get_algorithm_bars
Description
Returns price bars (at the specified resolution over the specified interval) for the securities in an algorithm's holdings.
Arguments:
- api_key
- experiment_id
- time_in: start of time interval
- time_end: end of time interval
- base: base currency
- resolution: the time resolution of the bars ('hour' or 'minute')
Simple Example
eid = 'test_market_order-'+str(uuid.uuid1())
purchase_date = datetime.datetime(2020,4,1,10)
## 1 Put some cash into this EID
transdat = pq.submit_transaction({
'experiment_id': eid,
'symbol': 'USDT',
'quantity': 1000000,
'value': 1000000,
'date': purchase_date,
'unit_price': 1.0,
'account_currency': 'USDT',
'type': 'algorithm',
'note': "Initial Cash Deposit",
#'do_not_update_holdings':True,
'api_key':api_key},remote=True)
from_symbol = 'USDT'
to_symbol = 'BTC'
to_quantity = 0.1
order_type = 'BUY'
purchase_date = datetime.datetime(2020,4,1,10)
limit_date = purchase_date + datetime.timedelta(days=1)
dat = pq.submit_single_market_order({'from_symbol':from_symbol,
'to_symbol': to_symbol,
'to_quantity': to_quantity,
'experiment_id':eid,
'type': order_type,
'purchase_date':purchase_date,
'tag':"test submit",
#'limit_value': None,
'limit_date': limit_date,
'symbol_discovery':'BINANCE',
#'market_price':None,
#'avg_fill_price':None,
#'market_status':None,
#'status':'simulated',
#'transaction_fee':min([proceeds*0.005,0.01*proceeds])*2,
#'transaction_ids':transaction_ids}
})
dat = pq.manage_experiment({'api_key':api_key,
'current_date':purchase_date+datetime.timedelta(hours=1),
'base_symbol':'USDT',
'symbol_discovery':'BINANCE',
'experiment_id':eid,},remote=True)
q = {'experiment_id':eid}
dat = pq.find_algorithm_single_orders(q,remote=True)
bars = pq.get_algorithm_bars( { 'api_key': api_key,
'experiment_id': eid,
'time_in': purchase_date,
'time_end': purchase_date + datetime.timedelta(hours=2),
'base': 'USDT',
'resolution': 'hour',
}
,remote=True)
Simple Example Output
Failure Examples
purchase_date = datetime.datetime(2020,4,1,10)
bars = pq.get_algorithm_bars( { 'api_key': api_key,
#'experiment_id': eid,
'time_in': purchase_date,
'time_end': purchase_date + datetime.timedelta(hours=2),
'base': 'USDT',
'resolution': 'hour',
}
,remote=True)
Failure Examples Output
Three Examples
eid = 'test_market_order-'+str(uuid.uuid1())
purchase_date = datetime.datetime(2020,4,1,10)
bars = pq.get_algorithm_bars( { 'api_key': api_key,
'experiment_id': eid,
'time_in': purchase_date,
'time_end': purchase_date + datetime.timedelta(hours=2),
'base': 'USDT',
#'resolution': 'hour',
}
,remote=True)
############################
eid = 'test_market_order-'+str(uuid.uuid1())
purchase_date = datetime.datetime(2020,4,1,10)
bars = pq.get_algorithm_bars( { 'api_key': api_key,
'experiment_id': eid,
'time_in': purchase_date,
'time_end': purchase_date + datetime.timedelta(hours=2),
#'base': 'USDT',
'resolution': 'hour',
}
,remote=True)
#################################
eid = 'test_market_order-'+str(uuid.uuid1())
purchase_date = datetime.datetime(2020,4,1,12)
bars = pq.get_algorithm_bars( { 'api_key': api_key,
'experiment_id': eid,
'time_in': purchase_date,
'time_end': purchase_date - datetime.timedelta(hours=2),
'base': 'USDT',
'resolution': 'hour',
}
,remote=True)