def historicalDirection(): """ Prevent: Scenario where sells at local minimum & then price immediately starts going up By: If price from one minute ago is lower than price from 5 minutes ago, do not trade. This function returns 'DOWN' if this is the case. """ if not USE_HISTORICAL_DIRECTION: return 'OFF' p = [float(d['close']) for d in bin.klines(currency, '1m')[-6:-1]] direction = sgn(p[-1] - p[-5] - 0.00000002) return direction
def getDirection(): p = [float(d['close']) for d in bin.klines(currency, '1m')[-5:-1]] direction = sgn(p[-1]-p[-2]) direction2 = sgn(p[-2]-p[-3]) if direction == direction2: return direction elif (direction == 'UP' and direction2 == 'FLAT') or (direction2 == 'UP' and direction == 'FLAT'): return 'UP' elif (direction == 'DOWN' and direction == 'FLAT') or (direction2 == 'DOWN' and direction == 'FLAT'): return 'DOWN' else: return 'FLAT'
def instantPriceDirection(): instantPrice = float(getPrice(currency)) p = [float(d['close']) for d in bin.klines(currency, '1m')[-6:-1]] oneMinuteAgoClosingPrice = p[-1] direction = sgn(instantPrice - oneMinuteAgoClosingPrice + 0.00000002) return direction
def sellAtLocalMaximum(): p = [float(d['close']) for d in bin.klines(currency, '1m')[-35:-3]] currentP, pastH = getPrice(currency), deci(max(p)) return float(currentP) - 0.00000003 > float(pastH), currentP, pastH