FX-BT-Scripts
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convert_csv_to_mt: Higher timeframes aren't correct.
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:
- Clone repo.
- Clone/download some CSV files.
- 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