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 = AssetFinderExchange()
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
)
df2 = pd.DataFrame(series)
path = output_df(df2, assets, '{}_api'.format(freq))
log.info('saved exchange api candles: {}\n{}'.format(
path, df2.tail(10)))
try:
assert_frame_equal(df1, df2)
return True
except:
log.warn('differences found in dataframes')
return False
if __name__ == '__main__':
exchanges = get_exchanges(['poloniex'])
exchange = six.next(six.itervalues(exchanges))
assets = exchange.get_assets(symbols=['eth_btc'])
open_calendar = get_calendar('OPEN')
asset_finder = AssetFinderExchange()
data_portal = DataPortalExchangeBacktest(
exchanges=exchanges,
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=None # will set dynamically based on assets
)
validator = Validator(data_portal=data_portal)
validator.compare_bundle_with_exchange(exchange=exchange,
assets=assets,