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@@ -170,7 +170,24 @@ def store_config_in_database(
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traceback.print_exc()
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def convert_timestamp(timestamp: Any) -> Optional[datetime]:
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"""Convert pandas Timestamp to Python datetime object for SQLite compatibility."""
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if timestamp is None:
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return None
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if isinstance(timestamp, pd.Timestamp):
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return timestamp.to_pydatetime()
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elif isinstance(timestamp, datetime):
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return timestamp
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elif isinstance(timestamp, date):
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return datetime.combine(timestamp, datetime.min.time())
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elif isinstance(timestamp, str):
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return datetime.strptime(timestamp, "%Y-%m-%d %H:%M:%S")
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elif isinstance(timestamp, int):
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return datetime.fromtimestamp(timestamp)
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else:
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raise ValueError(f"Unsupported timestamp type: {type(timestamp)}")
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def store_results_in_database(
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db_path: str, datafile: str, bt_result: "BacktestResult"
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) -> None:
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@@ -180,14 +197,6 @@ def store_results_in_database(
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if db_path.upper() == "NONE":
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return
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def convert_timestamp(timestamp: Any) -> Optional[datetime]:
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"""Convert pandas Timestamp to Python datetime object for SQLite compatibility."""
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if timestamp is None:
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return None
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if hasattr(timestamp, "to_pydatetime"):
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return timestamp.to_pydatetime()
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return timestamp
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try:
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# Extract date from datafile name (assuming format like 20250528.mktdata.ohlcv.db)
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filename = os.path.basename(datafile)
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@@ -489,7 +498,11 @@ class BacktestResult:
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price = row.price
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disequilibrium = getattr(row, "disequilibrium", None)
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scaled_disequilibrium = getattr(row, "scaled_disequilibrium", None)
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timestamp = getattr(row, "time", None)
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if hasattr(row, "time"):
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timestamp = getattr(row, "time")
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else:
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timestamp = convert_timestamp(row.Index)
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self.add_trade(
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pair_nm=str(row.pair),
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action=str(action),
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