def add_candle(self,
candle: np.ndarray,
exchange: str,
symbol: str,
timeframe: str,
with_execution: bool = True,
with_generation: bool = True) -> None:
if jh.is_collecting_data():
# make sure it's a complete (and not a forming) candle
if jh.now_to_timestamp() >= (candle[0] + 60000):
store_candle_into_db(exchange, symbol, candle)
return
arr: DynamicNumpyArray = self.get_storage(exchange, symbol, timeframe)
if jh.is_live():
self.update_position(exchange, symbol, candle)
# ignore new candle at the time of execution because it messes
# the count of candles without actually having an impact
if candle[0] >= jh.now():
return
# initial
if len(arr) == 0:
arr.append(candle)
# if it's new, add
elif candle[0] > arr[-1][0]:
# in paper mode, check to see if the new candle causes any active orders to be executed
if with_execution and jh.is_paper_trading():
self.simulate_order_execution(exchange, symbol, timeframe,
candle)
arr.append(candle)
# generate other timeframes
if with_generation and timeframe == '1m':
self.generate_bigger_timeframes(candle, exchange, symbol,
with_execution)
# if it's the last candle again, update
elif candle[0] == arr[-1][0]:
# in paper mode, check to see if the new candle causes any active orders to get executed
if with_execution and jh.is_paper_trading():
self.simulate_order_execution(exchange, symbol, timeframe,
candle)
arr[-1] = candle
# regenerate other timeframes
if with_generation and timeframe == '1m':
self.generate_bigger_timeframes(candle, exchange, symbol,
with_execution)
# past candles will be ignored (dropped)
elif candle[0] < arr[-1][0]:
return
def add_candle(self,
candle: np.ndarray,
exchange: str,
symbol: str,
timeframe: str,
with_execution=True,
with_generation=True,
is_forming_candle=False):
"""
:param candle:
:param exchange:
:param symbol:
:param timeframe:
:param with_execution:
:param with_generation:
:param is_forming_candle:
:return:
"""
if jh.is_collecting_data():
# make sure it's a complete (and not a forming) candle
if jh.now() >= (candle[0] + 60000):
store_candle_into_db(exchange, symbol, candle)
return
arr: DynamicNumpyArray = self.get_storage(exchange, symbol, timeframe)
if jh.is_live():
self.update_position(exchange, symbol, candle)
# initial
if len(arr) == 0:
arr.append(candle)
# if it's new, add
elif candle[0] > arr[-1][0]:
# in paper mode, check to see if the new candle causes any active orders to be executed
if with_execution and jh.is_paper_trading():
self.simulate_order_execution(exchange, symbol, timeframe,
candle)
arr.append(candle)
# generate other timeframes
if with_generation and timeframe == '1m':
self.generate_bigger_timeframes(candle, exchange, symbol,
with_execution,
is_forming_candle)
# if it's the last candle again, update
elif candle[0] == arr[-1][0]:
# in paper mode, check to see if the new candle causes any active orders to get executed
if with_execution and jh.is_paper_trading():
self.simulate_order_execution(exchange, symbol, timeframe,
candle)
arr[-1] = candle
# regenerate other timeframes
if with_generation and timeframe == '1m':
self.generate_bigger_timeframes(candle, exchange, symbol,
with_execution,
is_forming_candle)
# past candles will be ignored (dropped)
elif candle[0] < arr[-1][0]:
return
