add --ticker-interval

This commit is contained in:
gcarq 2017-11-14 22:37:30 +01:00
parent 0df1404d6a
commit 9b644b0305
2 changed files with 13 additions and 1 deletions

View File

@ -108,6 +108,14 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
dest='live',
help='using live data',
)
backtest.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
dest='ticker_interval',
default=5,
type=int,
metavar='INT',
)
def start_backtesting(args) -> None:
@ -122,6 +130,7 @@ def start_backtesting(args) -> None:
'BACKTEST': 'true',
'BACKTEST_LIVE': 'true' if args.live else '',
'BACKTEST_CONFIG': args.config,
'BACKTEST_TICKER_INTERVAL': str(args.ticker_interval),
})
path = os.path.join(os.path.dirname(__file__), 'tests', 'test_backtesting.py')
pytest.main(['-s', path])

View File

@ -91,12 +91,15 @@ def test_backtest(backtest_conf, backdata, mocker):
with open(conf_path, 'r') as fp:
config = json.load(fp)
ticker_interval = int(os.environ.get('BACKTEST_TICKER_INTERVAL') or 5)
print('Using ticker_interval: {}'.format(ticker_interval))
livedata = {}
if os.environ.get('BACKTEST_LIVE'):
print('Downloading data for all pairs in whitelist ...'.format(conf_path))
exchange._API = Bittrex({'key': '', 'secret': ''})
for pair in config['exchange']['pair_whitelist']:
livedata[pair] = exchange.get_ticker_history(pair)
livedata[pair] = exchange.get_ticker_history(pair, ticker_interval)
config = config or backtest_conf
data = livedata or backdata