Import historical data
Overview
This feature allows you to import historical data (tickers you selected) in Cassandre database, so you can initialise your strategy.
Data file & format
At startup, Cassandre will search for all files starting with tickers-to-import and ending with csv.
This is how the file must be formatted:
CURRENCY_PAIR,OPEN,LAST,BID,ASK,HIGH,LOW,VWAP,VOLUME,QUOTE_VOLUME,BID_SIZE,ASK_SIZE,TIMESTAMP
"BTC/USDT","0.00000001","0.00000002","0.00000003","0.00000004","0.00000005","0.00000006","0.00000007","0.00000008","0.00000009","0.00000010","0.00000011",1508546000
"BTC/USDT","1.00000001","1.00000002","1.00000003","1.00000004","1.00000005","1.00000006","1.00000007","1.00000008","1.00000009","1.00000010","1.00000011",1508446000
"ETH/USDT","2.00000001","2.00000002","2.00000003","2.00000004","2.00000005","2.00000006","2.00000007","2.00000008","2.00000009","2.00000010","2.00000011",1508346000
When to initialize data?
In you strategy, you should implement the initialize() method. This method is executed by Cassandre before any other data (tickers, orders, trades...) is pushed to the strategy.
Access your data in your strategy
In your strategy, you can access the data with two methods: