kobusjoubert / oanda_data

Download candle data from Oanda to be used for backtesting through the Oanda Trader user interface.

OandaData

Download candle data from Oanda to be used for backtesting through the Oanda Trader user interface.

Usage

Set your AWS account environment variables AWS_ACCESS_KEY_ID and AWS_SECRET_ACCESS_KEY for writing to AWS S3 buckets.

Update the OANDA_ACCOUNT constant in class DataUpdate to your Oanda account ID to be used to download candles from.

Backtesting

Download instrument candles

for i in 1.100
  begin
    DataUpdate.new(instrument: 'EUR_USD', granularity: 'H4', back: i).update_candles
  rescue Exception => e
    if e.message.include?('No candles returned')
      p 'Weekend...'
    else
      p "Exception at #{i}: #{e}"
    end
  end
end

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/kobusjoubert/oanda_data.