test_bundle.py 文件源码

def main_bundle_to_csv(self):
        exchange_name = 'poloniex'
        data_frequency = 'minute'

        exchange = get_exchange(exchange_name)
        asset = exchange.get_asset('eth_btc')

        start_dt = pd.to_datetime('2016-5-31', utc=True)
        end_dt = pd.to_datetime('2016-6-1', utc=True)
        self._bundle_to_csv(
            asset=asset,
            exchange_name=exchange.name,
            data_frequency=data_frequency,
            filename='{}_{}_{}'.format(
                exchange_name, data_frequency, asset.symbol
            ),
            start_dt=start_dt,
            end_dt=end_dt
        )