Stream processing classes #65
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hootnot
commented
Feb 8, 2017
hootnot
commented
- factory class to generate candle records from a V20 pricing stream
- remove granularity_to_time and made it available in contrib/util - recordtype property - secs2time private
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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? |
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@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). |
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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 ***@***.***> 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).
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