def fetchdataset(self, symbol, count):
global dataset
global latest_milisec
global oldest_milisec
dataset.clear()
url = settings.kline_endpoint+ settings.param_symbol_tag + symbol + settings.param_interval_tag + settings.trade_ticker_interval + settings.param_limit_tag + str(count)
response = common.requests_retry_session().get(url)
dataset_json = json.loads(response.text)
for candle in reversed(dataset_json):
kline = kline_object.kLine(candle)
dataset.append(float(kline.CLOSE_PRICE))
oldest_milisec = int(kline_object.kLine(dataset_json[0]).OPEN_TIME)
latest_milisec = int(kline_object.kLine(dataset_json[int(count)-1]).OPEN_TIME)
def __init__(self, ds, period):
'''ds being ascending timestamp order '''
self.closePriceInOrder = [] #first item being most recent
self.movements = []
self.Ups = []
self.Downs = []
self.dataset = self.convertToList(ds)[(
len(ds) - period - 1):] # period + 1 to compute movement
self.n = period
self.prevKline = kline_object.kLine(self.dataset[period - 1])
#get interval ms
self.intervalMs = self.dataset[1][6] - self.dataset[0][6]
#collect close price
for row in self.dataset:
self.closePriceInOrder.append(float(
row[4])) #index 5 is the close price, 4 for api call
self.nextCloseTime = row[6]
#add 1min of ms it
self.nextCloseTime += 60000
self.__computeMovement()
self.__computeUpDown()
def addKlineAndGetEMA(newKline):
global emaValue, latestClosePrice
kline = kline_object.kLine(newKline)
newClosePrice = kline.CLOSE_PRICE
emaValue = self.computeEMA(newClosePrice)
latestClosePrice = newClosePrice
return emaValue
def __init__(self, ds):
#ema = (closeprice - ema(previous day) * multiplier + ema(previous day))
#initial ema is computed with sma instead
global n
global emaValue
global weight
global latestClosePrice
n = len(ds)
weight = self.getWeightedMultiplier(n)
latestClosePrice = kline_object.kLine(ds.pop()).CLOSE_PRICE
emaValue = sma = simpleMovingAverage(ds).getSMA()
#use sma to compute ema for next point
emaValue = self.computeEMA()
def getNewkline(self):
'''gets the latest candle from api'''
response = common.requests_retry_session().get(self.url)
return kline_object.kLine(json.loads(response.text))