def testGetOandaPrice(self):
st = lib.str2epoch("2019/04/02 09:00", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/02 12:00", "%Y/%m/%d %H:%M")
o = OandaGetter("USD_JPY", "H1")
t, o, h, l, c, v = o.getPrice(st, ed)
self.assertEqual(t[0], 1554195600)
self.assertEqual(t[-1], 1554206400)
self.assertEqual(len(t), 4)
self.assertEqual(v[0], 372)
self.assertEqual(o[0], 111.394)
def launchDataGetter(instrument, granularity):
name = lib.names.getDataGetterName(instrument, granularity)
if name in env.dataGetters.keys():
dg = env.dataGetters[name]
else:
datagetter_type = env.conf["datagetter_type"]
if datagetter_type == "mssqloanda":
from data_getter.mssql import MSSQLGetter
from data_getter.oanda import OandaGetter
dg = MSSQLGetter(OandaGetter(instrument, granularity))
env.dataGetters[name] = dg
'''
Add here more data getters
'''
return dg
def testGetH1MSSQLPrices(self):
env.run_mode = env.MODE_UNITTEST
from db.mssql import MSSQLDB
msgetter.N_REQUEST_ROWS = 10
d = MSSQLDB()
instrument = "USD_JPY"
granularity = "M5"
pTable = names.getPriceTable(instrument, granularity)
d.execute("drop table if exists %s;" % pTable)
fmt = "%Y/%m/%d %H:%M"
og = msgetter.MSSQLGetter(OandaGetter(instrument, granularity))
def _verify(ststr, edstr, tcnt, rcnt, openp, vol):
st = lib.str2epoch(ststr, fmt)
ed = lib.str2epoch(edstr, fmt)
t, o, h, l, c, v = og.getPrice(st, ed)
self.assertEqual(d.countTable(pTable),tcnt)
self.assertEqual(t[0], st)
self.assertEqual(t[-1], ed)
self.assertEqual(len(t), rcnt)
self.assertEqual(v[0], vol)
self.assertEqual(o[0], openp)
# 11:00 - 11:20
_verify("2019/11/13 11:00", "2019/11/13 11:20", 5,5, 108.94, 39)
# 11:00 - 11:40
_verify("2019/11/13 11:30", "2019/11/13 11:40", 9,3, 108.963, 21)
# 10:40 - 11:40
_verify("2019/11/13 10:40", "2019/11/13 10:50", 13,3, 108.906, 32)
# 10:35 - 11:40
_verify("2019/11/13 10:35", "2019/11/13 10:55", 14,5, 108.916, 39)
# 10:35 - 11:50
_verify("2019/11/13 11:30", "2019/11/13 11:50", 16,5, 108.963, 21)
# 10:35 - 12:50
_verify("2019/11/13 11:30", "2019/11/13 12:50", 28,17, 108.963, 21)
(ep, o, h, l, c, v) = self.selectData(startep, endep)
return (ep, o, h, l, c, v)
if __name__ == "__main__":
import env
from data_getter.oanda import OandaGetter
env.run_mode = env.MODE_UNITTEST
from db.mssql import MSSQLDB
d = MSSQLDB()
d.execute("drop table if exists USD_JPY_M1_prices;")
d.execute("drop table if exists USD_JPY_M1_metainf;")
og = MSSQLGetter(OandaGetter("USD_JPY", "M1"))
st = lib.str2epoch("2019/04/01 00:10", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/01 00:15", "%Y/%m/%d %H:%M")
t, o, h, l, c, v = og.getPrice(st, ed)
og = MSSQLGetter(OandaGetter("USD_JPY", "M1"))
st = lib.str2epoch("2019/03/31 23:55", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/01 00:00", "%Y/%m/%d %H:%M")
t, o, h, l, c, v = og.getPrice(st, ed)
og = MSSQLGetter(OandaGetter("USD_JPY", "M1"))
st = lib.str2epoch("2019/04/01 00:00", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/01 00:05", "%Y/%m/%d %H:%M")
t, o, h, l, c, v = og.getPrice(st, ed)
og = MSSQLGetter(OandaGetter("USD_JPY", "M1"))
l = [n] * size
c = [n] * size
v = [n] * size
return (ep, o, h, l, c, v)
if __name__ == "__main__":
import env
from data_getter.oanda import OandaGetter
env.run_mode = env.MODE_UNITTEST
from db.mssql import MSSQLDB
from data_getter.mssql import MSSQLGetter
from data_getter.oanda import OandaGetter
import lib
d = MSSQLDB()
d.execute("drop table if exists USD_JPY_H1_prices;")
d.execute("drop table if exists USD_JPY_H1_metainf;")
og = DataGetter(MSSQLGetter(OandaGetter("USD_JPY", "H1")))
st = lib.str2epoch("2019/04/02 09:00", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/02 17:00", "%Y/%m/%d %H:%M")
og.retrievePrice(st, ed)
st = lib.str2epoch("2019/04/02 11:00", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/02 13:00", "%Y/%m/%d %H:%M")
(t, o, h, l, c, v) = og.getPrice(st, ed)
print(t)
print(o)
class PandasGetter(DataGetter):
def getPrice(self, startep, endep):
(ep, o, h, l, c, v) = super(PandasGetter,
self).getPrice(startep, endep)
na = np.array([o, h, l, c, v])
d = []
for t in ep:
d.append(lib.epoch2dt(t))
df = pd.DataFrame(na.T, index=d, columns=["o", "h", "l", "c", "v"])
return df
if __name__ == "__main__":
from data_getter.mssql import MSSQLGetter
from data_getter.oanda import OandaGetter
env.run_mode = env.MODE_UNITTEST
og = PandasGetter(MSSQLGetter(OandaGetter("USD_JPY", "H1")))
st = lib.str2epoch("2019/04/02 07:00", "%Y/%m/%d %H:%M")
ed = lib.str2epoch("2019/04/02 12:00", "%Y/%m/%d %H:%M")
og.retrievePrice(st, ed)
df = og.getPrice(st, ed)
print(df)
print("finished")