def test_tickers(self):
exchange_population = 3
asset_population = 15
# exchanges = select_random_exchanges(
# exchange_population,
# features=['fetchTickers'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['binance']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
assets = select_random_assets(
exchange.assets, asset_population
)
tickers = exchange.tickers(assets)
assert len(tickers) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_tickers(self):
exchange_population = 3
asset_population = 15
# exchanges = select_random_exchanges(
# exchange_population,
# features=['fetchTickers'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['binance']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
assets = select_random_assets(
exchange.assets, asset_population
)
tickers = exchange.tickers(assets)
assert len(tickers) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_history_compare_exchanges(self):
exchanges = get_exchanges(['bittrex', 'bitfinex', 'poloniex'])
assets = get_common_assets(exchanges)
date = rnd_history_date_days()
bar_count = rnd_bar_count()
data = self.data_portal_backtest.get_history_window(
assets=assets,
end_dt=date,
bar_count=bar_count,
frequency='1d',
field='close',
data_frequency='daily')
log.info('found history window: {}'.format(data))
def test_history_compare_exchanges(self):
exchanges = get_exchanges(['bittrex', 'bitfinex', 'poloniex'])
assets = get_common_assets(exchanges)
date = rnd_history_date_days()
bar_count = rnd_bar_count()
data = self.data_portal_backtest.get_history_window(
assets=assets,
end_dt=date,
bar_count=bar_count,
frequency='1d',
field='close',
data_frequency='daily'
)
log.info('found history window: {}'.format(data))
def setup(self):
log.info('creating bitfinex exchange')
exchanges = get_exchanges(['bitfinex', 'bittrex', 'poloniex'])
open_calendar = get_calendar('OPEN')
asset_finder = ExchangeAssetFinder()
self.data_portal_live = DataPortalExchangeLive(
exchanges=exchanges,
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=pd.to_datetime('today', utc=True))
self.data_portal_backtest = DataPortalExchangeBacktest(
exchanges=exchanges,
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=None # will set dynamically based on assets
)
def setup(self):
log.info('creating bitfinex exchange')
exchanges = get_exchanges(['bitfinex', 'bittrex', 'poloniex'])
open_calendar = get_calendar('OPEN')
asset_finder = ExchangeAssetFinder()
self.data_portal_live = DataPortalExchangeLive(
exchanges=exchanges,
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=pd.to_datetime('today', utc=True)
)
self.data_portal_backtest = DataPortalExchangeBacktest(
exchanges=exchanges,
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=None # will set dynamically based on assets
)
def test_candles(self):
exchange_population = 3
asset_population = 3
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=['fetchOHLCV'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['binance']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
frequencies = exchange.get_candle_frequencies()
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
end_dt = pd.Timestamp.utcnow().floor('1T')
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
assets = select_random_assets(
exchange.assets, asset_population
)
candles = exchange.get_candles(
freq=freq,
assets=assets,
bar_count=bar_count,
start_dt=dt_range[0],
)
assert len(candles) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_candles(self):
exchange_population = 3
asset_population = 3
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=['fetchOHLCV'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['binance']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
frequencies = exchange.get_candle_frequencies()
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
end_dt = pd.Timestamp.utcnow().floor('1T')
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
assets = select_random_assets(
exchange.assets, asset_population
)
candles = exchange.get_candles(
freq=freq,
assets=assets,
bar_count=bar_count,
start_dt=dt_range[0],
)
assert len(candles) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass