def get_kline_column_names(exchange_name):
if exchange_name == BINANCE_SPOT_EXCHANGE_NAME:
return BinanceExchange.get_kline_column_names()
elif exchange_name == BINANCE_MARGIN_EXCHANGE_NAME:
return BinanceMargin.get_kline_column_names()
elif exchange_name == OKEX_SPOT_EXCHANGE_NAME:
return OkexExchange.get_kline_column_names()
else:
return None
def __init__(self, instance_id, config, db_orders_name):
self.instance_id = instance_id
self.config = config
self.db_orders_name = db_orders_name
self._db = md.MongoDB(mongo_user, mongo_pwd, db_name, db_url)
self._db.ensure_index(db_orders_name, [("instance_id",1),("symbol",1)])
self.can_buy_time = None
exchange = config["exchange"]
if exchange == "binance":
self.kline_column_names = BinanceExchange.get_kline_column_names()
elif exchange == "okex":
self.kline_column_names = OkexExchange.get_kline_column_names()
def __init__(self, instance_id, config, db_orders_name=None):
self.instance_id = instance_id
self.config = config
exchange = config["exchange"]
if exchange == "binance":
self.kline_column_names = BinanceExchange.get_kline_column_names()
elif exchange == "okex":
self.kline_column_names = OkexExchange.get_kline_column_names()
self.md_db = md.MongoDB(mongo_user, mongo_pwd, exchange, db_url)
self.td_db = md.MongoDB(mongo_user, mongo_pwd, "xquant", db_url)
self.value = 100
if db_orders_name:
self.db_orders_name = db_orders_name
self.td_db.ensure_index(db_orders_name, [("instance_id", 1),
("symbol", 1)])
self.can_open_time = None
self.tp_cc = {"base_open": 0}
exit(1)
size = 1000
tmp_time = start_time
while tmp_time < end_time:
print(tmp_time, end=" ")
if (tmp_time + size * interval) > end_time:
batch = int((end_time - tmp_time)/interval)
else:
batch = size
# print(batch)
klines = exchange.get_klines(symbol, args.k, size=batch, since=1000*int(tmp_time.timestamp()))
klines_df = pd.DataFrame(klines, columns=exchange.get_kline_column_names())
klen = len(klines)
print("klines len: ", klen)
#print(klines)
#print("klines[0]: ", klines.ix[0])
#print("klines[-1]: ", klines.ix[klen-1])
#print("records: ", klines.to_dict('records'))
if not db.insert_many(collection, klines_df.to_dict('records')):
for item in klines_df.to_dict('records'):
db.insert_one(collection, item)
tmp_time += batch * interval
# df = db.get_kline(no_id=False)
# pd.set_option('display.max_columns', None)
# pd.set_option('display.max_rows', None)
while tmp_time < end_time:
print(tmp_time, end=" ")
size_interval = size * interval
if (tmp_time + size_interval) > end_time:
batch = int((end_time - tmp_time) / interval)
else:
batch = size
# print(batch)
klines = exchange.get_klines(symbol,
args.k,
size=batch,
since=1000 * int(tmp_time.timestamp()))
klines_df = pd.DataFrame(klines,
columns=exchange.get_kline_column_names())
klen = len(klines)
print("klines len: ", klen)
for i in range(klen - 1, -1, -1):
last_open_time = datetime.fromtimestamp(
klines_df["open_time"].values[i] / 1000)
if last_open_time + interval <= end_time:
break
klines_df = klines_df.drop([i])
# last_kline = klines[i]
# print("%s %s" % (datetime.fromtimestamp(last_kline[0]/1000),last_kline))
if not db.insert_many(collection, klines_df.to_dict('records')):
for item in klines_df.to_dict('records'):
db.insert_one(collection, item)