def create_exchange_data_collectors(self):
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False,
rest_only=True)
exchange_inst = exchange_manager.get_exchange()
exchange_data_collector = ExchangeDataCollector(
self.config, exchange_inst)
if not exchange_data_collector.get_symbols(
) or not exchange_data_collector.time_frames:
self.logger.warning(
"{0} exchange not started (not enough symbols or timeframes)"
.format(exchange_class_string))
else:
exchange_data_collector.start()
self.exchange_data_collectors_threads.append(
exchange_data_collector)
else:
self.logger.error(
"{0} exchange not found".format(exchange_class_string))
def execute_with_specific_target(self, exchange, symbol):
try:
exchange_type = getattr(ccxt, exchange)
exchange_manager = ExchangeManager(self.config, exchange_type, is_simulated=False, rest_only=True,
ignore_config=True)
exchange_inst = exchange_manager.get_exchange()
exchange_data_collector = ExchangeDataCollector(self.config, exchange_inst, symbol)
files = exchange_data_collector.load_available_data()
return files[0]
except Exception as e:
self.logger.exception(e)
raise e
def _get_symbol_list(self):
self.symbols = []
self.data = {}
symbols_appended = {}
# parse files
for file in self.config[CONFIG_BACKTESTING][
CONFIG_BACKTESTING_DATA_FILES]:
exchange_name, symbol, timestamp = ExchangeDataCollector.get_file_name(
file)
if exchange_name is not None and symbol is not None and timestamp is not None:
# check if symbol data already in symbols
# TODO check exchanges ?
if symbol not in symbols_appended:
symbols_appended[symbol] = 0
if symbols_appended[symbol] < int(timestamp):
symbols_appended[symbol] = int(timestamp)
self.symbols.append(symbol)
data = DataCollectorParser.parse(file)
self.data[symbol] = self.fix_timestamps(data)