· 3 years ago · Jun 28, 2022, 07:30 PM
12022-06-28T16:03:49 [INFO]: neurket.package: Found bot package '/media/hdd/data/bots/sleepy_bot'
2Running backtest from 2020-01-01 00:00:00 to 2022-06-23 00:00:00 on device cpu...
32022-06-28T16:03:50 [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 …
42020-01-01T00:00:00 [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")
72022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 1 connection(s)
82022-06-28T16:03:50 [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
92022-06-28T16:03:50 [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}
102022-06-28T16:03:50 [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 {}
112022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 2 connection(s)
122022-06-28T16:03:50 [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
132022-06-28T16:03:50 [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}
142022-06-28T16:03:50 [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 {}
152022-06-28T16:03:50 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 3 connection(s)
162022-06-28T16:03:50 [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 {}
172022-06-28T16:03:51 [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. …
182022-06-28T16:03:51 [INFO]: tesoro.storages.clickhouse_event_storage: BEGIN 5 INSERT INTO `crypto/binance/BNBBUSD/bar/1min` VALUES
192022-06-28T16:03:51 [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'))
202022-06-28T16:03:51 [INFO]: tesoro.storages.clickhouse_event_storage: END 5
212022-06-28T16:03:51 [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 …
222022-06-28T16:03:51 [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 {}
232022-06-28T16:03:52 [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")
262022-06-28T16:03:52 [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
272022-06-28T16:03:52 [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}
282022-06-28T16:03:52 [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")
312022-06-28T16:03:53 [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
322022-06-28T16:03:53 [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}
332022-06-28T16:03:53 [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 {}
342022-06-28T16:03:54 [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', …
352022-06-28T16:03:55 [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 …
362022-06-28T16:03:56 [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")
392022-06-28T16:03:56 [INFO]: tesoro.storages.clickhouse_event_storage: PID=13345, 4 connection(s)
402022-06-28T16:03:56 [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
412022-06-28T16:03:56 [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}
422022-06-28T16:03:56 [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 {}
432022-06-28T16:03:57 [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")
462022-06-28T16:03:57 [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
472022-06-28T16:03:57 [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}
482022-06-28T16:03:57 [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 {}
492022-06-28T16:03:58 [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', …
502022-06-28T16:03:58 [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', …
512022-06-28T16:03:58 [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")
542022-06-28T16:03:59 [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
552022-06-28T16:03:59 [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}
562022-06-28T16:03:59 [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 {}
572022-06-28T16:03:59 [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 …
582022-06-28T16:03:59 [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 …
592022-06-28T16:03:59 [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")
622022-06-28T16:03:59 [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
632022-06-28T16:03:59 [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}
642022-06-28T16:03:59 [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 {}
652022-06-28T16:03:59 [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")
682022-06-28T16:03:59 [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
692022-06-28T16:03:59 [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}
702022-06-28T16:03:59 [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 {}
712022-06-28T16:03:59 [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")
742022-06-28T16:03:59 [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
752022-06-28T16:03:59 [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}
762022-06-28T16:03:59 [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 {}
772022-06-28T16:03:59 [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 {}
782022-06-28T16:03:59 [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 {}
792022-06-28T16:03:59 [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 …
802022-06-28T16:03:59 [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', …
812022-06-28T16:03:59 [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', …
822022-06-28T16:03:59 [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 {}
832022-06-28T16:03:59 [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 {}
842022-06-28T16:04:00 [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 …
852022-06-28T16:04:00 [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 …
862022-06-28T16:04:00 [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. …
872022-06-28T16:04:00 [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', '1 …
882020-01-01T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7168.83984375, 13.686200141906738] can_borrow=1000000.0
892020-01-02T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7176.580078125, 13.679400444030762] can_borrow=1000000.0
902020-01-03T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [6945.330078125, 12.986300468444824] can_borrow=1000000.0
912020-01-04T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7329.2001953125, 13.602399826049805] can_borrow=1000000.0
922020-01-05T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7346.2001953125, 13.766599655151367] can_borrow=1000000.0
932020-01-06T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7351.419921875, 14.017600059509277] can_borrow=1000000.0
942020-01-07T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7755.10009765625, 14.961299896240234] can_borrow=1000000.0
952020-01-08T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8154.740234375, 15.024399757385254] can_borrow=1000000.0
962020-01-09T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8047.669921875, 14.506099700927734] can_borrow=1000000.0
972020-01-10T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7812.31982421875, 14.34630012512207] can_borrow=1000000.0
982020-01-11T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8195.3603515625, 15.031100273132324] can_borrow=1000000.0
992020-01-12T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8015.89013671875, 14.895999908447266] can_borrow=1000000.0
1002020-01-13T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8180.080078125, 15.324999809265137] can_borrow=1000000.0
1012020-01-14T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8101.68994140625, 15.180000305175781] can_borrow=1000000.0
1022020-01-15T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8809.3798828125, 16.649999618530273] can_borrow=1000000.0
1032020-01-16T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8813.849609375, 17.627700805664062] can_borrow=1000000.0
1042020-01-17T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8710.1904296875, 17.040000915527344] can_borrow=1000000.0
1052020-01-18T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8888.51953125, 18.027999877929688] can_borrow=1000000.0
1062020-01-19T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8909.1904296875, 17.779499053955078] can_borrow=1000000.0
1072020-01-20T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8690.650390625, 17.371400833129883] can_borrow=1000000.0
1082020-01-21T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8626.0595703125, 17.280000686645508] can_borrow=1000000.0
1092020-01-22T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8721.25, 18.096399307250977] can_borrow=1000000.0
1102020-01-23T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8660.0, 17.763599395751953] can_borrow=1000000.0
1112020-01-24T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8385.7197265625, 17.010900497436523] can_borrow=1000000.0
1122020-01-25T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8424.8095703125, 17.06879997253418] can_borrow=1000000.0
1132020-01-26T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8322.75, 16.89859962463379] can_borrow=1000000.0
1142020-01-27T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8595.9404296875, 17.459699630737305] can_borrow=1000000.0
1152020-01-28T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8891.5595703125, 17.639999389648438] can_borrow=1000000.0
1162020-01-29T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9376.2998046875, 18.091800689697266] can_borrow=1000000.0
1172020-01-30T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9283.400390625, 17.869600296020508] can_borrow=1000000.0
1182020-01-31T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9499.490234375, 18.506099700927734] can_borrow=1000000.0
1192020-02-01T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9336.2900390625, 18.220300674438477] can_borrow=1000000.0
1202020-02-02T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9377.1396484375, 18.217500686645508] can_borrow=1000000.0
1212020-02-03T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9321.6904296875, 18.403499603271484] can_borrow=1000000.0
1222020-02-04T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9284.8798828125, 18.436500549316406] can_borrow=1000000.0
1232020-02-05T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9169.1103515625, 18.09749984741211] can_borrow=1000000.0
1242020-02-06T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9609.41015625, 19.24139976501465] can_borrow=1000000.0
1252020-02-07T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9752.919921875, 20.611000061035156] can_borrow=1000000.0
1262020-02-08T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9805.1298828125, 22.038400650024414] can_borrow=1000000.0
1272020-02-09T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9901.349609375, 21.82550048828125] can_borrow=1000000.0
1282020-02-10T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [10163.3701171875, 24.367300033569336] can_borrow=1000000.0
1292020-02-11T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9849.4599609375, 25.126699447631836] can_borrow=1000000.0
1302020-02-12T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [10257.8603515625, 25.78350067138672] can_borrow=1000000.0
1312020-02-13T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [10345.0, 26.501800537109375] can_borrow=1000000.0
1322020-02-14T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [10230.0, 25.443599700927734] can_borrow=1000000.0
1332020-02-15T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [10365.400390625, 26.3882999420166] can_borrow=1000000.0
1342020-02-16T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9903.4697265625, 24.24049949645996] can_borrow=1000000.0
1352020-02-17T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9922.4599609375, 23.338199615478516] can_borrow=1000000.0
1362020-02-18T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9705.8203125, 23.453699111938477] can_borrow=1000000.0
1372020-02-19T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [10185.8798828125, 24.1560001373291] can_borrow=1000000.0
1382020-02-20T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9598.0595703125, 22.39859962463379] can_borrow=1000000.0
1392020-02-21T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9603.98046875, 22.166000366210938] can_borrow=1000000.0
1402020-02-22T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9689.0, 22.181699752807617] can_borrow=1000000.0
1412020-02-23T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9666.669921875, 21.984800338745117] can_borrow=1000000.0
1422020-02-24T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9964.16015625, 22.930599212646484] can_borrow=1000000.0
1432020-02-25T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9654.9697265625, 22.081499099731445] can_borrow=1000000.0
1442020-02-26T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9308.4296875, 20.298200607299805] can_borrow=1000000.0
1452020-02-27T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8775.919921875, 18.649900436401367] can_borrow=1000000.0
1462020-02-28T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8815.8798828125, 19.126800537109375] can_borrow=1000000.0
1472020-02-29T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8706.48046875, 19.045400619506836] can_borrow=1000000.0
1482020-03-01T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8524.5302734375, 19.26889991760254] can_borrow=1000000.0
1492020-03-02T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8525.6904296875, 18.922500610351562] can_borrow=1000000.0
1502020-03-03T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8916.009765625, 19.91189956665039] can_borrow=1000000.0
1512020-03-04T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8759.41015625, 19.64539909362793] can_borrow=1000000.0
1522020-03-05T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8757.5703125, 19.94540023803711] can_borrow=1000000.0
1532020-03-06T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9069.2998046875, 20.799299240112305] can_borrow=1000000.0
1542020-03-07T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [9152.98046875, 21.392799377441406] can_borrow=1000000.0
1552020-03-08T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8896.0703125, 20.244800567626953] can_borrow=1000000.0
1562020-03-09T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [8035.490234375, 16.897499084472656] can_borrow=1000000.0
1572020-03-10T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7926.580078125, 16.593799591064453] can_borrow=1000000.0
1582020-03-11T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7889.2099609375, 16.822099685668945] can_borrow=1000000.0
1592020-03-12T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [7940.08984375, 16.582799911499023] can_borrow=1000000.0
1602020-03-13T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [4802.93994140625, 9.279999732971191] can_borrow=1000000.0
1612020-03-14T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [5634.6201171875, 10.970800399780273] can_borrow=1000000.0
1622020-03-15T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [5164.1298828125, 10.172599792480469] can_borrow=1000000.0
1632020-03-16T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [5353.66015625, 10.361100196838379] can_borrow=1000000.0
1642020-03-17T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [5032.16015625, 9.428299903869629] can_borrow=1000000.0
1652020-03-18T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [5336.77001953125, 10.318300247192383] can_borrow=1000000.0
1662020-03-19T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [5412.81982421875, 10.424799919128418] can_borrow=1000000.0
1672020-03-20T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [6182.8701171875, 12.310600280761719] can_borrow=1000000.0
1682020-03-21T00:00:00 [INFO]: 1000000.0 [0.0, 0.0, 1000000.0] [6208.7998046875, 11.901300430297852] can_borrow=1000000.0
1692022-06-28T19:21:58 [WARNING]: clickhouse_driver.connection: Error on socket shutdown: [Errno 107] Transport endpoint is not connected
1702020-03-21T13:04:00 [ERROR]: Traceback (most recent call last):
171 File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 438, in run
172 batch = await asyncio.gather(*(anext(it) for it in sample_iterators))
173 File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 542, in _fixed_step_sample_range
174 datapoint = await anext(seq)
175 File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 280, in _batched_process_symbol
176 async for batch_list in _create_batches(samples, self.batch_size):
177 File "/home/romanbilyi/work/neurket/neurket/exchanges/binance/backtest_exchange.py", line 522, in _create_batches
178 async for item in seq:
179 File "/home/romanbilyi/work/neurket/neurket/utils/data/data_sampler.py", line 81, in samples
180 async for bar in self.__1m_bars(symbol, now):
181 File "/home/romanbilyi/work/neurket/neurket/utils/data/data_sampler.py", line 105, in __1m_bars
182 async for bar in self._vendor.historical_bars(symbol, tf_1m, now):
183 File "/home/romanbilyi/work/neurket/neurket/vendors/cached_data_vendor.py", line 171, in historical_bars
184 async for bar in cache.get_events(start):
185 File "/home/romanbilyi/work/neurket/neurket/vendors/cached_data_vendor.py", line 105, in get_events
186 for event in self._storage.select(start=start):
187 File "/home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py", line 176, in select
188 for row in rows:
189 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 160, in iter_receive_result
190 for rows in result:
191 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/result.py", line 114, in __next__
192 packet = next(self.packet_generator)
193 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 167, in packet_generator
194 packet = self.receive_packet()
195 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 181, in receive_packet
196 packet = self.connection.receive_packet()
197 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/connection.py", line 485, in receive_packet
198 packet.block = self.receive_data(may_be_use_numpy=True)
199 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/connection.py", line 560, in receive_data
200 return reader.read(use_numpy=use_numpy)
201 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/streams/native.py", line 74, in read
202 column = read_column(self.context, column_type, n_rows,
203 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/service.py", line 144, in read_column
204 return col.read_data(n_items, buf)
205 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/base.py", line 102, in read_data
206 return self._read_data(n_items, buf, nulls_map=nulls_map)
207 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/base.py", line 105, in _read_data
208 items = self.read_items(n_items, buf)
209 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/columns/base.py", line 146, in read_items
210 return s.unpack(buf.read(s.size))
211 File "clickhouse_driver/bufferedreader.pyx", line 40, in clickhouse_driver.bufferedreader.BufferedReader.read
212 File "clickhouse_driver/bufferedreader.pyx", line 237, in clickhouse_driver.bufferedreader.BufferedSocketReader.read_into_buffer
213ConnectionResetError: [Errno 104] Connection reset by peer
214Unhandled exception
215Exception ignored in: <generator object ClickHouseEventStorage.select at 0x7f51e5b79000>
216Traceback (most recent call last):
217 File "/home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py", line 170, in select
218 with self._connection_manager.connect() as client:
219 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/contextlib.py", line 153, in __exit__
220 self.gen.throw(typ, value, traceback)
221 File "/home/romanbilyi/work/tesoro/tesoro/storages/clickhouse_event_storage.py", line 79, in connect
222 client.cancel()
223 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/client.py", line 602, in cancel
224 self.connection.send_cancel()
225 File "/home/romanbilyi/miniconda3/envs/py310/lib/python3.10/site-packages/clickhouse_driver/connection.py", line 627, in send_cancel
226 self.fout.flush()
227 File "clickhouse_driver/bufferedwriter.pyx", line 46, in clickhouse_driver.bufferedwriter.BufferedWriter.flush
228 File "clickhouse_driver/bufferedwriter.pyx", line 127, in clickhouse_driver.bufferedwriter.BufferedSocketWriter.write_into_stream
229ConnectionResetError: [Errno 104] Connection reset by peer
230