def __update_ohlc(
self): #should download ohlc soon after when it finalized
if self.last_ohlc_min < datetime.now(
self.JST).minute or (self.last_ohlc_min == 59
and datetime.now(self.JST).minute == 0):
flg = True
num_conti = 0
num_max_trial = 10
time.sleep(1)
omd = TickData.get_ohlc()
if omd is not None:
for i in range(len(omd.unix_time)):
if OneMinMarketData.ohlc.unix_time[-1] < omd.unix_time[i]:
OneMinMarketData.ohlc.add_and_pop(
omd.unix_time[i], omd.dt[i], omd.open[i],
omd.high[i], omd.low[i], omd.close[i], omd.size[i])
flg = False
LogMaster.add_log(
'updated ws ohlc at ' + str(datetime.now(self.JST)),
self.prediction[0], self.ac)
else:
while flg:
res, omd = CryptowatchDataGetter.get_data_after_specific_ut(
OneMinMarketData.ohlc.unix_time[-1])
if res == 0 and omd is not None:
if len(omd.unix_time) > 0:
omd.cut_data(
len(omd.unix_time
)) #remove first data to exclude after ut
for i in range(len(omd.unix_time)):
if OneMinMarketData.ohlc.unix_time[
-1] < omd.unix_time[i]:
OneMinMarketData.ohlc.add_and_pop(
omd.unix_time[i], omd.dt[i],
omd.open[i], omd.high[i], omd.low[i],
omd.close[i], omd.size[i])
flg = False
if flg == False:
print('data download dt=' +
str(datetime.now(self.JST)))
LogMaster.add_log(
'updated ohlc at ' +
str(datetime.now(self.JST)),
self.prediction[0], self.ac)
num_conti += 1
time.sleep(1)
if num_conti >= num_max_trial:
print('data can not be downloaded from cryptowatch.')
LogMaster.add_log('ohlc download error',
self.prediction[0], self.ac)
break
if flg == False:
self.last_ohlc_min = datetime.now(self.JST).minute
OneMinMarketData.update_for_bot()
df = OneMinMarketData.generate_df_for_bot()
pred_x = self.model.generate_bot_pred_data(df)
#self.prediction = self.cbm.predict(Pool(pred_x))
self.prediction = self.model.prediction2(self.bst, pred_x)
if len(self.prediction) > 1:
print('prediction length error!')
print(self.prediction)
self.pred_side = str(int(self.prediction[0])).translate(
str.maketrans({
'0': 'no',
'1': 'buy',
'2': 'sell',
'3': 'both'
}))
self.ac.sync_position_order()
self.ac.calc_pl(TickData.get_ltp())
print('dt={}, open={},high={},low={},close={}'.format(
OneMinMarketData.ohlc.dt[-1], OneMinMarketData.ohlc.open[-1],
OneMinMarketData.ohlc.high[-1], OneMinMarketData.ohlc.low[-1],
OneMinMarketData.ohlc.close[-1]))
print(
'total_pl={}, pl per min={}, collateral change={},num_trade={},win_rate={},prediction={},holding_side={},holding_price={},holding_size={},ltp={}'
.format(self.ac.total_pl, self.ac.total_pl_per_min,
self.ac.collateral_change, self.ac.num_trade,
self.ac.win_rate, self.prediction[0],
self.ac.holding_side, self.ac.holding_price,
self.ac.holding_size, TickData.get_ltp()))
print('private access per 300sec={}'.format(
Trade.total_access_per_300s))
LogMaster.add_log(
'private access per 300sec = ' +
str(Trade.total_access_per_300s), self.prediction[0], self.ac)
LineNotification.send_notification(
LogMaster.get_latest_performance())
def __update_ohlc(
self): #should download ohlc soon after when it finalized
if self.last_ohlc_min < datetime.now(
self.JST).minute or (self.last_ohlc_min == 59
and datetime.now(self.JST).minute == 0):
flg = True
self.flg_loss_cut = False
num_conti = 0
num_max_trial = 10
time.sleep(1)
if TickData.ws_down_flg == False:
omd = TickData.get_ohlc()
if omd is not None:
for i in range(len(omd.unix_time)):
if OneMinMarketData.ohlc.unix_time[-1] < omd.unix_time[
i]:
OneMinMarketData.ohlc.add_and_pop(
omd.unix_time[i], omd.dt[i], omd.open[i],
omd.high[i], omd.low[i], omd.close[i],
omd.size[i])
flg = False
LogMaster.add_log(
'updated ws ohlc at ' + str(datetime.now(self.JST)),
self.prediction, self.ac)
else:
while flg:
res, omd = CryptowatchDataGetter.get_data_after_specific_ut(
OneMinMarketData.ohlc.unix_time[-1])
if res == 0 and omd is not None:
if len(omd.unix_time) > 0:
omd.cut_data(
len(omd.unix_time)
) #remove first data to exclude after ut
for i in range(len(omd.unix_time)):
if OneMinMarketData.ohlc.unix_time[
-1] < omd.unix_time[i]:
OneMinMarketData.ohlc.add_and_pop(
omd.unix_time[i], omd.dt[i],
omd.open[i], omd.high[i],
omd.low[i], omd.close[i],
omd.size[i])
flg = False
if flg == False:
print('data download dt=' +
str(datetime.now(self.JST)))
LogMaster.add_log(
'updated ohlc at ' +
str(datetime.now(self.JST)),
self.prediction, self.ac)
num_conti += 1
time.sleep(1)
if num_conti >= num_max_trial:
print(
'data can not be downloaded from cryptowatch.')
LogMaster.add_log('ohlc download error',
self.prediction, self.ac)
break
else:
TickData.ws_down_flg = False
self.__overwrite_one_min_data(self.num_term, self.window_term)
LogMaster.add_log('overwrite one min data', self.prediction,
self.ac)
print('overwrite one min data')
LineNotification.send_error('overwrite one min data')
if flg == False:
self.last_ohlc_min = datetime.now(self.JST).minute
OneMinMarketData.update_for_bot()
df = OneMinMarketData.generate_df_for_bot()
pred_x = self.lgb.generate_bsp_data_for_bot(df)
self.prediction = self.lgb.prediction(self.model_buy,
self.model_sell, pred_x,
self.upper_kijun,
self.lower_kijun)
print('prediction=', self.prediction)
self.pred_side = {
0: 'no',
1: 'buy',
-1: 'sell'
}[self.prediction]
#self.ac.sync_position_order()
self.ac.calc_holding_pnl()
print('dt={}, open={},high={},low={},close={}'.format(
OneMinMarketData.ohlc.dt[-1], OneMinMarketData.ohlc.open[-1],
OneMinMarketData.ohlc.high[-1], OneMinMarketData.ohlc.low[-1],
OneMinMarketData.ohlc.close[-1]))
print(
'total_pl={}, pl per min={}, num_trade={},win_rate={},prediction={},holding_side={},holding_price={},holding_size={},ltp={}'
.format(self.ac.total_pl, self.ac.total_pl_per_min,
self.ac.num_trade, self.ac.win_rate, self.prediction,
self.ac.holding_side, self.ac.holding_price,
self.ac.holding_size, TickData.get_ltp()))
print('private access per 300sec={}'.format(
Trade.total_access_per_300s))
LogMaster.add_log(
'private access per 300sec = ' +
str(Trade.total_access_per_300s), self.prediction, self.ac)
LineNotification.send_notification(
LogMaster.get_latest_performance())
while datetime.now().second >= 59:
time.sleep(0.1)
