Roll Back Update + Improvements

Some improvements to the import structure since I have changed where the modules are located. Also rolled back Ed's most recent commit as it broke market orders on Bitmex for me.
tsuga · Aug 5, 2018 · 6039e82 · 6039e82
1 parent 1dc6e07
commit 6039e82
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Showing 5 changed files with 8 additions and 5 deletions.
diff --git a/bt-ccxt/__init__.py b/bt-ccxt/__init__.py
diff --git a/ccxtbt/__init__.py b/ccxtbt/__init__.py
@@ -0,0 +1,3 @@
+from .ccxtbroker import *
+from .ccxtfeed import *
+from .ccxtstore import *
diff --git a/bt-ccxt/ccxtbroker.py → ccxtbt/ccxtbroker.py b/bt-ccxt/ccxtbroker.py → ccxtbt/ccxtbroker.py
@@ -24,15 +24,15 @@
 from backtrader.position import Position
 from backtrader import BrokerBase, OrderBase, Order
 from backtrader.utils.py3 import queue
-from backtrader.stores.ccxtstore import CCXTStore
+from .ccxtstore import CCXTStore
 
 class CCXTOrder(OrderBase):
  def __init__(self, owner, data, ccxt_order):
  self.owner = owner
  self.data = data
  self.ccxt_order = ccxt_order
- self.ordtype = self.Buy if ccxt_order['info']['side'] == 'buy' else self.Sell
- self.size = float(ccxt_order['info']['original_amount']
+ self.ordtype = self.Buy if ccxt_order['side'] == 'buy' else self.Sell
+ self.size = float(ccxt_order['amount'])
 
  super(CCXTOrder, self).__init__()
 

diff --git a/bt-ccxt/ccxtfeed.py → ccxtbt/ccxtfeed.py b/bt-ccxt/ccxtfeed.py → ccxtbt/ccxtfeed.py
@@ -26,10 +26,10 @@
 from datetime import datetime
 import backtrader as bt
 from backtrader.feed import DataBase
-from backtrader.stores.ccxtstore import CCXTStore
+from .ccxtstore import CCXTStore
 import time
 
-class CCXT(DataBase):
+class CCXTFeed(DataBase):
  """
  CryptoCurrency eXchange Trading Library Data Feed.
  Params:

diff --git a/bt-ccxt/ccxtstore.py → ccxtbt/ccxtstore.py b/bt-ccxt/ccxtstore.py → ccxtbt/ccxtstore.py