This commit is contained in:
David Brazda
2024-10-30 14:08:59 +01:00
parent ffb3938209
commit ca554cf600
6 changed files with 223 additions and 254 deletions

View File

@ -30,28 +30,31 @@ day_start = zoneNY.localize(day_start)
day_stop = zoneNY.localize(day_stop)
#requested AGG
resolution = 1
resolution = 12 #12s
agg_type = AggType.OHLCV #other types AggType.OHLCV_VOL, AggType.OHLCV_DOL, AggType.OHLCV_RENKO
exclude_conditions = ['C','O','4','B','7','V','P','W','U','Z','F','9','M','6'] #None to defaults
minsize = 100
main_session_only = True
force_remote = True
force_remote = False
ohlcv_df = load_data(symbol = symbol,
data = load_data(symbol = symbol,
agg_type = agg_type,
resolution = resolution,
start_date = day_start,
end_date = day_stop,
#exclude_conditions = None,
minsize = 100,
main_session_only = True,
force_remote = False
minsize = minsize,
main_session_only = main_session_only,
force_remote = force_remote,
return_vbt = True, #returns vbt object
verbose = True
)
bac_df = ohlcv_df["BAC"]
basic_data = vbt.Data.from_data(vbt.symbol_dict(ohlcv_df), tz_convert=zoneNY)
vbt.settings['plotting']['auto_rangebreaks'] = True
basic_data.ohlcv.plot()
data.ohlcv.data[symbol[0]].lw.plot()
```
## prepare trade cache