def init_klines_1min(q_ws, q_loop, q_keeper, cv, evt_init_1min, evt_first_Nmin,
evt_loop):
"""init step 1, !!!attention if the start time just pass the :00 and :05 will put an empty DataFrame"""
# because the bug in ws, the sleep time may be less than real, so sleep more in here
evt_init_1min.wait()
sleep(5)
bm = BitMEX_API(testing=config.testing,
api_key=config.API_KEY,
api_secret=config.API_SECRET)
startTime = datetime.datetime.utcnow().replace(microsecond=0, second=0)
num_bars = startTime.minute % 5 + 1
startTime = startTime - datetime.timedelta(minutes=(num_bars - 1))
sleep(15)
ohlc_history_1min = bm.fetchOHLC(binSize='1m',
count=num_bars,
startTime=startTime)
q_ws.put(ohlc_history_1min)
logger.info('******init 1-min klines****** DONE')
logger.debug(ohlc_history_1min)
Thread(target=init_first_Nmin,
name='init_first_Nmin',
args=(
q_ws,
q_loop,
q_keeper,
cv,
evt_first_Nmin,
evt_loop,
)).start()
evt_first_Nmin.set()
def init_klines_Nmin():
"""init step 1"""
bm = BitMEX_API(testing=config.testing,
api_key=config.API_KEY,
api_secret=config.API_SECRET)
num_bars = config.EMA_slow + 75
trading_period = str(N) + 'm'
startTime = datetime.datetime.utcnow().replace(
microsecond=0, second=0) - datetime.timedelta(minutes=num_bars * 5)
ohlc_history_Nmin = bm.fetchOHLC(binSize=trading_period,
count=num_bars,
startTime=startTime)
return ohlc_history_Nmin