Example #1
0
from avera.datamanagement.SymbolDataManager import SymbolDataManager
from datetime import datetime
from avera_core.CloserFeatureGenerator import CloserFeatureGenerator
from avera.utils.save_load import *
from tqdm import tqdm

startTime = datetime.now()
print("start time: {}".format(startTime))

symbol = "EURUSD_i"
timeframe = "M10"
dataManager = SymbolDataManager("../data/raw/")
df = dataManager.getData(symbol, timeframe)

df = df.tail(50000)
print(df.shape)
print(df.head(2))
print(df.tail(2))

df.set_index("datetime", drop=True, inplace=True)

featGen = CloserFeatureGenerator(featureList=["open", "close"],
                                 nFeatRows=1,
                                 nPoints=110,
                                 nLevels=5,
                                 flatStack=True,
                                 fitOnStep=True)

featGen = featGen.globalFit(df)
startTime = datetime.now()
Example #2
0
from avera.datamanagement.SymbolDataManager import SymbolDataManager

symbolDM = SymbolDataManager()

readedData = symbolDM.getData(symbol="TEST", timeFrame="H1")
print(readedData.tail(2))
readedData = symbolDM.getData(symbol="TEST", timeFrame="H1", normalizeNames=True)
print(readedData.tail(2))
readedData = symbolDM.getData(symbol="TEST", timeFrame="H1", normalizeNames=True, normalizeDateTime=True)
print(readedData.tail(2))
Example #3
0
from avera.terminal.MT5Terminal import MT5Terminal
from avera.datamanagement.SymbolDataUpdater import SymbolDataUpdater
from avera.datamanagement.SymbolDataManager import SymbolDataManager
from datetime import datetime, timedelta
from dateutil import parser
import time

terminal = MT5Terminal()
symbolUpdater = SymbolDataUpdater()
symbolManager = SymbolDataManager()

symbol = "EURUSD_i"
timeframe = "M5"

symbolUpdater.partialUpdate(terminal, symbol, timeframe)
rawData = symbolManager.getData(symbol, timeframe)
lastRow = rawData.tail(1)
lastDateTime = parser.parse(lastRow["datetime"].values[0])
while (True):
    symbolUpdater.partialUpdate(terminal, symbol, timeframe)
    rawData = symbolManager.getData(symbol, timeframe)
    lastRow = rawData.tail(1)
    freshDateTime = parser.parse(lastRow["datetime"].values[0])
    if freshDateTime != lastDateTime:
        lastDateTime = freshDateTime
        break
    else:
        time.sleep(10)
# place order (buy/sell by market)
orderType = "sell"
lotSize = 0.01