exchange.SetData

The exchange.SetData() function is used to set data loaded during strategy runtime.

    
    
    
exchange.SetData(key, value)

Examples

The data format of the required parameter value is shown as the data variable in the following example. You can see that the timestamp 1579622400000 corresponds to the time 2020-01-22 00:00:00. After the strategy program runs to this time, before the next data timestamp 1579708800000 (i.e., time 2020-01-23 00:00:00), when calling the exchange.GetData() function to retrieve data, it will always get the content of the data [1579622400000, 123]. As the program continues to run and time progresses, data is retrieved sequentially in this manner.

In the following example, when running (backtesting or live trading), when the current moment reaches or exceeds the timestamp 1579795200000, calling the exchange.GetData() function returns: {"Time":1579795200000,"Data":["abc",123,{"price":123}]}. Where "Time":1579795200000 corresponds to 1579795200000 in the data [1579795200000, ["abc", 123, {"price": 123}]]. "Data":["abc",123,{"price":123}] corresponds to ["abc", 123, {"price": 123}] in the data [1579795200000, ["abc", 123, {"price": 123}]].

    javascript
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
function main() {
    var data = [
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ]
    exchange.SetData("test", data)
    while(true) {
        Log(exchange.GetData("test"))
        Sleep(1000)
    }
}

    python
    
    
'''backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
'''

def main():
    data = [
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ]
    exchange.SetData("test", data)
    while True:
        Log(exchange.GetData("test"))
        Sleep(1000)

    c++
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/

void main() {
    json data = R"([
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ])"_json;

    exchange.SetData("test", data);
    while(true) {
        Log(exchange.GetData("test"));
        Sleep(1000);
    }
}

Returns

Arguments

See Also

Remarks

The loaded data can be any economic indicators, industry data, related indices, etc., used for quantitative analysis of all quantifiable information in strategies.