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RomaWhite
Jun 28th, 2022
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  1. 2022-06-28T16:03:49 [INFO]: neurket.package: Found bot package '/media/hdd/data/bots/sleepy_bot'
  2. Running backtest from 2020-01-01 00:00:00 to 2022-06-23 00:00:00 on device cpu...
  3. 2022-06-28T16:03:50 [INFO]: swap.hood.binance.api_base: GET /api/v3/exchangeInfo -> {'timezone': 'UTC', 'serverTime': 1656432229875, 'rateLimits': [{'rateLimitType': 'REQUEST_WEIGHT', 'interval': 'MINUTE', 'intervalNum': 1, 'limit': 1200}, {'r …
  4. 2020-01-01T00:00:00 [INFO]: symbols = ['BTCBUSD', 'BNBBUSD']
  5. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  6.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  7. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 1 connection(s)
  8. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BTCBUSD/bar/1min` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  9. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 0 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1min` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  10. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 1 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1min` WHERE timestamp >= '2019-12-23 07:40:00.000000' ORDER BY timestamp {}
  11. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 2 connection(s)
  12. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BNBBUSD/bar/1min` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  13. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 2 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1min` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  14. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 3 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1min` WHERE timestamp >= '2019-12-23 07:40:00.000000' ORDER BY timestamp {}
  15. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 3 connection(s)
  16. 2022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 4 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1min` WHERE timestamp >= '2019-12-14 15:20:00.000000' ORDER BY timestamp {}
  17. 2022-06-28T16:03:51 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=1m&startTime=1656432060001&limit=1000 -> [[1656432120000, '234.80000000', '234.90000000', '234.20000000', '234.20000000', '1132.16500000', 1656432179999, '265419.79720000', 253, '63.89600000', '14991. …
  18. 2022-06-28T16:03:51 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 5 INSERT INTO `crypto/binance/BNBBUSD/bar/1min` VALUES
  19. 2022-06-28T16:03:51 [INFO]: tesoro.storages.clickhouse_event_storage: INSERTING 5 Bar(timestamp=2022-06-28T16:02:00, open=Decimal('234.8'), high=Decimal('234.9'), low=Decimal('234.2'), close=Decimal('234.2'), volume=Decimal('1132.165'), quolume=Decimal('265419.7972'))
  20. 2022-06-28T16:03:51 [INFO]: tesoro.storages.clickhouse_event_storage: END 5
  21. 2022-06-28T16:03:51 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=1m&startTime=1656432120001&limit=1000 -> [[1656432180000, '20564.18000000', '20575.00000000', '20564.16000000', '20572.54000000', '10.68851000', 1656432239999, '219858.48838550', 263, '5.46248000', '1 …
  22. 2022-06-28T16:03:51 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 6 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1min` WHERE timestamp >= '2019-12-05 23:00:00.000000' ORDER BY timestamp {}
  23. 2022-06-28T16:03:52 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=1m&startTime=1656432120001&limit=1000 -> [[1656432180000, '234.30000000', '234.40000000', '234.10000000', '234.30000000', '745.51600000', 1656432239999, '174616.73790000', 255, '236.17000000', '55324. …
  24. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  25.   warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  26. 2022-06-28T16:03:52 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BTCBUSD/bar/15min` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  27. 2022-06-28T16:03:52 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 7 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/15min` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  28. 2022-06-28T16:03:52 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 8 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/15min` WHERE timestamp >= '2019-08-23 19:03:45.000000' ORDER BY timestamp {}
  29. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  30.   warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  31. 2022-06-28T16:03:53 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BNBBUSD/bar/15min` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  32. 2022-06-28T16:03:53 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 9 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/15min` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  33. 2022-06-28T16:03:53 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 10 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/15min` WHERE timestamp >= '2019-08-23 19:03:45.000000' ORDER BY timestamp {}
  34. 2022-06-28T16:03:54 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=15m&startTime=1656431100001&limit=1000 -> [[1656432000000, '20581.79000000', '20605.26000000', '20564.16000000', '20572.57000000', '82.64005000', 1656432899999, '1700849.85989240', 1672, '41.13778000', …
  35. 2022-06-28T16:03:55 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=15m&startTime=1656431100001&limit=1000 -> [[1656432000000, '234.60000000', '234.90000000', '234.10000000', '234.30000000', '2877.51900000', 1656432899999, '674642.27820000', 941, '690.50100000', '16193 …
  36. 2022-06-28T16:03:56 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 11 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/15min` WHERE timestamp >= '2019-04-15 14:22:30.000000' ORDER BY timestamp {}
  37. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  38.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  39. 2022-06-28T16:03:56 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 4 connection(s)
  40. 2022-06-28T16:03:56 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BTCBUSD/bar/1h` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  41. 2022-06-28T16:03:56 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 12 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1h` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  42. 2022-06-28T16:03:56 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 13 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1h` WHERE timestamp >= '2018-07-29 04:15:00.000000' ORDER BY timestamp {}
  43. 2022-06-28T16:03:57 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 14 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/15min` WHERE timestamp >= '2019-04-15 14:22:30.000000' ORDER BY timestamp {}
  44. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  45.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  46. 2022-06-28T16:03:57 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BNBBUSD/bar/1h` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  47. 2022-06-28T16:03:57 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 15 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1h` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  48. 2022-06-28T16:03:57 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 16 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1h` WHERE timestamp >= '2018-07-29 04:15:00.000000' ORDER BY timestamp {}
  49. 2022-06-28T16:03:58 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=1h&startTime=1656428400001&limit=1000 -> [[1656432000000, '20581.79000000', '20605.26000000', '20564.16000000', '20571.36000000', '82.91494000', 1656435599999, '1706504.72351700', 1685, '41.41165000', …
  50. 2022-06-28T16:03:58 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=15m&startTime=1656431100001&limit=1000 -> [[1656432000000, '20581.79000000', '20605.26000000', '20564.16000000', '20571.36000000', '82.91494000', 1656432899999, '1706504.72351700', 1685, '41.41165000', …
  51. 2022-06-28T16:03:58 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 17 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1h` WHERE timestamp >= '2017-02-23 09:30:00.000000' ORDER BY timestamp {}
  52. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  53.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  54. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BNBBUSD/bar/4h` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  55. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 18 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/4h` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  56. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 19 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/4h` WHERE timestamp >= '2014-04-18 17:00:00.000000' ORDER BY timestamp {}
  57. 2022-06-28T16:03:59 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=15m&startTime=1656431100001&limit=1000 -> [[1656432000000, '234.60000000', '234.90000000', '234.10000000', '234.50000000', '3042.71100000', 1656432899999, '713369.38990000', 990, '794.98800000', '18642 …
  58. 2022-06-28T16:03:59 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=1h&startTime=1656428400001&limit=1000 -> [[1656432000000, '234.60000000', '234.90000000', '234.10000000', '234.50000000', '3042.71100000', 1656435599999, '713369.38990000', 990, '794.98800000', '18642 …
  59. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 20 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1h` WHERE timestamp >= '2017-02-23 09:30:00.000000' ORDER BY timestamp {}
  60. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  61.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  62. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BTCBUSD/bar/4h` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  63. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 21 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/4h` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  64. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 22 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/4h` WHERE timestamp >= '2014-04-18 17:00:00.000000' ORDER BY timestamp {}
  65. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 23 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/4h` WHERE timestamp >= '2008-08-04 14:00:00.000000' ORDER BY timestamp {}
  66. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  67.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  68. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BNBBUSD/bar/1d` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  69. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 24 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1d` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  70. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 25 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1d` WHERE timestamp >= '2013-09-30 12:00:00.000000' ORDER BY timestamp {}
  71. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 26 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/4h` WHERE timestamp >= '2008-08-04 14:00:00.000000' ORDER BY timestamp {}
  72. /home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py:132: UserWarning: Conversion from `Decimal` to `Float64` may lose precision
  73.  warnings.warn("Conversion from `Decimal` to `Float64` may lose precision")
  74. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: CREATE TABLE IF NOT EXISTS `crypto/binance/BTCBUSD/bar/1d` (timestamp DateTime64 CODEC(Delta, ZSTD), open Float64 CODEC(Delta, ZSTD), high Float64 CODEC(Delta, ZSTD), low Float64 CODEC(Delta, ZSTD), close Float64 CODEC(Delta, ZSTD), volume Float64 CODEC(Delta, ZSTD), quolume Float64 CODEC(Delta, ZSTD)) ENGINE ReplacingMergeTree ORDER BY timestamp
  75. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 27 SELECT * FROM (SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1d` ORDER BY timestamp DESC LIMIT %(limit)s) ORDER BY timestamp ASC {'limit': 1}
  76. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 28 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1d` WHERE timestamp >= '2013-09-30 12:00:00.000000' ORDER BY timestamp {}
  77. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 29 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1d` WHERE timestamp >= '2007-07-02 00:00:00.000000' ORDER BY timestamp {}
  78. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 30 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BNBBUSD/bar/1min` WHERE timestamp >= '2020-01-01 00:00:00.000000' ORDER BY timestamp {}
  79. 2022-06-28T16:03:59 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=4h&startTime=1656417600001&limit=1000 -> [[1656432000000, '234.60000000', '234.90000000', '234.10000000', '234.50000000', '3042.71100000', 1656446399999, '713369.38990000', 990, '794.98800000', '18642 …
  80. 2022-06-28T16:03:59 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=4h&startTime=1656417600001&limit=1000 -> [[1656432000000, '20581.79000000', '20605.26000000', '20564.16000000', '20586.74000000', '84.92694000', 1656446399999, '1747911.71466350', 1743, '42.69362000', …
  81. 2022-06-28T16:03:59 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=1h&startTime=1656428400001&limit=1000 -> [[1656432000000, '20581.79000000', '20605.26000000', '20564.16000000', '20586.74000000', '84.92694000', 1656435599999, '1747911.71466350', 1743, '42.69362000', …
  82. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 31 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1d` WHERE timestamp >= '2007-07-02 00:00:00.000000' ORDER BY timestamp {}
  83. 2022-06-28T16:03:59 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 32 SELECT DISTINCT ON (timestamp) * FROM `crypto/binance/BTCBUSD/bar/1min` WHERE timestamp >= '2019-12-31 23:59:00.000000' ORDER BY timestamp {}
  84. 2022-06-28T16:04:00 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=1d&startTime=1656288000001&limit=1000 -> [[1656374400000, '233.60000000', '242.30000000', '230.30000000', '234.50000000', '223226.57500000', 1656460799999, '52829177.34000000', 101560, '111008.7190000 …
  85. 2022-06-28T16:04:00 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=1d&startTime=1656288000001&limit=1000 -> [[1656374400000, '20721.63000000', '21191.07000000', '20500.00000000', '20586.74000000', '17813.67881000', 1656460799999, '371447236.04847840', 316161, '8831.4 …
  86. 2022-06-28T16:04:00 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BNBBUSD&interval=1m&startTime=1656432120001&limit=1000 -> [[1656432180000, '234.30000000', '234.50000000', '234.10000000', '234.50000000', '913.41400000', 1656432239999, '213977.86540000', 308, '341.56000000', '80027. …
  87. 2022-06-28T16:04:00 [INFO]: swap.hood.binance.api_base: GET /api/v3/klines?symbol=BTCBUSD&interval=1m&startTime=1656432120001&limit=1000 -> [[1656432180000, '20564.18000000', '20586.74000000', '20564.16000000', '20586.74000000', '13.06298000', 1656432239999, '268722.08803620', 338, '7.10590000', '"/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 438, in run
  88.     batch = await asyncio.gather(*(anext(it) for it in sample_iterators))
  89.   File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 542, in _fixed_step_sample_range
  90.     datapoint = await anext(seq)
  91.   File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 280, in _batched_process_symbol
  92.     async for batch_list in _create_batches(samples, self.batch_size):
  93.   File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 522, in _create_batches
  94.     async for item in seq:
  95.   File "/home/romanbilyi/work/neurket/neurket/utils/data/data_sampler.py", line 81, in samples
  96.     async for bar in self.__1m_bars(symbol, now):
  97.   File "/home/romanbilyi/work/neurket/neurket/utils/data/data_sampler.py", line 105, in __1m_bars
  98.     async for bar in self._vendor.historical_bars(symbol, tf_1m, now):
  99.   File "/home/romanbilyi/work/neurket/neurket/vendors/cached_data_vendor.py", line 171, in historical_bars
  100.     async for bar in cache.get_events(start):
  101.   File "/home/romanbilyi/work/neurket/neurket/vendors/cached_data_vendor.py", line 105, in get_events
  102.     for event in self._storage.select(start=start):
  103.   File "/home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py", line 176, in select
  104.     for row in rows:
  105.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 160, in iter_receive_result
  106.     for rows in result:
  107.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/result.py", line 114, in __next__
  108.     packet = next(self.packet_generator)
  109.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 167, in packet_generator
  110.     packet = self.receive_packet()
  111.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 181, in receive_packet
  112.     packet = self.connection.receive_packet()
  113.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/connection.py", line 485, in receive_packet
  114.     packet.block = self.receive_data(may_be_use_numpy=True)
  115.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/connection.py", line 560, in receive_data
  116.     return reader.read(use_numpy=use_numpy)
  117.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/streams/native.py", line 74, in read
  118.     column = read_column(self.context, column_type, n_rows,
  119.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/service.py", line 144, in read_column
  120.     return col.read_data(n_items, buf)
  121.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/base.py", line 102, in read_data
  122.     return self._read_data(n_items, buf, nulls_map=nulls_map)
  123.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/base.py", line 105, in _read_data
  124.     items = self.read_items(n_items, buf)
  125.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/base.py", line 146, in read_items
  126.     return s.unpack(buf.read(s.size))
  127.   File "clickhouse_driver/bufferedreader.pyx", line 40, in clickhouse_driver.bufferedreader.BufferedReader.read
  128.   File "clickhouse_driver/bufferedreader.pyx", line 237, in clickhouse_driver.bufferedreader.BufferedSocketReader.read_into_buffer
  129. ConnectionResetError: [Errno 104] Connection reset by peer
  130. Unhandled exception
  131. Exception ignored in: <generator object ClickHouseEventStorage.select at 0x7f51e5b79000>
  132. Traceback (most recent call last):
  133.   File "/home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py", line 170, in select
  134.     with self._connection_manager.connect() as client:
  135.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/contextlib.py", line 153, in __exit__
  136.     self.gen.throw(typ, value, traceback)
  137.   File "/home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py", line 79, in connect
  138.     client.cancel()
  139.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 602, in cancel
  140.     self.connection.send_cancel()
  141.   File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/connection.py", line 627, in send_cancel
  142.     self.fout.flush()
  143.   File "clickhouse_driver/bufferedwriter.pyx", line 46, in clickhouse_driver.bufferedwriter.BufferedWriter.flush
  144.   File "clickhouse_driver/bufferedwriter.pyx", line 127, in clickhouse_driver.bufferedwriter.BufferedSocketWriter.write_into_stream
  145. ConnectionResetError: [Errno 104] Connection reset by peer
  146.  
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