Merge pull request #830 from whittlem/beta

Merging beta into main

.github/workflows/unit-tests.yml

@@ -17,10 +17,10 @@ jobs:
 
     steps:
     - uses: actions/checkout@v2
-    - name: Set up Python 3.9
+    - name: Set up Python 3.11
       uses: actions/setup-python@v2
       with:
-        python-version: 3.9
+        python-version: 3.11
     - name: Find typos with codespell
       uses: codespell-project/actions-codespell@master
       with:

examples/script-coinbase.py

@@ -10,11 +10,9 @@
 app1 = PyCryptoBot(exchange="coinbase")
 model1 = CBAuthAPI(app1.api_key, app1.api_secret, app1.api_url, app=app1)
 
-"""
 app2 = PyCryptoBot(exchange="coinbasepro")
 model2 = CAuthAPI(app2.api_key, app2.api_secret, app2.api_passphrase, app2.api_url, app=app2)
 model3 = CPublicAPI(app=app2)
-"""
 
 """ COINBASE"""
 # df = model1.get_accounts()
@@ -74,8 +72,8 @@
 print(df)
 
 """ COINBASE PRO"""
-# df = model3.get_historical_data("ADA-GBP", Granularity.ONE_HOUR)  # Coinbase Pro has this in the public API, Advanced Trade has this in the auth API
-# print(df)
+df = model3.get_historical_data("ADA-GBP", Granularity.ONE_HOUR)  # Coinbase Pro has this in the public API, Advanced Trade has this in the auth API
+print(df)
 
 
 """ COINBASE"""

models/config/binance_parser.py

@@ -2,6 +2,7 @@
 import json
 import os.path
 import re
+import sys
 
 from .default_parser import is_currency_valid, default_config_parse, merge_config_and_args
 
@@ -101,14 +102,21 @@ def parser(app, binance_config, args={}):
             app.api_key_file = binance_config["api_key_file"]
 
         if app.api_key_file is not None:
-            try:
-                with open(app.api_key_file, "r") as f:
-                    key = f.readline().strip()
-                    secret = f.readline().strip()
-                binance_config["api_key"] = key
-                binance_config["api_secret"] = secret
-            except Exception:
-                raise RuntimeError(f"Unable to read {app.api_key_file}")
+            if not os.path.isfile(app.api_key_file):
+                try:
+                    raise Exception(f"Unable to read {app.api_key_file}, please check the file exists and is readable. Remove it from the config file for test mode!\n")
+                except Exception as e:
+                    print(f"{type(e).__name__}: {e}")
+                    sys.exit(1)
+            else:
+                try:
+                    with open(app.api_key_file, "r") as f:
+                        key = f.readline().strip()
+                        secret = f.readline().strip()
+                    binance_config["api_key"] = key
+                    binance_config["api_secret"] = secret
+                except Exception:
+                    raise RuntimeError(f"Unable to read {app.api_key_file}")
 
         if "api_key" in binance_config and "api_secret" in binance_config and "api_url" in binance_config:
             # validates the api key is syntactically correct

models/config/coinbase_parser.py

@@ -2,6 +2,7 @@
 import json
 import os.path
 import re
+import sys
 
 from .default_parser import is_currency_valid, default_config_parse, merge_config_and_args
 from models.exchange.Granularity import Granularity
@@ -56,14 +57,21 @@ def parser(app, coinbase_config, args={}):
             app.api_key_file = coinbase_config["api_key_file"]
 
         if app.api_key_file is not None:
-            try:
-                with open(app.api_key_file, "r") as f:
-                    key = f.readline().strip()
-                    secret = f.readline().strip()
-                coinbase_config["api_key"] = key
-                coinbase_config["api_secret"] = secret
-            except Exception:
-                raise RuntimeError(f"Unable to read {app.api_key_file}")
+            if not os.path.isfile(app.api_key_file):
+                try:
+                    raise Exception(f"Unable to read {app.api_key_file}, please check the file exists and is readable. Remove \"api_key_file\" key from the config file for test mode!\n")
+                except Exception as e:
+                    print(f"{type(e).__name__}: {e}")
+                    sys.exit(1)
+            else:
+                try:
+                    with open(app.api_key_file, "r") as f:
+                        key = f.readline().strip()
+                        secret = f.readline().strip()
+                    coinbase_config["api_key"] = key
+                    coinbase_config["api_secret"] = secret
+                except Exception:
+                    raise RuntimeError(f"Unable to read {app.api_key_file}")
 
         if "api_url" in coinbase_config["config"]:
             coinbase_config["api_url"] = coinbase_config["config"]["api_url"]

models/config/coinbase_pro_parser.py

@@ -2,6 +2,7 @@
 import json
 import os.path
 import re
+import sys
 
 from .default_parser import is_currency_valid, default_config_parse, merge_config_and_args
 from models.exchange.Granularity import Granularity
@@ -57,16 +58,23 @@ def parser(app, coinbase_config, args={}):
             app.api_key_file = coinbase_config["api_key_file"]
 
         if app.api_key_file is not None:
-            try:
-                with open(app.api_key_file, "r") as f:
-                    key = f.readline().strip()
-                    secret = f.readline().strip()
-                    password = f.readline().strip()
-                coinbase_config["api_key"] = key
-                coinbase_config["api_secret"] = secret
-                coinbase_config["api_passphrase"] = password
-            except Exception:
-                raise RuntimeError(f"Unable to read {app.api_key_file}")
+            if not os.path.isfile(app.api_key_file):
+                try:
+                    raise Exception(f"Unable to read {app.api_key_file}, please check the file exists and is readable. Remove \"api_key_file\" key from the config file for test mode!\n")
+                except Exception as e:
+                    print(f"{type(e).__name__}: {e}")
+                    sys.exit(1)
+            else:
+                try:
+                    with open(app.api_key_file, "r") as f:
+                        key = f.readline().strip()
+                        secret = f.readline().strip()
+                        password = f.readline().strip()
+                    coinbase_config["api_key"] = key
+                    coinbase_config["api_secret"] = secret
+                    coinbase_config["api_passphrase"] = password
+                except Exception:
+                    raise RuntimeError(f"Unable to read {app.api_key_file}")
 
         if "api_key" in coinbase_config and "api_secret" in coinbase_config and "api_passphrase" in coinbase_config and "api_url" in coinbase_config:
 

models/config/kucoin_parser.py

@@ -60,16 +60,23 @@ def parser(app, kucoin_config, args={}):
             app.api_key_file = kucoin_config["api_key_file"]
 
         if app.api_key_file is not None:
-            try:
-                with open(app.api_key_file, "r") as f:
-                    key = f.readline().strip()
-                    secret = f.readline().strip()
-                    password = f.readline().strip()
-                kucoin_config["api_key"] = key
-                kucoin_config["api_secret"] = secret
-                kucoin_config["api_passphrase"] = password
-            except Exception:
-                raise RuntimeError(f"Unable to read {app.api_key_file}")
+            if not os.path.isfile(app.api_key_file):
+                try:
+                    raise Exception(f"Unable to read {app.api_key_file}, please check the file exists and is readable. Remove \"api_key_file\" key from the config file for test mode!\n")
+                except Exception as e:
+                    print(f"{type(e).__name__}: {e}")
+                    sys.exit(1)
+            else:
+                try:
+                    with open(app.api_key_file, "r") as f:
+                        key = f.readline().strip()
+                        secret = f.readline().strip()
+                        password = f.readline().strip()
+                    kucoin_config["api_key"] = key
+                    kucoin_config["api_secret"] = secret
+                    kucoin_config["api_passphrase"] = password
+                except Exception:
+                    raise RuntimeError(f"Unable to read {app.api_key_file}")
 
         if "api_key" in kucoin_config and "api_secret" in kucoin_config and "api_passphrase" in kucoin_config and "api_url" in kucoin_config:
             # validates the api key is syntactically correct

models/exchange/coinbase/api.py

@@ -740,6 +740,22 @@ def get_historical_data(
             df["close"] = df["close"].astype(float)
             df["volume"] = df["volume"].astype(float)
 
+            # create a full range of requested interval
+            full_range = pd.date_range(start=df.index[0], end=df.index[-1], freq=freq)
+
+            # re-index the dataframe using the full range
+            df = df.reindex(full_range)
+
+            # fill missing values and forward-fill the price columns and set volume to 0 for missing rows.
+            df["open"].fillna(method="ffill", inplace=True)
+            df["high"].fillna(method="ffill", inplace=True)
+            df["low"].fillna(method="ffill", inplace=True)
+            df["close"].fillna(method="ffill", inplace=True)
+            df["volume"].fillna(0, inplace=True)
+            df["market"] = market
+            df["granularity"] = granularity.to_integer
+            df["date"] = df.index
+
             # reset pandas dataframe index
             df.reset_index()