mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-27 21:21:30 +08:00
Victor Grau Serrat
66 lines
1.4 KiB
Python
66 lines
1.4 KiB
Python
import os
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import tempfile
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from datetime import timedelta
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from random import randint
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import pandas as pd
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from catalyst.assets._assets import TradingPair
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from catalyst.utils.paths import ensure_directory
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def rnd_history_date_days(max_days=30, last_dt=None):
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if last_dt is None:
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last_dt = pd.Timestamp.utcnow()
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days = randint(0, max_days)
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return last_dt - timedelta(days=days)
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def rnd_history_date_minutes(max_minutes=1440):
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now = pd.Timestamp.utcnow()
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days = randint(0, max_minutes)
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return now - timedelta(minutes=days)
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def rnd_bar_count(max_bars=21):
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# now = pd.Timestamp.utcnow()
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return randint(0, max_bars)
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def output_df(df, assets, name=None):
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"""
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Outputs a price DataFrame to a temp folder.
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Parameters
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----------
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df: pd.DataFrame
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assets
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name
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Returns
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-------
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"""
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if isinstance(assets, TradingPair):
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exchange_folder = assets.exchange
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asset_folder = assets.symbol
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else:
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exchange_folder = ','.join([asset.exchange for asset in assets])
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asset_folder = ','.join([asset.symbol for asset in assets])
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folder = os.path.join(
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tempfile.gettempdir(), 'catalyst', exchange_folder, asset_folder
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)
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ensure_directory(folder)
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if name is None:
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name = 'output'
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path = os.path.join(folder, '{}.csv'.format(name))
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df.to_csv(path)
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return path
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