def getDataParser(self): instrumentIds = self.__instrumentIds return CsvDataSource( cachedFolderName='historicalData/', dataSetId=self.__dataSetId, instrumentIds=self.__instrumentIds, downloadUrl= 'https://raw.githubusercontent.com/Auquan/qq3Data/master', timeKey='datetime', timeStringFormat='%Y-%m-%d %H:%M:%S', startDateStr=self.__startDate, endDateStr=self.__endDate)
def getDataParser(self): instrumentIds = self.__tradingFunctions.getSymbolsToTrade() return CsvDataSource(cachedFolderName='historicalData/', dataSetId=self.__dataSetId, instrumentIds=instrumentIds, downloadUrl = 'https://raw.githubusercontent.com/Auquan/auquan-historical-data/master/qq2Data/', timeKey = '', timeStringFormat = '%Y-%m-%d %H:%M:%S', startDateStr=self.__startDate, endDateStr=self.__endDate, liveUpdates=True, pad=True)
### Load the Data ### THIS STEP WILL TAKE A WHILE TO RUN the first time from backtester.dataSource.csv_data_source import CsvDataSource from datetime import datetime startDateStr = '2010/06/02' endDateStr = '2013/02/07' cachedFolderName = 'historicalData/' dataSetId = 'QQ3Data' ds = CsvDataSource( cachedFolderName='historicalData/', dataSetId='QQ3Data', instrumentIds=[], downloadUrl='https://raw.githubusercontent.com/Auquan/qq3Data/master', timeKey='datetime', timeStringFormat='%Y-%m-%d %H:%M:%S', startDateStr='2010/06/02', endDateStr='2013/02/07', liveUpdates=False, pad=True) # In[4]: # Load Relevant information price = 'F5' returns = 'F2' # data = ds.getBookDataByFeature()[price] # returns a list of instrument identifiers ids = ds.getInstrumentIds() print("Available Instruments are:")
def getDataParser(self): instrumentIds = self.__tradingFunctions.getSymbolsToTrade() return CsvDataSource(**self.__dataSourceParams)