BinanceDataProvider

class qf_lib.data_providers.binance_dp.binance_data_provider.BinanceDataProvider(path: str, filename: str, tickers: Union[Ticker, Sequence[Ticker]], start_date: datetime, end_date: datetime, contract_ticker_mapper: BinanceContractTickerMapper, frequency: Frequency = Frequency.MIN_1)[source]

Bases: CSVDataProvider

Binance Data Provider that downloads data in the range from start_date to end_date. Particularly, the data provider can be used in live trading with end_date corresponding to current time. Downloaded data is saved in .csv format and then loaded into CSVDataProvider

Parameters:

  • path (str) – path to directory where the files should be saved

  • filename (str) – name of the file in which data should be saved e.g. Binance_data_{end_time.strftime(“%Y-%m-%d %H_%M_%S”)}.csv

  • tickers (Union[Ticker, Sequence[Ticker]]) – one or a list of tickers, used further to download the prices data

  • start_date (datetime) – beginning of the data in local time (it is automatically converted to UTC time used by binance)

  • end_date (datetime) – end of the data in local time (it is automatically converted to UTC time used by binance)

  • contract_ticker_mapper (BinanceContractTickerMapper) – object which contains a set of parameters for every ticker and allows to map a ticker onto a broker specific contract / ticker object that could be afterwards used while sending the Order.

  • frequency (Frequency = Frequency.MIN_1) – frequency of the data