commit

Author: kloudtrader-github

libkloudtrader/algorithm.py

@@ -78,16 +78,16 @@ def backtest(strategy: str,
     #print(locals()[a](symbol, start_date, end_date))
 
 
-def live_trade(strategy_name: str,
+def live_trade(strategy: str,
                symbol_bucket: list,
                data_feed_type: str,
-               states: list = ['open', 'postmarket', 'close'],
+               exempted_states: list = ['close'],
                batch_size: int = 1000,
                feed_delay: float = 0.0,
                fake_feed: bool = False):
     try:
         logger.info("{} is now entering the live markets. 📈\n".format(
-            strategy_name.__name__))
+            strategy.__name__))
         if isinstance(symbol_bucket, list):
             symbol_bucket = np.array(symbol_bucket)
         elif type(symbol_bucket) not in (numpy.ndarray, list):
@@ -100,22 +100,22 @@ def live_trade(strategy_name: str,
         if data_feed_type in ("CRYPTO_live_feed", 'CRYPTO_live_feed_level2'):
             feed_delay = 2
         data_feed = Data_Types[data_feed_type].value
-        while stocks.intraday_status()['state'] in states:
+        while stocks.intraday_status()['state'] not in exempted_states:
             batch = processing.Buffer(batch_size, dtype=object)
             while len(batch) < batch_size:
                 for symbol in symbol_bucket:
                     batch.append(data_feed(symbol, fake_feed=fake_feed))
                     data_batch = pd.DataFrame(batch)
-                    locals()['strategy_name'](data_batch)
+                    locals()['strategy'](data_batch)
                     if len(batch) == batch_size:
                         batch.popleft()
                     time.sleep(feed_delay)
     except (KeyboardInterrupt, SystemExit):
         print('\n')
         logger.critical("User's keyboard prompt stopped {}".format(
-            strategy_name.__name__))
+            strategy.__name__))
     except Exception as exception:
-        logger.critical('Exiting {}...‼️'.format(strategy_name.__name__))
+        logger.critical('Exiting {}...‼️'.format(strategy.__name__))
         logger.error(
             'Oops! Something went wrong while your algorithm was being deployed to live markets. ⚠️'
         )

libkloudtrader/crypto.py

@@ -148,10 +148,10 @@ def ohlcv(symbol: str,
         raise exception
 
 
-def latest_trades(symbol: str,
-                  number_of_data_points: int = 1,
-                  exchange: str = CRYPTO_EXCHANGE,
-                  rate_limit: bool = True):
+def trades(symbol: str,
+           number_of_data_points: int = 1,
+           exchange: str = CRYPTO_EXCHANGE,
+           rate_limit: bool = True):
     """Get recent trades for a particular trading symbol."""
     try:
         check_exchange_existence(exchange=exchange)

libkloudtrader/crypto_operations.py

@@ -410,6 +410,7 @@ async def getOHLCV(symbol: str, start: str, end: str, interval: str,
                     minutes=1)) / int(interval_value[interval]) + 1
                 since = int(converted_start.timestamp() * 1000)
             else:
+                await exchange_class.close()
                 InvalidTimeInterval("Invalid Time Interval")
         data = await exchange_class.fetchOHLCV(symbol, interval, since,
                                                int(limit))
@@ -427,15 +428,16 @@ async def getOHLCV(symbol: str, start: str, end: str, interval: str,
                 'volume': data[values][5]
             }
             final_list.append(new_list)
-        await exchange_class.close()
         if dataframe:
             import pandas
             columns = ['time', 'open', 'high', 'low', 'close', 'volume']
             df = pandas.DataFrame(final_list, columns=columns)
             df['datetime'] = pandas.to_datetime(df['time'])
             df.set_index(['datetime'], inplace=True)
             del df['time']
+            await exchange_class.close()
             return df
+        await exchange_class.close()
         return final_list
         raise FunctionalityNotSupported(
             "Functionality not available for this exchange.")

setup.py

@@ -17,6 +17,6 @@
         "numpy",
         "empyrical",
         "asyncio",
-        "ccxt @ git+ssh://git@github.com/kloudtrader/kloudtrader_ccxt#egg=ccxt"
+        "ccxt @ git+https://github.com/kloudtrader/kloudtrader_ccxt#egg=ccxt"
     ],
 )

1.py renamed to sma_live.py

@@ -85,12 +85,12 @@ def test_invalid_date_format(self):
 class Test_trades:
     def test_return_type(self):
         '''test return type'''
-        data=crypto.latest_trades('ETH/BTC',exchange="binance",number_of_data_points=5)
+        data=crypto.trades('ETH/BTC',exchange="binance",number_of_data_points=5)
         assert isinstance(data,list) and not 'message' in data
 
     def test_number_data_points(self):
         '''test number of data points'''
-        data=crypto.latest_trades('ETH/BTC',exchange="binance",number_of_data_points=5)
+        data=crypto.trades('ETH/BTC',exchange="binance",number_of_data_points=5)
         assert len(data)==5
 
 class Test_order_book: