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https://github.com/aljazceru/bitfinex-api-py.git
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example: creates run_backtest example
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26
bfxapi/examples/run_backtest.py
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26
bfxapi/examples/run_backtest.py
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import sys
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import time
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sys.path.append('../')
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from bfxapi.websockets.DataServerWebsocket import DataServerWebsocket
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ws = DataServerWebsocket(
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symbol='tBTCUSD',
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host='ws://localhost:8899'
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)
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@ws.on('new_candle')
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def candle(candle):
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print ("Backtest candle: {}".format(candle))
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@ws.on('new_trade')
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def trade(trade):
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print ("Backtest trade: {}".format(trade))
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@ws.on('done')
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def finish():
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print ("Backtest complete!")
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now = int(round(time.time() * 1000))
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then = now - (1000 * 60 * 60 * 24 * 2) # 2 days ago
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ws.run(then, now)
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