def update(self):
"""Returns: void
Replace the candles with the most recent ones available.
Algorithm for minimizing number of updated candles:
Get the time difference from chart end to now.
If the time difference is greater than the width of the chart,
request <chart size> candles.
else,
request candles from end of chart to now.
"""
new_history = None
if self.get_lag() > self.get_time_span():
# replace all candles
new_history = Broker.get_instrument_history(
instrument=self._instrument,
granularity=self._granularity,
count=self.get_size(),
to=datetime.datetime.utcnow()
)
else:
# request new candles starting from end of chart
# TODO verify candleFormat is same as existing chart
new_history_ = broker.get_instrument_history(
instrument=self._instrument,
granularity=self._granularity,
from_time=self.get_end_timestamp
)
if new_history == None:
Log.write('chart.py update(): Failed to get new candles.')
raise Exception
else:
# Got new candles. Stow them.
new_candles = new_history['candles']
# Iterate forwards from last candle. The last candle is probably
# non-complete, so overwrite it. This thereby fills in the missing
# gap between (end of chart) and (now). If the gap is smaller
# than the size of the chart, only the beginning of the chart is
# overwritten. If the gap is bigger than the chart, all candles
# get overwritten.
for i in range(0, len(self._candles)):
# TODO assuming bid/ask candles
new_candle = new_candles[i]
self._candles[self._get_end_index()].timestamp = util_date.string_to_date(new_candle['time'])
self._candles[self._get_end_index()].volume = float(new_candle['volume'])
self._candles[self._get_end_index()].complete = bool(new_candle['complete'])
self._candles[self._get_end_index()].open_bid = float(new_candle['bid']['o'])
self._candles[self._get_end_index()].open_ask = float(new_candle['ask']['o'])
self._candles[self._get_end_index()].high_bid = float(new_candle['bid']['h'])
self._candles[self._get_end_index()].high_ask = float(new_candle['ask']['h'])
self._candles[self._get_end_index()].low_bid = float(new_candle['bid']['l'])
self._candles[self._get_end_index()].low_ask = float(new_candle['ask']['l'])
self._candles[self._get_end_index()].close_bid = float(new_candle['bid']['c'])
self._candles[self._get_end_index()].close_ask = float(new_candle['ask']['c'])
if i < len(self._candles) - 1:
self._increment_start_index() # increments end index too
def __init__(
self,
in_instrument, # <Instrument>
granularity='S5', # string - See Oanda's documentation
count=None, # int - number of candles
start=None, # datetime - UTC
end=None, # datetime - UTC
price='MBA', # string
include_first=None, # bool
daily_alignment=None, # int
alignment_timezone=None, # string - timezone
weekly_alignment=None
):
self._candles = []
# verify instance of <Instrument> by accessing a member.
if in_instrument.get_id() == 0:
pass
if not count in [0]: # do send None
# get candles from broker
instrument_history = Broker.get_instrument_history(
instrument=in_instrument,
granularity=granularity,
count=count,
from_time=start,
to=end,
price=price,
include_first=include_first,
daily_alignment=daily_alignment,
alignment_timezone=alignment_timezone,
weekly_alignment=weekly_alignment
)
if instrument_history == None:
Log.write('chart.py __init__(): Failed to get instrument history.')
raise Exception
else:
candles_raw = instrument_history['candles']
for c_r in candles_raw:
new_candle = Candle(
timestamp=util_date.string_to_date(c_r['time']),
volume=float(c_r['volume']),
complete=bool(c_r['complete']),
open_bid=float(c_r['bid']['o']),
high_bid=float(c_r['bid']['h']),
low_bid=float(c_r['bid']['l']),
close_bid=float(c_r['bid']['c']),
open_ask=float(c_r['ask']['o']),
high_ask=float(c_r['ask']['h']),
low_ask=float(c_r['ask']['l']),
close_ask=float(c_r['ask']['c'])
)
self._candles.append(new_candle)
self._instrument = in_instrument
self._granularity = granularity
self._start_index = 0 # start
self._price = price
self.include_first = include_first
self.daily_alignment = daily_alignment
self._alignment_timezone = alignment_timezone
self.weekly_alignment = weekly_alignment