from avera.datamanagement.SymbolDataManager import SymbolDataManager from datetime import datetime from avera_core.CloserFeatureGenerator import CloserFeatureGenerator from avera.utils.save_load import * from tqdm import tqdm startTime = datetime.now() print("start time: {}".format(startTime)) symbol = "EURUSD_i" timeframe = "M10" dataManager = SymbolDataManager("../data/raw/") df = dataManager.getData(symbol, timeframe) df = df.tail(50000) print(df.shape) print(df.head(2)) print(df.tail(2)) df.set_index("datetime", drop=True, inplace=True) featGen = CloserFeatureGenerator(featureList=["open", "close"], nFeatRows=1, nPoints=110, nLevels=5, flatStack=True, fitOnStep=True) featGen = featGen.globalFit(df) startTime = datetime.now()
from avera.datamanagement.SymbolDataManager import SymbolDataManager symbolDM = SymbolDataManager() readedData = symbolDM.getData(symbol="TEST", timeFrame="H1") print(readedData.tail(2)) readedData = symbolDM.getData(symbol="TEST", timeFrame="H1", normalizeNames=True) print(readedData.tail(2)) readedData = symbolDM.getData(symbol="TEST", timeFrame="H1", normalizeNames=True, normalizeDateTime=True) print(readedData.tail(2))
from avera.terminal.MT5Terminal import MT5Terminal from avera.datamanagement.SymbolDataUpdater import SymbolDataUpdater from avera.datamanagement.SymbolDataManager import SymbolDataManager from datetime import datetime, timedelta from dateutil import parser import time terminal = MT5Terminal() symbolUpdater = SymbolDataUpdater() symbolManager = SymbolDataManager() symbol = "EURUSD_i" timeframe = "M5" symbolUpdater.partialUpdate(terminal, symbol, timeframe) rawData = symbolManager.getData(symbol, timeframe) lastRow = rawData.tail(1) lastDateTime = parser.parse(lastRow["datetime"].values[0]) while (True): symbolUpdater.partialUpdate(terminal, symbol, timeframe) rawData = symbolManager.getData(symbol, timeframe) lastRow = rawData.tail(1) freshDateTime = parser.parse(lastRow["datetime"].values[0]) if freshDateTime != lastDateTime: lastDateTime = freshDateTime break else: time.sleep(10) # place order (buy/sell by market) orderType = "sell" lotSize = 0.01