From f52173b0b4a23bdf39f38f6d19ed4aa92a562d18 Mon Sep 17 00:00:00 2001 From: Peter Dekkers Date: Sat, 1 Jun 2024 07:17:48 +0200 Subject: [PATCH] Renamed some tests --- samples/alpaca_feed.py | 15 +++++++-------- ...test_alpaca2.py => forwardtest_alpaca_bars.py} | 0 ...est_alpaca.py => forwardtest_alpaca_trades.py} | 0 3 files changed, 7 insertions(+), 8 deletions(-) rename samples/{forwardtest_alpaca2.py => forwardtest_alpaca_bars.py} (100%) rename samples/{forwardtest_alpaca.py => forwardtest_alpaca_trades.py} (100%) diff --git a/samples/alpaca_feed.py b/samples/alpaca_feed.py index 85d383e..42e1a16 100644 --- a/samples/alpaca_feed.py +++ b/samples/alpaca_feed.py @@ -1,21 +1,20 @@ # %% -from datetime import timedelta -from roboquant.feeds import AggregatorFeed, get_sp500_symbols +from roboquant.feeds import get_sp500_symbols from roboquant.alpaca import AlpacaLiveFeed +from roboquant import Timeframe # %% -alpaca_feed = AlpacaLiveFeed() +feed = AlpacaLiveFeed() stocks = get_sp500_symbols()[:30] -alpaca_feed.subscribe_quotes(*stocks) +feed.subscribe_quotes(*stocks) # alpaca_feed.subscribe_bars(*stocks) # feed.subscribe_trades("BTC/USD", "ETH/USD") # feed.subscribe("SPXW240312C05190000") -feed = AggregatorFeed(alpaca_feed, timedelta(seconds=15), price_type="quote") - -channel = feed.play_background() +timeframe = Timeframe.next(minutes=1) +channel = feed.play_background(timeframe) while event := channel.get(): - print(event.items) + print(event.time, event.items) diff --git a/samples/forwardtest_alpaca2.py b/samples/forwardtest_alpaca_bars.py similarity index 100% rename from samples/forwardtest_alpaca2.py rename to samples/forwardtest_alpaca_bars.py diff --git a/samples/forwardtest_alpaca.py b/samples/forwardtest_alpaca_trades.py similarity index 100% rename from samples/forwardtest_alpaca.py rename to samples/forwardtest_alpaca_trades.py