logging
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@ -11,6 +11,13 @@ import statistics
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from credentials import get_credentials
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from credentials import get_credentials
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from threading import Thread
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from threading import Thread
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def write_to_log(message):
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'''
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Writes a message to the log file
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'''
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with open("log.txt", "a") as f:
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f.write(message)
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def yang_zhang(candles):
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def yang_zhang(candles):
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'''
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'''
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@ -128,13 +135,13 @@ def fetch_data(broker: str, pair_list: list, timeframe: str, samples: int):
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try:
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try:
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data = exchange.fetch_ohlcv(pair,timeframe=timeframe,limit=samples)
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data = exchange.fetch_ohlcv(pair,timeframe=timeframe,limit=samples)
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except Exception as e:
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except Exception as e:
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print(e)
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write_to_log(str(e))
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continue
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continue
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try:
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try:
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parkinson_volatility = parkinson(data)
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parkinson_volatility = parkinson(data)
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yangzhang_volatility = yang_zhang(data)
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yangzhang_volatility = yang_zhang(data)
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except Exception as e:
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except Exception as e:
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print(e)
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write_to_log(str(e))
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continue
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continue
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for item in data:
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for item in data:
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trading_volume += item[4]*item[5]
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trading_volume += item[4]*item[5]
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