def get_training_and_testing_candles(start_date_str: str,
finish_date_str: str):
start_date = jh.arrow_to_timestamp(arrow.get(start_date_str, 'YYYY-MM-DD'))
finish_date = jh.arrow_to_timestamp(
arrow.get(finish_date_str, 'YYYY-MM-DD')) - 60000
# Load candles (first try cache, then database)
from jesse.modes.backtest_mode import load_candles
candles = load_candles(start_date_str, finish_date_str)
# divide into training(85%) and testing(15%) sets
training_candles = {}
testing_candles = {}
days_diff = jh.date_diff_in_days(jh.get_arrow(start_date),
jh.get_arrow(finish_date))
divider_index = int(days_diff * 0.85) * 1440
for key in candles:
training_candles[key] = {
'exchange': candles[key]['exchange'],
'symbol': candles[key]['symbol'],
'candles': candles[key]['candles'][0:divider_index],
}
testing_candles[key] = {
'exchange': candles[key]['exchange'],
'symbol': candles[key]['symbol'],
'candles': candles[key]['candles'][divider_index:],
}
return training_candles, testing_candles
def get_training_and_testing_candles(start_date_str: str, finish_date_str: str) -> Tuple[
Dict[str, Dict[str, Union[Union[str, ndarray], Any]]], Dict[str, Dict[str, Union[Union[str, ndarray], Any]]]]:
start_date = jh.arrow_to_timestamp(arrow.get(start_date_str, 'YYYY-MM-DD'))
finish_date = jh.arrow_to_timestamp(arrow.get(finish_date_str, 'YYYY-MM-DD')) - 60000
# Load candles (first try cache, then database)
candles = load_candles(start_date_str, finish_date_str)
# divide into training(85%) and testing(15%) sets
training_candles = {}
testing_candles = {}
days_diff = jh.date_diff_in_days(jh.timestamp_to_arrow(start_date), jh.timestamp_to_arrow(finish_date))
divider_index = int(days_diff * 0.85) * 1440
for key in candles:
training_candles[key] = {
'exchange': candles[key]['exchange'],
'symbol': candles[key]['symbol'],
'candles': candles[key]['candles'][0:divider_index],
}
testing_candles[key] = {
'exchange': candles[key]['exchange'],
'symbol': candles[key]['symbol'],
'candles': candles[key]['candles'][divider_index:],
}
return training_candles, testing_candles