Hi, I tried to use the getHistoricalBar to retrieve past price data based on the tech docs, but it doesnt work, got some missing evt or mevt error.
"""
class AlgoEvent:
def __init__(self,mEvt):
pass
def start(self):
self.evt = AlgoAPI_Backtest.AlgoEvtHandler(self, mEvt)
self.evt.start()
def retrieve_data(self):
mkt_data = pd.DataFrame(columns = ['close_time', 'close_bid', 'close_ask','close_mid','open_mid','open_high','open_low','close_mid','volume'])
contract = {"instrument": 'BTCUSD'}
numOfBar = 105216
interval ='M15'
timestamp = datetime(2020,1,1,0,0,0)
res = self.evt.getHistoricalBar(contract, numOfBar, interval, timestamp)
for t in res:
mkt_data.append([res[t],res[t]['b'],res[t]['a'],res[t]['m'],res[t]['o'],res[t]['h'],res[t]['l'],res[t]['c'],res[t]['v']])
return mkt_data
"""
Tried to do another way but it also didnt work. Can someone help me with this?
Another way i tried:
"""
def retrieve_data():
mkt_data = pd.DataFrame(columns = ['close_time', 'close_bid', 'close_ask','close_mid','open_mid','open_high','open_low','close_mid','volume'])
contract = {"instrument": 'BTCUSD'}
numOfBar = 105216
interval ='M15'
timestamp = datetime(2020,1,1,0,0,0)
res = AlgoAPI_Backtest.AlgoEvtHandler().start(mEvt).getHistoricalBar(contract, numOfBar, interval, timestamp)
for t in res:
mkt_data.append([res[t],res[t]['b'],res[t]['a'],res[t]['m'],res[t]['o'],res[t]['h'],res[t]['l'],res[t]['c'],res[t]['v']])
return mkt_data
"""
