def _aggregate_bars(self, apibars, timeframe_minutes, start_offset_minutes) -> List[Bar]:
subbars = []
for b in apibars:
if b['open'] is None:
continue
subbars.append(self.barDictToBar(b))
return process_low_tf_bars(subbars, timeframe_minutes, start_offset_minutes)
def _aggregate_bars(self, bars, timeframe_minutes,
start_offset_minutes) -> List[Bar]:
subbars = []
for b in bars:
subbars.append(self.convertBar(b))
return process_low_tf_bars(subbars, timeframe_minutes,
start_offset_minutes)
def recent_bars(self, timeframe_minutes,
start_offset_minutes) -> List[Bar]:
subbars = []
for b in self.candles:
subbars.append(self.convertBarevent(b))
return process_low_tf_bars(subbars, timeframe_minutes,
start_offset_minutes)
def load_bars(days_in_history,
wanted_tf,
start_offset_minutes=0,
exchange='bybit',
symbol='BTCUSD'):
#empty symbol is legacy and means btcusd
end = known_history_files[exchange + "_" + symbol]
start = max(0, end - int(days_in_history * 1440 / 50000))
m1_bars_temp = []
logger.info("loading " + str(end - start + 1) + " history files from " +
exchange)
for i in range(start, end + 1):
with open(history_file_name(i, exchange, symbol)) as f:
m1_bars_temp += json.load(f)
logger.info("done loading files, now preparing them")
start = max(0, len(m1_bars_temp) - (days_in_history * 1440))
m1_bars = m1_bars_temp[start:]
subbars: List[Bar] = []
for b in m1_bars:
if exchange == 'bybit':
if b['open'] is None:
continue
subbars.append(ByBitInterface.barDictToBar(b))
elif exchange == 'bitmex':
if b['open'] is None:
continue
subbars.append(BitmexInterface.barDictToBar(b, wanted_tf))
elif exchange in ['binance_future', 'binanceSpot']:
subbars.append(BinanceFuturesInterface.barArrayToBar(b))
elif exchange == 'phemex':
subbars.append(PhemexInterface.barArrayToBar(b, 10000))
subbars.reverse()
return process_low_tf_bars(subbars, wanted_tf, start_offset_minutes)
def load_bars(days_in_history,
wanted_tf,
start_offset_minutes=0,
exchange='bitmex'):
knownfiles = {"bitmex": 45, "bybit": 14, "binance": 6, "binanceSpot": 28}
end = knownfiles[exchange]
start = max(0, end - int(days_in_history * 1440 / 50000))
m1_bars = []
logger.info("loading " + str(end - start) + " history files from " +
exchange)
for i in range(start, end + 1):
with open('history/' + exchange + '/M1_' + str(i) + '.json') as f:
m1_bars += json.load(f)
logger.info("done loading files, now preparing them")
subbars: List[Bar] = []
for b in m1_bars:
if exchange == 'bybit':
if b['open'] is None:
continue
subbars.append(ByBitInterface.barDictToBar(b))
elif exchange == 'bitmex':
if b['open'] is None:
continue
subbars.append(BitmexInterface.barDictToBar(b, wanted_tf))
elif exchange in ['binance', 'binanceSpot']:
subbars.append(BinanceInterface.barArrayToBar(b))
subbars.reverse()
return process_low_tf_bars(subbars, wanted_tf, start_offset_minutes)
def get_bars(self, timeframe_minutes, start_offset_minutes) -> List[Bar]:
tf = CandlestickInterval.MIN1 if timeframe_minutes <= 60 else CandlestickInterval.HOUR1
bars = self.client.get_candlestick_data(symbol=self.symbol, interval=tf, limit=1000)
subbars = []
for b in reversed(bars):
subbars.append(self.convertBar(b))
return process_low_tf_bars(subbars, timeframe_minutes, start_offset_minutes)
def load_bars(days_in_history, wanted_tf, start_offset_minutes=0,exchange='bitmex'):
end = 45 if exchange == 'bitmex' else 14
start = max(0,end - int(days_in_history * 1440 / 50000))
m1_bars = []
logger.info("loading " + str(end - start) + " history files from "+exchange)
for i in range(start, end + 1):
with open('history/'+exchange+'/M1_' + str(i) + '.json') as f:
m1_bars += json.load(f)
logger.info("done loading files, now preparing them")
subbars: List[Bar] = []
if exchange == 'bybit':
for b in m1_bars:
if b['open'] is None:
continue
subbars.append(ByBitInterface.barDictToBar(b))
else:
for b in m1_bars:
if b['open'] is None:
continue
subbars.append(BitmexInterface.barDictToBar(b,wanted_tf))
subbars.reverse()
return process_low_tf_bars(subbars, wanted_tf, start_offset_minutes)
def _aggregate_bars(self, bars: List[Bar], timeframe_minutes,
start_offset_minutes) -> List[Bar]:
""" bars need to be ordered newest bar = index 0 """
return process_low_tf_bars(bars, timeframe_minutes,
start_offset_minutes)
def recent_bars(self, timeframe_minutes,
start_offset_minutes) -> List[Bar]:
return process_low_tf_bars(self.h1Bars,
timeframe_minutes,
start_offset_minutes=start_offset_minutes)
