How to use the backtesting.collector.data_parser.DataCollectorParser function in Backtesting

To help you get started, we’ve selected a few Backtesting examples, based on popular ways it is used in public projects.

Secure your code as it's written. Use Snyk Code to scan source code in minutes - no build needed - and fix issues immediately.

github Drakkar-Software / OctoBot / backtesting / collector / data_parser.py View on Github external
def merge_arrays(arrays):
        parsed_data = DataCollectorParser.get_empty_parsed_data()
        ohlcv_data = parsed_data[BACKTESTING_DATA_OHLCV]
        for time_frame in arrays:
            data = arrays[time_frame]
            ohlcv_data[time_frame] = []
            for i in range(len(data[PriceIndexes.IND_PRICE_TIME.value])):
                ohlcv_data[time_frame].insert(i, [None]*len(PriceIndexes))
                ohlcv_data[time_frame][i][PriceIndexes.IND_PRICE_CLOSE.value] = \
                    data[PriceIndexes.IND_PRICE_CLOSE.value][i]
                ohlcv_data[time_frame][i][PriceIndexes.IND_PRICE_OPEN.value] = \
                    data[PriceIndexes.IND_PRICE_OPEN.value][i]
                ohlcv_data[time_frame][i][PriceIndexes.IND_PRICE_HIGH.value] = \
                    data[PriceIndexes.IND_PRICE_HIGH.value][i]
                ohlcv_data[time_frame][i][PriceIndexes.IND_PRICE_LOW.value] = \
                    data[PriceIndexes.IND_PRICE_LOW.value][i]
                ohlcv_data[time_frame][i][PriceIndexes.IND_PRICE_TIME.value] = \
                    data[PriceIndexes.IND_PRICE_TIME.value][i]
github Drakkar-Software / OctoBot / backtesting / collector / data_parser.py View on Github external
def parse(file):
        if os.path.isfile(CONFIG_DATA_COLLECTOR_PATH + file):
            file_content = DataCollectorParser.get_file_content(CONFIG_DATA_COLLECTOR_PATH + file)
        else:
            file_content = DataCollectorParser.get_file_content(file)
        return file_content
github Drakkar-Software / OctoBot / backtesting / collector / data_parser.py View on Github external
def get_file_content(file_name):
        file_content = read_data_file(file_name)
        data_type = get_data_type(file_name)
        if data_type == BacktestingDataFormats.REGULAR_COLLECTOR_DATA:
            return DataCollectorParser.merge_arrays(file_content)
        else:
            raise BacktestingDataFileException(file_name)