add --ticker-interval
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0df1404d6a
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9b644b0305
@ -108,6 +108,14 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
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dest='live',
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help='using live data',
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)
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backtest.add_argument(
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'-i', '--ticker-interval',
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help='specify ticker interval in minutes (default: 5)',
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dest='ticker_interval',
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default=5,
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type=int,
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metavar='INT',
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)
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def start_backtesting(args) -> None:
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@ -122,6 +130,7 @@ def start_backtesting(args) -> None:
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'BACKTEST': 'true',
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'BACKTEST_LIVE': 'true' if args.live else '',
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'BACKTEST_CONFIG': args.config,
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'BACKTEST_TICKER_INTERVAL': str(args.ticker_interval),
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})
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path = os.path.join(os.path.dirname(__file__), 'tests', 'test_backtesting.py')
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pytest.main(['-s', path])
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@ -91,12 +91,15 @@ def test_backtest(backtest_conf, backdata, mocker):
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with open(conf_path, 'r') as fp:
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config = json.load(fp)
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ticker_interval = int(os.environ.get('BACKTEST_TICKER_INTERVAL') or 5)
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print('Using ticker_interval: {}'.format(ticker_interval))
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livedata = {}
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if os.environ.get('BACKTEST_LIVE'):
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print('Downloading data for all pairs in whitelist ...'.format(conf_path))
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exchange._API = Bittrex({'key': '', 'secret': ''})
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for pair in config['exchange']['pair_whitelist']:
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livedata[pair] = exchange.get_ticker_history(pair)
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livedata[pair] = exchange.get_ticker_history(pair, ticker_interval)
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config = config or backtest_conf
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data = livedata or backdata
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