Beispiel #1
0
def api_make_handler():
    product_code = request.args.get('product_code')
    if not product_code:
        return jsonify({'error': 'No product_code params'}), 400

    limit_str = request.args.get('limit')
    limit = 1000
    if limit_str:
        limit = int(limit_str)

    if limit < 0 or limit > 1000:
        limit = 1000

    duration = request.args.get('duration')
    if not duration:
        duration = constants.DURATION_1M
    duration_time = constants.TRADE_MAP[duration]['duration']
    df = DataFrameCandle(product_code, duration_time)
    df.set_all_candles(limit)

    sma = request.args.get('sma')
    if sma:
        str_sma_period_1 = request.args.get('smaPeriod1')
        str_sma_period_2 = request.args.get('smaPeriod2')
        str_sma_period_3 = request.args.get('smaPeriod3')
        if str_sma_period_1:
            period_1 = int(str_sma_period_1)
        if str_sma_period_2:
            period_2 = int(str_sma_period_2)
        if str_sma_period_3:
            period_3 = int(str_sma_period_3)
        if not str_sma_period_1 or period_1 < 0:
            period_1 = 7
        if not str_sma_period_2 or period_2 < 0:
            period_2 = 7
        if not str_sma_period_3 or period_3 < 0:
            period_3 = 7
        df.add_sma(period_1)
        df.add_sma(period_2)
        df.add_sma(period_3)

    return jsonify(df.value), 200
Beispiel #2
0
def api_make_handler():
    product_code = request.args.get('product_code')
    if not product_code:
        return jsonify({'error': 'No product_code params'}), 400

    limit_str = request.args.get('limit')
    limit = 1000
    if limit_str:
        limit = int(limit_str)

    if limit < 0 or limit > 1000:
        limit = 1000

    duration = request.args.get('duration')
    if not duration:
        duration = constants.DURATION_1M
    duration_time = constants.TRADE_MAP[duration]['duration']
    df = DataFrameCandle(product_code, duration_time)
    df.set_all_candles(limit)

    sma = request.args.get('sma')
    if sma:
        str_sma_period_1 = request.args.get('smaPeriod1')
        str_sma_period_2 = request.args.get('smaPeriod2')
        str_sma_period_3 = request.args.get('smaPeriod3')
        if str_sma_period_1:
            period_1 = int(str_sma_period_1)
        if str_sma_period_2:
            period_2 = int(str_sma_period_2)
        if str_sma_period_3:
            period_3 = int(str_sma_period_3)
        if not str_sma_period_1 or period_1 < 0:
            period_1 = 7
        if not str_sma_period_2 or period_2 < 0:
            period_2 = 14
        if not str_sma_period_3 or period_3 < 0:
            period_3 = 50
        df.add_sma(period_1)
        df.add_sma(period_2)
        df.add_sma(period_3)

    ema = request.args.get('ema')
    if ema:
        str_ema_period_1 = request.args.get('emaPeriod1')
        str_ema_period_2 = request.args.get('emaPeriod2')
        str_ema_period_3 = request.args.get('emaPeriod3')
        if str_ema_period_1:
            period_1 = int(str_ema_period_1)
        if str_ema_period_2:
            period_2 = int(str_ema_period_2)
        if str_ema_period_3:
            period_3 = int(str_ema_period_3)
        if not str_ema_period_1 or period_1 < 0:
            period_1 = 7
        if not str_ema_period_2 or period_2 < 0:
            period_2 = 14
        if not str_ema_period_3 or period_3 < 0:
            period_3 = 50
        df.add_ema(period_1)
        df.add_ema(period_2)
        df.add_ema(period_3)

    bbands = request.args.get('bbands')
    if bbands:
        str_n = request.args.get('bbandsN')
        str_k = request.args.get('bbandsK')
        if str_n:
            n = int(str_n)
        if str_k:
            k = float(str_k)
        if not str_n or n < 0 or n is None:
            n = 20
        if not str_k or k < 0 or k is None:
            k = 2.0
        df.add_bbands(n, k)

    ichimoku = request.args.get('ichimoku')
    if ichimoku:
        df.add_ichimoku()

    rsi = request.args.get('rsi')
    if rsi:
        str_period = request.args.get('rsiPeriod')
        if str_period:
            period = int(str_period)
        else:
            period = 14
        df.add_rsi(period)

    macd = request.args.get('macd')
    if macd:
        str_macd_period_1 = request.args.get('macdPeriod1')
        str_macd_period_2 = request.args.get('macdPeriod2')
        str_macd_period_3 = request.args.get('macdPeriod3')
        if str_macd_period_1:
            period_1 = int(str_macd_period_1)
        if str_macd_period_2:
            period_2 = int(str_macd_period_2)
        if str_macd_period_3:
            period_3 = int(str_macd_period_3)
        if not str_macd_period_1 or period_1 < 0:
            period_1 = 12
        if not str_macd_period_2 or period_2 < 0:
            period_2 = 26
        if not str_macd_period_3 or period_3 < 0:
            period_3 = 9
        df.add_macd(period_1, period_2, period_3)

    events = request.args.get('events')
    if events:
        if settings.back_test:
            from app.controllers.streamdata import stream
            df.events = stream.ai.signal_events
        else:
            df.add_events(df.candles[0].time)

    return jsonify(df.value), 200
Beispiel #3
0
from app.controllers.streamdata import stream
from app.controllers.webserver import start
import app.models

import settings

logging.basicConfig(level=logging.INFO, stream=sys.stdout)


if __name__ == "__main__":
    from app.models.dfcandle import DataFrameCandle
    import talib
    import numpy as np

    df = DataFrameCandle(settings.product_code,
                         settings.trade_duration)
    df.set_all_candles(100)
    df.add_sma(7)
    print(df.value)

    '''
    # streamThread = Thread(target=stream.stream_ingestion_data)
    serverThread = Thread(target=start)

    # streamThread.start()
    serverThread.start()

    # streamThread.join()
    serverThread.join()
    '''
Beispiel #4
0
def api_make_handler():
    product_code = request.args.get('product_code')
    if not product_code:
        return jsonify({'error': 'No product_code params'}), 400

    limit_str = request.args.get('limit')
    limit = 1000
    if limit_str:
        limit = int(limit_str)

    if limit < 0 or limit > 1000:
        limit = 1000

    duration = request.args.get('duration')
    if not duration:
        duration = constants.DURATION_1M
    duration_time = constants.TRADE_MAP[duration]['duration']
    df = DataFrameCandle(product_code, duration_time)
    df.set_all_candles(limit)

    sma = request.args.get('sma')
    if sma:
        str_sma_period_1 = request.args.get('smaPeriod1')
        str_sma_period_2 = request.args.get('smaPeriod2')
        str_sma_period_3 = request.args.get('smaPeriod3')
        if str_sma_period_1:
            period_1 = int(str_sma_period_1)
        if str_sma_period_2:
            period_2 = int(str_sma_period_2)
        if str_sma_period_3:
            period_3 = int(str_sma_period_3)
        if not str_sma_period_1 or period_1 < 0:
            period_1 = 7
        if not str_sma_period_2 or period_2 < 0:
            period_2 = 14
        if not str_sma_period_3 or period_3 < 0:
            period_3 = 50
        df.add_sma(period_1)
        df.add_sma(period_2)
        df.add_sma(period_3)

    ema = request.args.get('ema')
    if ema:
        str_ema_period_1 = request.args.get('emaPeriod1')
        str_ema_period_2 = request.args.get('emaPeriod2')
        str_ema_period_3 = request.args.get('emaPeriod3')
        if str_ema_period_1:
            period_1 = int(str_ema_period_1)
        if str_ema_period_2:
            period_2 = int(str_ema_period_2)
        if str_ema_period_3:
            period_3 = int(str_ema_period_3)
        if not str_ema_period_1 or period_1 < 0:
            period_1 = 7
        if not str_ema_period_2 or period_2 < 0:
            period_2 = 14
        if not str_ema_period_3 or period_3 < 0:
            period_3 = 50
        df.add_ema(period_1)
        df.add_ema(period_2)
        df.add_ema(period_3)

    bbands = request.args.get('bbands')
    if bbands:
        str_n = request.args.get('bbandsN')
        str_k = request.args.get('bbandsK')
        if str_n:
            n = int(str_n)
        if str_k:
            k = float(str_k)
        if not str_n or n < 0 or n is None:
            n = 20
        if not str_k or k < 0 or k is None:
            k = 2.0
        df.add_bbands(n, k)

    ichimoku = request.args.get('ichimoku')
    if ichimoku:
        df.add_ichimoku()

    return jsonify(df.value), 200
Beispiel #5
0
def api_make_handler():
    product_code = request.args.get('product_code')
    if not product_code:
        return jsonify({'error': 'No product_code params'}), 400

    limit_str = request.args.get('limit')
    limit = 1000
    if limit_str:
        limit = int(limit_str)

    if limit < 0 or limit > 1000:
        limit = 1000

    duration = request.args.get('duration')
    if not duration:
        duration = constants.DURATION_1M
    duration_time = constants.TRADE_MAP[duration]['duration']
    df = DataFrameCandle(product_code, duration_time)
    df.set_all_candles(limit)

    sma = request.args.get('sma')
    if sma:
        str_sma_period_1 = request.args.get('smaPeriod1')
        str_sma_period_2 = request.args.get('smaPeriod2')
        str_sma_period_3 = request.args.get('smaPeriod3')
        if str_sma_period_1:
            period_1 = int(str_sma_period_1)
        if str_sma_period_2:
            period_2 = int(str_sma_period_2)
        if str_sma_period_3:
            period_3 = int(str_sma_period_3)
        if not str_sma_period_1 or period_1 < 0:
            period_1 = 7
        if not str_sma_period_2 or period_2 < 0:
            period_2 = 14
        if not str_sma_period_3 or period_3 < 0:
            period_3 = 50
        df.add_sma(period_1)
        df.add_sma(period_2)
        df.add_sma(period_3)

    ema = request.args.get('ema')
    if ema:
        str_ema_period_1 = request.args.get('emaPeriod1')
        str_ema_period_2 = request.args.get('emaPeriod2')
        str_ema_period_3 = request.args.get('emaPeriod3')
        if str_ema_period_1:
            period_1 = int(str_ema_period_1)
        if str_ema_period_2:
            period_2 = int(str_ema_period_2)
        if str_ema_period_3:
            period_3 = int(str_ema_period_3)
        if not str_ema_period_1 or period_1 < 0:
            period_1 = 7
        if not str_ema_period_2 or period_2 < 0:
            period_2 = 14
        if not str_ema_period_3 or period_3 < 0:
            period_3 = 50
        df.add_ema(period_1)
        df.add_ema(period_2)
        df.add_ema(period_3)

    bbands = request.args.get('bbands')
    if bbands:
        str_n = request.args.get('bbandsN')
        str_k = request.args.get('bbandsK')
        if str_n:
            n = int(str_n)
        if str_k:
            k = float(str_k)
        if not str_n or n < 0 or n is None:
            n = 20
        if not str_k or k < 0 or k is None:
            k = 2.0
        df.add_bbands(n, k)

    atr = request.args.get('atr')
    if atr:
        str_n = request.args.get('atrN')
        str_k = request.args.get('atrK')
        if str_n:
            n = int(str_n)
        if str_k:
            k = float(str_k)
        if not str_n or n < 0 or n is None:
            n = 20
        if not str_k or k < 0 or k is None:
            k = 2.0
        df.add_atr(n, k)

    di = request.args.get('di')
    if di:
        str_n = request.args.get('diN')
        if str_n:
            n = int(str_n)
        if not str_n or n < 0 or n is None:
            n = 14
        df.add_di(n)

    adx = request.args.get('adx')
    if adx:
        str_n = request.args.get('adxN')
        if str_n:
            n = int(str_n)
        if not str_n or n < 0 or n is None:
            n = 14
        df.add_adx(n)

    ichimoku = request.args.get('ichimoku')
    if ichimoku:
        df.add_ichimoku()

    rsi = request.args.get('rsi')
    if rsi:
        str_period = request.args.get('rsiPeriod')
        if str_period:
            period = int(str_period)
        else:
            period = 14
        df.add_rsi(period)

    macd = request.args.get('macd')
    if macd:
        str_macd_period_1 = request.args.get('macdPeriod1')
        str_macd_period_2 = request.args.get('macdPeriod2')
        str_macd_period_3 = request.args.get('macdPeriod3')
        if str_macd_period_1:
            period_1 = int(str_macd_period_1)
        if str_macd_period_2:
            period_2 = int(str_macd_period_2)
        if str_macd_period_3:
            period_3 = int(str_macd_period_3)
        if not str_macd_period_1 or period_1 < 0:
            period_1 = 12
        if not str_macd_period_2 or period_2 < 0:
            period_2 = 26
        if not str_macd_period_3 or period_3 < 0:
            period_3 = 9
        df.add_macd(period_1, period_2, period_3)

    force_idx = request.args.get('force_idx')
    if force_idx:
        str_force_idx_period_1 = request.args.get('forceIdxPeriod1')
        str_force_idx_period_2 = request.args.get('forceIdxPeriod2')
        str_force_idx_period_3 = request.args.get('forceIdxPeriod3')
        if str_force_idx_period_1:
            period_1 = int(str_force_idx_period_1)
        if str_force_idx_period_2:
            period_2 = int(str_force_idx_period_2)
        if str_force_idx_period_3:
            period_3 = int(str_force_idx_period_3)
        if not str_force_idx_period_1 or period_1 < 0:
            period_1 = 1
        if not str_force_idx_period_2 or period_2 < 0:
            period_2 = 2
        if not str_force_idx_period_3 or period_3 < 0:
            period_3 = 13
        df.add_force_index(period_1)
        df.add_force_index(period_2)
        df.add_force_index(period_3)

    events = request.args.get('events')
    if events:
        df.add_events(df.candles[0].time)

    return jsonify(df.value), 200