def create_order(self, seller, text): # action
id = random.randint(0,1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(id, buyer, seller, 'new', text, self._escrows)
self._orders[id] = new_order
# announce the new reputation
self._transport.send(new_order, seller)
def create_order(self, seller, text): # action
id = random.randint(0, 1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(id, buyer, seller, 'new', text, self._escrows)
self._orders[id] = new_order
# Announce the new order
self._transport.send(new_order, seller)
def trading(universe):
# main trading algorithm of the day given data up to the that day
today=universe.now
record={}
for sym in universe.symbols:
# data of the day: close (float), indicator (DataFrame)
data=universe.data[sym][:today][today:]
indicator=universe.indicator[sym][:today][today:]
if len(data)==0: continue
close=data.Close[0]
trade_time=today.replace(hour=15,minute=59) # buy at 3:59pm at close price
trade_type='NONE'
amt=0
position=universe.account.positions[sym].amount
# buy if SMA200 < close < SMA10 and RSI2 < 10
if close < indicator.SMA10[0] and \
close > indicator.SMA200[0] and \
indicator.RSI2[0] < 10 and \
universe.account.cash/close > 10:
trade_type='Buy'
amt=int(universe.account.portfolio_value/len(universe.symbols)/close-position)
# sell if lose 30% or RSI2 >99
avg_price=universe.account.positions[sym].avg_price
if (indicator.RSI2[0]>99 or (avg_price-close)/avg_price > 0.3 )\
and universe.account.positions[sym].amount>0:
trade_type='Sell'
# record data
returns=(close-avg_price)*position
winning=returns>0
#record={'Date':[today],
# 'Symbol':[sym],
# 'Buy_price':[avg_price],
# 'Sell_price':[close],
# 'Amount':[position],
# 'Returns':[returns],
# 'Winning':[winning]}
amt=position
order(trade_type=trade_type,symbol=sym,amount=amt,
price=close,time=trade_time)
record={'Date':[today],
'Portfolio_value':[universe.account.portfolio_value]}
universe.account.refresh_portfolio(today,{sym:close})
return record
def create_order(self, seller, text):
id = random.randint(0,1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(id, buyer, seller, 'new', text, self._escrows)
self._transport.send(new_order, seller)
self._orders.insert(new_order)
def create_order(self, seller, text):
id = random.randint(0,1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(id, buyer, seller, 'new', text, self._escrows)
self._transport.send(new_order, seller)
self._orders.insert(new_order)
def create_order(self, seller, text):
self._log.info('CREATING ORDER')
id = random.randint(0, 1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(id, buyer, seller, 'new', text, self._escrows)
# Add a timestamp
new_order['created'] = time.time()
self._transport.send(new_order, seller)
self._db.orders.insert(new_order)
def create_order(self, seller, text):
self._log.info('CREATING ORDER')
order_id = random.randint(0, 1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(order_id, buyer, seller, 'new', text, self._escrows)
# Add a timestamp
new_order['created'] = time.time()
self._transport.send(new_order, seller)
self._db.insertEntry("orders", new_order)
def create_order(self, seller, text):
self._log.info("CREATING ORDER")
order_id = random.randint(0, 1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(order_id, buyer, seller, "new", text, self._escrows)
# Add a timestamp
new_order["created"] = time.time()
self._transport.send(new_order, seller)
self._db.insertEntry("orders", new_order)
def create_order(self, seller, text): # action
id = random.randint(0,1000000)
buyer = self._transport._myself.get_pubkey()
new_order = order(id, buyer, seller, 'new', text, self._escrows)
# Store the order
self._orders[id] = new_order
print "Orders: ", self._orders
# Announce the new order
self._transport.send(new_order, seller)
else:
self._transport.log("Order not for us")
if msg.get('id'):
if msg['id'] in self._orders:
self._orders[msg['id']]['state'] = msg['state']
else:
self._orders[msg['id']] = msg
# Test Code if run directly
if __name__ == '__main__':
seller = ECC(curve='secp256k1')
class FakeTransport():
_myself = ECC(curve='secp256k1')
def add_callback(self, section, cb):
pass
def send(self, msg, to=None):
print 'sending', msg
def log(self, msg):
print msg
transport = FakeTransport()
rep = Orders(transport)
rep.on_order(
order(None, transport._myself.get_pubkey(), seller.get_pubkey(), 'new',
'One!', ["dsasd", "deadbeef"]))
self._transport.log("Order not for us")
elif state == 'received':
if myself == seller:
pass
# ok
elif myself == buyer:
self.receive_order(msg)
else:
self._transport.log("Order not for us")
if msg.get('id'):
if msg['id'] in self._orders:
self._orders[msg['id']]['state'] = msg['state']
else:
self._orders[msg['id']] = msg
if __name__ == '__main__':
seller = ECC(curve='secp256k1')
class FakeTransport():
_myself = ECC(curve='secp256k1')
def add_callback(self, section, cb):
pass
def send(self, msg, to=None):
print 'sending', msg
def log(self, msg):
print msg
transport = FakeTransport()
rep = Orders(transport)
rep.on_order(order(None, transport._myself.get_pubkey(), seller.get_pubkey(), 'new', 'One!', ["dsasd", "deadbeef"]))
