def testResampleNinjaTraderDay(self):
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["spy"], barfeed.Frequency.DAY)
resampledFile = os.path.join(common.get_temp_path(), "day-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, barfeed.Frequency.DAY, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.DAY)
feed.addBarsFromCSV("spy", resampledFile, marketsession.USEquities.getTimezone())
feed.loadAll()
self.assertEqual(len(feed["spy"]), 25)
self.assertEqual(
feed["spy"][0].getDateTime(),
dt.localize(datetime.datetime(2011, 1, 3), marketsession.USEquities.getTimezone()),
)
self.assertEqual(
feed["spy"][-1].getDateTime(),
dt.localize(datetime.datetime(2011, 2, 1), marketsession.USEquities.getTimezone()),
)
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3)))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1)))
def testResampleNinjaTraderHour(self):
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["spy"], barfeed.Frequency.HOUR)
resampledFile = os.path.join(common.get_temp_path(), "hour-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, barfeed.Frequency.HOUR, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.HOUR, marketsession.USEquities.getTimezone())
feed.addBarsFromCSV("spy", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["spy"]), 340)
self.assertEqual(feed["spy"][0].getDateTime(), dt.localize(datetime.datetime(2011, 1, 3, 9), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][-1].getDateTime(), dt.localize(datetime.datetime(2011, 2, 1, 1), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][0].getOpen(), 126.35)
self.assertEqual(feed["spy"][0].getHigh(), 126.45)
self.assertEqual(feed["spy"][0].getLow(), 126.3)
self.assertEqual(feed["spy"][0].getClose(), 126.4)
self.assertEqual(feed["spy"][0].getVolume(), 3397.0)
self.assertEqual(feed["spy"][0].getAdjClose(), None)
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3, 9)))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1, 1)))
def __init__(self, dateTime):
self.__begin = datetime.datetime(dateTime.year, dateTime.month, 1)
# Calculate the ending date.
if dateTime.month == 12:
self.__end = datetime.datetime(dateTime.year + 1, 1, 1)
else:
self.__end = datetime.datetime(dateTime.year, dateTime.month + 1, 1)
if not dt.datetime_is_naive(dateTime):
self.__begin = dt.localize(self.__begin, dateTime.tzinfo)
self.__end = dt.localize(self.__end, dateTime.tzinfo)
def __testHourRangeImpl(self, timezone=None):
freq = bar.Frequency.HOUR
begin = datetime.datetime(2011, 1, 1, 16)
end = datetime.datetime(2011, 1, 1, 17)
if timezone is not None:
begin = dt.localize(begin, timezone)
end = dt.localize(end, timezone)
r = resamplebase.build_range(begin + datetime.timedelta(seconds=120), freq)
self.assertEqual(r.getBeginning(), begin)
for i in range(freq):
self.assertTrue(r.belongs(begin + datetime.timedelta(seconds=i)))
self.assertFalse(r.belongs(begin + datetime.timedelta(seconds=freq+1)))
self.assertEqual(r.getEnding(), end)
def getBars(self, instrument, frequency, timezone=None, fromDateTime=None, toDateTime=None):
instrument = normalize_instrument(instrument)
sql = "select bar.timestamp, bar.open, bar.high, bar.low, bar.close, bar.volume, bar.adj_close, bar.frequency" \
" from bar join instrument on (bar.instrument_id = instrument.instrument_id)" \
" where instrument.name = ? and bar.frequency = ?"
args = [instrument, frequency]
if fromDateTime is not None:
sql += " and bar.timestamp >= ?"
args.append(dt.datetime_to_timestamp(fromDateTime))
if toDateTime is not None:
sql += " and bar.timestamp <= ?"
args.append(dt.datetime_to_timestamp(toDateTime))
sql += " order by bar.timestamp asc"
cursor = self.__connection.cursor()
cursor.execute(sql, args)
ret = []
for row in cursor:
dateTime = dt.timestamp_to_datetime(row[0])
if timezone:
dateTime = dt.localize(dateTime, timezone)
ret.append(bar.BasicBar(dateTime, row[1], row[2], row[3], row[4], row[5], row[6], row[7]))
cursor.close()
return ret
def __parseDate(self, dateString):
datetime_format = "%Y-%m-%d %H:%M:%S"
ret = datetime.datetime.strptime(dateString, datetime_format)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def testUnrealized(self):
barFeed = self.loadIntradayBarFeed()
strat = TestStrategy(barFeed, 1000)
strat.setExitOnSessionClose(False)
# 3/Jan/2011 205300 - Enter long
# 3/Jan/2011 205400 - entry gets filled at 127.21
# 3/Jan/2011 210000 - last bar
strat.addPosEntry(
dt.localize(datetime.datetime(2011, 1, 3, 20, 53), pytz.utc),
strat.enterShort,
StrategyTestCase.TestInstrument,
1,
True,
)
strat.run()
self.assertTrue(strat.getEnterOkEvents() == 1)
self.assertTrue(strat.getExitOkEvents() == 0)
self.assertTrue(strat.getEnterCanceledEvents() == 0)
self.assertTrue(strat.getExitCanceledEvents() == 0)
self.assertEqual(strat.getActivePosition().getUnrealizedReturn(127.21), 0)
self.assertEqual(strat.getActivePosition().getUnrealizedNetProfit(127.21), 0)
self.assertEqual(round(strat.getActivePosition().getUnrealizedReturn(127.21 / 2), 4), 0.5)
self.assertEqual(round(strat.getActivePosition().getUnrealizedNetProfit(127.21 / 2), 4), 127.21 / 2)
self.assertEqual(strat.getActivePosition().getUnrealizedReturn(127.21 * 2), -1)
self.assertEqual(strat.getActivePosition().getUnrealizedNetProfit(127.21 * 2), -127.21)
def testFeedWithQuandl(self):
class RowFilter(csvfeed.RowFilter):
def includeRow(self, dateTime, values):
return dateTime.year == 2013
feed = csvfeed.Feed("Date", "%Y-%m-%d", maxLen=40, timezone=marketsession.USEquities.timezone)
feed.setRowFilter(RowFilter())
feed.setTimeDelta(datetime.timedelta(hours=23, minutes=59, seconds=59))
feed.addValuesFromCSV(common.get_data_file_path("quandl_gold_2.csv"))
for col in ["USD", "GBP", "EUR"]:
self.assertEqual(len(feed[col]), 0)
dispatcher = observer.Dispatcher()
dispatcher.addSubject(feed)
dispatcher.run()
for col in ["USD", "GBP", "EUR"]:
self.assertEqual(len(feed[col]), 39)
self.assertEqual(feed["USD"][-1], 1333.0)
self.assertEqual(feed["GBP"][-1], 831.203)
self.assertEqual(feed["EUR"][-1], 986.75)
self.assertFalse(dt.datetime_is_naive(feed["USD"].getDateTimes()[-1]))
self.assertEqual(feed["USD"].getDateTimes()[-1], dt.localize(datetime.datetime(2013, 9, 29, 23, 59, 59), marketsession.USEquities.timezone))
def get_slot_datetime(dateTime, frequency): ts = dt.datetime_to_timestamp(dateTime) slot = ts / frequency slotTs = (slot + 1) * frequency - 1 ret = dt.timestamp_to_datetime(slotTs, False) if not dt.datetime_is_naive(dateTime): ret = dt.localize(ret, dateTime.tzinfo) return ret
def __parseDate(self, dateString): ret = datetime.datetime.strptime(dateString, "%Y-%m-%d") # Time on Yahoo! Finance CSV files is empty. If told to set one, do it. if self.__dailyBarTime != None: ret = datetime.datetime.combine(ret, self.__dailyBarTime) # Localize the datetime if a timezone was given. if self.__timezone: ret = dt.localize(ret, self.__timezone) return ret
def _parseDate(self, dateString):
ret = datetime.datetime.strptime(dateString, self.__dateTimeFormat)
if self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def __parseDate(self, dateString):
dt_, d_ = parse_date(dateString)
# Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
if self.__dailyBarTime != None:
dt_ = datetime.datetime.combine(dt_, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
dt_ = dt.localize(dt_, self.__timezone)
return dt_, d_
def __parseDate(self, dateString):
ret = parse_date(dateString,self.__frequency)
# Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
if self.__frequency == bar.Frequency.DAY and self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def __parseDate(self, dateString):
ret = parse_date(dateString)
# Time on Google Finance CSV files is empty. If told to set one, do it.
if self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def __parseDate(self, dateString):
ret = self.parse_date(dateString)
# Time on Yahoo! Finance CSV files is empty. If told to set one, do it.
#mid 下面这个过程将ret带h:m:s的时间弄成无h:m:s，使只能测试日线
if(False):
if self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def __init__(self, dateTime, frequency):
assert isinstance(frequency, int)
assert frequency > 1
assert frequency < bar.Frequency.DAY
ts = int(dt.datetime_to_timestamp(dateTime))
slot = int(ts / frequency)
slotTs = slot * frequency
self.__begin = dt.timestamp_to_datetime(slotTs, not dt.datetime_is_naive(dateTime))
if not dt.datetime_is_naive(dateTime):
self.__begin = dt.localize(self.__begin, dateTime.tzinfo)
self.__end = self.__begin + datetime.timedelta(seconds=frequency)
def parseBar(self, csvRowDict):
tid = int(csvRowDict["id"])
price = float(csvRowDict["price"])
amount = float(csvRowDict["amount"])
tradeType = csvRowDict["type"]
dateTime = base.tid_to_datetime(tid)
# Localize the datetime if a timezone was given.
if self.__timezone:
dateTime = dt.localize(dateTime, self.__timezone)
return TradeBar(dateTime, price, amount, tradeType)
def parseRow(self, csvRowDict):
dateTime = datetime.datetime.strptime(csvRowDict[self.__dateTimeColumn], self.__dateTimeFormat)
# Localize the datetime if a timezone was given.
if self.__timezone is not None:
if self.__timeDelta is not None:
dateTime += self.__timeDelta
dateTime = dt.localize(dateTime, self.__timezone)
# Convert the values
values = {}
for key, value in csvRowDict.items():
if key != self.__dateTimeColumn:
values[key] = self.__converter(key, value)
return (dateTime, values)
def parseBar(self, csvRowDict):
unixTime = int(csvRowDict["unixtime"])
price = float(csvRowDict["price"])
amount = float(csvRowDict["amount"])
dateTime = dt.timestamp_to_datetime(unixTime)
dateTime = self.__unixTimeFix.fixDateTime(dateTime)
# Localize the datetime if a timezone was given.
if self.__timezone:
dateTime = dt.localize(dateTime, self.__timezone)
return TradeBar(dateTime, price, amount)
def includeBar(self, bar_):
ret = DateRangeFilter.includeBar(self, bar_)
if ret and (bar_.getFrequency() == bar.Frequency.MINUTE):
# Check day of week
barDay = bar_.getDateTime().weekday()
if barDay > 4:
return False
# Check time
barTime = dt.localize(bar_.getDateTime(), CHINAEquitiesRTH.timezone).time()
if barTime < self.__fromTime:
return False
if barTime > self.__toTime:
return False
return ret
def includeBar(self, bar_): ret = DateRangeFilter.includeBar(self, bar_) if ret: # Check day of week barDay = bar_.getDateTime().weekday() if barDay > 4: return False # Check time barTime = dt.localize(bar_.getDateTime(), USEquitiesRTH.timezone).time() if barTime < self.__fromTime: return False if barTime > self.__toTime: return False return ret
def testIntradayExitOnClose_BuyOnLastBar(self): barFeed = self.loadIntradayBarFeed() strat = TestStrategy(barFeed, 1000) strat.setExitOnSessionClose(True) # 3/Jan/2011 20:59:00 - Enter long # 3/Jan/2011 21:00:00 - Entry gets canceled. strat.addPosEntry(dt.localize(datetime.datetime(2011, 1, 3, 20, 59), pytz.utc), strat.enterLong, StrategyTestCase.TestInstrument, 1, True) strat.run() self.assertTrue(strat.getEnterOkEvents() == 0) self.assertTrue(strat.getExitOkEvents() == 0) self.assertTrue(strat.getEnterCanceledEvents() == 1) self.assertTrue(strat.getExitCanceledEvents() == 0) self.assertTrue(round(strat.getBroker().getCash(), 2) == 1000)
def testIntradayExitOnClose_BuyOnPenultimateBar(self):
barFeed = self.loadIntradayBarFeed()
strat = DummyStrategy(barFeed, 1000)
strat.setExitOnSessionClose(True)
# 3/Jan/2011 20:58:00 - Enter long
# 3/Jan/2011 20:59:00 - entry gets filled
# 3/Jan/2011 21:00:00 - exit gets filled.
strat.addPosEntry(dt.localize(datetime.datetime(2011, 1, 3, 20, 58), pytz.utc), strat.enterLong, StrategyTestCase.TestInstrument, 1, True)
strat.run()
assert strat.getEnterOkEvents() == 1
assert strat.getExitOkEvents() == 1
assert strat.getEnterCanceledEvents() == 0
assert strat.getExitCanceledEvents() == 0
assert round(strat.getBroker().getCash(), 2) == round(1000 + 127.05 - 127.07, 2)
def __parseDateTime(self, dateTime):
ret = None
if self.__frequency == pyalgotrade.bar.Frequency.MINUTE:
ret = parse_datetime(dateTime)
elif self.__frequency == pyalgotrade.bar.Frequency.DAY:
ret = datetime.datetime.strptime(dateTime, "%Y%m%d")
# Time on CSV files is empty. If told to set one, do it.
if self.__dailyBarTime is not None:
ret = datetime.datetime.combine(ret, self.__dailyBarTime)
else:
assert(False)
# According to NinjaTrader documentation the exported data will be in UTC.
ret = pytz.utc.localize(ret)
# Localize bars if a market session was set.
if self.__timezone:
ret = dt.localize(ret, self.__timezone)
return ret
def testUnrealized(self):
strat = self.createStrategy(True)
# 3/Jan/2011 205300 - Enter long
# 3/Jan/2011 205400 - entry gets filled at 127.21
# 3/Jan/2011 210000 - last bar
strat.addPosEntry(dt.localize(datetime.datetime(2011, 1, 3, 20, 53), pytz.utc), strat.enterShort, BaseTestCase.TestInstrument, 1, True)
strat.run()
self.assertEqual(strat.enterOkCalls, 1)
self.assertEqual(strat.exitOkCalls, 0)
self.assertEqual(strat.enterCanceledCalls, 0)
self.assertTrue(strat.exitCanceledCalls == 0)
entryPrice = 127.21
lastPrice = strat.getFeed().getCurrentBars()[BaseTestCase.TestInstrument].getClose()
self.assertEqual(strat.getActivePosition().getUnrealizedReturn(), (entryPrice - lastPrice) / entryPrice)
self.assertEqual(strat.getActivePosition().getReturn(), (entryPrice - lastPrice) / entryPrice)
self.assertEqual(strat.getActivePosition().getUnrealizedNetProfit(), entryPrice - lastPrice)
self.assertEqual(strat.getActivePosition().getPnL(), entryPrice - lastPrice)
def testLocalizeAndFilter(self):
timezone = marketsession.USEquities.getTimezone()
# The prices come from NinjaTrader interface when set to use 'US Equities RTH' session template.
prices = {
dt.localize(datetime.datetime(2011, 3, 9, 9, 31), timezone): 132.35,
dt.localize(datetime.datetime(2011, 3, 9, 16), timezone): 132.39,
dt.localize(datetime.datetime(2011, 3, 10, 9, 31), timezone): 130.81,
dt.localize(datetime.datetime(2011, 3, 10, 16), timezone): 129.92,
dt.localize(datetime.datetime(2011, 3, 11, 9, 31), timezone): 129.72,
dt.localize(datetime.datetime(2011, 3, 11, 16), timezone): 130.84,
}
barFeed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE, timezone)
barFeed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011-03.csv"))
for dateTime, bars in barFeed:
price = prices.get(bars.getDateTime(), None)
if price is not None:
self.assertTrue(price == bars.getBar("spy").getClose())
def __build_bar(self,barMsg, identifier,frequency):
# "StartDate": "3/19/2014"
# "StartTime": "9:55:00 AM"
# "EndDate": "3/19/2014"
# "EndTime": "10:00:00 AM"
# "UTCOffset": 0
# "Open": 31.71
# "High": 31.71
# "Low": 31.68
# "Close": 31.69
# "Volume": 2966
# "Trades": 19
# "TWAP": 31.6929
# "VWAP": 31.693
#Note date/time is local time not market time
#Also for some weird reason IB is sending bars with finished in the date so why not just ignore
ts = 0
try:
(offset, tz) = self.__marketCloseTime(self.__marketOptions['currency'])
if len(barMsg.date) == 8: #it's not a unix timestamp it's something like 20150812 (YYYYMMDD) which means this was a daily bar
date = datetime.datetime.strptime(barMsg.date,'%Y%m%d')
date = date + offset
date = tz.localize(date)
ts = int((date - datetime.datetime(1970,1,1,tzinfo=pytz.utc)).total_seconds()) #probably going to have timezone issues
else:
ts = int(barMsg.date)
startDateTime = dt.localize(datetime.datetime.fromtimestamp(ts,tz),tz)
self.__currentBarStamp = ts
return bar.BasicBar(startDateTime, float(barMsg.open), float(barMsg.high), float(barMsg.low), float(barMsg.close), int(barMsg.volume), None, frequency)
except:
return None
def us_equities_datetime(*params): ret = datetime.datetime(*params) ret = dt.localize(ret, marketsession.USEquities.getTimezone()) return ret
def __build_bar(self, barMsg, identifier, frequency, currency):
# "StartDate": "3/19/2014"
# "StartTime": "9:55:00 AM"
# "EndDate": "3/19/2014"
# "EndTime": "10:00:00 AM"
# "UTCOffset": 0
# "Open": 31.71
# "High": 31.71
# "Low": 31.68
# "Close": 31.69
# "Volume": 2966
# "Trades": 19
# "TWAP": 31.6929
# "VWAP": 31.693
#Note date/time is local time not market time
#Also for some weird reason IB is sending bars with finished in the date so why not just ignore
if self.__debug:
now = dt.datetime.now().strftime('%Y%m%d %H:%M:%S')
print(
'%s[LiveFeed __build_bar] **********************************' %
(now))
print('%s[LiveFeed __build_bar] starting try catch sentence' %
(now))
ts = 0
try:
(offset, tz) = self.__marketCloseTime(currency)
if self.__debug:
print('%s[LiveFeed __build_bar] Offset: %s and tz: %s ' %
(now, offset, tz))
if len(
barMsg.date
) == 8: #it's not a unix timestamp it's something like 20150812 (YYYYMMDD) which means this was a daily bar
if self.__debug:
print(
'%s[LiveFeed __build_bar] msg.date==8 it is not a unix timestamp it is something like 20150812 (YYYYMMDD) which means this was a daily bar'
% (now, ))
date = datetime.datetime.strptime(barMsg.date, '%Y%m%d')
if self.__debug:
print('%s[LiveFeed __build_bar] date: %s ' % (now, date))
date = date + offset
if self.__debug:
print('%s[LiveFeed __build_bar] date+offset: %s ' %
(now, date))
date = tz.localize(date)
if self.__debug:
print(
'%s[LiveFeed __build_bar] date+offset+localize: %s ' %
(now, date))
ts = int(
(date - datetime.datetime(1970, 1, 1, tzinfo=pytz.utc)).
total_seconds()) #probably going to have timezone issues
if self.__debug:
print('%s[LiveFeed __build_bar]timestamp date: %s ' %
(now, ts))
else:
if self.__debug:
print('%s[LiveFeed __build_bar] msg.date!=8' % (now, ))
ts = int(barMsg.date)
if self.__debug:
print('%s[LiveFeed __build_bar] timestamp date: %s ' %
(now, ts))
startDateTime = localize(datetime.datetime.fromtimestamp(ts, tz),
tz)
if self.__debug:
print('%s[LiveFeed __build_bar] strtDateTime: %s' %
(now, startDateTime))
self.__currentBarStamp = ts
if self.__debug:
print(
'%s[LiveFeed __build_bar] time: %s, Open: %d ,High: %d, Low: %d, Close: %d, Volume: %d, frequency: %s'
% (now, startDateTime, float(
barMsg.open), float(barMsg.high), float(barMsg.low),
float(barMsg.close), int(barMsg.volume), frequency))
return bar.BasicBar(startDateTime, float(barMsg.open),
float(barMsg.high), float(barMsg.low),
float(barMsg.close), int(barMsg.volume), None,
frequency)
except Exception as e:
if self.__debug:
print('%s[LiveFeed __build_bar] Exception error: %s ' %
(now, e))
print(
'%s[LiveFeed __build_bar] ====EXIT====EXIT=====EXIT========================== '
% (now, ))
return None
def to_market_datetime(dateTime):
timezone = pytz.timezone('Asia/Shanghai')
return dt.localize(dateTime, timezone)
def to_market_datetime(dateTime, exchange):
timezone = MARKET_TIMEZONES.get(exchange)
if timezone is None:
raise Exception("No timezone available to localize datetime for exchange %s" % (exchange))
return dt.localize(dateTime, timezone)
import hbClient as hbc
import json
from liveApi.liveUtils import *
from pyalgotrade.utils import dt
import datetime
import os
broker = hbc.hbTradeClient()
client = broker.getClient()
sdate = dt.localize(datetime.datetime(2018, 2, 3, 22, 16), localTz)
edate = dt.localize(datetime.datetime(2018, 2, 4, 15, 00), localTz)
stime = int(dt.datetime_to_timestamp(sdate))
sdir = 'tradeOrders-%s' % sdate.strftime('%m%d_%H%M')
print stime, sdate, sdir
try:
os.mkdir(sdir)
except:
pass
@hbc.tryForever
def getTradeOrder(x):
symbol = x['base-currency'] + x['quote-currency']
tradeInfo = client.get(
'/v1/order/orders', **{
'symbol': symbol,
'states': 'partial-canceled,filled',
'types': 'buy-limit,sell-limit',
'start-date': sdate.strftime('%Y-%m-%d'),
'end-date': edate.strftime('%Y-%m-%d')
