def testResampleBarFeedWithMultipleInstrumentsFails(self):
with self.assertRaisesRegexp(Exception, "Only barfeeds with 1 instrument can be resampled"):
with common.TmpDir() as tmp_path:
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
feed.addBarsFromCSV("spb", common.get_data_file_path("nt-spy-minute-2011.csv"))
resample.resample_to_csv(feed, bar.Frequency.HOUR, os.path.join(tmp_path, "any.csv"))
def testResampleMtGoxMinute(self):
# Resample.
feed = mtgoxfeed.CSVTradeFeed()
feed.addBarsFromCSV(
common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(
feed["BTC"], barfeed.Frequency.MINUTE)
resample.resample_to_csv(feed, barfeed.Frequency.MINUTE,
"minute-mgtox-usd-2013-01-01.csv")
resampledBarDS.pushLast(
) # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.MINUTE)
feed.addBarsFromCSV("BTC", "minute-mgtox-usd-2013-01-01.csv")
feed.loadAll()
self.assertEqual(len(feed["BTC"]), 537)
self.assertEqual(feed["BTC"][0].getDateTime(),
datetime.datetime(2013, 01, 01, 00, 04, 59))
self.assertEqual(feed["BTC"][-1].getDateTime(),
datetime.datetime(2013, 01, 01, 23, 58, 59))
self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
self.assertEqual(resampledBarDS[0].getDateTime(),
dt.as_utc(feed["BTC"][0].getDateTime()))
self.assertEqual(resampledBarDS[-1].getDateTime(),
dt.as_utc(feed["BTC"][-1].getDateTime()))
def testResampleMtGoxHour(self):
# Resample.
feed = mtgoxfeed.CSVTradeFeed()
feed.addBarsFromCSV(
common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(
feed["BTC"], barfeed.Frequency.HOUR)
resampledFile = os.path.join(common.get_temp_path(),
"hour-mgtox-usd-2013-01-01.csv")
resample.resample_to_csv(feed, barfeed.Frequency.HOUR, resampledFile)
resampledBarDS.pushLast(
) # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.HOUR)
feed.addBarsFromCSV("BTC", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["BTC"]), 24)
self.assertEqual(feed["BTC"][0].getDateTime(),
datetime.datetime(2013, 01, 01, 00, 59, 59))
self.assertEqual(feed["BTC"][-1].getDateTime(),
datetime.datetime(2013, 01, 01, 23, 59, 59))
self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
self.assertEqual(resampledBarDS[0].getDateTime(),
dt.as_utc(feed["BTC"][0].getDateTime()))
self.assertEqual(resampledBarDS[-1].getDateTime(),
dt.as_utc(feed["BTC"][-1].getDateTime()))
def bolling_trans_data():
dat = pd.read_csv("../../api/stock/csv/600281SH_min.csv", index_col=['datetime'], encoding='gbk')
feed = dataFramefeed.Feed(frequency=bar.Frequency.MINUTE)
feed.addBarsFromDataFrame("orcl", dat)
resample.resample_to_csv(feed, bar.Frequency.MINUTE * 5,"../../api/stock/csv/600281SH_5min.csv") # 这样resample的数据是对的
def testResampleNinjaTraderDay(self):
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["spy"], barfeed.Frequency.DAY)
resampledFile = os.path.join(common.get_temp_path(), "day-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, barfeed.Frequency.DAY, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.DAY)
feed.addBarsFromCSV("spy", resampledFile, marketsession.USEquities.getTimezone())
feed.loadAll()
self.assertEqual(len(feed["spy"]), 25)
self.assertEqual(
feed["spy"][0].getDateTime(),
dt.localize(datetime.datetime(2011, 1, 3), marketsession.USEquities.getTimezone()),
)
self.assertEqual(
feed["spy"][-1].getDateTime(),
dt.localize(datetime.datetime(2011, 2, 1), marketsession.USEquities.getTimezone()),
)
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3)))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1)))
def testResampleMtGoxDay(self):
# Resample.
feed = mtgoxfeed.CSVTradeFeed()
feed.addBarsFromCSV(common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["BTC"], barfeed.Frequency.DAY)
resampledFile = os.path.join(common.get_temp_path(), "day-mgtox-usd-2013-01-01.csv")
resample.resample_to_csv(feed, barfeed.Frequency.DAY, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.DAY)
feed.addBarsFromCSV("BTC", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["BTC"]), 1)
self.assertEqual(feed["BTC"][0].getDateTime(), datetime.datetime(2013, 1, 1))
self.assertEqual(feed["BTC"][0].getOpen(), 13.51001)
self.assertEqual(feed["BTC"][0].getHigh(), 13.56)
self.assertEqual(feed["BTC"][0].getLow(), 13.16123)
self.assertEqual(feed["BTC"][0].getClose(), 13.30413)
self.assertEqual(feed["BTC"][0].getVolume(), 28168.9114596)
self.assertEqual(feed["BTC"][0].getAdjClose(), 13.30413)
self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(feed["BTC"][0].getDateTime()))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(feed["BTC"][-1].getDateTime()))
self.assertEqual(resampledBarDS[0].getOpen(), feed["BTC"][0].getOpen())
self.assertEqual(resampledBarDS[0].getHigh(), feed["BTC"][0].getHigh())
self.assertEqual(resampledBarDS[0].getLow(), feed["BTC"][0].getLow())
self.assertEqual(resampledBarDS[0].getClose(), feed["BTC"][0].getClose())
self.assertEqual(round(resampledBarDS[0].getVolume(), 5), round(feed["BTC"][0].getVolume(), 5))
self.assertEqual(resampledBarDS[0].getAdjClose(), feed["BTC"][0].getAdjClose())
def testResampleBarFeedWithMultipleInstrumentsFails(self):
with self. assertRaisesRegex(Exception, "Only barfeeds with 1 instrument can be resampled"):
with common.TmpDir() as tmp_path:
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
feed.addBarsFromCSV("spb", common.get_data_file_path("nt-spy-minute-2011.csv"))
resample.resample_to_csv(feed, bar.Frequency.HOUR, os.path.join(tmp_path, "any.csv"))
def testResampleNinjaTraderHour(self):
with common.TmpDir() as tmp_path:
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled_ds.ResampledBarDataSeries(feed["spy"], bar.Frequency.HOUR)
resampledFile = os.path.join(tmp_path, "hour-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, bar.Frequency.HOUR, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(bar.Frequency.HOUR, marketsession.USEquities.getTimezone())
feed.addBarsFromCSV("spy", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["spy"]), 340)
self.assertEqual(feed["spy"][0].getDateTime(), dt.localize(datetime.datetime(2011, 1, 3, 9), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][-1].getDateTime(), dt.localize(datetime.datetime(2011, 2, 1, 1), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][0].getOpen(), 126.35)
self.assertEqual(feed["spy"][0].getHigh(), 126.45)
self.assertEqual(feed["spy"][0].getLow(), 126.3)
self.assertEqual(feed["spy"][0].getClose(), 126.4)
self.assertEqual(feed["spy"][0].getVolume(), 3397.0)
self.assertEqual(feed["spy"][0].getAdjClose(), None)
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3, 9)))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1, 1)))
def testResampleNinjaTraderHour(self):
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV("spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["spy"], barfeed.Frequency.HOUR)
resampledFile = os.path.join(common.get_temp_path(), "hour-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, barfeed.Frequency.HOUR, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.HOUR, marketsession.USEquities.getTimezone())
feed.addBarsFromCSV("spy", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["spy"]), 340)
self.assertEqual(feed["spy"][0].getDateTime(), dt.localize(datetime.datetime(2011, 1, 3, 9), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][-1].getDateTime(), dt.localize(datetime.datetime(2011, 2, 1, 1), marketsession.USEquities.getTimezone()))
self.assertEqual(feed["spy"][0].getOpen(), 126.35)
self.assertEqual(feed["spy"][0].getHigh(), 126.45)
self.assertEqual(feed["spy"][0].getLow(), 126.3)
self.assertEqual(feed["spy"][0].getClose(), 126.4)
self.assertEqual(feed["spy"][0].getVolume(), 3397.0)
self.assertEqual(feed["spy"][0].getAdjClose(), None)
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(datetime.datetime(2011, 1, 3, 9)))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(datetime.datetime(2011, 2, 1, 1)))
def testResampleNinjaTraderDay(self):
with common.TmpDir() as tmp_path:
# Resample.
feed = ninjatraderfeed.Feed(ninjatraderfeed.Frequency.MINUTE)
feed.addBarsFromCSV(
"spy", common.get_data_file_path("nt-spy-minute-2011.csv"))
resampledBarDS = resampled_ds.ResampledBarDataSeries(
feed["spy"], bar.Frequency.DAY)
resampledFile = os.path.join(tmp_path,
"day-nt-spy-minute-2011.csv")
resample.resample_to_csv(feed, bar.Frequency.DAY, resampledFile)
resampledBarDS.pushLast(
) # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(bar.Frequency.DAY)
feed.addBarsFromCSV("spy", resampledFile,
marketsession.USEquities.getTimezone())
feed.loadAll()
self.assertEqual(len(feed["spy"]), 25)
self.assertEqual(
feed["spy"][0].getDateTime(),
dt.localize(datetime.datetime(2011, 1, 3),
marketsession.USEquities.getTimezone()))
self.assertEqual(
feed["spy"][-1].getDateTime(),
dt.localize(datetime.datetime(2011, 2, 1),
marketsession.USEquities.getTimezone()))
self.assertEqual(len(resampledBarDS), len(feed["spy"]))
self.assertEqual(resampledBarDS[0].getDateTime(),
dt.as_utc(datetime.datetime(2011, 1, 3)))
self.assertEqual(resampledBarDS[-1].getDateTime(),
dt.as_utc(datetime.datetime(2011, 2, 1)))
def main(end,months,minutes=30):
barFeed = barfeed.CSVTradeFeed()
start = end - timedelta(months*365/12)
print "Resampling from %s to %s" % (start,end)
barFeed.addBarsFromCSV("/home/mcstar/data/coinbaseUSD.csv", fromDateTime=start, toDateTime=end)
path = "./%smin-BTC-%s.csv" % (minutes,end.year)
resample.resample_to_csv(barFeed, bar.Frequency.MINUTE*minutes, path)
print "Saved to ",path
def main(end, months):
barFeed = barfeed.CSVTradeFeed()
start = end - timedelta(months * 365 / 12)
barFeed.addBarsFromCSV("/home/mcstar/data/.coinbaseUSD.csv",
fromDateTime=start,
toDateTime=end)
resample.resample_to_csv(barFeed, bar.Frequency.MINUTE * 30,
"./30min-btc-%s.csv" % (start.year))
def main(plot):
bBandsPeriod = 60 * 24 * 2
# download and load the historic trade data from mtgox
currency = 'USD'
instrument = 'BTC'
startdate = datetime.date(2013, 1, 1)
enddate = datetime.date.today() - relativedelta(days=1)
barFrequency = pyalgotrade.barfeed.Frequency.MINUTE
print '(down-)loading bars'
feed = GenericBarFeed(barFrequency)
month = startdate
while month <= enddate:
fnamOrig = 'trades-mtgox-%s-%d-%d.csv' % (currency, month.year,
month.month)
if barFrequency == pyalgotrade.barfeed.Frequency.MINUTE:
fnamResa = 'resamp1m-mtgox-%s-%d-%d.csv' % (currency, month.year,
month.month)
else:
fnamResa = 'resamp1h-mtgox-%s-%d-%d.csv' % (currency, month.year,
month.month)
if not os.path.exists(fnamOrig):
print 'downloading ', fnamOrig
tools.download_trades_by_month(currency, month.year, month.month,
fnamOrig)
if not os.path.exists(fnamResa):
print 'resampling ', fnamResa
feedLocal = barfeed.CSVTradeFeed()
feedLocal.addBarsFromCSV(fnamOrig)
resample_to_csv(feedLocal, barFrequency, fnamResa)
print 'loading ', fnamResa
feed.addBarsFromCSV(instrument, fnamResa)
month += relativedelta(months=1)
print 'set up strategy and plot'
myStrategy = MyStrategy(feed, instrument, bBandsPeriod)
if plot:
plt = plotter.StrategyPlotter(myStrategy, True, True, True)
plt.getInstrumentSubplot(instrument).addDataSeries(
"upper",
myStrategy.getBollingerBands().getUpperBand())
plt.getInstrumentSubplot(instrument).addDataSeries(
"middle",
myStrategy.getBollingerBands().getMiddleBand())
plt.getInstrumentSubplot(instrument).addDataSeries(
"lower",
myStrategy.getBollingerBands().getLowerBand())
print 'run the strategy'
myStrategy.run()
print "Result: %.2f" % myStrategy.getResult()
if plot:
plt.plot()
def main():
'''
mid 先要从网站手动下载tick压缩文件
手动解压后通过此程序转化周期
'''
barFeed = barfeed.CSVTradeFeed()
barFeed.addBarsFromCSV("bitstampUSD.csv",
fromDateTime=datetime.datetime(2014, 1, 1),
toDateTime=datetime.datetime(2014, 2, 1))
resample.resample_to_csv(barFeed, bar.Frequency.MINUTE * 30,
"30min-bitstampUSD.csv")
def ENE_trans_data():
dat = pd.read_csv("../../api/stock/csv/600281SH_min.csv", index_col=['datetime'], encoding='gbk')
feed = dataFramefeed.Feed(frequency=bar.Frequency.MINUTE)
feed.addBarsFromDataFrame("orcl", dat)
###暂时不用
# resampledBarDS_day = resampled.ResampledBarDataSeries(feed["orcl"], bar.Frequency.DAY)
# resampledBarDS_5min = resampled.ResampledBarDataSeries(feed["orcl"], bar.Frequency.MINUTE*5)
# feed.addBarsFromSequence("orcl_d",resampledBarDS_day)
resample.resample_to_csv(feed, bar.Frequency.MINUTE * 5,
"../../api/stock/csv/600281SH_5min.csv") # 这样resample的数据是对的
def main(plot):
bBandsPeriod = 60 * 24 * 2
# download and load the historic trade data from mtgox
currency = 'USD'
instrument = 'BTC'
startdate = datetime.date(2013, 1, 1)
enddate = datetime.date.today() - relativedelta(days=1)
barFrequency = pyalgotrade.barfeed.Frequency.MINUTE
print '(down-)loading bars'
feed = GenericBarFeed(barFrequency)
month = startdate
while month <= enddate:
fnamOrig = 'trades-mtgox-%s-%d-%d.csv' % (currency, month.year, month.month)
if barFrequency == pyalgotrade.barfeed.Frequency.MINUTE:
fnamResa = 'resamp1m-mtgox-%s-%d-%d.csv' % (currency, month.year, month.month)
else:
fnamResa = 'resamp1h-mtgox-%s-%d-%d.csv' % (currency, month.year, month.month)
if not os.path.exists(fnamOrig):
print 'downloading ', fnamOrig
tools.download_trades_by_month(currency, month.year, month.month, fnamOrig)
if not os.path.exists(fnamResa):
print 'resampling ', fnamResa
feedLocal = barfeed.CSVTradeFeed()
feedLocal.addBarsFromCSV(fnamOrig)
resample_to_csv(feedLocal, barFrequency, fnamResa)
print 'loading ', fnamResa
feed.addBarsFromCSV(instrument, fnamResa)
month += relativedelta(months=1)
print 'set up strategy and plot'
myStrategy = MyStrategy(feed, instrument, bBandsPeriod)
if plot:
plt = plotter.StrategyPlotter(myStrategy, True, True, True)
plt.getInstrumentSubplot(instrument).addDataSeries("upper", myStrategy.getBollingerBands().getUpperBand())
plt.getInstrumentSubplot(instrument).addDataSeries("middle", myStrategy.getBollingerBands().getMiddleBand())
plt.getInstrumentSubplot(instrument).addDataSeries("lower", myStrategy.getBollingerBands().getLowerBand())
print 'run the strategy'
myStrategy.run()
print "Result: %.2f" % myStrategy.getResult()
if plot:
plt.plot()
def testResampleMtGoxDay(self):
# Resample.
feed = mtgoxfeed.CSVTradeFeed()
feed.addBarsFromCSV(
common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(
feed["BTC"], barfeed.Frequency.DAY)
resampledFile = os.path.join(common.get_temp_path(),
"day-mgtox-usd-2013-01-01.csv")
resample.resample_to_csv(feed, barfeed.Frequency.DAY, resampledFile)
resampledBarDS.pushLast(
) # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.DAY)
feed.addBarsFromCSV("BTC", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["BTC"]), 1)
self.assertEqual(feed["BTC"][0].getDateTime(),
datetime.datetime(2013, 01, 01, 23, 59, 59))
self.assertEqual(feed["BTC"][0].getOpen(), 13.51001)
self.assertEqual(feed["BTC"][0].getHigh(), 13.56)
self.assertEqual(feed["BTC"][0].getLow(), 13.16123)
self.assertEqual(feed["BTC"][0].getClose(), 13.30413)
self.assertEqual(feed["BTC"][0].getVolume(), 28168.9114596)
self.assertEqual(feed["BTC"][0].getAdjClose(), 13.30413)
self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
self.assertEqual(resampledBarDS[0].getDateTime(),
dt.as_utc(feed["BTC"][0].getDateTime()))
self.assertEqual(resampledBarDS[-1].getDateTime(),
dt.as_utc(feed["BTC"][-1].getDateTime()))
self.assertEqual(resampledBarDS[0].getOpen(), feed["BTC"][0].getOpen())
self.assertEqual(resampledBarDS[0].getHigh(), feed["BTC"][0].getHigh())
self.assertEqual(resampledBarDS[0].getLow(), feed["BTC"][0].getLow())
self.assertEqual(resampledBarDS[0].getClose(),
feed["BTC"][0].getClose())
self.assertEqual(round(resampledBarDS[0].getVolume(), 5),
round(feed["BTC"][0].getVolume(), 5))
self.assertEqual(resampledBarDS[0].getAdjClose(),
feed["BTC"][0].getAdjClose())
def testResampleMtGoxHour(self):
# Resample.
feed = mtgoxfeed.CSVTradeFeed()
feed.addBarsFromCSV(common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["BTC"], barfeed.Frequency.HOUR)
resample.resample_to_csv(feed, barfeed.Frequency.HOUR, "hour-mgtox-usd-2013-01-01.csv")
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.HOUR)
feed.addBarsFromCSV("BTC", "hour-mgtox-usd-2013-01-01.csv")
feed.loadAll()
self.assertEqual(len(feed["BTC"]), 24)
self.assertEqual(feed["BTC"][0].getDateTime(), datetime.datetime(2013, 01, 01, 00, 59, 59))
self.assertEqual(feed["BTC"][-1].getDateTime(), datetime.datetime(2013, 01, 01, 23, 59, 59))
self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(feed["BTC"][0].getDateTime()))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(feed["BTC"][-1].getDateTime()))
def testResampleMtGoxMinute(self):
# Resample.
feed = mtgoxfeed.CSVTradeFeed()
feed.addBarsFromCSV(common.get_data_file_path("trades-mgtox-usd-2013-01-01.csv"))
resampledBarDS = resampled.ResampledBarDataSeries(feed["BTC"], barfeed.Frequency.MINUTE)
resampledFile = os.path.join(common.get_temp_path(), "minute-mgtox-usd-2013-01-01.csv")
resample.resample_to_csv(feed, barfeed.Frequency.MINUTE, resampledFile)
resampledBarDS.pushLast() # Need to manually push the last stot since time didn't change.
# Load the resampled file.
feed = csvfeed.GenericBarFeed(barfeed.Frequency.MINUTE)
feed.addBarsFromCSV("BTC", resampledFile)
feed.loadAll()
self.assertEqual(len(feed["BTC"]), 537)
self.assertEqual(feed["BTC"][0].getDateTime(), datetime.datetime(2013, 1, 1, 0, 4))
self.assertEqual(feed["BTC"][-1].getDateTime(), datetime.datetime(2013, 1, 1, 23, 58))
self.assertEqual(len(resampledBarDS), len(feed["BTC"]))
self.assertEqual(resampledBarDS[0].getDateTime(), dt.as_utc(feed["BTC"][0].getDateTime()))
self.assertEqual(resampledBarDS[-1].getDateTime(), dt.as_utc(feed["BTC"][-1].getDateTime()))
def main():
barFeed = barfeed.CSVTradeFeed()
barFeed.addBarsFromCSV(".\\data\\bitstampUSD.csv", fromDateTime=datetime.datetime(2014, 1, 1))
resample.resample_to_csv(barFeed, bar.Frequency.MINUTE*30, "30min-bitstampUSD.csv")
def resampleCsv(minutes):
"""Change interval of data trades with recalc prices"""
feed = coinfeed.Feed()
feed.addBarsFromCSV("btc", "data/ticker.csv")
resample_to_csv(feed, 60 * minutes, "resampled.csv")
def main():
barFeed = barfeed.CSVTradeFeed()
barFeed.addBarsFromCSV("bitstampUSD.csv", fromDateTime=datetime.datetime(2014, 1, 1))
resample.resample_to_csv(barFeed, bar.Frequency.MINUTE*30, "30min-bitstampUSD.csv")
def main(file_in, file_out, freq):
barFeed = barfeed.CSVTradeFeed()
barFeed.addBarsFromCSV(file_in, fromDateTime=datetime.datetime(2014, 1, 1))
resample.resample_to_csv(barFeed, bar.Frequency.MINUTE * freq, file_out)
