{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from vnpy.trader.constant import Exchange,Interval\n",
    "from data_analysis import DataAnalysis\n",
    "from datetime import datetime\n",
    "import matplotlib.pyplot as plt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "herramiento = DataAnalysis()\n",
    "herramiento.load_history(    \n",
    "    symbol=\"XBTUSD\", \n",
    "    exchange=Exchange.BITMEX, \n",
    "    interval=Interval.MINUTE, \n",
    "    start=datetime(2019, 9, 1), \n",
    "    end=datetime(2019, 10, 30),\n",
    "    rate = 8/10000,\n",
    "    index_3to1 = [\"ATR\",\"CCI\"],\n",
    "    index_1to1 = [\"STDDEV\",\"SMA\"],\n",
    "    index_2to2 = [\"AROON\"],\n",
    "    index_2to1 = [\"AROONOSC\"],\n",
    "    index_4to1 = [\"BOP\"],\n",
    "    window_index=30,\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "data = herramiento.base_analysis()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "herramiento.show_chart(data[:1500], boll_wide=2.8)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# 多时间周期分析\n",
    "intervals = [\"5min\",\"15min\",\"30min\",\"1h\",\"2h\",\"4h\"]\n",
    "herramiento.multi_time_frame_analysis(intervals=intervals)"
   ]
  }
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