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Tanut LertwarachaiTanut Lertwarachai
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add forex symbol
1 parent 2a5e430 commit 174cbc8

25 files changed

Lines changed: 172 additions & 3 deletions

.github/scripts/aggregate_signals.py

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@@ -19,8 +19,8 @@ def main(input_path: str, output_path: str):
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print(f"Missing {d}.yaml")
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exit(1)
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signal_ids: dict[str, OrderedDict] = defaultdict(OrderedDict)
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for root, _, files in iter_:
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signal_ids: dict[str, OrderedDict] = defaultdict(OrderedDict)
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prefix = root.split('/')[-1]
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for file in sorted(files):
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with open(os.path.join(root, file), 'r') as f:
@@ -33,8 +33,8 @@ def main(input_path: str, output_path: str):
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if not os.path.exists(output_path):
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os.makedirs(output_path)
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with open(f"{output_path}/registry.json", 'w') as f:
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json.dump(signal_ids, f, indent=4)
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with open(f"{output_path}/registry.json", 'w') as f:
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json.dump(signal_ids, f, indent=4)
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if __name__ == '__main__':

signals/FS.yaml

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@@ -0,0 +1,8 @@
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processor:
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function: weighted_median
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params:
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source_weights:
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band/fieldfare: 1
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band/owlet: 1
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band/xenops: 1
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minimum_cumulative_weight: 1

signals/FS/AUD-USD.yaml

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sources:
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- source_id: band/fieldfare
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id: FS:AUD-USD
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- source_id: band/owlet
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id: FS:AUD-USD
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- source_id: band/xenops
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id: FS:AUD-USD

signals/FS/BRL-USD.yaml

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sources:
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- source_id: band/fieldfare
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id: FS:BRL-USD
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- source_id: band/owlet
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id: FS:BRL-USD
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- source_id: band/xenops
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id: FS:BRL-USD

signals/FS/CAD-USD.yaml

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sources:
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- source_id: band/fieldfare
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id: FS:CAD-USD
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- source_id: band/owlet
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id: FS:CAD-USD
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- source_id: band/xenops
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id: FS:CAD-USD

signals/FS/CHF-USD.yaml

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sources:
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- source_id: band/fieldfare
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id: FS:CHF-USD
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- source_id: band/owlet
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id: FS:CHF-USD
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- source_id: band/xenops
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id: FS:CHF-USD

signals/FS/CNY-USD.yaml

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@@ -0,0 +1,7 @@
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sources:
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- source_id: band/fieldfare
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id: FS:CNY-USD
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- source_id: band/owlet
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id: FS:CNY-USD
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- source_id: band/xenops
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id: FS:CNY-USD

signals/FS/CZK-USD.yaml

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sources:
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- source_id: band/fieldfare
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id: FS:CZK-USD
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- source_id: band/owlet
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id: FS:CZK-USD
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- source_id: band/xenops
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id: FS:CZK-USD

signals/FS/EUR-USD.yaml

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@@ -0,0 +1,7 @@
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sources:
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- source_id: band/fieldfare
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id: FS:EUR-USD
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- source_id: band/owlet
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id: FS:EUR-USD
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- source_id: band/xenops
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id: FS:EUR-USD

signals/FS/GBP-USD.yaml

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sources:
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- source_id: band/fieldfare
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id: FS:GBP-USD
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- source_id: band/owlet
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id: FS:GBP-USD
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- source_id: band/xenops
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id: FS:GBP-USD

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