def create_new_token_file(self):
"""
Gets input from the user to get account ID and token and creates a new .txt file.
:return: Account ID and token
:rtype: Tuple containing 2 strings
"""
# Creates routine for the user to input his data into a 'oanda_data.txt' file
print('\nCreate an account at www.oanda.com\n')
# User ID insertion routine
print('Insert your account ID: (format: 123-201-9876541-321)')
account_id = input()
# API token insertion routine
print('Insert your API token: (format: 29d8h4472037d91216602e85f3bf318f-06e90608d9852a3b94fc23fd1cw0889q)')
token = input()
# File creation Routine
generate_folder(self.folder_path)
text_file = open(self.file_path, 'w')
text_file.write(account_id + '\n' + token)
text_file.close()
return account_id, token
def record_trade(df):
generate_folder('data/trade_record/')
if not os.path.exists('data/trade_record/live_trades.csv'):
df.to_csv('data/trade_record/live_trades.csv')
else:
with open('data/trade_record/live_trades.csv', 'a') as f:
df.to_csv(f, header=False)
def instantiates_indicator_manager(self, asset_id):
"""
Instantiates IndicatorManager, searches for a previous saved state to load.
:param asset_id: Security that IndicatorManager will be instantiated on.
:return: New or loaded (if available) IndicatorManager
"""
# Initialize state folder (where IndicatorManager state is saved).
folder = 'data/state/'
# Creates folder if it doesn't exist
generate_folder(folder)
# Loads IndicatorManager saved state if there is any
for the_file in os.listdir(folder):
if asset_id + '.pkl' in the_file:
with open(folder + asset_id + '.pkl', 'rb') as f:
indicator_manager = _pickle.load(f)
indicator_manager.hdm.is_san_n_store = True
return indicator_manager
# Instantiates a new IndicatorManager in case it didn't return the function previously
return IndicatorManager(self._broker_instance, asset_id, self.strategy,
self.start_date)
def get_dict_of_file_columns(self, asset):
"""
Creates a dictionary with keys as timestamp and values as column names.
:param asset: (str) Asset Name
:return: dictionary with keys as timestamp and values as column names
:rtype: dict of sets
"""
# Sets indicator output folder
folder = self.indicator_output_folder
generate_folder(folder)
# Creates dict
columns = {}
# Gets list of assets
for directory in os.listdir(folder):
# Checks if there asset is on the list of all assets
if asset in directory:
# Creates path for desired asset
currency_dir = '{}/{}'.format(folder, directory)
# Iterates through list of files for given asset
for the_file in os.listdir(currency_dir):
# Gets filepath for given file
filepath = '{}/{}'.format(currency_dir, the_file)
# Get column name for given file
columns[the_file] = self.get_columns(filepath)
# Returns dictionary with keys as timestamp and values as column names
return columns
def __init__(self,
broker='test',
storage='pandas_hdf5',
list_of_asset_ids=ref.cur_ordered_by_spread[0:1],
strategy_=ExampleStrategy(),
is_clean=False,
start_dt=datetime.datetime(1971, 2, 1)):
"""
Initializes GeneralManager, which is a class that has methods to download all Candles (historic and live) and
run them through indicators, as well as to create exit points and an AI strategy.
:param broker: (str) Broker Name (ex.: 'test, 'oanda', 'fxcm')
:param storage: (str) Database Name (ex.: 'pandas_hdf5')
:param list_of_asset_ids: (list of str) Asset ids to be processed
:param strategy_: Strategy to be used
:param is_clean: if True will reset all historical data
:param start_dt: start date for historical simulations
"""
# Instantiate broker_instance
self._broker_instance = select_broker(broker, storage)
self._list_of_asset_ids = list_of_asset_ids
self._live_feed_status = True
self._strategy = strategy_
self._start_date = start_dt
# Generates data folders if they are non-existent
for folder in ref.data_folders:
generate_folder(folder)
# Cleans data in case it was set to reset stored simulations data
if is_clean:
self.clean_data()
def get_stored_data_in_chunks(self, asset, chunksize):
# Generates candles and asset name if folder don't exist
generate_folder('{}/{}'.format(self.candles_folder, asset))
# Gets DataFrame from disk
return pd.read_hdf(self.get_candles_filename(asset),
chunksize=chunksize)
def save_controls(self, asset, df):
"""
Appends controls DataFrame into 'controls.h5'
:param asset: Asset Name
:param df: controls DataFrame
"""
# Generates candles and asset name if folder don't exist
generate_folder('{}/{}'.format(self.candles_folder, asset))
# Save controls DataFrame into disk
df.to_feather(self.get_candles_controls_filename(asset))
def save_controls(self, asset, df):
"""
Appends controls DataFrame into 'controls.h5'
:param asset: Asset Name
:param df: controls DataFrame
"""
# Generates candles and asset name if folder don't exist
generate_folder('{}/{}'.format(self.candles_folder, asset))
# Save controls DataFrame into disk
with pd.HDFStore(self.get_candles_controls_filename(asset)) as hdf:
hdf.put(key='controls', value=df, format='table')
def get_stored_data(self, asset):
"""
Gets stored data for specific asset.
:param asset: (str) Asset name
:return: Candles for specified asset
:rtype: pandas DataFrame
"""
# Generates candles and asset name if folder don't exist
generate_folder('{}/{}'.format(self.candles_folder, asset))
# Gets DataFrame from disk
return pd.read_feather(self.get_candles_filename(asset)).set_index('datetime')
def get_stored_data(self, asset):
"""
Gets stored data for specific asset.
:param asset: (str) Asset name
:return: Candles for specified asset
:rtype: pandas DataFrame
"""
# Generates candles and asset name if folder don't exist
generate_folder('{}/{}'.format(self.candles_folder, asset))
# Gets DataFrame from disk
with pd.HDFStore(self.get_candles_filename(asset)) as hdf:
df = hdf.get(key='G01')
return df
def get_candles_controls_filename(self, finsec):
generate_folder('{}/{}/'.format(self.candles_folder, finsec))
return '{}/{}/controls{}'.format(self.candles_folder, finsec,
self.extension)
def get_indicator_filename(self, finsec, ts):
generate_folder('{}/{}/'.format(self.indicator_output_folder, finsec))
return '{}/{}/{}{}'.format(self.indicator_output_folder, finsec, ts,
self.extension)
