Example #1
0
def test_extract_features() -> None:
    """
    Test case to export *multiple* testing/training data sets for reinforcement learning
    """
    start_time = dt.now(tz=TIMEZONE)

    sim = Simulator()

    for ccy in ['ETH-USD']:
        # for ccy, ccy2 in [('LTC-USD', 'tLTCUSD')]:
        query = {
            'ccy': [ccy],  # ccy2],  # parameter must be a list
            'start_date': 20191208,  # parameter format for dates
            'end_date': 20191209,  # parameter format for dates
        }
        sim.extract_features(query)

    elapsed = (dt.now(tz=TIMEZONE) - start_time).seconds
    print('Completed %s in %i seconds' % (__name__, elapsed))
    print('DONE. EXITING %s' % __name__)
Example #2
0
def test_extract_features():
    """
    Test case to export multiple testing/training data sets for reinforcement learning
    :return:
    """
    start_time = dt.now(TIMEZONE)

    sim = Simulator(use_arctic=True)

    # for ccy in ['BTC-USD', 'ETH-USD', 'LTC-USD']:  #, 'BCH-USD']:
    for ccy, ccy2 in [('LTC-USD', 'tLTCUSD')]:
        query = {
            'ccy': [ccy, ccy2],
            'start_date': 20190314,
            'end_date': 20190317
        }
        sim.extract_features(query)

    elapsed = (dt.now(TIMEZONE) - start_time).seconds
    print('Completed %s in %i seconds' % (__name__, elapsed))
    print('DONE. EXITING %s' % __name__)