Posts made by Mikk Laos

@Ed-Bartosh
Actually I just removed granularities from feeds/ccxt.pyˇ

data_min = bt.feeds.CCXT(exchange=exchange, symbol=my_symbol, name="btc_usd_min",
                         timeframe=bt.TimeFrame.Minutes, fromdate=hist_start_date)

my test script is the same that I pasted

cerebro = bt.Cerebro()

    my_symbol = "BTC_USD"
    exchange = "poloniex"
    # Create broker
    broker_config = {
        'apiKey': '####',
        'secret': '#######',
        'nonce': lambda: str(int(time.time() * 1000))
    }
    broker = bt.brokers.CCXTBroker(exchange=exchange, currency='USDT', config=broker_config)
    cerebro.setbroker(broker)

    my_symbol = "BTC/USDT"

    # Create data feeds
    data_ticks = bt.feeds.CCXT(exchange=exchange, symbol=my_symbol, name="getmarketsummary",
                               timeframe=bt.TimeFrame.Ticks, compression=1)
    cerebro.adddata(data_ticks)

    hist_start_date = datetime.utcnow() - timedelta(minutes=30)
    data_min = bt.feeds.CCXT(exchange=exchange, symbol=my_symbol, name="btc_usd_min",
                             timeframe=bt.TimeFrame.Minutes, fromdate=hist_start_date)

   cerebro.adddata(data_min)

    # Add the strategy
    cerebro.addstrategy(TestStrategy)

    # Run the strategy
    cerebro.run()

Dont understand. What should I put for input if I want to use poloniex then . I cheked feeds/ccxt.py init does not contain timeframe at all. Should I leave timeframe blank then?

@Ed-Bartosh

cerebro = bt.Cerebro()

    my_symbol = "BTC_USD"
    exchange = "poloniex"
    # Create broker
    broker_config = {
        'apiKey': '####',
        'secret': '#######',
        'nonce': lambda: str(int(time.time() * 1000))
    }
    broker = bt.brokers.CCXTBroker(exchange=exchange, currency='USDT', config=broker_config)
    cerebro.setbroker(broker)

    my_symbol = "BTC/USDT"

    # Create data feeds
    data_ticks = bt.feeds.CCXT(exchange=exchange, symbol=my_symbol, name="getmarketsummary",
                               timeframe=bt.TimeFrame.Ticks, compression=1)
    cerebro.adddata(data_ticks)

    hist_start_date = datetime.utcnow() - timedelta(minutes=30)
    data_min = bt.feeds.CCXT(exchange=exchange, symbol=my_symbol, name="btc_usd_min",
                             timeframe=bt.TimeFrame.Minutes, fromdate=hist_start_date)

   cerebro.adddata(data_min)

    # Add the strategy
    cerebro.addstrategy(TestStrategy)

    # Run the strategy
    cerebro.run()

There is a slight problem with ccxt broker. It does not account for exchange granularity. When I try to use poloniex exchange where minimum granularity is 5 m it still uses 1m when I remove granularity from feeds\ccxt.py it works fine

    for ohlcv in self.exchange.fetch_ohlcv(self.symbol, timeframe=granularity
                                                   since=since, limit=limit)[::-1]:

I would also like to contribute with development. If anyone can give some tips, it would be appriciated