Using local or custom data

peebeejay

Hey - just want to say this project looks awesome. I'm attempting to run some backtests on data from CoinAPI and/or Messari - I was wondering whether jesse supports data other than that from exchanges?

I went through all threads here, but couldn't find anything related to this other than a short discussion on the use of ccxt

Many thanks!

markus

Of course, you can use any API, that offers 1-minute candles (timestamp + ohlcv). You just have to write the driver for the API. You might have to adjust them, because of some API-individual stuff, but here you find the drivers, that you can use as base for yours: https://github.com/jesse-ai/jesse/tree/master/jesse/modes/import_candles_mode/drivers

peebeejay

ah this makes sense & is very helpful - thank you.

peebeejay

On a similar note, i'm wondering whether we're tied to 1m data, or whether we can write a driver to pull 1h candles instead for instance. Reason for asking -> aside from exchanges, 3rd-party API providers tend to require enterprise / business subscriptions to access highly granular data and cost $$$.

i'm guessing that this may require substantial changes to whatever candle transformation / aggregation logic that currently exists.

Saleh

peebeejay Jesse required 1m candles. It generated other timeframes from from them.

As for the driver, there is a PR present in the repository about a plugin system for them which make it easier for you do such thing. I haven't had the time to go through it tho.