"""CSV Import -- load your own OHLCV data from a CSV file. Demonstrates: - bt.import_csv() -- auto-detects standard / MetaTrader 4 / MetaTrader 5 - Backtesting on the imported data, exactly like a built-in connector - Free on all tiers (no Pro license required) The standard format is a header row + `timestamp,open,high,low,close,volume` where timestamp is Unix milliseconds. MT4/MT5 exports are auto-detected. Usage: python examples/18_csv_import.py """ import os import tempfile import manifoldbt as mbt from manifoldbt.indicators import close, ema from manifoldbt.helpers import time_range, Interval # -- 1. A sample CSV ---------------------------------------------------------- # In practice you'd point `import_csv` straight at your own file. Here we # synthesize a small one so the example runs out of the box. tmp = tempfile.mkdtemp() csv_path = os.path.join(tmp, "SAMPLE_1m.csv") base_ms = 1_704_067_200_000 # 2024-01-01 00:00 UTC px = 100.0 with open(csv_path, "w") as f: f.write("timestamp,open,high,low,close,volume\n") for i in range(3000): ts = base_ms + i * 60_000 # 1-minute bars nxt = px * (1.0 + (0.0009 if i % 3 else -0.0007)) hi = max(px, nxt) + 0.05 lo = min(px, nxt) - 0.05 f.write(f"{ts},{px:.4f},{hi:.4f},{lo:.4f},{nxt:.4f},{1000 + i}\n") px = nxt # -- 2. Import into the store (free, all tiers) ------------------------------- store = mbt.import_csv( csv_path, symbol="SAMPLE", symbol_id=1, interval="1m", data_root=os.path.join(tmp, "data"), metadata_db=os.path.join(tmp, "meta.sqlite"), asset_class="crypto_spot", ) print("Imported:", store.list_symbols()) # -- 3. Backtest on it like any other data ------------------------------------ strategy = ( mbt.Strategy.create("ema_cross") .signal("fast", ema(close, 10)) .signal("slow", ema(close, 30)) .size(mbt.when(ema(close, 10) > ema(close, 30), 0.5, 0.0)) .describe("EMA(10/30) crossover on CSV-imported data") ) start, end = time_range("2024-01-01", "2024-01-04") config = mbt.BacktestConfig( universe=[1], time_range_start=start, time_range_end=end, bar_interval=Interval.minutes(1), initial_capital=10_000, warmup_bars=30, ) if __name__ == "__main__": result = mbt.run(strategy, config, store) print(result.summary())