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Stream processing classes

Open hootnot opened this issue 8 years ago • 6 comments

  • factory class to generate candle records from a V20 pricing stream

hootnot avatar Feb 08 '17 18:02 hootnot

Coverage Status

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

coveralls avatar Feb 25 '17 12:02 coveralls

Coverage Status

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

coveralls avatar Feb 25 '17 13:02 coveralls

Coverage Status

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

coveralls avatar Feb 25 '17 13:02 coveralls

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?

carlitoselmago avatar Sep 17 '18 13:09 carlitoselmago

@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).

hootnot avatar Sep 17 '18 13:09 hootnot

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 [email protected] 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 .

carlitoselmago avatar Sep 17 '18 15:09 carlitoselmago