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def onPending(tickers): | |
for ticker in tickers: | |
d_time = datetime.datetime.utcnow() - ticker.time.replace(tzinfo=None) | |
print(d_time.total_seconds(), datetime.datetime.utcnow(), ticker.time, ticker.marketPrice()) | |
0.000197 2018-08-28 13:01:55.538025 2018-08-28 13:01:55.537808+00:00 1.2928700000000002 | |
0.000697 2018-08-28 13:01:55.538526 2018-08-28 13:01:55.537808+00:00 1.29088 |
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2018-08-28 12:13:12.595505 | |
AUD.CAD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.424882 0.95026 *** | |
AUD.NZD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.530424 1.09545 *** | |
AUD.USD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.527748 0.73544 *** | |
CAD.CHF-CASH-IDEALPRO_tick 2018-08-28 12:13:08.693720 0.7551 *** | |
CAD.JPY-CASH-IDEALPRO_tick 2018-08-28 12:13:08.669510 85.936 *** | |
CHF.JPY-CASH-IDEALPRO_tick 2018-08-28 12:13:04.470377 113.802 *** | |
EUR.AUD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.291379 1.59258 *** | |
EUR.CAD-CASH-IDEALPRO_tick 2018-08-28 12:13:08.688057 1.51335 *** | |
EUR.CHF-CASH-IDEALPRO_tick 2018-08-28 12:13:08.311837 1.14277 *** |
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2018-08-28 11:30:35.884373 | |
AUD.CAD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.010730 0.95016 *** | |
AUD.NZD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.014552 1.09518 --- | |
AUD.USD-CASH-IDEALPRO_tick 2018-08-28 11:30:34.992353 0.73443 *** | |
2018-08-28 11:30:35.885761 | |
AUD.CAD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.010730 0.95016 *** | |
AUD.NZD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.014552 1.09518 *** | |
AUD.USD-CASH-IDEALPRO_tick 2018-08-28 11:30:35.018213 0.73444 --- |
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import datetime | |
import backtrader as bt | |
import pytz | |
import pandas as pd | |
from utils.constants import getIBFX | |
class TickerStrat(bt.Strategy): |