OandaData

Download candle data from Oanda to be used for backtesting through the Oanda Trader user interface.

Usage

Set your AWS account environment variables AWS_ACCESS_KEY_ID and AWS_SECRET_ACCESS_KEY for writing to AWS S3 buckets.

Update the OANDA_ACCOUNT constant in class DataUpdate to your Oanda account ID to be used to download candles from.

Backtesting

Download instrument candles

for i in 1.100
  begin
    DataUpdate.new(instrument: 'EUR_USD', granularity: 'H4', back: i).update_candles
  rescue Exception => e
    if e.message.include?('No candles returned')
      p 'Weekend...'
    else
      p "Exception at #{i}: #{e}"
    end
  end
end

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/kobusjoubert/oanda_data.