mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-07-27 20:27:43 +00:00
Ichinga Samuel
63 lines
1.9 KiB
Python
63 lines
1.9 KiB
Python
import asyncio
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from datetime import datetime, UTC
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from aiomql.contrib.backtesting.get_data import BackTestData, GetData
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from aiomql.contrib.backtesting.backtest_engine import BackTestEngine
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from aiomql.core.constants import TimeFrame
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from aiomql.core.meta_trader import MetaTrader
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async def get_data():
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mt = MetaTrader()
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await mt.login()
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start = datetime(2024, 2, 1, tzinfo=UTC)
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end = datetime(2024, 2, 3, tzinfo=UTC)
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symbols = ['BTCUSD', "ETHUSD", "SOLUSD"]
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timeframes = [TimeFrame.H1, TimeFrame.H2, TimeFrame.M5]
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g_data = GetData(start=start, end=end, symbols=symbols, timeframes=timeframes,
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name='test_data')
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s = datetime.now().timestamp()
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await g_data.get_data(workers=500)
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e = datetime.now().timestamp()
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print(e - s, 'for getting data')
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s = datetime.now().timestamp()
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g_data.save_data()
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e = datetime.now().timestamp()
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print(e - s, 'for saving data')
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async def test_data():
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start = datetime.now().timestamp()
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td = GetData.load_data(name='backtesting/test_data.pkl')
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end = datetime.now().timestamp()
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print(end-start, 'seconds')
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print(td.name)
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print(td.version)
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print(len(td.ticks.keys()))
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print(len(td.symbols.keys()))
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print(td.rates.keys())
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async def back_test_engine():
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td = GetData.load_data(name='backtesting/test_data.pkl')
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bt = BackTestEngine(name='test_data_2', start=datetime(2024, 2, 1),
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end=datetime(2024, 2, 7))
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# bt.next()
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bt.next()
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# print(bt.cursor)
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# now = bt.cursor.time
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# r = bt.cursor.index
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# bt.fast_forward(steps=20)
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# print(bt.cursor.time == now + 20)
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# print(bt.cursor.index == r + 20)
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# print(bt.cursor, r)
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# print(bt.cursor)
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print(bt.range, bt.span)
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bt.go_to(time=datetime(2024, 2, 13))
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print(bt.cursor)
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print(datetime.fromtimestamp(bt.cursor.time))
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print(bt.range, bt.span)
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asyncio.run(get_data())
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