def test_bbands(self):
a = [i for i in range(1, 20 + 1)]
na = np.asanyarray(a)
print(na)
pa = pd.Series(na)
na2 = pa.values
print(id(na) == id(na2))
m, u, l = indicators.bollinger_bands(pd.Series(na), n=5)
print(m, u, l)
def update_candle(self, df, candle, localtime):
logger.info('update_candle %s > %s : %s', df.index[-1], df.iloc[-1], candle)
price = df.Close[-1]
m, u, l = indicators.bollinger_bands(df.Close, n=20, stdev=1.5)
high = round(u[-1], 2)
low = round(l[-1], 2)
logger.info('BBands high[%s] price[%s] low[%s]', high, price, low)
df = indicators.RSI(df, period=14)
rsi = df.RSI[-1]
rsi = round(rsi, 2)
score = 0
if price >= high:
logger.info('BBands Upper touched! price[%s] >= bbhigh[%s]', price, high)
score += 1
elif price <= low:
logger.info('BBands Lower touched! price[%s] <= bblow[%s]', price, low)
score -= 1
if rsi >= 60:
logger.info('RSI[%s] >= 60.', rsi)
score += 1
elif rsi <= 40:
logger.info('RSI[%s] <= 40.', rsi)
score -= 1
order_qty = 10
if score >= 2:
# 질문 메시지
text = f'주문타입: <b>BUY</b>\n' \
f'가격: {df.Close[-1]}\n' \
f'수량: {order_qty}\n' \
f'이유: {self.symbol} Too much buy! price[{price}] >= bbhigh[{high}] AND RSI[{rsi}] >= 60\n'\
f'<a href="https://www.bitmex.com/chartEmbed?symbol=XBTUSD">차트열기</a> \n' \
f'<a href="https://www.bitmex.com/app/trade/XBTUSD">거래소열기</a> \n'
self.send_message(text)
# 텔레그램으로 주문받기 기능은 삭제..
# self.telegram_bot.send_question(question_text=text,
# yes_name="BUY",
# yes_func=self.order,
# yes_param={"df": df, "qty": order_qty},
# no_name="CANCEL")
elif score <= -2:
text = f'주문타입: <b>SELL</b>\n' \
f'가격: {df.Close[-1]}\n' \
f'수량: {-order_qty}\n' \
f'이유: {self.symbol} Too much sell! price[{price}] <= bblow[{low}] AND RSI[{rsi}] <= 40\n' \
f'<a href="https://www.bitmex.com/chartEmbed?symbol=XBTUSD">차트열기</a> \n' \
f'<a href="https://www.bitmex.com/app/trade/XBTUSD">거래소열기</a> \n'
self.send_message(text)
def update_candle(self, df, candle):
# logger.info('update_candle %s > %s : %s', df.index[-1], df.iloc[-1], candle)
logger.info(
'>> %s >> %s', datetime.fromtimestamp(df.index[-1] / 1000),
f'O:{candle.Open} H:{candle.High} L:{candle.Low} C:{candle.Close} V:{candle.Volume}'
)
price = df.Close.iloc[-1]
m, u, l = indicators.bollinger_bands(df.Close, n=20, stdev=1.5)
high = round(u.iloc[-1], 2)
low = round(l.iloc[-1], 2)
logger.info('BBands high[%s] price[%s] low[%s]', high, price, low)
df = indicators.RSI(df, period=14)
rsi = df.RSI.iloc[-1]
rsi = round(rsi, 2)
logger.info('RSI[%s]', rsi)
score = 0
if price >= high:
logger.info('BBands Upper touched! price[%s] >= bbhigh[%s]', price,
high)
score += 1
elif price <= low:
logger.info('BBands Lower touched! price[%s] <= bblow[%s]', price,
low)
score -= 1
if rsi >= 60:
logger.info('RSI[%s] >= 60.', rsi)
score += 1
elif rsi <= 40:
logger.info('RSI[%s] <= 40.', rsi)
score -= 1
if score >= 2:
self.send_telegram(
f'{self.symbol} Too much buy! price[{price}] >= bbhigh[{high}] AND RSI[{rsi}] >= 60'
)
elif score <= -2:
self.send_telegram(
f'{self.symbol} Too much sell! price[{price}] <= bblow[{low}] AND RSI[{rsi}] <= 40'
)
sys.exit(0)