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hootnot / oanda-api-v20

OANDA REST-V20 API wrapper. Easy access to OANDA's REST v20 API with oandapyV20 package. Checkout the Jupyter notebooks!
MIT License
398 stars 107 forks source link

Stream processing classes #65

Open hootnot opened 7 years ago

hootnot commented 7 years ago
coveralls commented 7 years ago

Coverage Status

Coverage decreased (-1.08%) to 97.978% when pulling df2b4bbd4803931ba0f1066dd316d721e82adea0 on contrib-stream into 97f6e3587c9dc9244001b7db7bf42ef2f6e5dafe on master.

coveralls commented 7 years ago

Coverage Status

Coverage decreased (-1.08%) to 97.982% when pulling f3ee589506d3b9bc7a895f6d7a6cd5265aea80ba on contrib-stream into 97f6e3587c9dc9244001b7db7bf42ef2f6e5dafe on master.

coveralls commented 7 years ago

Coverage Status

Coverage decreased (-1.08%) to 97.982% when pulling 572b016adc9ae048b37bfa4486618823d0361529 on contrib-stream into 97f6e3587c9dc9244001b7db7bf42ef2f6e5dafe on master.

carlitoselmago commented 5 years ago

Is the candle stream working properly? I have tested but get different results from historical data, is the "last" part of the candle the equivalent to "close" in the historical version?

hootnot commented 5 years ago

@carlitoselmago Hi, as you probably noticed it did not get integrated in the oanda-api-v20. I decided not to integrate it. It is a long time ago that I did something with this code. The 'last' is indeed the equivalent of 'close'.

It is likely that you will see differences between the records generated from this code and the records you retrieve as candle history. Even OANDA does not guarantee the historical data between live and test as equal due to the way they handle tickdata.

If you want this kind of functionality, I think the most simple thing is to install the oanda-trading-environment. It contains a daemon-program that provides this functionality. It contains some examples how to deal with data ( SQL / pubsub).

carlitoselmago commented 5 years ago

Ok, thanks for the info, I was a bit confused about this branch and it's present-future.

On Mon, Sep 17, 2018 at 3:50 PM Feite Brekeveld notifications@github.com wrote:

@carlitoselmago https://github.com/carlitoselmago Hi, as you probably noticed it did not get integrated in the oanda-api-v20. I decided not to integrate it. It is a long time ago that I did something with this code. The 'last' is indeed the equivalent of 'close'.

It is likely that you will see differences between the records generated from this code and the records you retrieve as candle history. Even OANDA does not guarantee the historical data between live and test as equal due to the way they handle tickdata.

If you want this kind of functionality, I think the most simple thing is to install the oanda-trading-environment. It contains a daemon-program that provides this functionality. It contains some examples how to deal with data ( SQL / pubsub).

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub https://github.com/hootnot/oanda-api-v20/pull/65#issuecomment-422024071, or mute the thread https://github.com/notifications/unsubscribe-auth/AEOZSCyVl_ulLWQc7MKVarrgGTg-3CyBks5ub6iQgaJpZM4L7M6G .