exchange = 'binance' # ccxt exchange
myccxt = MyCCXT(exchange)
df_ohlcv = myccxt.getOHLC(nbcandles=bt_nbcandles, ut=bt_ut, symbol=bt_coin) # récupération des candles
bt = Backtest(df_ohlcv, myStrategy, cash = 100000, commission=bt_fees, exclusive_orders=True) # Init backtesting

import sys
import ccxt
import pandas
import datetime
class MyCCXT:
 exchange = None
 maxcandles_one_time = 1000
 def __init__(self, exchange = 'bitmex'):
 print("CCXT : Run CCXT on ", exchange)
 exchange_class = getattr(ccxt, exchange)
 self.exchange = exchange_class(
 # {
 # 'apiKey': 'YOUR_API_KEY',
 # 'secret': 'YOUR_SECRET',
 # }
 )
 # self.exchange.verbose = True
 self.exchange.options['fetchOHLCVOpenTimestamp'] = False
 def getOHLC(self, nbcandles = 500, ut = '1h', symbol = 'BTC/USD'):
 
 orig_length = nbcandles
 candle_in_seconds = ccxt.Exchange.parse_timeframe(ut)* 1000
 # première demande de l'ohlc, elle peut suffir 
 a_ohlc = self.__subGetOHLC(nbcandles=nbcandles, ut=ut, symbol=symbol)
 print("Recevied {} candles".format(len(a_ohlc)))
 need_more_candle = False
 # On a déjà le bon nombre de candles ?
 if (len(a_ohlc) == orig_length):
 need_more_candle = False # oui, alors on est bon
 else: 
 need_more_candle = True
 
 global_ohlc = a_ohlc.copy()
 
 if need_more_candle :
 max_candles = len(a_ohlc)
 while True:
 length = orig_length - len(global_ohlc) # on a encore besoin de X candles
 # print("Besoin de {} candles".format(length))
 if (length == 0):
 break
 old_time = global_ohlc['Time'].iloc[0] # // le plus vieux timestamp reçu
 # print("OldTime {} ".format(old_time))
 step = min(length, max_candles)*(candle_in_seconds) #; // on remonte de length ou de max possible
 # print("On remonte de step : {} ".format(step))
 more_candle = min(length, max_candles+1)
 since=(old_time-step)
 # print("===> Ask for time END {}".format(self.exchange.ymdhms(old_time-step)))
 # print("===> Ask for time START {}".format(self.exchange.ymdhms(old_time)))
 # print("Since {} ".format(since))
 a_ohlc = self.__subGetOHLC(since = since, nbcandles = more_candle, ut = ut, symbol = symbol)
 # print("Recevied {} ".format(len(a_ohlc)))
 global_ohlc = pandas.concat([global_ohlc, a_ohlc])
 # print("TOTAL Recevied {} ".format(len(global_ohlc)))
 # // sort by timestamp
 # print("Sorting")
 global_ohlc.sort_values(by=['Time'], inplace=True)
 global_ohlc.drop_duplicates(inplace=True)
 print("We Are at {} candles, ask for more {} candles".format(len(global_ohlc), more_candle))
 if (length < 0):
 print("break {} ".format(length))
 break
 
 # // test de cohérence des timestamp, même écart tout le temps
 if (len(global_ohlc) != orig_length):
 print("Sorry not all candles recevied ... recevied {} wanted {} ".format(len(global_ohlc), orig_length))
 sys.exit()
 else:
 print("Size is OK")
 # print(global_ohlc)
 # vérification de la cohérence des données reçues dont le timing
 start_time = None
 print("Checking Time is well incremntal")
 for x in range(0, len(global_ohlc)-1):
 # print("Checking X => {}".format(x))
 if start_time is not None:
 if (start_time+candle_in_seconds) != global_ohlc['Time'].iloc[x]:
 print("Probleme il manque des bougies au milieu on dirait...")
 # print("on a traité {}".format(start_time))
 # print(self.exchange.ymdhms(start_time))
 # print("on attend {}".format((start_time+candle_in_seconds)))
 # print(self.exchange.ymdhms((start_time+candle_in_seconds)))
 # print("on trouve {}".format(global_ohlc['Time'].iloc[x]))
 # print(self.exchange.ymdhms(global_ohlc['Time'].iloc[x]))
 sys.exit()
 start_time=global_ohlc['Time'].iloc[x]
 print("Check DONE Time coherence is => OK")
 return global_ohlc
 def __subGetOHLC(self, since = None, nbcandles = 500, ut = '1h', symbol = 'BTC/USD'):
 nbcandles = min([self.maxcandles_one_time, nbcandles])
 # print('CCXT : __subGetOHLC : {}'.format(since))
 ohlcv = self.exchange.fetch_ohlcv(symbol, timeframe=ut, since=since, limit=nbcandles)
 # print('CCXT : Nombre de candles received : {}'.format(len(ohlcv)))
 df_ohlcv = pandas.DataFrame(ohlcv, columns = ['Time', 'Open', 'High', 'Low', 'Close', 'Volume'])
 # conversion des datetime unix en date humaine
 df_ohlcv['HTime'] = [datetime.datetime.fromtimestamp(float(time)/1000) for time in df_ohlcv['Time']]
 # df_ohlcv.drop('Volume', axis=1, inplace=True) # pour laisser les volumes
 # on dit que Time c'est la clé finalement
 df_ohlcv.set_index('HTime', inplace=True)
 df_ohlcv.tail() # pour applatir je pense après le Time en index
 # print(df_ohlcv)
 return df_ohlcv