Convert Csv To Metastock Format ❲Must Watch❳
import struct import os import csv from datetime import datetime def csv_to_metastock(csv_path, output_folder, security_name): """ Convert CSV file to MetaStock format. CSV must have columns: Date, Open, High, Low, Close, Volume Date format in CSV: YYYY-MM-DD """
| Field | Bytes | Type | Example | |--------|-------|------|---------| | Date | 4 | Signed long int | 20241231 (YYYYMMDD) | | Open | 4 | Float | 150.25 | | High | 4 | Float | 152.00 | | Low | 4 | Float | 149.50 | | Close | 4 | Float | 151.75 | | Volume | 4 | Signed long int | 1234567 | | Open Interest | 4 | Float | 0 | convert csv to metastock format
Once done, your CSV data will function exactly like native MetaStock data, allowing full charting, backtesting, and scanning. import struct import os import csv from datetime
import glob csv_files = glob.glob('C:/CSVs/*.csv') for i, csv_file in enumerate(csv_files): security_name = os.path.basename(csv_file).replace('.csv', '') dat_filename = f'Fi+1:05d.DAT' # F00001.DAT, F00002.DAT, etc. csv_to_metastock(csv_file, 'C:/MetaStock/BatchData', security_name) 'F00001.DAT') with open(dat_path
# Write to MetaStock .DAT file dat_path = os.path.join(output_folder, 'F00001.DAT') with open(dat_path, 'wb') as f: for record in data: # Pack: date (long), open (float), high (float), low (float), # close (float), volume (long), open interest (float) packed = struct.pack( '<lffffl f', # < = little-endian, l = long, f = float record['date'], record['open'], record['high'], record['low'], record['close'], record['volume'], record['open_interest'] ) f.write(packed)
File size in bytes ÷ 28 = Number of records Example: 2800 bytes ÷ 28 = 100 days of data. Using Python, loop through a folder: