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#143

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This commit is contained in:
David Brazda
2024-02-24 20:32:01 +07:00
parent 9f99ddc86a
commit ebac207489
5 changed files with 68 additions and 20 deletions
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v2realbot/loader/trade_offline_streamer.py
+7 -6
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@@ -2,7 +2,7 @@ from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, T
#from v2realbot.loader.cacher import get_cached_agg_data
from alpaca.trading.requests import GetCalendarRequest
from alpaca.data.live import StockDataStream
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE, LIVE_DATA_FEED
from alpaca.data.enums import DataFeed
from alpaca.data.historical import StockHistoricalDataClient
from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
@@ -191,9 +191,10 @@ class Trade_Offline_Streamer(Thread):
# stream.send_cache_to_output(cache)
# to_rem.append(stream)
#cache resime jen kdyz backtestujeme cely den
#cache resime jen kdyz backtestujeme cely den a mame sip datapoint (iex necachujeme)
#pokud ne tak ani necteme, ani nezapisujeme do cache
if self.time_to >= day.close and self.time_from <= day.open:
if (self.time_to >= day.close and self.time_from <= day.open) and LIVE_DATA_FEED == DataFeed.SIP:
#tento odstavec obchazime pokud je nastaveno "dont_use_cache"
stream_btdata = self.to_run[symbpole[0]][0]
cache_btdata, file_btdata = stream_btdata.get_cache(day.open, day.close)
@@ -249,9 +250,9 @@ class Trade_Offline_Streamer(Thread):
# tradesResponse = self.client.get_stock_trades(stockTradeRequest)
print("Remote Fetch DAY DATA Complete", day.open, day.close)
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme
if day.open < datetime.now().astimezone(zoneNY) < day.close:
print("not saving trade cache, market still open today")
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme, pripadne pri iex datapointu necachujeme
if (day.open < datetime.now().astimezone(zoneNY) < day.close) or LIVE_DATA_FEED == DataFeed.IEX:
print("not saving trade cache, market still open today or IEX datapoint")
#ic(datetime.now().astimezone(zoneNY))
#ic(day.open, day.close)
else: