def load_data(path_data="data/cache",
augmento_coin=None,
augmento_source=None,
binance_symbol=None,
dt_bin_size=None,
datetime_start=None,
datetime_end=None,
augmento_api_key=None):
datetime_end = min(datetime.datetime.now(), datetime_end)
# check the input arguments
if None in [
binance_symbol, augmento_coin, augmento_source, dt_bin_size,
datetime_start, datetime_end
]:
raise Exception("missing required param(s) in load_data()")
# specify the path for the binance data cache
path_augmento_data = "{:s}/augmento/{:s}/{:s}/{:d}".format(
*(path_data, augmento_source, augmento_coin, dt_bin_size))
path_augmento_topics = "{:s}/augmento/".format(path_data)
# specify the path for the augmento data cache
#path_binance_data = "{:s}/binance/{:s}/{:d}".format(*(path_data, binance_symbol, dt_bin_size))
path_binance_data = "{:s}/kraken/{:s}/{:d}".format(*(path_data,
binance_symbol,
dt_bin_size))
# make sure all the paths exist
ioh.check_path(path_augmento_data, create_if_not_exist=True)
ioh.check_path(path_binance_data, create_if_not_exist=True)
# check which days of data exist for the augmento data and binance data
augmento_dates = dh.list_file_dates_for_path(path_augmento_data,
".msgpack.zlib", "%Y%m%d")
binance_dates = dh.list_file_dates_for_path(path_binance_data,
".msgpack.zlib", "%Y%m%d")
# remove any dates from the last 3 days, so we reload recent data
datetime_now = datetime.datetime.now()
augmento_dates = [
el for el in augmento_dates
if el < dh.add_days_to_datetime(datetime_now, -3)
]
binance_dates = [
el for el in binance_dates
if el < dh.add_days_to_datetime(datetime_now, -3)
]
# get a list of the days we need
required_dates = dh.get_datetimes_between_datetimes(
datetime_start, datetime_end)
# get a list of the days we're missing for augmento and binance data
augmento_missing_dates = sorted(
list(set(required_dates) - set(augmento_dates)))
binance_missing_dates = sorted(
list(set(required_dates) - set(binance_dates)))
# group the missing days by batch
augmento_missing_batches = find_missing_date_batches(
augmento_missing_dates, required_dates)
binance_missing_batches = find_missing_date_batches(
binance_missing_dates, required_dates)
# load the augmento keys
aug_keys = ladh.load_keys(path_augmento_topics)
# load the binance keys
bin_keys = lbdh.load_keys()
# for each of the missing batches of augmento data, get the data and cache it
for abds in augmento_missing_batches:
# get the data for the batch and cache it
ladh.load_and_cache_data(path_augmento_data, augmento_source,
augmento_coin, dt_bin_size, abds[0],
dh.add_days_to_datetime(abds[-1], 1))
# for each of the missing batches of binance data, get the data and cache it
for bbds in binance_missing_batches:
# get the data for the batch and cache it
lbdh.load_and_cache_data(path_binance_data, binance_symbol,
dt_bin_size, bbds[0],
dh.add_days_to_datetime(bbds[-1], 1))
# load the data
t_aug_data, aug_data = ladh.load_cached_data(path_augmento_data,
datetime_start, datetime_end)
t_bin_data, bin_data = lbdh.load_cached_data(path_binance_data,
datetime_start, datetime_end)
# strip the data
t_min = max(
[t_aug_data[0], t_bin_data[0],
dh.datetime_to_epoch(datetime_start)])
t_max = min(
[t_aug_data[-1], t_bin_data[-1],
dh.datetime_to_epoch(datetime_end)])
t_aug_data, aug_data = strip_data_by_time(t_aug_data, aug_data, t_min,
t_max)
t_bin_data, bin_data = strip_data_by_time(t_bin_data, bin_data, t_min,
t_max)
return t_aug_data, t_bin_data, aug_data, bin_data, aug_keys, bin_keys
'wallet':pnl[i],
}
funding_results['data'].append(day)
# print(json.dumps(final_data, indent=4))
# Saving the final json
# Save location
path_save_data = "results"
filename_funding_results = "{:s}/funding_results.json".format(path_save_data)
# check if the data path exists
ioh.check_path(path_save_data, create_if_not_exist=True)
# save the data
print("saving data to {:s}".format(filename_funding_results))
with open(filename_funding_results, "w") as f:
json.dump(funding_results,f)
print("Saved!")
# set up the figure
fig, ax = plt.subplots(4, 1, sharex=True, sharey=False)
# plot stuff
