def main(argv):
startTime = False
endTime = False
try:
opts, args = getopt.getopt(argv, "hp:c:n:s:e:",
["period=", "currency=", "points="])
except getopt.GetoptError:
print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
sys.exit()
elif opt in ("-p", "--period"):
if (int(arg) in [300, 900, 1800, 7200, 14400, 86400]):
period = arg
else:
print 'Poloniex requires periods in 300,900,1800,7200,14400, or 86400 second increments'
sys.exit(2)
elif opt in ("-c", "--currency"):
pair = arg
elif opt in ("-n", "--points"):
lengthOfMA = int(arg)
elif opt in ("-s"):
startTime = arg
elif opt in ("-e"):
endTime = arg
if (startTime):
chart = BotChart("poloniex", "BTC_PIVX", 300)
strategy = BotStrategy()
for candlestick in chart.getPoints():
strategy.tick(candlestick)
else:
chart = BotChart("poloniex", "BTC_PIVX", 300, False)
strategy = BotStrategy()
candlesticks = []
developingCandlestick = BotCandlestick()
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick()
time.sleep(int(30))
def trial(toPerform, curr):
global pair
global chart
global prevPair
global now
global mcl
global trained_mcl
global chartData
now += 1
num = "_".join(map(str, ("-".join(map(str, a)) for a in toPerform)))
strategyDetails = {}
for z in toPerform:
if z[0] == "currency":
pair = tradeCurrencies[z[1] - 1]
strategyDetails[z[0]] = z[1]
print("{} | {}/{} | {}".format(str(num), now, total,
str(datetime.datetime.now())[:10]))
if strat in ["4"]:
if ('lookback-mc' in strategyDetails or 'advance' in strategyDetails
or 'learnProgTotal' in strategyDetails) or mcl == "":
mcl = MachineStrat(strat, strategyDetails)
if not mcl.trained:
learnProgTotal = 1400 if not 'learnProgTotal' in strategyDetails else strategyDetails[
'learnProgTotal']
chart = BotChart(functions, pair)
chart.getHistorical(period,
startTime - period * (learnProgTotal + 30),
endTime)
totalChartData = chart.getPoints()
trainingSet = totalChartData["weightedAverage"][:learnProgTotal]
chartData = totalChartData[learnProgTotal:]
trained_mcl = mcl.train(trainingSet)
else:
if pair != prevPair:
chart = BotChart(functions, pair)
chart.getHistorical(period, startTime, endTime)
chartData = chart.getPoints()
prevPair = pair
strategy = BotStrategy(period, functions, totalBalance, num,
strategyDetails, strat, trained_mcl)
for index, candlestick in chartData.iterrows():
strategy.tick(candlestick)
strategy.closeAllTrades()
totalAssets, totalFees, totalTime, marketProf = strategy.calculateCurrentPosition(
)
totalProfit = strategy.balance
global trialResults
timeEf = totalTime / (int(strategy.currentDateOrig) -
int(strategy.startDate))
trialResults.append([
num,
toPerform.copy(), totalProfit, (marketProf) * totalBalance, totalTime,
timeEf
])
def main(argv):
chart = BotChart("poloniex","BTC_XMR",300)
strategy = BotStrategy()
for candlestick in chart.getPoints():
strategy.tick(candlestick)
def main(argv):
# chart = BotChart("poloniex","BTC_ETH",1800,'2018-01-01 14:00:00','2018-03-12 20:53:20')
pair = "USDT_ETH"
debut = '2016-11-02 14:00:00'
fin = '2018-08-14 20:53:20'
period = 14400
chart = BotChart("poloniex", pair, period, debut, fin)
# on va stocker les bougies de period 5mn, 15mn, et 1 jour
# chart_m5 = BotChart("poloniex",pair,900,debut,fin)
# chart_m15 = BotChart("poloniex",pair,1800,debut,fin)
# chart_d1 = BotChart("poloniex",pair,86400,debut,fin)
# strategy = stratStochastique(chart_m5,chart_m15,chart_d1)
strategy = stratRsi(period)
# strategy = stratRsi2()
for candlestick in chart.getPoints():
strategy.tick(candlestick)
graphe = PlotGraphe(chart, strategy)
graphe.plotChart()
try:
sigma = chart.getSigma() * float(chart.compteur)**0.5
perf = graphe.perf
sharpeRatio = perf / sigma
print("\n Perforance: " + str(perf))
print("\n Ratio de Sharpe: " + str(sharpeRatio) + "\n")
except Exception as e:
pass
def main(argv):
showTradeDetails = False
startingBal = 100
endTime = time.time()
startTime = endTime - 3600 * 24 * 2
period = 900 # period values can be 300, 900, 1800, 7200, 14400, and 86400
usdtPairs = ["USDT_REP", "BTC_REP"]
btcPairs = [
"USDT_BCH", "USDT_BTC", "USDT_DASH", "USDT_ETC", "USDT_ETH",
"USDT_LTC", "USDT_NXT", "USDT_REP", "USDT_STR", "USDT_XMR", "USDT_XRP",
"USDT_ZEC", "BTC_REP", "BTC_XMR"
]
pairs = btcPairs
for pair in pairs:
chart = BotChart(pair, period, endTime, startTime)
strategy = BotStrategy(startingBal)
i = 0
for candlestick in chart.getPoints():
strategy.candlesticks.append(candlestick)
if i > 24:
strategy.evaluatePositions()
i += 1
strategy.showPositions(startingBal, showTradeDetails)
print("Start: " + time.strftime('%m/%d/%Y %H:%M:%S',
time.localtime(chart.startTime)))
print(
"End : " +
time.strftime('%m/%d/%Y %H:%M:%S', time.localtime(chart.endTime)))
print("Currency: " + chart.pair)
def main(argv):
chart = BotChart(
"poloniex", "BTC_GRC", 60,
False) # the period is for back testing, so actually obsolete
strategy = BotStrategy()
# strategy_FLDC = BotStrategy_FLDC()
candlesticks = []
developingCandlestick = BotCandlestick(period=60)
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if developingCandlestick.isClosed():
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
# strategy_FLDC.tick()
developingCandlestick = BotCandlestick(period=60)
# strategy.evaluatePositions_raw_gap()
time.sleep(int(30))
def main(argv):
#Trades using the btc to xmr currency
chart = BotChart("poloniex","BTC_XMR",300,False)
#Function from bot strategy, which is a class containeing various datas
#such as opening price for the tick, closing price for the tick.
strategy = BotStrategy()
#Empty array holding the candlestick data
candlesticks = []
developingCandlestick = BotCandlestick()
#Loop that continues indefinately
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30)) #Sleep function so that we dont overload the server with requests. Which
#can result in the account or our ip getting banned.
developingCandlestick.tick(chart.getCurrentPrice())
#check if it is closing price, if it is the append to the array
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick()
time.sleep(int(30))
def main(argv):
pair = "USDT_ETH"
debut = '2017-08-01 14:00:00'
fin = '2018-08-01 20:53:20'
period = 14400
chart = BotChart("poloniex", pair, period, backtest=False)
strategy = stratRsi2()
candlesticks = []
developingCandlestick = BotCandlestick()
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick()
time.sleep(int(30))
def main(argv):
chart = BotChart("poloniex", "BTC_XMR", 300)
strategy = BotStrategy()
print strategy.spreadsheet
for candlestick in chart.getPoints():
strategy.tick(candlestick)
#Create Worbook with an active sheet
m_wb = Workbook()
wslist = m_wb.active
wslist.title = 'Charts'
list = strategy.spreadsheet
for row_list in list:
wslist.append(row_list)
# Save
dt = str(datetime.now())
wb_name = 'CryptoChartInfo' + dt[0:10] + '.xlsx'
m_wb.save(wb_name)
print('it worked')
def main(argv):
start_time = time.time()
pairs = ["USDT_BTC"] #, "USDT_ETH", "USDT_LTC"]
exchanges = ["poloniex"]
charts = []
strategies = []
#modes = ["RSI", "BBAND", "MACD", "ALL"]
#modes = ["RSI", "BBAND", "MACD"]
modes = ["MACD"]
for pair in pairs:
for exchange in exchanges:
charts.append(BotChart(exchange, pair, 1800))
for mode in modes:
strategies.append(
BotStrategy(exchange + '-' + pair, mode, 10, 10000, 0,
1000, 0.01, 0.1, True))
# Parameters: max trades, initial fiat, initial holding, trade amount, stop loss, target
for i, chart in enumerate(charts):
for j, mode in enumerate(modes):
strategy = strategies[len(modes) * i + j]
for candlestick in chart.getPoints():
candlestick['priceAverage'] = candlestick['weightedAverage']
strategy.tick(candlestick)
strategy.showProfit()
strategy.showPositions()
strategy.drawGraph()
print("\n--- %s seconds ---" % (time.time() - start_time))
def main(argv):
chart = BotChart("poloniex","BTC_XMR",300,False)
strategy = BotStrategy()
while True:
candlestick = chart.getCurrentPrice()
strategy.tick(candlestick)
time.sleep(int(10))
def main(argv):
start_time = time.time()
pairs = ["USDT_BTC", "USDT_ETH", "USDT_LTC"]
exchanges = ["poloniex"]
charts = []
for pair in pairs:
for exchange in exchanges:
charts.append(BotChart(exchange, pair, 1800))
portfolio_head = ['pair', 'allocation', 'value']
portfolio_allocation = ['USDT_BTC', 50, 400], ['USDT_ETH', 30,
300], ['USDT_LTC', 20, 180]
portfolio = []
for p in portfolio_allocation:
portfolio.append(dict(zip(portfolio_head, p)))
print('portfolio:', portfolio)
rebal = needReBalance(portfolio)
print('Needs rebalance?', rebal)
if rebal:
print(reBalance(portfolio))
chart_zip = zip(charts)
for c in charts:
print(c['weightedAverage'])
exit()
#for c in charts:
for candlestick in zip(charts.getPoints()):
print(candlestick['weightedAverage'])
exit()
for charts[0], charts[1], charts[2] in zip(charts[0], charts[1],
charts[2]):
print(float(charts[0].getpoint()['weightedAverage']))
print(float(charts[1].getpoint()['weightedAverage']))
print(float(charts[2].getpoint()['weightedAverage']))
exit()
for i, chart in enumerate(charts):
for candlestick in chart.getPoints():
tick(portfolio, candlestick)
print("\n--- %s seconds ---" % (time.time() - start_time))
def main(argv):
try:
parser = argparse.ArgumentParser()
parser.add_argument("-p",
"--period",
help="Period length in seconds, 14400 by default",
type=int,
choices=[7200, 14400, 86400],
default=7200)
parser.add_argument("-c",
"--currency",
help="Currency pair | Ex: BTC_ETH",
default='BTC_ETH')
parser.add_argument(
"-s",
"--start",
help=
"Start time in YYYY-MM-DD HH:MM:SS (for backtesting), '2016-11-02 14:00:00' by default",
default='2016-11-02 14:00:00')
parser.add_argument(
"-e",
"--end",
help=
"End time in YYYY-MM-DD HH:MM:SS (for backtesting), '2018-12-14 20:53:20' by default",
default='2018-12-14 20:53:20')
args = vars(parser.parse_args())
except:
print("ArgumentParser Error type -h for help")
sys.exit(2)
pair = args["currency"]
period = args["period"]
debut = args['start']
fin = args['end']
chart = BotChart("poloniex", pair, period, debut, fin)
strategy = SLSTM.SLSTM()
for candlestick in chart.get_points():
strategy.tick(candlestick)
graphe = PlotGraphe(chart, strategy)
graphe.plotChart()
print("Result = " + str(strategy.get_result()) + " BTC")
try:
sigma = chart.getSigma() * float(chart.compteur)**0.5
perf = graphe.perf
sharpe_ratio = perf / sigma
print("\n Performance: " + str(perf))
print("\n Ratio de Sharpe: " + str(sharpe_ratio) + "\n")
except Exception as e:
pass
def main(argv):
startTime = CONFIG["START"]
endTime = CONFIG["END"]
# pair = CONFIG['BASE'] + "/" + CONFIG['QUOTE']
exchange = CONFIG['EXCHANGE']
period = CONFIG['PERIOD']
pairs = CONFIG['PAIRS']
for pair in pairs:
if(not CONFIG['VERBOSE']):
print('Gathering', pair, 'ticker data from', exchange)
chart = BotChart(startTime, endTime, exchange, pair, period)
strategy = BotStrategy(pair)
for candlestick in chart.getPoints():
strategy.tick(candlestick)
print("Finished gathing data for " + pair + "\n")
def main(argv):
#chart = BotChart("poloniex", "BTC_ETH", 300)
chart = BotChart("poloniex", "BTC_XMR", 300)
#chart = BotChart("poloniex", "BTC_DASH", 300)
strategy = BotStrategy()
for candlestick in chart.getPoints():
#print(candlestick)
strategy.tick(candlestick)
BotTrade.export()
series = read_csv('export.csv',
parse_dates=[0],
index_col=0,
squeeze=True,
date_parser=parser)
series.plot()
pyplot.show()
def main(argv):
pairs = ["USDT_BTC"] #, "USDT_ETH", "USDT_LTC"]
exchanges = ["poloniex"]
charts = []
strategies = []
#modes = ["DROP", "RSI", "BBAND", "MACD", ALL"]
modes = ["MACD"]
period = 300
for pair in pairs:
for exchange in exchanges:
charts.append(BotChart(exchange, pair, period))
for mode in modes:
strategies.append(
BotStrategy(exchange + '-' + pair, mode, 20, 10000, 0,
1000, 0.01, 0.15, False))
candlesticks = []
developingCandlestick = BotCandlestick(period)
for i, chart in enumerate(charts):
for j, mode in enumerate(modes):
while True:
strategy = strategies[len(modes) * i + j]
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib.error.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick(period)
strategy.showProfit()
strategy.showPositions()
strategy.drawGraph()
time.sleep(int(30))
def main(argv):
chart = BotChart("poloniex","BTC_LTC",300,False)
strategy = BotStrategy()
candlesticks = []
developingCandlestick = BotCandlestick()
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick()
time.sleep(int(30))
def main(argv):
# default:
period = 300
backTest = False
animation = False
csvName = "defaultLog.csv"
try:
# getopt.getopt returns two elements, opts which consists of pairs (options and values)
# the second (args) is the list of program arguments left after the option list was stripped
# (this is a trailing slice of args)
opts, args = getopt.getopt(argv, "p:c:n:s:e:bha", [
"period=", "currency=", "points=", "name="
"startTime=", "endTime=", "backTest", "animation", "help"
])
except getopt.GetoptError:
print(
"Start3.py -p <period> -c <currency pairs> -n <period of moving average> -s <startTime> -e <endTime>"
)
sys.exit(2)
for opt, arg in opts:
print(opt, arg)
if opt == '-h':
print(
"Start3.py -p <period> -c <currency pairs> -n <period of moving average> -s <startTime> -e <endTime>"
)
sys.exit()
elif opt in ("-c", "--currency"):
pairs = arg.split(",")
elif opt in ("-n", "--points"):
lengthofMA = int(arg)
elif opt in ("-b", "--backTest"):
backTest = True
elif opt in ("-s", "--startTime"):
startTime_datetime = datetime.strptime(arg, '%Y-%m-%d')
startTime_timestamp = datetime.timestamp(startTime_datetime)
elif opt in ("-e", "--endTime"):
endTime_datetime = datetime.strptime(arg, '%Y-%m-%d')
endTime_timestamp = datetime.timestamp(endTime_datetime)
elif opt in ("-a", "--animation"):
animation = True
elif opt in ("-b", "--backTest"):
backTest = True
elif opt in ("--name"):
csvName = arg
elif opt in ("-p", "--period"):
if arg in [
"60", "180", "300", "900", "1800", "3600", "7200", "14400",
"21600", "28800", "43200", "86400", "259200", "1209600"
]:
period = int(arg)
elif arg in [
"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h",
"8h", "12h", "1d", "3d", "1w", "1M"
]:
period_dict = {"1m": 60, "3m": 180, "5m": 300, "15m": 900, "30m": 1800, "1h": 3600, \
"2h": 7200, "4h": 14400, "6h": 21600, "8h": 28800, "12h": 43200, "1d": 86400, \
"3d": 259200, "1w": 1209600}
period = period_dict[arg]
else:
print(
"Binance requires periods in 60,180,300, 900, 1800, 3600, 7200, 14400, 21600,28800,43200,86400,259200,1209600 or\
1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,1M")
sys.exit(2)
print(period)
api = API() #TODO: delete pair editing
checker = BotChecker()
pairs = checker.pairs
if backTest:
log = BotLog()
log.logToCsv(csvName)
chart = BotChart(period=period, log=log, api=api, checker=checker)
history, timestamps = chart.loadHistory(
startTime_timestamp=startTime_timestamp,
endTime_timestamp=endTime_timestamp)
strategy = BotStrategy(api=api,
period=period,
log=log,
checker=checker,
stopLoss=0,
startBalance=100)
for timestamp in timestamps:
strategy.tick(history,
timestamp,
initialize_live=False,
duration=None)
print("{} days passed".format((timestamp - timestamps[0]) / 86400))
# log.tick()
# logging to csv
log.csvLog()
log.histogram()
log.scatter()
else:
log = BotLog()
chart = BotChart(period=period, log=log, api=api, checker=checker)
strategy = BotStrategy(api=api,
period=period,
log=log,
checker=checker,
stopLoss=0,
startBalance=100)
intermediateStep = time.time()
data, timestamps = chart.loadHistory(
startTime_timestamp=intermediateStep - 86400 * 15,
endTime_timestamp=intermediateStep,
firstTime=True,
duringLive=False)
duration = len(timestamps)
counter = 0
for timestamp in timestamps: # loading history into BotStrategy (past indicators etc.)
strategy.tick(data, timestamp, initialize_live=True)
counter += 1
if ((counter / duration) * 100 % 5) == 0:
print(
f"{(counter / duration) * 100} % progress of preloading the 15 days, "
f"since starting loading 15 days at: {intermediateStep}, {(time.time() - intermediateStep) / 60} minutes are over"
)
# load data that is missing since the first part of loading history takes very long
beginning = time.time()
data, timestamps = chart.loadHistory(
startTime_timestamp=intermediateStep,
endTime_timestamp=beginning,
firstTime=False,
duringLive=False)
for timestamp in timestamps:
strategy.tick(data, timestamp, initialize_live=True)
print(f"The second loading took {time.time() - beginning} seconds")
# starting creating candlesticks and liveTrading
if not animation:
liveData = {}
developingCandlestick = BotCandlestick(period=period,
log=log,
checker=checker)
check = 0
counter = 0
while True:
counter += 1
startCandlestick = time.time()
candlestickClosed = False
print(f"!!!! {counter}. ROUND !!!!")
check = 0
for pair in pairs:
developingCandlestick.tick(pair, chart.getCurrentTicker())
#print("The pair: ", pair, "has ", developingCandlestick.counter[pair], " number of ticks")
if developingCandlestick.isClosed(pair):
check += 1
print(
f"counter is: {check}, len pairs is: {len(pairs)}, if equal the candlestick gets closed"
)
if check == len(pairs): # meaning all are closed
candlestickClosed = True
time_of_closed_candlestick = time.time()
liveData[time_of_closed_candlestick] = {}
time.sleep(5)
data, timestamps = chart.loadHistory(
startTime_timestamp=startCandlestick - period,
endTime_timestamp=time_of_closed_candlestick,
firstTime=False,
duringLive=True)
for pair in pairs: # add the self made candlestick to the dictionary with the past data
liveData[time_of_closed_candlestick][
pair] = developingCandlestick.candlestick[pair]
liveData[time_of_closed_candlestick][pair][
'volume'] = data[timestamps[-1]][pair][
'volume'] # assigning 1 tick old volume
strategy.tick(liveData,
time_of_closed_candlestick,
initialize_live=False)
# create new candlestick
developingCandlestick = BotCandlestick(
period, log, checker)
counter = 0
if not candlestickClosed:
time_used = time.time() - startCandlestick
try:
time.sleep(np.ceil(30 - time_used))
except:
pass
def main(argv):
startTime = False
endTime = False
live = False
movingAverageLength = 20
try:
opts, args = getopt.getopt(argv,"ht:c:n:s:e",["timeframe=","currency=","exchange=","live"])
except getopt.GetoptError:
print('trading-bot.py -t <timeframe> -c <currency pair>')
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print('trading-bot.py -t <timeframe> -c <currency pair>')
sys.exit()
elif opt in ("-s"):
startTime = str(arg)
elif opt in ("-e"):
endTime = str(arg)
elif opt in ("-t", "--timeframe"):
timeframe = str(arg)
shared.strategy['timeframe'] = timeframe
elif opt in ("-c", "--currency"):
pair = str(arg)
shared.exchange['pair'] = pair
shared.exchange['market'] = pair.split("/")[1]
shared.exchange['coin'] = pair.split("/")[0]
elif opt in ("--exchange"):
exchange = str(arg)
shared.exchange['name'] = exchange
elif opt == "--live":
print("You're going live... All loss are your reponsability only!")
live = True
# startTime specified: we are in backtest mode
if (startTime):
chart = BotChart(timeframe, startTime, endTime)
strategy = BotStrategy()
strategy.showPortfolio()
for candlestick in chart.getPoints():
strategy.tick(candlestick)
chart.drawChart(strategy.candlesticks, strategy.trades, strategy.movingAverages)
strategy.showPortfolio()
else:
chart = BotChart(timeframe, False, False, False)
strategy = BotStrategy(False, live)
strategy.showPortfolio()
candlestick = BotCandlestick()
x = 0
while True:
try:
currentPrice = chart.getCurrentPrice()
candlestick.tick(currentPrice)
strategy.tick(candlestick)
except ccxt.NetworkError as e:
print(type(e).__name__, e.args, , 'Exchange error (ignoring)')
except ccxt.ExchangeError as e:
print(type(e).__name__, e.args, , 'Exchange error (ignoring)')
except ccxt.DDoSProtection as e:
print(type(e).__name__, e.args, 'DDoS Protection (ignoring)')
except ccxt.RequestTimeout as e:
print(type(e).__name__, e.args, 'Request Timeout (ignoring)')
except ccxt.ExchangeNotAvailable as e:
print(type(e).__name__, e.args, 'Exchange Not Available due to downtime or maintenance (ignoring)')
except ccxt.AuthenticationError as e:
print(type(e).__name__, e.args, 'Authentication Error (missing API keys, ignoring)')
drawingCandles = copy.copy(strategy.candlesticks)
if not candlestick.isClosed():
drawingCandles.append(copy.copy(candlestick))
drawingCandles[-1].close = candlestick.currentPrice
chart.drawChart(drawingCandles, strategy.trades, strategy.movingAverages)
if candlestick.isClosed():
candlestick = BotCandlestick()
x+=1
time.sleep(int(10))
def main(argv):
startTime = False
endTime = False
try:
opts, args = getopt.getopt(argv,"hp:c:n:s:e:a:",["period=","currency=","points="])
except getopt.GetoptError:
print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
sys.exit(2)
print(opts)
for opt, arg in opts:
if opt == '-h':
print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
sys.exit()
elif opt in ("-p", "--period"):
if (int(arg) in [300,900,1800,7200,14400,86400]):
period = arg
else:
print 'Poloniex requires periods in 300,900,1800,7200,14400, or 86400 second increments'
sys.exit(2)
elif opt in ("-c", "--currency"):
pair = arg
elif opt in ("-n", "--points"):
lengthOfMA = int(arg)
elif opt in ("-s"):
startTime = arg
elif opt in ("-e"):
endTime = arg
elif opt in ("-a"):
auto = arg
if (startTime):
chart = BotChart("poloniex","BTC_XMR",300,True,startTime,endTime)
chart2 = BotChart("poloniex","USDT_BTC",300,True,startTime,endTime)
chart3 = BotChart("poloniex","USDC_BTC",300,True,startTime,endTime)
chart4 = BotChart("poloniex","BTC_ETH",300,True,startTime,endTime)
strategy = BotStrategy()
strategy2 = BotStrategy()
strategy3 = BotStrategy()
strategy4 = BotStrategy()
print("start1")
for candlestick in chart.getPoints():
total = strategy.tick(candlestick)
print("Total is: " + str(total))
print("start2")
for candlestick in chart2.getPoints():
total = strategy2.tick(candlestick)
print("Total is: " + str(total))
print("start3")
for candlestick in chart3.getPoints():
total = strategy3.tick(candlestick)
print("Total is: " + str(total))
print("start4")
for candlestick in chart4.getPoints():
total = strategy4.tick(candlestick)
print("Total is: " + str(total))
elif(auto):
time = BotTime(10)
endTime = time.startDate()
startTime = time.endDate()
chart = BotChart("poloniex","BTC_XMR",300,True,startTime,endTime)
chart2 = BotChart("poloniex","USDT_BTC",300,True,startTime,endTime)
chart3 = BotChart("poloniex","USDC_BTC",300,True,startTime,endTime)
chart4 = BotChart("poloniex","BTC_ETH",300,True,startTime,endTime)
strategy = BotStrategy()
strategy2 = BotStrategy()
strategy3 = BotStrategy()
strategy4 = BotStrategy()
print("chart1")
for candlestick in chart.getPoints():
total = strategy.tick(candlestick)
print("Total is: " + str((total*6972.90)))
print("chart2")
for candlestick in chart2.getPoints():
total = strategy2.tick(candlestick)
print("Total is: " + str((total*0.80)))
print("chart3")
for candlestick in chart3.getPoints():
total = strategy3.tick(candlestick)
print("Total is: " + str((total*0.80)))
print("chart4")
for candlestick in chart4.getPoints():
total = strategy4.tick(candlestick)
print("Total is: " + str((total*6972.90)))
else:
chart = BotChart("poloniex","BTC_XMR",300,False)
strategy = BotStrategy()
candlesticks = []
developingCandlestick = BotCandlestick()
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick()
time.sleep(int(30))
def main(argv):
live = False
try:
opts, args = getopt.getopt(argv, "", ["live"])
except getopt.GetoptError:
print('trading-bot.py')
sys.exit(2)
for opt, arg in opts:
if opt == "--live":
print("You're going live... Losses are your responsibility only!")
live = True
# START_DATE specified: we are in backtest mode
if shared.strategy['start_date']:
chart = BotChart()
strategy = BotStrategy()
strategy.showPortfolio()
for candlestick in chart.getPoints():
strategy.tick(candlestick)
chart.drawChart(strategy.candlesticks, strategy.trades,
strategy.movingAverages)
strategy.showPortfolio()
else:
chart = BotChart(False)
strategy = BotStrategy(False, live)
strategy.showPortfolio()
candlestick = BotCandlestick()
x = 0
while True:
try:
currentPrice = chart.getCurrentPrice()
candlestick.tick(currentPrice)
strategy.tick(candlestick)
except ccxt.NetworkError as e:
print(type(e).__name__, e.args, 'Exchange error (ignoring)')
except ccxt.ExchangeError as e:
print(type(e).__name__, e.args, 'Exchange error (ignoring)')
except ccxt.DDoSProtection as e:
print(type(e).__name__, e.args, 'DDoS Protection (ignoring)')
except ccxt.RequestTimeout as e:
print(type(e).__name__, e.args, 'Request Timeout (ignoring)')
except ccxt.ExchangeNotAvailable as e:
print(
type(e).__name__, e.args,
'Exchange Not Available due to downtime or maintenance (ignoring)'
)
except ccxt.AuthenticationError as e:
print(
type(e).__name__, e.args,
'Authentication Error (missing API keys, ignoring)')
drawingCandles = copy.copy(strategy.candlesticks)
if not candlestick.isClosed():
drawingCandles.append(copy.copy(candlestick))
drawingCandles[-1].close = candlestick.currentPrice
chart.drawChart(drawingCandles, strategy.trades,
strategy.movingAverages)
if candlestick.isClosed():
candlestick = BotCandlestick()
x += 1
time.sleep(shared.exchange['interval'])
def main(argv):
pairs = []
try:
opts, args = getopt.getopt(argv, "hm:p:c:",
["mode=", "period=", "currency="])
except getopt.GetoptError:
print(
"bot.py -m <backtest | paper | live> -p <period length in sec> -c <currency pair>"
)
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print(
"bot.py -m <backtest | paper | live> -p <period length in sec> -c <currency pair>"
)
sys.exit()
elif opt in ("-m", "--mode"):
if (arg == "backtest"):
mode = arg
elif (arg == "paper"):
mode = arg
elif (arg == "live"):
mode = arg
else:
print("Requires mode to be 'backtest', 'paper' or 'live'")
sys.exit(2)
elif opt in ("-p", "--period"):
if (int(arg) in [300, 900, 1800, 7200, 14400, 86400]):
period = int(arg)
else:
print(
"Requires periods to be 300, 900, 1800, 7200, 14400, or 86400 second increments"
)
sys.exit(2)
elif opt in ("-c", "--currency"):
pairs.append(arg)
start_time = time.time()
output = BotLog()
exchanges = ["poloniex"]
#pairs = ["USDT_BTC", "USDT_ETH", "USDT_LTC", "USDT_ZEC"]
#modes = ["RSI"]
#modes = ["BBAND"]
#modes = ["BBAND", "MACD2", "ALL"]
algos = ["MACD"]
#modes = ["RSI", "BBAND", "MACD2", "MACD", "DROP", "ALL"]
charts = []
strategies = []
target = 0.04
stoploss = 0.18
for pair in pairs:
for exchange in exchanges:
if (mode == "backtest"):
charts.append(BotChart(exchange, pair, period, mode, output))
else:
charts.append(
BotChart(exchange, pair, period, "warm", output,
int(time.time() - (24 * 60 * 60)),
int(time.time())))
for algo in algos:
if (mode == "backtest"):
strategies.append(
BotStrategy(exchange + "-" + pair, algo, pair, 1, 5000,
0, int(5000 - 1), stoploss, target, mode,
output))
# Parameters: max trades, initial fiat, initial holding, trade amount, stop loss, target
else:
strategies.append(
BotStrategy(exchange + "-" + pair, algo, pair, 1, 5000,
0, int(5000 - 1), stoploss, target, "warm",
output))
if (mode == "backtest"):
for i, chart in enumerate(charts):
for j, algo in enumerate(algos):
strategy = strategies[len(algos) * i + j]
for candlestick in chart.getPoints():
strategy.tick(candlestick)
strategy.showPositions()
strategy.showProfit()
strategy.drawGraph()
output.log("\n--- %s seconds ---" % (time.time() - start_time))
else:
candlesticks = []
developingCandlestick = BotCandlestick(output, int(time.time()),
period)
for i, chart in enumerate(charts):
for j, algo in enumerate(algos):
strategy = strategies[len(algos) * i + j]
for candlestick in chart.getPoints():
strategy.tick(candlestick)
strategy.drawGraph()
strategy.backtest = mode
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib.error.URLError:
time.sleep(int(period / 10))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick(
output, int(time.time()), period)
strategy.showPositions()
strategy.showProfit()
strategy.drawGraph()
time.sleep(int(period / 10))
output.close()
def main(argv):
global period
global pair
global startTime
global endTime
global totalBalance
global liveTrading
global environment
global chart
global strat
global cont
global trained_mcl
output.log("------------STARTING BACKTESTER------------")
# Handle all the incoming arguments
try:
opts, args = getopt.getopt(argv, "hp:c:s:e:b:v:u:l:",
["period=", "currency="])
except getopt.GetoptError:
try:
opts, args = getopt.getopt(argv, "r")
except:
print(
'backtest.py -p <period length> -c <currency pair> -s <start time> -e <end time> -u <strategy> -b <balance> -v <environment> -l <live>'
)
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print(
'backtest.py -p <period length> -c <currency pair> -s <start time> -e <end time> -u <strategy> -b <balance> -v <environment> -l <live>'
)
sys.exit()
elif opt in ("-p", "--period"):
if (int(arg) in [30, 300, 900, 1800, 7200, 14400, 86400]):
period = int(arg)
else:
print(
'Poloniex requires periods in 300 (5mins),900 (15),1800 (30),7200 (2hr),14400(4hr), or 86400(24hr) second increments'
)
sys.exit(2)
elif opt in ("-s"):
startTime = DateHelper.ut(
datetime.datetime.strptime(arg,
'%d/%m/%Y')) if "/" in arg else arg
elif opt in ("-r"):
cont = True
elif opt in ("-v"):
environment = arg
elif opt in ("-e"):
endTime = DateHelper.ut(datetime.datetime.strptime(
arg, '%d/%m/%Y')) if "/" in arg else arg
elif opt in ("-b"):
totalBalance = int(arg)
elif opt in ("-l"):
liveTrading = True if int(arg) == 1 else False
elif opt in ("-c"):
if arg in currencies:
pair = arg
else:
print("incorrect pair")
sys.exit()
elif opt in ("-u"):
if len(
list(
set([str(i + 1) for i in range(numberOfStrats)])
& set(str(arg).split(',')))) > 0:
strat = arg
else:
print("Bad strat params")
sys.exit()
# Instanstiate GUI for results
createIndex = CreateIndex(environment)
if not liveTrading and cont == False:
#==============================================================================
# [factor, lower limit, higher limit, step] is the format
#==============================================================================
# trialDetails = [['trailingstop',0,0.3,0.15],['maFactor',1,1.05,0.025],['lowMA',15,17,1],['highMA',35,55,10]]
# trialDetails= [['stoplossDayCount', 0*86400/period, 30*86400/period, 5*86400/period],['stoploss', 0, 0.25, 0.05]]
trialDetails = [['howSimReq', 0.87, 0.87, 0.01],
['lookback-mc', 9, 9, 1]]
# trialDetails = [['highRSI',60,80,2],['lowRSI',20,40,2],['stoploss',0,0.4,0.04],['rsiperiod',10,20,2]]
# trialDetails = [['upfactor',1,1.1,0.02],['downfactor',1,1.1,0.02],['lookback',28,40,1]]
global total
total = 1
for i in trialDetails:
add = ((i[2] - i[1]) / i[3])
if isclose(add, round(add)): # fix this
total *= (add + 1)
else:
print("bad params")
sys.exit(2)
performTrial(trialDetails, len(trialDetails),
np.zeros(len(trialDetails)))
output.logTrials(trialDetails, trialResults)
# N dimensional views
botgrapher.heatmap(trialResults)
# 2 dimensional views
if len(trialDetails) == 2:
botgrapher.graph(trialResults)
createIndex.CreatePages()
else:
trades = []
if cont == False:
strategyDetails = {'howSimReq': 0.9, "lookback-mc": 7}
param_to_store = strategyDetails
param_to_store['strategy'] = strat
param_to_store['pair'] = pair
param_to_store['period'] = period
functions.mysql_conn.storeAllParameters(param_to_store)
else:
strategyDetails = functions.mysql_conn.getAllParameters()
stats = functions.mysql_conn.getStatistics()
totalBalance = stats['balance']
trades = functions.mysql_conn.getAllOpenTrades()
strat = strategyDetails['strategy']
pair = strategyDetails['pair']
period = int(strategyDetails['period'])
del strategyDetails['strategy']
del strategyDetails['pair']
del strategyDetails['period']
if 'running_time' in stats:
strategyDetails['running_time'] = stats['running_time']
print(strategyDetails)
chart = BotChart(functions, pair)
if (strat == "4"):
print("Pretraining STARTED")
learnProgTotal = 1400 if not 'learnProgTotal' in strategyDetails else strategyDetails[
'learnProgTotal']
if (endTime == ""):
endTime = DateHelper.ut(datetime.datetime.now())
if (startTime == ""):
startTime = endTime - period * (learnProgTotal + 100)
print("training from ~{} to {}".format(DateHelper.dt(startTime),
DateHelper.dt(endTime)))
chart.getHistorical(period, startTime, endTime)
trainingSet = chart.getPoints()
mcl = MachineStrat(strat, strategyDetails)
trained_mcl = mcl.train(
trainingSet["weightedAverage"][:learnProgTotal + 30])
lookback = 7 if not 'lookback-mc' in strategyDetails else int(
strategyDetails['lookback-mc'])
print("Pretraining finished")
strategy = BotStrategy(period, functions, totalBalance, 0,
strategyDetails, strat, trained_mcl, trades)
if strat == "4":
for index, candlestick in trainingSet[-lookback - 1:].iterrows():
strategy.tick(candlestick, True)
while True:
date = datetime.datetime.now()
while ((date.hour % 4 == 0 and date.minute > 30)
or (date.hour % 4 == 1 and date.minute < 25)) == False:
date = datetime.datetime.now()
print('checking for appropriate start time', date)
time.sleep(60 * 5)
start = time.time()
currTick = dict(chart.getNext())
currTick['date'] = str(DateHelper.ut(datetime.datetime.now()))
strategy.tick(currTick)
createIndex.CreatePages()
print('{}: Sleeping ...'.format(currTick['date']))
end = time.time()
if int(period) - (end - start) > 0:
time.sleep(int(period) - (end - start))
else:
print("Calculation took too long. Continuing to next tick...")
import warnings
with warnings.catch_warnings():
warnings.filterwarnings('ignore', category=FutureWarning)
import numpy as np
from botchart import BotChart
from keras.models import load_model
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from keras.layers import Dropout
import matplotlib
import matplotlib.pyplot as plt
# Data preprocessing : scaling, reshaping
chart = BotChart('poloniex', 'BTC_ETH', 7200, '2014-11-02 14:00:00',
'2016-12-14 20:53:20')
list_opens = []
list
for val in chart.data:
list_opens.append(val.open)
test_size = int(0.1 * len(list_opens))
opens = (np.array(list_opens)).reshape(-1, 1)
timestep = 60
x_train = []
y_train = []
for i in range(timestep, len(opens) - test_size):
x_train.append(opens[i - timestep:i])
y_train.append(opens[i])
x_train, y_train = np.array(x_train), np.array(y_train)
def main(argv):
startTime = False
endTime = False
forwardTest = True
movingAverageLength = 20
try:
opts, args = getopt.getopt(
argv, "hp:c:n:s:e", ["period=", "currency=", "exchange=", "live"])
except getopt.GetoptError:
print('trading-bot.py -p <period length> -c <currency pair>')
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print('trading-bot.py -p <period length> -c <currency pair>')
sys.exit()
elif opt in ("-s"):
startTime = float(arg)
elif opt in ("-e"):
endTime = float(arg)
elif opt in ("-p", "--period"):
period = int(arg)
elif opt in ("-c", "--currency"):
pair = str(arg)
shared.exchange['pair'] = pair
shared.exchange['market'] = pair.split("_")[0]
shared.exchange['coin'] = pair.split("_")[1]
elif opt in ("--exchange"):
if str(arg) not in ['', 'poloniex', 'kraken']:
print("Only poloniex and kraken are supported for now")
sys.exit()
exchange = str(arg)
shared.exchange['name'] = exchange
elif opt == "--live":
print(
"You're going live... All losts are your reponsability only!")
forwardTest = False
if shared.exchange['name'] == "kraken":
shared.exchange['pair'] = str(shared.exchange['coin']) + str(
shared.exchange['market'])
# startTime specified: we are in backtest mode
if (startTime):
chart = BotChart(period, startTime, endTime)
strategy = BotStrategy()
strategy.showPortfolio()
for candlestick in chart.getPoints():
strategy.tick(candlestick)
chart.drawChart(strategy.candlesticks, strategy.movingAverages,
strategy.trades)
strategy.showPortfolio()
else:
chart = BotChart(period, False, False, False)
strategy = BotStrategy(False, forwardTest)
strategy.showPortfolio()
candlestick = BotCandlestick(float(period))
x = 0
while True:
try:
currentPrice = chart.getCurrentPrice()
except Exception as e:
print(e)
print("Error fetching current price")
return
try:
candlestick.tick(currentPrice)
except Exception as e:
print(e)
print("Error fetching tick")
return
strategy.tick(candlestick)
drawingCandles = copy.copy(strategy.candlesticks)
if not candlestick.isClosed():
drawingCandles.append(copy.copy(candlestick))
drawingCandles[-1].close = candlestick.currentPrice
chart.drawChart(drawingCandles, strategy.movingAverages,
strategy.trades)
if candlestick.isClosed():
candlestick = BotCandlestick(float(period))
x += 1
time.sleep(int(10))
def main(argv):
"""
Main entry point
"""
# Logging
output = BotLog()
supported_exchanges = ['kraken']
exchange = 'kraken'
pair = "XXBTZUSD" # Bitcoin/USD pair on Kraken
period = 5 # Time frame interval in minutes, e.g. width of candlestick.
poll_time = 1 # How often an API query is made when using real time data.
script_help = '\n\t-c --currency <currency pair>\n\t-x --exchange <name of the exchange {exchanges}>\n\t-t --poll <poll period length in minutes>\n\nHistorical Mode\n\t-p --period <period of frame>\n\t-s --start <start time in unix timestamp>\n\t-e --end <end time in unix timestamp>\n'.format(
exchanges=supported_exchanges)
start_time = False
end_time = False
try:
opts, args = getopt.getopt(
argv, "h:x:p:c:t:s:e:y:",
["exchange=", "period=", "currency=", "poll=", "start=", "end="])
except getopt.GetoptError:
output.log(sys.argv[0] + script_help)
sys.exit(2)
for opt, arg in opts:
if opt == ("-h", "--help"):
output.log(sys.argv[0] + script_help)
sys.exit()
elif opt in ("-s", "--start"):
start_time = arg
elif opt in ("-e", "--end"):
end_time = arg
elif opt in ("-x", "--exchange"):
if arg in supported_exchanges:
exchange = arg
else:
output.log(
'Supported exchanges are {}'.format(supported_exchanges))
sys.exit(2)
elif opt in ("-p", "--period"):
if exchange.lower() == 'kraken':
# Kraken uses minutes for getting historical data.
mins = [1, 5, 15, 30, 60, 240, 1440, 10080, 21600]
if (int(arg) in mins):
period = int(arg)
else:
output.log(
'Kraken requires intervals 1, 5, 15, 30, 60, 240, 1440, 10080, 21600 minute intervals'
)
sys.exit(2)
else:
period = int(arg)
elif opt in ("-c", "--currency"):
pair = arg
elif opt in ("-t", "--poll"):
poll_time = arg
################ Strategy in use ################
strategy = MACDStrategy(pair, period)
strategy_name = strategy.get_name()
#################################################
# Log bot startup event to DataDog
statsd.event(title='Bot started',
text='{}:{} started on {} trading {} using {}'.format(
BOT_ID, BOT_NAME, exchange, pair, strategy_name),
alert_type='success',
tags=['bot_name:{}.bot_id:{}'.format(BOT_NAME, BOT_ID)])
trade_session_details = "{bg}Trading {pair} on {exchange} with {strat}" \
" @ {period} minute period{White}".format(pair=pair,
exchange=exchange.upper(),
strat=strategy_name,
period=period,
bg=On_Cyan,
White=White)
if start_time:
# Backtesting
chart = BotChart(exchange, pair, period)
for candlestick in chart.get_points():
strategy.tick(candlestick)
output.log(trade_session_details)
else:
# Live Trading
output.log(trade_session_details)
chart = BotChart(exchange, pair, period, backtest=False)
candlesticks = []
developing_candlestick = BotCandlestick(period)
progress_counter = 0
while True:
# Log trade details every so often
if progress_counter == 50:
output.log(trade_session_details)
progress_counter = 0
progress_counter += 1
try:
developing_candlestick.tick(
chart.get_current_price_and_vol()[0])
except urllib2.URLError, err:
# If network or site is down
output.log("{}... Continuing".format(err[0]))
# TODO: These calls to statsd should be Rollbar. Set up Rollbar
statsd.histogram(
'main_loop.urllib2.URLError',
err,
tags=['bot_name:{}.bot_id:{}'.format(BOT_NAME, BOT_ID)])
continue
except ValueError, err:
# For screwy JSON
output.log('{}... Continuing'.format(err[0]))
statsd.histogram(
'main_loop.ValueError',
err,
tags=['bot_name:{}.bot_id:{}'.format(BOT_NAME, BOT_ID)])
continue
except urllib2.ssl.SSLError, err:
# For read timeouts
output.log("{}... Continuing".format(err[0]))
statsd.histogram(
'main_loop.urllib2.ssl.SSLError',
err,
tags=['bot_name:{}.bot_id:{}'.format(BOT_NAME, BOT_ID)])
continue
def main(argv):
# debut = '2016-11-02 14:00:00'
# fin = '2018-08-14 20:53:20'
try:
parser = argparse.ArgumentParser()
parser.add_argument("-p",
"--period",
help="Period length in seconds, 14400 by default",
type=int,
choices=[300, 900, 1800, 7200, 14400, 86400],
default=14400)
parser.add_argument("-c",
"--currency",
help="Currency pair | Ex: USDT_ETH",
default='USDT_ETH')
parser.add_argument("-b",
"--backtest",
help="Mode Backtest",
action="store_true")
parser.add_argument(
"-s",
"--start",
help=
"Start time in YYYY-MM-DD HH:MM:SS (for backtesting), '2016-11-02 14:00:00' by default",
default='2016-11-02 14:00:00')
parser.add_argument(
"-e",
"--end",
help=
"End time in YYYY-MM-DD HH:MM:SS (for backtesting), '2018-12-14 20:53:20' by default",
default='2018-12-14 20:53:20')
parser.add_argument("-S",
"--short",
help="Enable Short Mode",
action="store_true")
args = vars(parser.parse_args())
except:
print "ArgumentParser Error type -h for help"
sys.exit(2)
pair = args["currency"]
period = args["period"]
short_mode = args["short"]
if (args["backtest"]):
debut = args['start']
fin = args['end']
chart = BotChart("poloniex", pair, period, debut, fin)
strategy = stratRsi(period=period, short_mode=short_mode)
for candlestick in chart.getPoints():
strategy.tick(candlestick)
graphe = PlotGraphe(chart, strategy)
graphe.plotChart()
try:
sigma = chart.getSigma() * float(chart.compteur)**0.5
perf = graphe.perf
sharpeRatio = perf / sigma
print("\n Perforance: " + str(perf))
print("\n Ratio de Sharpe: " + str(sharpeRatio) + "\n")
except Exception as e:
pass
else:
chart = BotChart("poloniex", pair, period, backtest=False)
strategy = stratRsi(period, short_mode, backtest=False)
candlesticks = []
developingCandlestick = BotCandlestick()
while True:
try:
developingCandlestick.tick(chart.getCurrentPrice())
except urllib2.URLError:
time.sleep(int(30))
developingCandlestick.tick(chart.getCurrentPrice())
if (developingCandlestick.isClosed()):
candlesticks.append(developingCandlestick)
strategy.tick(developingCandlestick)
developingCandlestick = BotCandlestick()
time.sleep(int(30))
#import sys, getopt
from botchart import BotChart
from botstrategy import BotStrategy
# Select chart on which we want to backtest the strategy
chart = BotChart("poloniex","BTC_XMR",300)
# print first value of the timeseries
print chart.getPoints()[0]
# define Bot Strategy
strategy = BotStrategy()
# Apply strategy
for candlestick in chart.getPoints():
strategy.tick(candlestick)
def __init__(self, pair, live=False, numberOfCharts=1, strat=0, klineint=0, ss="", es="", graphics=True, ma5=True, handl=True):
#sets kline interval to what the selected strat uses
stratintervals = [Client.KLINE_INTERVAL_30MINUTE]
if klineint == 0:
klineint = stratintervals[strat]
#graphs = [Client.KLINE_INTERVAL_30MINUTE, Client.KLINE_INTERVAL_5MINUTE]
#Set startstamp to the highest kline interval chart and then pass it to the other charts
#this starts the graphs at the same time, will makes things 999999999x easier
if numberOfCharts != 1:
self.chart3 = BotChart(pair,300,klineint, stringy=ss, endstring=es)
startstamp = self.chart3.timestamps[0] // 1000
self.chart2 = BotChart(pair,300,klineint, startstamp, stringy=ss, endstring=es)
#startstamp = chart2.timestamps[0] // 1000
#print(startstamp)
#Changed chart to global var so I can access list values
if numberOfCharts == 1:
self.chart = BotChart(pair,300,klineint, stringy=ss, endstring=es)
else:
self.chart = BotChart(pair,300,klineint, startstamp, stringy=ss, endstring=es)
chartmax = self.chart.getMax()
chartmin = self.chart.getMin()
#Get how many times one interval goes into another by minutes
intervals = {"1":[6],"2":[2],"3":[2]}
intervals = [6,2]
chartlen = len(self.chart.data)
if numberOfCharts != 1:
chartlen2 = len(self.chart2.data)
chartlen3 = len(self.chart3.data)
#either multiply chartlen by a factor (6) and subtract chart2len
#to get the extra at the end or find the closest 30 minute and
#see how many 5 minutes go into it from the current time
#I'll start by doing the first
interval = intervals[0]
if numberOfCharts != 1:
#need multiple extras
extra1 = (len(self.chart.data) - 1) - (len(self.chart3.data) - 1) * 30
extra2 = (len(self.chart2.data) - 1) - (len(self.chart3.data) - 1) * 6
extra3 = 0
extra = [extra1, extra2, extra3]
#delete these from valuelist
chartlengths = [chartlen,chartlen2,chartlen3]
timestamps = [self.chart.timestamps,self.chart2.timestamps,self.chart3.timestamps]
data = [self.chart.data,self.chart2.data,self.chart3.data]
'''
lmaxes = [chart.lmaxes,chart2.lmaxes,chart3.lmaxes]
highs = [chart.highs,chart2.highs,chart3.highs]
lows = [chart.lows,chart2.lows,chart3.lows]
'''
else:
extra = [0]
chartlengths = [chartlen]
timestamps = [self.chart.timestamps]
print("data chart length",len(self.chart.data))
begin = time.time()
#Might need some cleanup here
#There's gotta be a better way
#I think i should make prices be its own list like lmaxes and data etc - maybe do this with all the lists
#there has to be multiple lists in valuelist because the lists become the same if they're not duplicated
#valuelist = [[False,0,Point(0,0),0,[],0,"",[],[],[],0,0,0,False, False,[-1],0,0,[],1,0,[],False,False,True,0,[],[],True,[],0,0,[],[],[],[]],[False,0,Point(0,0),0,[],0,"",[],[],[],0,0,0,False, False,[-1],0,0,[],1,0,[],False,False,True,0,[],[],True,[],0,0,[],[],[],[]],[False,0,Point(0,0),0,[],0,"",[],[],[],0,0,0,False, False,[-1],0,0,[],1,0,[],False,False,True,0,[],[],True,[],0,0,[],[],[],[]]]
valuelist = [False,0,Point(0,0),0,[],0,"",[],[],[],0,0,0,False, False,[-1],[-1],0,0,[],1,0,[],False,False,True,[],[],True,[],0,0,[],[],[],[],[]]
print("chart.data:",self.chart.data)
self.strategy = BotStrategy(strat, chartmax, chartmin, chartlengths, pair, numberOfCharts, self.chart.valuesAre, timestamps, extra, valuelist, intervals, int(self.chart.timestamps[0]), int(self.chart.timestamps[-1]), len(self.chart.timestamps),live,aggTrades=False,aggisNext=False, graphics=graphics, ma5on=ma5, handlon=handl)
#Before doing this first migrate all data from graph to botstrategy
#pass through all the different chart vars in strategy and scrap reinit
#for candlestick in range(len(chart.data)):
# if (chart.timestamps[candlestick] == chart2.timestamps[candlestick]):
# strategy.tick(chart2.data[candlestick], 2)
# strategy.tick(chart.data[candlestick], 1)
print("extra",extra)
#I think chart is supposed to have the most klines
for candlestick in range(len(self.chart.data)):
print("\nTick number:",candlestick)
#print(len(self.chart.data))
#print(chart.timestamps[candlestick],chart2.timestamps[candlestick//5])
#if (chart.timestamps[candlestick] == chart2.timestamps[candlestick//2] ):
#if (chart2.timestamps[candlestick//5] == chart3.timestamps[candlestick//30]):
# strategy.tick(chart3.data[candlestick//30], "3")
#strategy.tick(chart2.data[candlestick//2], "2", float(chart2.highs[candlestick//2]), float(chart2.lows[candlestick//2]), float(chart2.opens[candlestick//2]))
if (candlestick == len(self.chart.data) - 1):
#
self.strategy.last = True
#this is so dirty and I feel dirty for doing it
#could mess up live run, move highs and lows to masterDick in botstrategy if so
if graphics:
self.strategy.graph.addLists("1", self.chart.highs, self.chart.lows)
end = time.time()
print("time taken:",end - begin)
print("Candestick Data:",self.chart.data[candlestick])
self.strategy.tick(self.chart.data[candlestick], "1", float(self.chart.highs[candlestick]), float(self.chart.lows[candlestick]), float(self.chart.opens[candlestick]), float(self.chart.timestamps[candlestick]))
#maybe run strategy.graph.listadd(params) every iteration-think of other strategies tho
'''
self.charts = True
strategy.reinit(self.charts)
for candlestick in chart2.data:
strategy.tick(candlestick, "2")
'''
#this is the last chart
'''
