def get_trading_env_and_data(bundles):
env = data = None
b = 'poloniex'
if len(bundles) == 0:
return env, data
elif len(bundles) == 1:
b = bundles[0]
bundle_data = load(
b,
environ,
bundle_timestamp,
)
prefix, connstr = re.split(
r'sqlite:///',
str(bundle_data.asset_finder.engine.url),
maxsplit=1,
)
if prefix:
raise ValueError(
"invalid url %r, must begin with 'sqlite:///'" %
str(bundle_data.asset_finder.engine.url), )
open_calendar = get_calendar('OPEN')
env = TradingEnvironment(
load=partial(load_crypto_market_data,
bundle=b,
bundle_data=bundle_data,
environ=environ),
bm_symbol='USDT_BTC',
trading_calendar=open_calendar,
asset_db_path=connstr,
environ=environ,
)
first_trading_day = bundle_data.minute_bar_reader.first_trading_day
data = DataPortal(
env.asset_finder,
open_calendar,
first_trading_day=first_trading_day,
minute_reader=bundle_data.minute_bar_reader,
five_minute_reader=bundle_data.five_minute_bar_reader,
daily_reader=bundle_data.daily_bar_reader,
adjustment_reader=bundle_data.adjustment_reader,
)
return env, data
def get_loader_for_bundle(b):
bundle_data = load(
b,
environ,
bundle_timestamp,
)
if b == 'poloniex':
return CryptoPricingLoader(
bundle_data.equity_daily_bar_reader,
CryptoPricing,
)
elif b == 'quantopian-quandl':
return USEquityPricingLoader(
bundle_data.equity_daily_bar_reader,
bundle_data.adjustment_reader,
USEquityPricing,
)
raise ValueError("No PipelineLoader registered for bundle %s." % b)
def get_loader_for_bundle(b):
bundle_data = load(
b,
environ,
bundle_timestamp,
)
if b == 'poloniex':
return CryptoPricingLoader(
bundle_data,
data_frequency,
CryptoPricing,
)
elif b == 'quandl':
return USEquityPricingLoader(
bundle_data,
data_frequency,
USEquityPricing,
)
raise ValueError("No PipelineLoader registered for bundle %s." % b)