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Editorial Team
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Asked: 2026-06-17T10:18:01+00:00

I have a bunch of stock data in csv’s that I am backtesting trading

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I have a bunch of stock data in csv’s that I am backtesting trading strategies on. The problem is that my strategy buys the open market price if a signal was found yesterday, unfortunately my data is released only at the end of the day meaning I wouldn’t know if I was supposed to enter a trade until after market close when the data is released. But because my strategy is trading solely on yesterdays data I think a workaround is to simply append a record to the end of my data representing the next trading day and just show the days price as yesterdays close throughout as to not mess with the profit loss. So for instance say one of my csv’s looks like this (albeit not in this format, the actual files have no headers and are comma delimited)

Date     |   Open  |   High  |   Low   |   Close  |  Volume  |
20121228 |  12.23  |  12.80  |  12.23  |   12.60  |  129690  |
20121231 |  13.16  |  13.20  |  12.83  |   13.10  |  141290  |
20130102 |  13.03  |  13.42  |  12.97  |   13.23  |  112390  |
20130103 |  13.23  |  13.80  |  12.23  |   12.60  |  100990  |
20130104 |  12.83  |  12.84  |  12.23  |   12.40  |   89690  |

I would like to append the following record:

20130105 |  12.40  |  12.40  |  12.40  |   12.40  |   89690  |

So I need to increment the date 1, then copy the prior close to the other pricing fields and I think it would be best to just keep the volume the same. This would loop through the folder daily as to add a dummy field to all the files so I can get signals in a more timely manner. And then at the end of each day I have another batch file I already got working to clear out my data folder and overwrite with the true pricing data.

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  1. Editorial Team

    This should work, but it’s going to require Bash, which you can get from a stock Cygwin installation.

    ls | while read csvfile
do
  IFS=, read olddate open high low close volume < <(tac $csvfile)
  read newdate < <(date -d "$olddate + 1 day" +%Y%m%d)
  echo $newdate,$close,$close,$close,$close,$volume >> $csvfile
done

    Getting Yesterdays or Tomorrows Day With Bash Shell Date Command

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