added support for backtest ranges to collect more data and initial support for pagination

This commit is contained in:
Gert Wohlgemuth
2018-05-24 14:05:29 -07:00
parent f2b8609127
commit e37e7bd914
5 changed files with 145 additions and 8 deletions

View File

@@ -57,13 +57,17 @@ def backtest(event, context):
)
print(response)
today = datetime.datetime.today()
yesterday = today - datetime.timedelta(days=1)
if 'from' in event['body']:
yesterday = datetime.datetime.strptime(event['body']['from'], '%Y%m%d')
if 'till' in event['body']:
yesterday = datetime.datetime.strptime(event['body']['till'], '%Y%m%d')
try:
if "Items" in response and len(response['Items']) > 0:
today = datetime.datetime.today()
yesterday = today - datetime.timedelta(days=1)
content = response['Items'][0]['content']
configuration = {
"max_open_trades": 1,
@@ -189,6 +193,14 @@ def cron(event, context):
"name": i['name']
}
# triggered over html, let's provide
# a date range for the backtesting
if 'pathParameters' in event:
if 'from' in event['pathParameters']:
message['from'] = event['pathParameters']['from']
if 'till' in event['pathParameters']:
message['till'] = event['pathParameters']['till']
serialized = json.dumps(message, use_decimal=True)
# submit item to queue for routing to the correct persistence