Base frequency for history_bars

[damondd]

According to below code, is base frequency not supported yet when use 1m or 1h?

def history_bars(self, instrument, bar_count, frequency, fields, dt,
                 skip_suspended=True, include_now=False,
                 adjust_type='pre', adjust_orig=None):
    if self.is_base_frequency(instrument, frequency):
        bar_data = self.raw_history_bars(instrument, frequency, end_dt=dt, length=bar_count)
    else:

...

def raw_history_bars(self, instrument, frequency, start_dt=None, end_dt=None, length=None):
    raise NotImplementedError

[BurdenBear]

Hello. this module already support m, h, d now, as long as this is coresponding data in your mongodb . The code section your provided mainly to handle "none-base" frequency, which mean frequency's multiplier not equal to 1, such like ["5m", "2h", "3d"] and so on. That is to say, base frequency just contains ["1m", "1h", "1d"] now. We only persistent data of base frequency in our database(mongdb) , The OddDataSource class, whose method you post here, is just do transform bar of base frequency to no-base frequency using pandas.resample, remaining real geting data method "raw_history_bars" to be done in its subclass, so method itself raise NotImplementedError. I am sorry that there is no comment in detail. If you are interesting about how to organize the data in your database, and deploy this module, you can refer to our website http://www.fxdayu.com/tutorials.html . Thx for attention :)

[damondd]

thanks for the detailed explanation, it's quite clear now, will give a try.