def collect_candles_for_day(self, day: date, symbol: str) -> Optional[SymbolDay]:
"""
Uses Polygon to collect candles for the given day.
Does NOT save the newly-collected candles.
"""
candles = None
try:
candles = self._parse_ticks_in_intervals(symbol, [[
datetime.combine(day, OPEN_TIME),
datetime.combine(day, CLOSE_TIME)
]])
except Exception as e:
self.debug_msgs.append(f'Error collecting {symbol} candles from polygon for {day:%m-%d-%Y}:')
self.debug_msgs.append(traceback.format_exc())
return SymbolDay(symbol, day, candles)
def create_dummy_day(self, symbol: str, day_date: date,
num_candles: int) -> SymbolDay:
"""Creates a SymbolDay with mock price data."""
dummy_candles = []
dummy_moment = datetime.combine(day_date, OPEN_TIME)
for i in range(num_candles):
dummy_candles.append(
Candle(
moment=dummy_moment,
open=0.001,
high=0.001,
low=0.001,
close=0.001,
volume=999,
))
dummy_moment += timedelta(seconds=1)
return SymbolDay(symbol, day_date, dummy_candles)
def _train_on_stream_data(self, symbol: str, day_date: date) -> bool:
"""
Loads cached polygon-stream data and trains the symbol on it.
Returns False if the data is invalid; True otherwise.
"""
# Validate polygon-stream data
stream_data = SymbolDay(symbol=symbol,
day_date=day_date,
candles=self.redis().get_cached_candles(
symbol=symbol, day_date=day_date))
if not SymbolDay.validate_candles(stream_data.candles):
return False
# Train models on polygon-stream data
self.model_feeder.train_models(symbol=symbol,
day_date=day_date,
day_data=stream_data,
stable=True)
return True