Harwinder
7ccd8c4b04
Remove backtest.py, backtest_gpu.py, metrics.py, local CSV data, Dukascopy loader, and all backtest CLI modes from main.py. Rebalance engine weights: leading indicators (divergence, RSI, stochastic, BB) now carry 66% of signal weight vs 34% for lagging (EMA, MACD). Add ws_twelvedata.py for live tick streaming. Drop pyarrow and tqdm deps.
56 lines
1.5 KiB
Python
56 lines
1.5 KiB
Python
"""Live tick stream from Twelve Data WebSocket API."""
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import json
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import asyncio
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import websockets
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from datetime import datetime, timezone
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API_KEY = "f563b22ffdfd4924955decbe1a8c8701"
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WS_URL = f"wss://ws.twelvedata.com/v1/quotes/price?apikey={API_KEY}"
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SYMBOLS = ["EUR/USD", "GBP/USD", "USD/JPY"]
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async def stream_ticks():
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async with websockets.connect(WS_URL) as ws:
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subscribe = {
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"action": "subscribe",
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"params": {
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"symbols": ",".join(SYMBOLS),
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},
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}
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await ws.send(json.dumps(subscribe))
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print(f"Subscribed to: {', '.join(SYMBOLS)}")
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print("-" * 60)
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async for raw in ws:
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msg = json.loads(raw)
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if msg.get("event") == "subscribe-status":
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print(f"Status: {msg.get('status')} — {msg.get('message', '')}")
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continue
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if msg.get("event") == "heartbeat":
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continue
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if msg.get("event") == "price":
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ts = datetime.fromtimestamp(msg["timestamp"], tz=timezone.utc)
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symbol = msg["symbol"]
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price = msg["price"]
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print(f"{ts:%H:%M:%S} | {symbol:<8} | {price}")
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async def main():
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print(f"Connecting to Twelve Data WebSocket...")
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print(f"API key: ...{API_KEY[-6:]}")
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try:
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await stream_ticks()
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except KeyboardInterrupt:
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print("\nStopped.")
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except websockets.exceptions.ConnectionClosed as e:
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print(f"\nConnection closed: {e}")
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if __name__ == "__main__":
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asyncio.run(main())
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