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Stream processing classes #65

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Stream processing classes #65

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cf66b9b
initial [ci skip]
hootnot Feb 8, 2017
99486b9
TICK renamed to PRICE
hootnot Feb 23, 2017
51b78bd
int conversion on right location
hootnot Feb 24, 2017
0e4a220
various changes
hootnot Feb 24, 2017
3701300
various changes
hootnot Feb 24, 2017
9d30b6a
granularity_to_time in contrib.util
hootnot Feb 24, 2017
fcfad27
tests added to test StreamRecord and CandleFactory
hootnot Feb 24, 2017
df1a353
testdata for contrib/stream tests
hootnot Feb 24, 2017
e5a1258
entry_points removed
hootnot Feb 25, 2017
a5fecd2
PEP8 changes
hootnot Feb 25, 2017
b7adc29
unused import removed
hootnot Feb 25, 2017
e529453
iso8601 added
hootnot Feb 25, 2017
5edb156
PEP8 corrections
hootnot Feb 25, 2017
df2b4bb
use correct variable name
hootnot Feb 25, 2017
f3ee589
solved str/unicode compatibility issues between Python 2.7 and 3.x us…
hootnot Feb 25, 2017
572b016
Travis python 3.x environment does not install packages from requirem…
hootnot Feb 25, 2017
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1 change: 1 addition & 0 deletions .travis.yml
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Expand Up @@ -13,6 +13,7 @@ install:
- pip install nose nose-parameterized
- pip install wheel
- pip install twine
- pip install -r requirements.txt
script:
- coverage run --source=oandapyV20 setup.py test
after_success:
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4 changes: 4 additions & 0 deletions data/test_candles.txt
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{"start": "2017-02-23 20:57:00", "end": "2017-02-23 20:58:00", "instrument": "EUR_USD", "completed": true, "granularity": "M1", "data": {"high": 1.058025, "last": 1.05797, "open": 1.058, "low": 1.05795, "volume": 7}}
{"start": "2017-02-23 20:58:00", "end": "2017-02-23 20:59:00", "instrument": "EUR_USD", "completed": true, "granularity": "M1", "data": {"high": 1.0581, "last": 1.0581, "open": 1.05795, "low": 1.057945, "volume": 10}}
{"start": "2017-02-23 20:59:00", "end": "2017-02-23 21:00:00", "instrument": "EUR_USD", "completed": true, "granularity": "M1", "data": {"high": 1.058135, "last": 1.05809, "open": 1.05808, "low": 1.05808, "volume": 9}}
{"start": "2017-02-23 20:55:00", "end": "2017-02-23 21:00:00", "instrument": "EUR_USD", "completed": true, "granularity": "M5", "data": {"high": 1.058135, "last": 1.05809, "open": 1.058, "low": 1.057945, "volume": 26}}
49 changes: 49 additions & 0 deletions data/test_ticks.txt
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{"closeoutAsk": "1.05810", "tradeable": true, "time": "2017-02-23T20:57:21.215739156Z", "bids": [{"price": "1.05794", "liquidity": 10000000.0}, {"price": "1.05792", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05806", "liquidity": 10000000.0}, {"price": "1.05808", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05790"}
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{"type": "HEARTBEAT", "time": "2017-02-23T20:57:51.816284840Z"}
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{"closeoutAsk": "1.05808", "tradeable": true, "time": "2017-02-23T20:57:59.518152944Z", "bids": [{"price": "1.05790", "liquidity": 10000000.0}, {"price": "1.05788", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05804", "liquidity": 10000000.0}, {"price": "1.05806", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05786"}
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{"closeoutAsk": "1.05806", "tradeable": true, "time": "2017-02-23T20:58:10.355035547Z", "bids": [{"price": "1.05788", "liquidity": 10000000.0}, {"price": "1.05786", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05802", "liquidity": 10000000.0}, {"price": "1.05804", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05784"}
{"closeoutAsk": "1.05807", "tradeable": true, "time": "2017-02-23T20:58:10.570844273Z", "bids": [{"price": "1.05791", "liquidity": 10000000.0}, {"price": "1.05789", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05803", "liquidity": 10000000.0}, {"price": "1.05805", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05787"}
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{"closeoutAsk": "1.05807", "tradeable": true, "time": "2017-02-23T20:58:16.495705506Z", "bids": [{"price": "1.05790", "liquidity": 10000000.0}, {"price": "1.05788", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05803", "liquidity": 10000000.0}, {"price": "1.05805", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05786"}
{"type": "HEARTBEAT", "time": "2017-02-23T20:58:16.821594110Z"}
{"type": "HEARTBEAT", "time": "2017-02-23T20:58:21.822895185Z"}
{"closeoutAsk": "1.05809", "tradeable": true, "time": "2017-02-23T20:58:23.661598690Z", "bids": [{"price": "1.05793", "liquidity": 10000000.0}, {"price": "1.05791", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05805", "liquidity": 10000000.0}, {"price": "1.05807", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05789"}
{"type": "HEARTBEAT", "time": "2017-02-23T20:58:26.823965875Z"}
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{"type": "HEARTBEAT", "time": "2017-02-23T20:58:36.827523278Z"}
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{"type": "HEARTBEAT", "time": "2017-02-23T20:58:41.828878492Z"}
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{"type": "HEARTBEAT", "time": "2017-02-23T20:58:46.830751934Z"}
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{"type": "HEARTBEAT", "time": "2017-02-23T20:58:51.831859153Z"}
{"type": "HEARTBEAT", "time": "2017-02-23T20:58:56.832638290Z"}
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{"closeoutAsk": "1.05819", "tradeable": true, "time": "2017-02-23T20:59:00.579467914Z", "bids": [{"price": "1.05801", "liquidity": 10000000.0}, {"price": "1.05799", "liquidity": 10000000.0}], "instrument": "EUR_USD", "asks": [{"price": "1.05815", "liquidity": 10000000.0}, {"price": "1.05817", "liquidity": 10000000.0}], "status": "tradeable", "type": "PRICE", "closeoutBid": "1.05797"}
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6 changes: 6 additions & 0 deletions oandapyV20/contrib/stream/__init__.py
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# -*- coding: utf-8 -*-
from oandapyV20.contrib.stream.candlefactory import (
CandleFactory,
granularity_to_time
)
from oandapyV20.contrib.stream.streamrecord import *
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