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BLD: implementing issue #65, implemented custom exchange data

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This commit is contained in:
fredfortier
2017-11-25 07:43:20 -05:00
parent 6a7c47f3a9
commit 968e70b69b
13 changed files with 223 additions and 344 deletions
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tests/exchange/test_bundle.py
+23 -8
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@@ -448,7 +448,7 @@ class TestExchangeBundle:
end_dt = pd.to_datetime('2016-6-1', utc=True)
self._bundle_to_csv(
asset=asset,
exchange=exchange,
exchange_name=exchange.name,
data_frequency=data_frequency,
filename='{}_{}_{}'.format(
exchange_name, data_frequency, asset.symbol
@@ -474,16 +474,16 @@ class TestExchangeBundle:
)
self._bundle_to_csv(
asset=asset,
exchange=exchange,
exchange_name=exchange.name,
data_frequency=data_frequency,
path=path,
filename=period
)
pass
def _bundle_to_csv(self, asset, exchange, data_frequency, filename,
def _bundle_to_csv(self, asset, exchange_name, data_frequency, filename,
path=None, start_dt=None, end_dt=None):
bundle = ExchangeBundle(exchange)
bundle = ExchangeBundle(exchange_name)
reader = bundle.get_reader(data_frequency, path=path)
if start_dt is None:
@@ -514,24 +514,39 @@ class TestExchangeBundle:
df = get_df_from_arrays(arrays, periods)
folder = os.path.join(
tempfile.gettempdir(), 'catalyst', exchange.name, asset.symbol
tempfile.gettempdir(), 'catalyst', exchange_name, asset.symbol
)
ensure_directory(folder)
path = os.path.join(folder, filename + '.csv')
log.info('creating csv file: {}'.format(path))
print('HEAD\n{}'.format(df.head(10)))
print('TAIL\n{}'.format(df.tail(10)))
print('HEAD\n{}'.format(df.head(100)))
print('TAIL\n{}'.format(df.tail(100)))
df.to_csv(path)
pass
def test_ingest_csv(self):
data_frequency = 'minute'
exchange_name = 'bittrex'
path = '/Users/fredfortier/Dropbox/Enigma/Data/bat_eth.csv'
path = '/Users/fredfortier/Dropbox/Enigma/Data/bittrex_bat_eth.csv'
exchange_bundle = ExchangeBundle(exchange_name)
exchange_bundle.ingest_csv(path, data_frequency)
exchange = get_exchange(exchange_name)
asset = exchange.get_asset('bat_eth')
start_dt = pd.to_datetime('2017-6-3', utc=True)
end_dt = pd.to_datetime('2017-8-3 19:24', utc=True)
self._bundle_to_csv(
asset=asset,
exchange_name=exchange.name,
data_frequency=data_frequency,
filename='{}_{}_{}'.format(
exchange_name, data_frequency, asset.symbol
),
start_dt=start_dt,
end_dt=end_dt
)
pass