forex_algotrading
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error when running create-ohlc.py
I got error when running create-ohlc.py. Here the message:
**>
Traceback (most recent call last): File "create_OHLC.py", line 36, in
main(sys.argv[1]) File "create_OHLC.py", line 12, in main df = pandas.read_csv(filename, parse_dates={'DateTime'}, index_col='DateTime', names=['Tid', 'Dealable', 'Pair', 'DateTime', 'Buy', 'Sell'], date_parser=parse) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 646, in parser_f return _read(filepath_or_buffer, kwds) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 389, in _read parser = TextFileReader(filepath_or_buffer, **kwds) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 730, in init self._make_engine(self.engine) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 923, in _make_engine self._engine = CParserWrapper(self.f, self.options) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 1378, in init ParserBase.init(self, kwds) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 1032, in init kwds.pop('parse_dates', False)) File "/Users/yusuf81/anaconda/envs/forex27/lib/python2.7/site-packages/pandas/io/parsers.py", line 1015, in _validate_parse_dates_arg raise TypeError(msg) TypeError: Only booleans, lists, and dictionaries are accepted for the 'parse_dates' parameter ---------------------------------------------------------------------------
I think "def parse" output rejected by parse_dates.
change these this line of code
df = pandas.read_csv(filename, parse_dates={'DateTime'}, index_col='DateTime', names=['Tid', 'Dealable', 'Pair', 'DateTime', 'Buy', 'Sell'], date_parser=parse)
to that
df = pandas.read_csv(filename, parse_dates=[3], index_col='DateTime', names=['Tid', 'Dealable', 'Pair', 'DateTime', 'Buy', 'Sell'], date_parser=parse, skiprows=1)
and you will be ok run the script
Hi,
Can anyone please explain what happens towards the end of the code in line " print 'create_OHLC.py <inputfile.csv>' " are we supposed to replace this portion of the code? How is data written to inputfile.csv