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testdata

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Ichinga Samuel
2024-08-27 16:47:52 +01:00
parent a972a06da8
commit 188cee21af
3 changed files with 333 additions and 3 deletions
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src/aiomql/core/backtester/test_data.py
+5 -2
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@@ -58,6 +58,7 @@ class TestData:
rates = self.rates[symbol][timeframe.name]
start = int(datetime.timestamp(date_from)) if isinstance(date_from, datetime) else int(date_from)
start = round_down(start, timeframe.time)
start = rates[rates.index <= start].index
start = rates.index.get_loc(start)
end = start + count
return rates.iloc[start:end].to_numpy()
@@ -65,13 +66,15 @@ class TestData:
def get_rates_from_pos(self, symbol: str, timeframe: TimeFrame, start_pos: int, count: int) -> np.ndarray:
rates = self.rates[symbol][timeframe.name]
end = -start_pos + count
end = end or None
return rates.iloc[-start_pos:end].to_numpy()
def get_rates_range(self, symbol: str, timeframe: TimeFrame, date_from: datetime, date_to: datetime) -> np.ndarray:
rates = self.rates[symbol][timeframe.name]
start = int(datetime.timestamp(date_from))
start = round_down(start, timeframe.time)
start = round_down(int(datetime.timestamp(date_from)), timeframe.time)
start = rates[rates.index <= start].iloc[-1].index
end = round_up(int(datetime.timestamp(date_to)), timeframe.time)
end = rates[rates.index >= end].index
return rates.loc[start:end].to_numpy()
def get_ticks_from(self, symbol: str, date_from: datetime | float, count: int, flags: CopyTicks) -> DataFrame: