retreat commit
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@@ -2,14 +2,14 @@ from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, T
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from alpaca.trading.requests import GetCalendarRequest
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from alpaca.trading.client import TradingClient
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from alpaca.data.live import StockDataStream
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from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
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from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
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from alpaca.data.enums import DataFeed
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from alpaca.data.historical import StockHistoricalDataClient
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from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
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from threading import Thread, current_thread
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from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, zoneNY, print
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from v2realbot.utils.tlog import tlog
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from datetime import datetime, timedelta
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from datetime import datetime, timedelta, date
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from threading import Thread
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import asyncio
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from msgpack.ext import Timestamp
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@@ -19,7 +19,7 @@ import pickle
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import os
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from rich import print
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import queue
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from alpaca.trading.models import Calendar
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"""
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Trade offline data streamer, based on Alpaca historical data.
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"""
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@@ -98,10 +98,16 @@ class Trade_Offline_Streamer(Thread):
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#REFACTOR STARTS HERE
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#print(f"{self.time_from=} {self.time_to=}")
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calendar_request = GetCalendarRequest(start=self.time_from,end=self.time_to)
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cal_dates = self.clientTrading.get_calendar(calendar_request)
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#ic(cal_dates)
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#zatim podpora pouze main session
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if OFFLINE_MODE:
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#just one day - same like time_from
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den = str(self.time_to.date())
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bt_day = Calendar(date=den,open="9:30",close="16:00")
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cal_dates = [bt_day]
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else:
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calendar_request = GetCalendarRequest(start=self.time_from,end=self.time_to)
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cal_dates = self.clientTrading.get_calendar(calendar_request)
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#ic(cal_dates)
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#zatim podpora pouze main session
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#zatim podpora pouze 1 symbolu, predelat na froloop vsech symbolu ze symbpole
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#minimalni jednotka pro CACHE je 1 den - a to jen marketopen to marketclose (extended hours not supported yet)
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