages = ()

packages = ()