#
if __name__ == '__main__':
import time
start = time.clock()
data_vendor = 'ncfx'
if data_vendor == 'dukascopy':
from tcapy.data.databasesource import DatabaseSourceDukascopy as DatabaseSource
elif data_vendor == 'ncfx':
from tcapy.data.databasesource import DatabaseSourceNCFX as DatabaseSource
database_source = DatabaseSource()
ticker = 'EURUSD'
# df1 = database_source.fetch_market_data(start_date='02 Apr 2016 20:00', finish_date='04 Apr 2016 02:00',
# ticker=ticker)
# Note: some data sources might only let you download a small chunk of tick data (try daily and hourly)
df1 = database_source.fetch_market_data(start_date='05 Aug 2016 00:00', finish_date='05 Aug 2016 02:00', ticker=ticker)
df2 = database_source.fetch_market_data(start_date='06 Aug 2019', finish_date='07 Aug 2019', ticker=ticker)
df3 = database_source.fetch_market_data(start_date='07 Aug 2019', finish_date='08 Aug 2019', ticker=ticker)
# Both points on a Saturday (should result in empty DataFrame)
df4 = database_source.fetch_market_data(start_date='25 Apr 2020 00:00', finish_date='25 Apr 2020 02:00',
ticker=ticker)
# web_proxies = {
# 'http' : "http://127.0.0.1:8080",
# 'https' : "https://127.0.0.1:7000",
# }
chunk_int_min_dict = {'dukascopy' : None, 'ncfx' : 60} # number of minutes to download from data vendor (eg. 5 minutes)
########################################################################################################################
folder = Constants().test_data_harness_folder
#### Change for your data vendor
data_vendor_name_list = ['dukascopy'] # ['ncfx', 'dukascopy']
database_populator_dict = {'dukascopy' : DatabasePopulatorDukascopy(), 'ncfx' : DatabasePopulatorNCFX()}
database_source_dict = {'dukascopy' : DatabaseSourceDukascopy(), 'ncfx' : DatabaseSourceNCFX()}
if constants.ncfx_url is None and 'ncfx' in data_vendor_name_list:
data_vendor_name_list.remove('ncfx')
if constants.ncfx_url is not None and 'ncfx' in data_vendor_name_list:
if len(constants.ncfx_url) < 10:
data_vendor_name_list.remove('ncfx')
invalid_start_date = '01 Jan 1999'
invalid_finish_date = '01 Feb 1999'
use_multithreading = False
def test_fetch_market_data_from_data_vendor():
"""Test the various downloaders (low level one, high level one - also with invalid dates, to test error messages)
'dukascopy': None,
'ncfx': 60
} # number of minutes to download from data vendor (eg. 5 minutes)
########################################################################################################################
folder = Constants().test_data_harness_folder
#### change for your data vendor
data_vendor_name_list = ['ncfx', 'dukascopy']
database_populator_dict = {
'dukascopy': DatabasePopulatorDukascopy(),
'ncfx': DatabasePopulatorNCFX()
}
database_source_dict = {
'dukascopy': DatabaseSourceDukascopy(),
'ncfx': DatabaseSourceNCFX()
}
if constants.ncfx_url is None:
data_vendor_name_list.remove('ncfx')
####
trade_order_list = ['trade_df', 'order_df']
sql_trade_order_mapping = OrderedDict([
('trade_df',
'[dbo].[trade]'), # name of table which has broker messages to client
('order_df', '[dbo].[order]')
]) # name of table which has orders from client
def _get_input_data_source(self):
from tcapy.data.databasesource import DatabaseSourceDukascopy
return DatabaseSourceDukascopy()
#
# Copyright 2017 Cuemacro Ltd. - http//www.cuemacro.com / @cuemacro
#
# See the License for the specific language governing permissions and limitations under the License.
#
from tcapy.data.databasesource import DatabaseSourceDukascopy as DatabaseSource
if __name__ == '__main__':
import time
start = time.clock()
database_source = DatabaseSource()
ticker = 'EURUSD'
df1 = database_source.fetch_market_data(start_date='05 Aug 2019',
finish_date='06 Aug 2019',
ticker=ticker)
df2 = database_source.fetch_market_data(start_date='06 Aug 2019',
finish_date='07 Aug 2019',
ticker=ticker)
df3 = database_source.fetch_market_data(start_date='07 Aug 2019',
finish_date='08 Aug 2019',
ticker=ticker)
print(df1)
print(df2)