def __init__(self,
exchange_name: str = 'binance',
symbol_pair: str = 'BTC/USDT',
timeframe: str = '1h',
start_date: datetime = None,
date_format: ProviderDateFormat = ProviderDateFormat.TIMESTAMP_MS,
**kwargs):
BaseDataProvider.__init__(self, date_format, **kwargs)
self.exchange_name = exchange_name
self.symbol_pair = symbol_pair
self.timeframe = timeframe
self.data_frame = None
self.start_date = start_date
get_exchange_fn = getattr(ccxt, self.exchange_name)
try:
self.exchange = get_exchange_fn()
except AttributeError:
raise ModuleNotFoundError(
f'Exchange {self.exchange_name} not found. Please check if the exchange is supported.')
if not self.exchange.has['fetchOHLCV']:
raise AttributeError(
f'Exchange {self.exchange_name} does not support fetchOHLCV')
self.exchange.load_markets()
self.exchange.enableRateLimit = True
if self.symbol_pair not in self.exchange.symbols:
raise ModuleNotFoundError(
f'The requested symbol {self.symbol_pair} is not available from {self.exchange_name}')
def __init__(self,
date_format: ProviderDateFormat,
data_frame: pd.DataFrame = None,
csv_data_path: str = None,
skip_prepare_data: bool = True,
**kwargs):
BaseDataProvider.__init__(self, date_format, **kwargs)
self.kwargs = kwargs
if data_frame is not None:
self.data_frame = data_frame
elif csv_data_path is not None:
if not os.path.isfile(csv_data_path):
raise ValueError(
'Invalid "csv_data_path" argument passed to StaticDataProvider, file could not be found.'
)
self.data_frame = pd.read_csv(csv_data_path,
names=[
'Date', 'Time', 'Open', 'High',
'Low', 'Close', 'Volume'
])
self.data_frame = self.data_frame.drop(['Time'], axis=1)
self.data_frame = self.data_frame.sort_values(['Date'])
print(self.data_frame.head())
self.data_frame = add_indicators(self.data_frame.reset_index())
print(self.data_frame.head())
else:
raise ValueError(
'StaticDataProvider requires either a "data_frame" or "csv_data_path argument".'
)
if not skip_prepare_data:
self.data_frame = self.prepare_data(self.data_frame)
def __init__(self,
date_format: ProviderDateFormat = ProviderDateFormat.TIMESTAMP_MS,
data_frame: pd.DataFrame = None,
csv_data_path: str = None,
skip_prepare_data: bool = False,
variety: str = 'RB', **kwargs):
BaseDataProvider.__init__(self, date_format, **kwargs)
self.kwargs = kwargs
if data_frame is not None:
self.data_frame = data_frame
elif variety is not None:
self.data_frame = self.process_data(variety)
elif csv_data_path is not None:
if not os.path.isfile(csv_data_path):
raise ValueError(
'Invalid "csv_data_path" argument passed to StaticDataProvider, file could not be found.')
self.data_frame = pd.read_csv(csv_data_path)
else:
raise ValueError(
'StaticDataProvider requires either a "data_frame" or "csv_data_path argument".')
if not skip_prepare_data:
self.data_frame = self.prepare_data(self.data_frame)
def __init__(
self,
exchange_name: str = 'binance',
symbol_pair: str = 'BTC/USDT',
timeframe: str = '1m',
start_date: datetime = None,
date_format: ProviderDateFormat = ProviderDateFormat.TIMESTAMP_MS,
data_frame: pd.DataFrame = None,
**kwargs):
BaseDataProvider.__init__(self, date_format, **kwargs)
self.exchange_name = exchange_name
self.symbol_pair = symbol_pair
self.timeframe = timeframe
self.data_frame = data_frame
self.start_date = start_date
self.kwargs = kwargs
self.kline_stream = deque(maxlen=10)
api_key = ''
api_secret = ''
self.client = Client(api_key, api_secret)
self.bm = BinanceSocketManager(self.client)
# start any sockets here, i.e a trade socket
pr = lambda x: print("msg received")
self.conn_key = self.bm.start_kline_socket(
'BTCUSDT', self.process_message, interval=KLINE_INTERVAL_1MINUTE)
# then start the socket manager
self.bm.start()
get_exchange_fn = getattr(ccxt, self.exchange_name)
try:
self.exchange = get_exchange_fn()
except AttributeError:
raise ModuleNotFoundError(
f'Exchange {self.exchange_name} not found. Please check if the exchange is supported.'
)
if not self.exchange.has['fetchOHLCV']:
raise AttributeError(
f'Exchange {self.exchange_name} does not support fetchOHLCV')
def __init__(self,
date_format: ProviderDateFormat,
data_frame: pd.DataFrame = None,
csv_data_path: str = None,
skip_prepare_data: bool = False,
**kwargs):
BaseDataProvider.__init__(self, date_format, **kwargs)
self.kwargs = kwargs
if data_frame is not None:
self.data_frame = data_frame
elif csv_data_path is not None:
self.data_frame = pd.read_csv(csv_data_path)
else:
raise ValueError(
'StaticDataProvider requires either a data_frame or csv_data_path argument.'
)
if not skip_prepare_data:
self.data_frame = self.prepare_data(self.data_frame)