bitcoincharts – Bitcoin Charts reference¶

Feeds¶

class pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed(timezone=None, maxLen=None)¶

A BarFeed that builds bars from a Historic Trade Data CSV file as described in http://www.bitcoincharts.com/about/markets-api/. Files can be downloaded from http://api.bitcoincharts.com/v1/csv/.

Parameters:

timezone (A pytz timezone.) – An optional default timezone to use to localize bars. By default bars are loaded in UTC.
maxLen (int.) – The maximum number of values that the pyalgotrade.dataseries.bards.BarDataSeries will hold. If not None, it must be greater than 0. Once a bounded length is full, when new items are added, a corresponding number of items are discarded from the opposite end. If None then dataseries.DEFAULT_MAX_LEN is used.

Note

A pyalgotrade.bar.Bar instance will be created for every trade, so open, high, low and close values will all be the same.
Files must be sorted with the unixtime column in ascending order.

addBarsFromCSV(path, instrument='BTC', timezone=None, fromDateTime=None, toDateTime=None)¶

Loads bars from a trades CSV formatted file.

Parameters:

path (string.) – The path to the file.
instrument (string.) – The instrument identifier.
timezone (A pytz timezone.) – An optional timezone to use to localize bars. By default bars are loaded in UTC.
fromDateTime (datetime.datetime.) – An optional datetime to use to filter bars to load. If supplied only those bars whose datetime is greater than or equal to fromDateTime are loaded.
toDateTime (datetime.datetime.) – An optional datetime to use to filter bars to load. If supplied only those bars whose datetime is lower than or equal to toDateTime are loaded.

Note