def insert_historical_candles(symbols, datestring, min_date=None, verbose=True):
"""
Insert <datestring> historical candles for a symbol(s) beyond the oldest
found candle in the database.
Example:
insert_historical_candles('BTCUSDT', '1M') will insert 1 month of
historical data beyond what is found in the database.
Parameters:
---------------
symbols: string | list of strings
Symbols of the cryptos to insert data for. Example: ['BTCUSDT', 'ETHBTC']
datestring: string
String designating how much data to collect. Format: integer followed by
'D', 'M', or 'Y'.
Examples:
'10D' ---> 10 days
'5M' ---> 5 months
'1Y' ---> 1 year
debug: boolean
Setting to true will return the data that would have been inserted into
the database.
"""
if isinstance(symbols, str):
symbols = [symbols]
# Convert datestring to timedelta object
dt = parse_datestring(datestring)
# Oldest dates from the DB as a dict, with None values if nothing's there
oldest_dates = get_oldest_dates(symbols=symbols)
for i, symbol in enumerate(symbols):
endTime = oldest_dates[symbol]
if endTime:
endTime = DateConvert(endTime).datetime
else:
endTime = datetime.utcnow()
startTime = endTime-dt
insert_hourly_candles(
symbol, endTime=endTime, startTime=startTime, verbose=verbose
)
if i != len(symbols)-1:
if verbose:
print('Sleeping...')
sleep(10)
def test_endTime_with_no_startTime(self):
endTime = '2018-09-11 22:05:13'
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert len(candles) == 2
def update_candles(debug=False):
"""
Insert candles from the most recent open_date in the database to
the current time.
"""
symbols = db.get_symbols()
startTime = db.get_max_from_column(column='open_date')
if debug:
return insert_hourly_candles(symbols, startTime=startTime, debug=True)
else:
insert_hourly_candles(symbols,
startTime=startTime,
debug=False,
verbose=True)
def test_multi_chunk(self):
startTime = datetime.utcnow() - timedelta(days=26)
endTime = datetime.utcnow() - timedelta(days=1)
symbol = ['BTCUSDT']
candles = insert_hourly_candles(symbol,
startTime=startTime,
endTime=endTime,
debug=True)
hour_before = startTime - timedelta(hours=1)
hour_after = startTime + timedelta(hours=1)
assert hour_before < DateConvert(
candles.open_date.min()).datetime < hour_after
hour_before = endTime - timedelta(hours=1)
hour_after = endTime + timedelta(hours=1)
assert hour_before < DateConvert(
candles.open_date.max()).datetime < hour_after
dates = list(candles.open_date)
min_date = min(dates)
max_date = max(dates)
complete_range = pd.date_range(min_date, max_date, freq='1H')
complete_range = list(
map(lambda x: DateConvert(x).date, complete_range))
assert np.isin(complete_range, dates).all()
def test_no_endTime_and_no_startTime(self):
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol, debug=True)
now = datetime.utcnow()
nearest_complete = now.replace(minute=0, second=0, microsecond=0)
hour_ago = now - timedelta(hours=1)
now, hour_ago = DateConvert(now).date, DateConvert(hour_ago).date
assert len(candles) == 1
assert hour_ago < candles.open_date.iloc[0] < now
assert candles.open_date.iloc[0] == DateConvert(nearest_complete).date
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol, debug=True)
assert len(candles) == 2
def test_startTime_with_no_endTime(self):
# A range of candles from startTime to most recent
startTime = datetime.utcnow() - timedelta(hours=5)
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol,
startTime=startTime,
debug=True)
assert len(candles) == 5
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol,
startTime=startTime,
debug=True)
assert len(candles) == 10
def test_startTime_with_endTime(self):
# Range of candles within interval StartTime-endTime
startTime = '2018-09-09 22:05:13'
endTime = '2018-09-10 22:05:13'
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol,
startTime=startTime,
endTime=endTime,
debug=True)
assert len(candles) == 24
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol,
startTime=startTime,
endTime=endTime,
debug=True)
assert len(candles) == 48
def test_expected_date(self):
"""Function should return the last complete candle."""
endTime = '2018-09-11 22:05:13'
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert candles.open_date.iloc[0] == '2018-09-11 22:00:00'
#-----------------------------------------------------------------------
endTime = '2018-09-11 22:00:00'
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert candles.open_date.iloc[0] == '2018-09-11 22:00:00'
#-----------------------------------------------------------------------
endTime = '2018-09-11 21:59:00'
symbol = 'BTCUSDT'
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert len(candles) == 1
#-----------------------------------------------------------------------
symbol = ['BTCUSDT', 'ETHUSDT']
candles = insert_hourly_candles(symbol, endTime=endTime, debug=True)
assert candles.open_date.iloc[0] == '2018-09-11 21:00:00'
