diff --git a/README.md b/README.md index aa9e75c..8ea41f4 100644 --- a/README.md +++ b/README.md @@ -22,4 +22,23 @@ script the following command > python setup.py install or you can use pip to install the howtrader. -> pip install git+https://github.com/ramoslin02/howtrader.git \ No newline at end of file +> pip install git+https://github.com/ramoslin02/howtrader.git + + +# 使用 Usage +你需要在项目下面创建一个文件夹加，howtrader, 这个主要是存放一些日记和配置文件的信息。 +如果不不知道配置文件如何配置，你可以启动examples文件目录下面的main_window.py文件，就可以看到其下面的一些日志和配置文件信息了。 + +1. firstly you need to create a folder(howtrader) at your project, at + this folder, there are log file or configuration file. If you're not + sure how to config, you can simply run the main_window.py at examples + folder, you can play with UI. +# 数据爬取 +howtrader可以通过data_manager的app直接下载数据，但是这个过程比较慢，适合少量数据的更新。 +如果你想批量获取数据，可以参考examples下面的download_data_demo2.py文件. + +you can download the data through data_manage app, but it's pretty slow, +it just designs for small piece of data updating and strategy data +warming. If you want to download the data as soon as possible, you can +try the download_data_demo2.py or download_data_demo1.py at examples +folder by using the multi-threads for speeding. diff --git a/example/backtest_demo.py b/examples/backtest_demo.py similarity index 100% rename from example/backtest_demo.py rename to examples/backtest_demo.py diff --git a/example/data_analysis/data_analysis.ipynb b/examples/data_analysis/data_analysis.ipynb similarity index 100% rename from example/data_analysis/data_analysis.ipynb rename to examples/data_analysis/data_analysis.ipynb diff --git a/example/data_analysis/data_analysis.py b/examples/data_analysis/data_analysis.py similarity index 100% rename from example/data_analysis/data_analysis.py rename to examples/data_analysis/data_analysis.py diff --git a/example/download_data.py b/examples/download_data_demo1.py similarity index 57% rename from example/download_data.py rename to examples/download_data_demo1.py index 330fada..d9d63cf 100644 --- a/example/download_data.py +++ b/examples/download_data_demo1.py @@ -8,6 +8,7 @@ from howtrader.trader.engine import MainEngine from howtrader.gateway.binances import BinancesGateway +from howtrader.gateway.binance import BinanceGateway from howtrader.gateway.binances.binances_gateway import BinancesRestApi from howtrader.trader.object import Exchange, Interval from tzlocal import get_localzone @@ -15,26 +16,32 @@ from howtrader.trader.database import database_manager from threading import Thread - SETTINGS["log.active"] = True SETTINGS["log.level"] = INFO SETTINGS["log.console"] = True - binances_setting = { - "key": "", - "secret": "", - "会话数": 3, - "服务器": "REAL", - "合约模式": "正向", - "代理地址": "", - "代理端口": 0, - } + "key": "", + "secret": "", + "会话数": 3, + "服务器": "REAL", + "合约模式": "正向", + "代理地址": "", + "代理端口": 0, +} + +binance_setting = { + "key": "", + "secret": "", + "session_number": 3, + "proxy_host": "", + "proxy_port": 0 +} def request1(): - start = datetime(2020, 11, 13, tzinfo=get_localzone()) - end = datetime(2020, 11, 14, tzinfo=get_localzone()) + start = datetime(2020, 10, 1, tzinfo=get_localzone()) + end = datetime(2020, 10, 2, tzinfo=get_localzone()) req = HistoryRequest( symbol=symbol, exchange=exchange, @@ -45,10 +52,14 @@ def request1(): data = gate_way.query_history(req) + print(data) + if data: database_manager.save_bar_data(data) + def request2(): + print("start2") start = datetime(2020, 11, 12, tzinfo=get_localzone()) end = datetime(2020, 11, 13, tzinfo=get_localzone()) req = HistoryRequest( @@ -60,39 +71,40 @@ def request2(): ) data = gate_way.query_history(req) - if data: - database_manager.save_bar_data(data) + print("start12_end13", data) if __name__ == "__main__": - + """ + for crawling data from Binance exchange. + """ SETTINGS["log.file"] = True event_engine = EventEngine() main_engine = MainEngine(event_engine) - main_engine.add_gateway(BinancesGateway) - - main_engine.connect(binances_setting, "BINANCES") + main_engine.add_gateway(BinanceGateway) # spot + # main_engine.add_gateway(BinancesGateway) # future + main_engine.connect(binance_setting, "BINANCE") # spot + # main_engine.connect(binances_setting, "BINANCES") # future sleep(3) - main_engine.write_log("连接BINANCES接口") - - gate_way = main_engine.get_gateway("BINANCES") - + main_engine.write_log("连接BINANCE接口") # spot + # main_engine.write_log("连接BINANCES接口") # future + gate_way = main_engine.get_gateway("BINANCE") # spot + # gate_way = main_engine.get_gateway("BINANCES") # future print(gate_way) - symbol = "BTCUSDT" + symbol = "btcusdt" # spot for lower case while the future will be upper case. exchange = Exchange.BINANCE # binance. - interval = Interval.MINUTE # minute t1 = Thread(target=request1) - t2 = Thread(target=request2) + # t2 = Thread(target=request2) t1.start() - t2.start() + # t2.start() diff --git a/examples/download_data_demo2.py b/examples/download_data_demo2.py new file mode 100644 index 0000000..874f16a --- /dev/null +++ b/examples/download_data_demo2.py @@ -0,0 +1,169 @@ +""" +we use the ccxt to crawl data then save it to csv file. +you need to install ccxt by running firstly: + +""" + +import pandas as pd +import time +from datetime import datetime +import requests +import pytz +from howtrader.trader.database import database_manager + +pd.set_option('expand_frame_repr', False) # +from howtrader.trader.object import BarData, Interval, Exchange + +BINANCE_SPOT_LIMIT = 1000 +BINANCE_FUTURE_LIMIT = 1500 + +CHINA_TZ = pytz.timezone("Asia/Shanghai") +from threading import Thread + + +def generate_datetime(timestamp: float) -> datetime: + """ + :param timestamp: + :return: + """ + dt = datetime.fromtimestamp(timestamp / 1000) + dt = CHINA_TZ.localize(dt) + return dt + + +def get_binance_data(symbol: str, exchanges: str, start_time: str, end_time: str): + """ + 爬取币安交易所的数据 + :param symbol: BTCUSDT. + :param exchanges: 现货、USDT合约, 或者币币合约. + :param start_time: 格式如下:2020-1-1 或者2020-01-01 + :param end_time: 格式如下:2020-1-1 或者2020-01-01 + :return: + """ + + api_url = '' + save_symbol = symbol + gate_way = 'BINANCES' + + if exchanges == 'spot': + print("spot") + limit = BINANCE_SPOT_LIMIT + save_symbol = symbol.lower() + gate_way = 'BINANCE' + api_url = f'https://api.binance.com/api/v3/klines?symbol={symbol}&interval=1m&limit={limit}' + + elif exchanges == 'future': + print('future') + limit = BINANCE_FUTURE_LIMIT + api_url = f'https://fapi.binance.com/fapi/v1/klines?symbol={symbol}&interval=1m&limit={limit}' + + elif exchanges == 'coin_future': + print("coin_future") + limit = BINANCE_FUTURE_LIMIT + f'https://dapi.binance.com/dapi/v1/klines?symbol={symbol}&interval=1m&limit={limit}' + pass + + else: + raise Exception('交易所名称请输入以下其中一个：spot, future, coin_future') + + start_time = int(datetime.strptime(start_time, '%Y-%m-%d').timestamp() * 1000) + end_time = int(datetime.strptime(end_time, '%Y-%m-%d').timestamp() * 1000) + + while True: + try: + print(start_time) + url = f'{api_url}&startTime={start_time}' + print(url) + + data = requests.get(url=url).json() + + """ + [ + [ + 1591258320000, // 开盘时间 + "9640.7", // 开盘价 + "9642.4", // 最高价 + "9640.6", // 最低价 + "9642.0", // 收盘价(当前K线未结束的即为最新价) + "206", // 成交量 + 1591258379999, // 收盘时间 + "2.13660389", // 成交额(标的数量) + 48, // 成交笔数 + "119", // 主动买入成交量 + "1.23424865", // 主动买入成交额(标的数量) + "0" // 请忽略该参数 + ] + + """ + + buf = [] + + for l in data: + bar = BarData( + symbol=save_symbol, + exchange=Exchange.BINANCE, + datetime=generate_datetime(l[0]), + interval=Interval.MINUTE, + volume=float(l[5]), + open_price=float(l[1]), + high_price=float(l[2]), + low_price=float(l[3]), + close_price=float(l[4]), + gateway_name=gate_way + ) + buf.append(bar) + + database_manager.save_bar_data(buf) + + # 到结束时间就退出, 后者收盘价大于当前的时间. + if (data[-1][0] > end_time) or data[-1][6] >= (int(time.time() * 1000) - 60 * 1000): + break + + start_time = data[-1][0] + + except Exception as error: + print(error) + time.sleep(10) + + +def download_spot(): + """ + 下载现货数据的方法. + :return: + """ + t1 = Thread(target=get_binance_data, args=('BTCUSDT', 'spot', "2018-1-1", "2019-1-1")) + + t2 = Thread(target=get_binance_data, args=('BTCUSDT', 'spot', "2019-1-1", "2020-1-1")) + + t3 = Thread(target=get_binance_data, args=('BTCUSDT', 'spot', "2020-1-1", "2020-11-16")) + + t1.start() + t2.start() + t3.start() + + t1.join() + t2.join() + t3.join() + + +def download_future(): + """ + 下载合约数据的方法。 + :return: + """ + t1 = Thread(target=get_binance_data, args=('BTCUSDT', 'future', "2019-9-10", "2020-3-1")) + t2 = Thread(target=get_binance_data, args=('BTCUSDT', 'future', "2019-3-1", "2020-11-16")) + + t1.start() + t2.start() + + t1.join() + t2.join() + + +if __name__ == '__main__': + # download_spot() # 下载现货的数据. + + download_future() # 下载合约的数据 + + diff --git a/example/main_window.py b/examples/main_window.py similarity index 100% rename from example/main_window.py rename to examples/main_window.py diff --git a/example/no_ui.py b/examples/no_ui.py similarity index 100% rename from example/no_ui.py rename to examples/no_ui.py diff --git a/example/portfolio_backtesting.py b/examples/portfolio_backtesting.py similarity index 100% rename from example/portfolio_backtesting.py rename to examples/portfolio_backtesting.py diff --git a/example/portfolio_backtesting_demo.py b/examples/portfolio_backtesting_demo.py similarity index 100% rename from example/portfolio_backtesting_demo.py rename to examples/portfolio_backtesting_demo.py diff --git a/example/spread_backtesting_demo.py b/examples/spread_backtesting_demo.py similarity index 100% rename from example/spread_backtesting_demo.py rename to examples/spread_backtesting_demo.py diff --git a/example/trade_by_trade.py b/examples/trade_by_trade.py similarity index 100% rename from example/trade_by_trade.py rename to examples/trade_by_trade.py