From 601b40c95b32b15d49a368e3f655250ba84e4dad Mon Sep 17 00:00:00 2001 From: Jacob Plaster Date: Fri, 16 Nov 2018 14:39:35 +0000 Subject: [PATCH] example: creates run_backtest example --- bfxapi/examples/run_backtest.py | 26 ++++++++++++++++++++++++++ 1 file changed, 26 insertions(+) create mode 100644 bfxapi/examples/run_backtest.py diff --git a/bfxapi/examples/run_backtest.py b/bfxapi/examples/run_backtest.py new file mode 100644 index 0000000..02319a1 --- /dev/null +++ b/bfxapi/examples/run_backtest.py @@ -0,0 +1,26 @@ +import sys +import time +sys.path.append('../') + +from bfxapi.websockets.DataServerWebsocket import DataServerWebsocket + +ws = DataServerWebsocket( + symbol='tBTCUSD', + host='ws://localhost:8899' +) + +@ws.on('new_candle') +def candle(candle): + print ("Backtest candle: {}".format(candle)) + +@ws.on('new_trade') +def trade(trade): + print ("Backtest trade: {}".format(trade)) + +@ws.on('done') +def finish(): + print ("Backtest complete!") + +now = int(round(time.time() * 1000)) +then = now - (1000 * 60 * 60 * 24 * 2) # 2 days ago +ws.run(then, now)