Integrating with history api

This commit is contained in:
fredfortier
2017-10-08 02:27:13 -04:00
parent 16cdc196b0
commit 403be97143
5 changed files with 100 additions and 26 deletions
+20 -1
View File
@@ -8,7 +8,7 @@ log = Logger('test_exchange_bundle')
class ExchangeBundleTestCase:
def test_ingest(self):
def test_ingest_minute(self):
exchange_name = 'bitfinex'
start = pd.to_datetime('2017-09-01', utc=True)
@@ -26,3 +26,22 @@ class ExchangeBundleTestCase:
show_progress=True
)
pass
def test_ingest_daily(self):
exchange_name = 'bitfinex'
start = pd.to_datetime('2017-09-01', utc=True)
end = pd.Timestamp.utcnow()
exchange_bundle = ExchangeBundle(exchange_name)
log.info('ingesting exchange bundle {}'.format(exchange_name))
exchange_bundle.ingest(
data_frequency='daily',
include_symbols='neo_btc',
exclude_symbols=None,
start=start,
end=end,
show_progress=True
)
pass