1  import .LiveMode.Watchers.Fetch: fetch_ohlcv, propagate_ohlcv!, update_ohlcv!
 2  import .Processing.Data: load_ohlcv
 3  using .Exchanges: exchangeid, account
 4  using .Exchanges.ExchangeTypes: params
 5  
 6  function fetch_ohlcv(
 7      s::Strategy;
 8      sandbox=false,
 9      tf=s.config.min_timeframe,
10      pairs=(raw(a) for a in assets(s)),
11      fetch_kwargs...,
12  )
13      exc = getexchange!(exchangeid(s), params(exc); sandbox, account=account(exc))
14      tf_str = string(tf)
15      pairs_str = collect(pairs)
16      fetch_ohlcv(exc, tf_str, pairs_str; fetch_kwargs...)
17  end
18  
19  function load_ohlcv(
20      s::Strategy; tf=s.config.min_timeframe, pairs=(raw(a) for a in assets(s))
21  )
22      exc = exchange(s)
23      tf_str = string(tf)
24      pairs_str = collect(pairs)
25      Data.load_ohlcv(exc, pairs_str, tf_str)
26      fill!(s)
27  end
28  
29  function fetch_ohlcv!(s::Strategy)
30      @sync for ai in s.universe
31          @async begin
32              exc = exchange(ai)
33              sym = raw(ai)
34              v = fetch_ohlcv(exc, s.timeframe, sym, from=-2000)
35              ai.data[s.timeframe] = v[sym].data
36              propagate_ohlcv!(ai.data, raw(ai), exc)
37          end
38      end
39  end
40  
41  function update_ohlcv!(s::Strategy; kwargs...)
42      tf = s.timeframe
43      @sync for ai in s.universe
44          @async begin
45              exc = exchange(ai)
46              sym = raw(ai)
47              update_ohlcv!(ohlcv(ai, tf), sym, exc, tf; kwargs...)
48              propagate_ohlcv!(ai.data, sym, exc)
49          end
50      end
51  end