Merge pull request #5 from tef-github/script

freq_data_cleaner implemented

user_data/strategies/Strategy002.py

@@ -18,6 +18,7 @@ import threading
 from user_data.strategies.util import IS_BACKTEST, launcher, back_tester
 
 
+
 class Strategy002(IStrategy):
     """
     Strategy 002
@@ -172,3 +173,4 @@ class Strategy002(IStrategy):
             threading.Thread(target=launcher, args=(mode, coin, brain)).start()
         return True
 
+

user_data/strategies/freq_data_cleaner.py

@@ -0,0 +1,40 @@
+import json
+import datetime
+import time
+import os
+import sys
+from util import BACKTEST_JSON_PATH, BACKTEST_YEAR, BACKTEST_MONTH
+
+def clean_json():
+    print("clean_json: json_path = " + BACKTEST_JSON_PATH)
+    file = open(BACKTEST_JSON_PATH)
+    list = []
+    data = json.load(file)
+    for datas in data:
+        datas[0] = datas[0]/1000
+        datas[0] = int(datas[0])
+        date = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(int(datas[0])))
+        date = datetime.datetime.strptime(str(date), "%Y-%m-%d %H:%M:%S")
+        year = date.year
+        month = date.month
+        if year == int(BACKTEST_YEAR) and month == int(BACKTEST_MONTH):
+            list.append(datas)
+    json_object = json.dumps(list)
+    file.close()
+    write_to_json(json_object)
+
+def write_to_json(json_object):  
+    print("write_to_json: json_path = " + BACKTEST_JSON_PATH)  
+    with open("temp.json", "w") as outfile:
+        outfile.write(json_object)
+    os.rename("temp.json", BACKTEST_JSON_PATH)
+
+if len(sys.argv) < 4:
+    exit("""Incorrect number of arguments. 
+    python3 freq_data_cleaner.py [json_file] [month] [year]
+    """)
+else:
+    BACKTEST_JSON_PATH = sys.argv[1]
+    BACKTEST_MONTH = sys.argv[2]
+    BACKTEST_YEAR = sys.argv[3]
+    clean_json()

user_data/strategies/util.py

@@ -1,5 +1,8 @@
 import subprocess
 
+BACKTEST_JSON_PATH = ""
+BACKTEST_YEAR = 2020
+BACKTEST_MONTH = 10
 IS_BACKTEST = False
 WORKSPACE_PATH = "workspace2" if IS_BACKTEST else "workspace"
 EXECUTION_PATH = "/root/" + WORKSPACE_PATH + "/execution/"