)
def _format_wiki_url(self,
api_key,
symbol,
start_date,
end_date,
data_frequency):
"""
Build a query URL for a quandl WIKI dataset.
"""
query_params = [
('start_date', start_date.strftime('%Y-%m-%d')),
('end_date', end_date.strftime('%Y-%m-%d')),
('order', 'asc'),
]
if api_key is not None:
query_params = [('api_key', api_key)] + query_params
return (
"https://www.quandl.com/api/v3/datasets/WIKI/"
"{symbol}.csv?{query}".format(
symbol=symbol,
query=urlencode(query_params),
)
)
register_calendar_alias('QUANDL', 'NYSE')
register_bundle(QuandlBundle)
query_params = [
('command', 'returnChartData'),
('currencyPair', symbol),
('start', start_date.value / 10**9),
('end', end_date.value / 10**9),
('period', period),
]
return self._format_polo_query(query_params)
def _format_polo_query(self, query_params):
return 'https://poloniex.com/public?{query}'.format(
query=urlencode(query_params),
)
'''
As a second parameter, you can pass an array of currency pairs
that will be processed as an asset_filter to only process that
subset of assets in the bundle, such as:
register_bundle(PoloniexBundle, ['USDT_BTC',])
For a production environment make sure to use (to bundle all pairs):
register_bundle(PoloniexBundle)
'''
if 'ingest' in sys.argv and '-c' in sys.argv:
register_bundle(PoloniexBundle)
else:
register_bundle(PoloniexBundle, create_writers=False)
)
def _format_wiki_url(self,
api_key,
symbol,
start_date,
end_date,
data_frequency):
"""
Build a query URL for a quandl WIKI dataset.
"""
query_params = [
('start_date', start_date.strftime('%Y-%m-%d')),
('end_date', end_date.strftime('%Y-%m-%d')),
('order', 'asc'),
]
if api_key is not None:
query_params = [('api_key', api_key)] + query_params
return (
"https://www.quandl.com/api/v3/datasets/WIKI/"
"{symbol}.csv?{query}".format(
symbol=symbol,
query=urlencode(query_params),
)
)
register_calendar_alias('QUANDL', 'NYSE')
register_bundle(QuandlBundle)
try:
period = period_map[data_frequency]
except KeyError:
return None
query_params = [
('command', 'returnChartData'),
('currencyPair', symbol),
('start', start_date.value / 10**9),
('end', end_date.value / 10**9),
('period', period),
]
return self._format_polo_query(query_params)
def _format_polo_query(self, query_params):
return 'https://poloniex.com/public?{query}'.format(
query=urlencode(query_params), )
'''
As a second parameter, you can pass an array of currency pairs
that will be processed as an asset_filter to only process that
subset of assets in the bundle, such as:
register_bundle(PoloniexBundle, ['USDT_BTC',])
For a production environment make sure to use (to bundle all pairs):
register_bundle(PoloniexBundle)
'''
register_bundle(PoloniexBundle)
query_params = [
('command', 'returnChartData'),
('currencyPair', symbol),
('start', start_date.value / 10**9),
('end', end_date.value / 10**9),
('period', period),
]
return self._format_polo_query(query_params)
def _format_polo_query(self, query_params):
# TODO: got against the exchange object
return 'https://poloniex.com/public?{query}'.format(
query=urlencode(query_params),
)
'''
As a second parameter, you can pass an array of currency pairs
that will be processed as an asset_filter to only process that
subset of assets in the bundle, such as:
register_bundle(PoloniexBundle, ['USDT_BTC',])
For a production environment make sure to use (to bundle all pairs):
register_bundle(PoloniexBundle)
'''
if 'ingest' in sys.argv and '-c' in sys.argv:
register_bundle(PoloniexBundle)
else:
register_bundle(PoloniexBundle, create_writers=False)
from catalyst.data.bundles.core import register_bundle from kryptobot.catalyst_extensions.bundles.binance import BinanceBundle register_bundle(BinanceBundle)