def __init__(self, config, exchange_type): self.config = config if CONFIG_BACKTESTING not in self.config: raise Exception("Backtesting config not found") self.symbols = None self.data = None self._get_symbol_list() self.config_time_frames = TimeFrameManager.get_config_time_frame(config) self.time_frame_get_times = {} self.tickers = {} self.fetched_trades = {} self.fetched_trades_counter = {} self.DEFAULT_LIMIT = 100 self.MIN_LIMIT = 20 self.MIN_ENABLED_TIME_FRAME = TimeFrameManager.find_config_min_time_frame(self.config_time_frames) self.DEFAULT_TIME_FRAME_RECENT_TRADE_CREATOR = self.MIN_ENABLED_TIME_FRAME self.CREATED_TRADES_BY_TIME_FRAME = 50 self.DEFAULT_TIME_FRAME_TICKERS_CREATOR = self.MIN_ENABLED_TIME_FRAME self.CREATED_TICKER_BY_TIME_FRAME = 1 self.backtesting = Backtesting(config, self) self._prepare() super().__init__(config, exchange_type, connect_to_online_exchange=False)
def __init__(self, config, exchange_type): self.config = config if CONFIG_BACKTESTING not in self.config: raise Exception("Backtesting config not found") self.symbols = None self.data = None self._get_symbol_list() self.config_time_frames = TimeFrameManager.get_config_time_frame( config) self.time_frame_get_times = {} self.tickers = {} self.fetched_trades = {} self.fetched_trades_counter = {} self.DEFAULT_LIMIT = 100 self.MIN_LIMIT = 20 self.MIN_ENABLED_TIME_FRAME = TimeFrameManager.find_config_min_time_frame( self.config_time_frames) self.DEFAULT_TIME_FRAME_RECENT_TRADE_CREATOR = self.MIN_ENABLED_TIME_FRAME self.CREATED_TRADES_BY_TIME_FRAME = 50 self.DEFAULT_TIME_FRAME_TICKERS_CREATOR = self.MIN_ENABLED_TIME_FRAME self.CREATED_TICKER_BY_TIME_FRAME = 1 self.backtesting = Backtesting(config, self) self._prepare() super().__init__(config, exchange_type, connect_to_online_exchange=False)
def set_default_config(self): time_frames = self.exchange.get_config_time_frame() min_time_frame = TimeFrameManager.find_config_min_time_frame(time_frames) self.specific_config = { CONFIG_TIME_FRAME: min_time_frame, CONFIG_REFRESH_RATE: TimeFramesMinutes[min_time_frame] / 6 * MINUTE_TO_SECONDS, }
def set_default_config(self): time_frames = self.exchange.get_config_time_frame() min_time_frame = TimeFrameManager.find_config_min_time_frame( time_frames) self.specific_config = { CONFIG_TIME_FRAME: min_time_frame, CONFIG_REFRESH_RATE: TimeFramesMinutes[min_time_frame] / 6 * MINUTE_TO_SECONDS, }