def __init__(self, history_to_use, data_granularity_minutes, is_save_dict,
is_load_dict, dict_path, min_volume_filter, is_test,
future_bars_for_testing, volatility_filter):
print("Data engine has been initialized...")
self.DATA_GRANULARITY_MINUTES = data_granularity_minutes
self.IS_SAVE_DICT = is_save_dict
self.IS_LOAD_DICT = is_load_dict
self.DICT_PATH = dict_path
self.VOLUME_FILTER = min_volume_filter
self.FUTURE_FOR_TESTING = future_bars_for_testing
self.IS_TEST = is_test
self.VOLATILITY_THRESHOLD = volatility_filter
# Stocks list
self.directory_path = str(os.path.dirname(os.path.abspath(__file__)))
self.stocks_file_path = self.directory_path + "/stocks/stocks.txt"
self.stocks_list = []
# Load stock names in a list
self.load_stocks_from_file()
# Load Technical Indicator engine
self.taEngine = TAEngine(history_to_use=history_to_use)
# Dictionary to store data. This will only store and save data if the argument is_save_dictionary is 1.
self.features_dictionary_for_all_symbols = {}
# Data length
self.stock_data_length = []
def __init__(self, history_to_use, data_granularity_minutes, is_save_dict, is_load_dict, dict_path, min_volume_filter, is_test, future_bars_for_testing, volatility_filter, stocks_list, data_source):
print("Data engine has been initialized...")
self.DATA_GRANULARITY_MINUTES = data_granularity_minutes
self.IS_SAVE_DICT = is_save_dict
self.IS_LOAD_DICT = is_load_dict
self.DICT_PATH = dict_path
self.VOLUME_FILTER = min_volume_filter
self.FUTURE_FOR_TESTING = future_bars_for_testing
self.IS_TEST = is_test
self.VOLATILITY_THRESHOLD = volatility_filter
self.DATA_SOURCE = data_source
# Stocks list
self.directory_path = str(os.path.dirname(os.path.abspath(__file__)))
self.stocks_file_path = self.directory_path + f"/stocks/{stocks_list}"
self.stocks_list = []
# Load stock names in a list
self.load_stocks_from_file()
# Load Technical Indicator engine
self.taEngine = TAEngine(history_to_use = history_to_use)
# Dictionary to store data. This will only store and save data if the argument is_save_dictionary is 1.
self.features_dictionary_for_all_symbols = {}
# Data length
self.stock_data_length = []
# Create an instance of the Binance Client with no api key and no secret (api key and secret not required for the functionality needed for this script)
self.binance_client = Client("","")