четверг, 24 мая 2018 г.

backtrader pandas poloniex

import requests
import json
import time
import math
from datetime import datetime
import pandas as pd

def get_polonix() :
    time_depth = 500
    start_day = 500
    st_time=time.time()-start_day*24*60*60
    end_time=st_time+time_depth*60*60*24
    pair = 'USDT_BTC'

    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=1800" % (pair,st_time,end_time))
    resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=14400" % (pair,st_time,end_time))
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=300" % (pair,st_time,end_time))
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=86400" % (pair,st_time,end_time))
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=21600" % (pair,st_time,end_time))

    data=[]
    chart_data={}
    chart_data = json.loads(resource.text)
    for elems in chart_data:
        data.append(elems)

    df = pd.DataFrame(data, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
    df['openinterest']=0
    df['date'] = pd.to_datetime(df['date'], unit='s')
    #df = df[(df['date'] > '2018-1-1') & (df['date'] <= '2018-2-1')]
    #df = df[(df['date'] > '2017-9-1') & (df['date'] <= '2018-1-1')]
    df = df[(df['date'] >= '2018-4-1')]
    df = df.set_index('date')
    #print(df)
    return df

#################################################

df = get_polonix()
data = bt.feeds.PandasData(dataname=df)
cerebro.adddata(data, name='Poloniex')


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