def get_stats(): coin = CoinbaseExchange() start = datetime.datetime(2016, 1, 1) end = datetime.datetime(2016, 6, 10) gran = 60 * 60 * 24 stats = coin.getProductHistoricRates(start.isoformat(), end.isoformat(), gran) return stats
class TestCBEPublic(unittest.TestCase):
def setUp(self):
self.cbe = CoinbaseExchange()
def test_getProducts(self):
with my_vcr.use_cassette('public-getProducts.json'):
correct = [{
u'quote_currency': u'USD',
u'display_name': u'BTC/USD',
u'quote_increment': 0.01,
u'base_max_size': 10000,
u'base_currency': u'BTC',
u'id': u'BTC-USD',
u'base_min_size': 0.01
}]
self.assertEqual(self.cbe.getProducts(), correct)
def test_getProductOrderBook_1(self):
with my_vcr.use_cassette('public-getProductOrderBook-1.json'):
correct = 10306972
self.assertEqual(
self.cbe.getProductOrderBook(level=1)['sequence'], correct)
def test_getProductOrderBook_2(self):
with my_vcr.use_cassette('public-getProductOrderBook-2.json'):
correct = 10306974
self.assertEqual(
self.cbe.getProductOrderBook(level=2)['sequence'], correct)
def test_getProductOrderBook_3(self):
with my_vcr.use_cassette('public-getProductOrderBook-3.json'):
correct = 10306989
self.assertEqual(
self.cbe.getProductOrderBook(level=3)['sequence'], correct)
def test_getProductTicker(self):
with my_vcr.use_cassette('public-getProductTicker.json'):
correct = 220334
self.assertEqual(self.cbe.getProductTicker()['trade_id'], correct)
def test_getProductTrades(self):
with my_vcr.use_cassette('public-getProductTrades.json'):
correct = u'2015-02-15 18:59:44.240795+00'
self.assertEqual(self.cbe.getProductTrades()[0]['time'], correct)
def test_getProductStats(self):
with my_vcr.use_cassette('public-getProductStats.json'):
correct = u'19382.09151854'
self.assertEqual(self.cbe.getProductStats()['volume'], correct)
def test_getCurrencies(self):
with my_vcr.use_cassette('public-getCurrencies.json'):
correct = "USD"
self.assertEqual(self.cbe.getCurrencies()[0]['id'], correct)
def test_getTime(self):
with my_vcr.use_cassette('public-getTime.json'):
correct = 1424034007.831
self.assertEqual(self.cbe.getTime()['epoch'], correct)
class TestCBEUtils(unittest.TestCase):
def setUp(self):
self.cbe = CoinbaseExchange()
def test_convertTimeToPython(self):
json_return = u'2015-02-15 18:59:44.240795+00'
python_time = pytz.utc.localize( datetime(year=2015, month=2, day=15, hour=18, minute=59, second=44, microsecond=240795) )
self.assertEqual( ConvertTime(json_return), python_time )
def test_injectPythonTimes(self):
with my_vcr.use_cassette('public-getProductTrades-Time.json'):
python_time = ConvertTime( self.cbe.getProductTrades()[0]['time'] )
self.assertEqual( self.cbe.getProductTrades()[0]['python_time'], python_time )
class TestCBEPublic(unittest.TestCase):
def setUp(self):
self.cbe = CoinbaseExchange()
def test_getProducts(self):
with my_vcr.use_cassette('public-getProducts.json'):
correct = [{u'quote_currency': u'USD', u'display_name': u'BTC/USD', u'quote_increment': 0.01, u'base_max_size': 10000, u'base_currency': u'BTC', u'id': u'BTC-USD', u'base_min_size': 0.01}]
self.assertEqual( self.cbe.getProducts(), correct )
def test_getProductOrderBook_1(self):
with my_vcr.use_cassette('public-getProductOrderBook-1.json'):
correct = 10306972
self.assertEqual( self.cbe.getProductOrderBook(level=1)['sequence'], correct )
def test_getProductOrderBook_2(self):
with my_vcr.use_cassette('public-getProductOrderBook-2.json'):
correct = 10306974
self.assertEqual( self.cbe.getProductOrderBook(level=2)['sequence'], correct )
def test_getProductOrderBook_3(self):
with my_vcr.use_cassette('public-getProductOrderBook-3.json'):
correct = 10306989
self.assertEqual( self.cbe.getProductOrderBook(level=3)['sequence'], correct )
def test_getProductTicker(self):
with my_vcr.use_cassette('public-getProductTicker.json'):
correct = 220334
self.assertEqual( self.cbe.getProductTicker()['trade_id'], correct )
def test_getProductTrades(self):
with my_vcr.use_cassette('public-getProductTrades.json'):
correct = u'2015-02-15 18:59:44.240795+00'
self.assertEqual( self.cbe.getProductTrades()[0]['time'], correct )
def test_getProductStats(self):
with my_vcr.use_cassette('public-getProductStats.json'):
correct = u'19382.09151854'
self.assertEqual( self.cbe.getProductStats()['volume'], correct)
def test_getCurrencies(self):
with my_vcr.use_cassette('public-getCurrencies.json'):
correct = "USD"
self.assertEqual( self.cbe.getCurrencies()[0]['id'], correct )
def test_getTime(self):
with my_vcr.use_cassette('public-getTime.json'):
correct = 1424034007.831
self.assertEqual( self.cbe.getTime()['epoch'], correct )
class TestCBEUtils(unittest.TestCase):
def setUp(self):
self.cbe = CoinbaseExchange()
def test_convertTimeToPython(self):
json_return = u'2015-02-15 18:59:44.240795+00'
python_time = pytz.utc.localize(
datetime(year=2015,
month=2,
day=15,
hour=18,
minute=59,
second=44,
microsecond=240795))
self.assertEqual(ConvertTime(json_return), python_time)
def test_injectPythonTimes(self):
with my_vcr.use_cassette('public-getProductTrades-Time.json'):
python_time = ConvertTime(self.cbe.getProductTrades()[0]['time'])
self.assertEqual(self.cbe.getProductTrades()[0]['python_time'],
python_time)
def setUp(self): self.cbe = CoinbaseExchange()
from cbe import CoinbaseExchange
import json
import numpy as np
import pandas as pd
import time as timer
from datetime import datetime
from dateutil.relativedelta import *
from sklearn.externals import joblib
model = joblib.load('sgd_simple.pkl')
# simple and naive algorithm that assumes you start with one btc and
# must then sell high and buy low in order to profit.
cb = CoinbaseExchange()
price = []
time = []
prediction = 0.0
starttime=timer.time()
buy = False
sell = False
hold = False
bought_at = 0
sold_at = 0
profit = 0
total_profit = 0
sell_price = 0
num_buy = 0
num_sell = 0
# depends on the last 360 ten second ticks, so we need to get that data
#naive program to test model
from cbe import CoinbaseExchange
import json
import numpy as np
import pandas as pd
import time as timer
from sklearn.externals import joblib
model = joblib.load('brr_simple.pkl')
cb = CoinbaseExchange()
json_ticker = cb.getProductTicker()
price = []
time = []
prediction = 0.0
starttime=timer.time()
buy = False
sell = False
hold = False
profit = 0
total_profit = 0
sell_price = 0
num_buy = 1
num_sell = 0
#this will need to be own subprocess or method
while True:
json_ticker = cb.getProductTicker()
actual = float(json_ticker['price'])
def setUp(self):
self.cbe = CoinbaseExchange()
