Refactor data sources

Author: MDUYN

examples/crossover_moving_average_trading_bot/algorithm/strategy.py

@@ -2,6 +2,9 @@
 
 from investing_algorithm_framework import TimeUnit, TradingStrategy, \
     Algorithm, OrderSide
+from .data_sources import bitvavo_btc_eur_ohlcv_2h, bitvavo_btc_eur_ticker, \
+    bitvavo_dot_eur_ticker, bitvavo_dot_eur_ohlcv_2h
+
 
 """
 This strategy is based on the golden cross strategy. It will buy when the
@@ -49,10 +52,10 @@ class CrossOverStrategy(TradingStrategy):
     time_unit = TimeUnit.HOUR
     interval = 2
     market_data_sources = [
-        "BTC/EUR-ohlcv",
-        "DOT/EUR-ohlcv",
-        "BTC/EUR-ticker",
-        "DOT/EUR-ticker"
+        bitvavo_dot_eur_ticker,
+        bitvavo_dot_eur_ohlcv_2h,
+        bitvavo_btc_eur_ticker,
+        bitvavo_btc_eur_ohlcv_2h
     ]
     symbols = ["BTC/EUR", "DOT/EUR"]
 

examples/crossover_moving_average_trading_bot/backtesting.py

@@ -5,7 +5,7 @@
     bitvavo_dot_eur_ohlcv_2h, bitvavo_dot_eur_ticker, bitvavo_btc_eur_ticker
 from app import app
 from investing_algorithm_framework import PortfolioConfiguration, \
-    pretty_print_backtest
+    pretty_print_backtest, BacktestDateRange
 
 app.add_algorithm(algorithm)
 app.add_market_data_source(bitvavo_btc_eur_ohlcv_2h)
@@ -26,10 +26,13 @@
 if __name__ == "__main__":
     end_date = datetime(2023, 12, 2)
     start_date = end_date - timedelta(days=100)
+    date_range = BacktestDateRange(
+        start_date=start_date,
+        end_date=end_date
+    )
     backtest_report = app.run_backtest(
         algorithm=algorithm,
-        start_date=start_date,
-        end_date=end_date,
+        backtest_date_range=date_range,
         pending_order_check_interval="2h",
     )
     pretty_print_backtest(backtest_report)