def initialize_lower_interval_trading(self, caller, interval: str):
"""
Initializes lower interval trading data object.
:param caller: Caller that determines whether lower interval is for simulation or live bot.
:param interval: Current interval for simulation or live bot.
"""
sortedIntervals = ('1m', '3m', '5m', '15m', '30m', '1h', '2h', '12h', '4h', '6h', '8h', '1d', '3d')
gui = self.gui
symbol = self.trader.symbol
if interval != '1m':
lowerInterval = sortedIntervals[sortedIntervals.index(interval) - 1]
intervalString = helpers.convert_small_interval(lowerInterval)
self.lowerIntervalNotification = True
self.signals.activity.emit(caller, f'Retrieving {symbol} data for {intervalString.lower()} intervals...')
if caller == LIVE:
gui.lowerIntervalData = Data(interval=lowerInterval, symbol=symbol, updateData=False)
gui.lowerIntervalData.custom_get_new_data(progress_callback=self.signals.progress, removeFirst=True,
caller=LIVE)
elif caller == SIMULATION:
gui.simulationLowerIntervalData = Data(interval=lowerInterval, symbol=symbol, updateData=False)
gui.simulationLowerIntervalData.custom_get_new_data(progress_callback=self.signals.progress,
removeFirst=True, caller=SIMULATION)
else:
raise TypeError("Invalid type of caller specified.")
lowerData = gui.lowerIntervalData if caller == LIVE else gui.simulationLowerIntervalData
if not lowerData or not lowerData.downloadCompleted:
raise RuntimeError("Lower interval download failed.")
self.signals.activity.emit(caller, "Retrieved lower interval data successfully.")
else:
self.signals.activity.emit(caller, "There is no lower interval than 1 minute intervals.")
def test_convert_small_interval(interval: str, expected: str):
"""
Test conversions from small interval to big interval.
:param interval: Small interval.
:param expected: Converted big interval.
"""
assert convert_small_interval(
interval
) == expected, f"Expected converted interval to be: {expected}."
def __init__(self,
startingBalance: float,
data: list,
strategies: list,
strategyInterval: Union[str, None] = None,
symbol: str = None,
marginEnabled: bool = True,
startDate: datetime = None,
endDate: datetime = None,
precision: int = 4,
outputTrades: bool = True):
super().__init__(symbol=symbol,
precision=precision,
startingBalance=startingBalance)
self.commissionsPaid = 0
self.marginEnabled = marginEnabled
self.outputTrades: bool = outputTrades # Boolean that'll determine whether trades are outputted to file or not.
convert_all_dates_to_datetime(data)
self.data = data
self.check_data()
self.interval = self.get_interval()
self.intervalMinutes = get_interval_minutes(self.interval)
self.profit = 0
self.startTime = None
self.endTime = None
self.inLongPosition = False
self.inShortPosition = False
self.currentPeriod = None
self.minPeriod = 0
self.pastActivity = [
] # We'll add previous data here when hovering through graph in GUI.
if len(strategyInterval.split()) == 1:
strategyInterval = convert_small_interval(strategyInterval)
self.strategyInterval = self.interval if strategyInterval is None else strategyInterval
self.strategyIntervalMinutes = get_interval_minutes(
self.strategyInterval)
self.intervalGapMinutes = self.strategyIntervalMinutes - self.intervalMinutes
self.intervalGapMultiplier = self.strategyIntervalMinutes // self.intervalMinutes
if self.intervalMinutes > self.strategyIntervalMinutes:
raise RuntimeError(
"Your strategy interval can't be smaller than the data interval."
)
self.ema_dict = {}
self.rsi_dictionary = {}
set_up_strategies(self, strategies)
self.startDateIndex = self.get_start_index(startDate)
self.endDateIndex = self.get_end_index(endDate)
def __init__(self,
startingBalance: float,
data: list,
strategies: list,
strategyInterval: Union[str, None] = None,
symbol: str = None,
marginEnabled: bool = True,
startDate: datetime = None,
endDate: datetime = None,
drawdownPercentage: int = 100,
precision: int = 4,
outputTrades: bool = True,
logger: Logger = None):
super().__init__(symbol=symbol,
precision=precision,
startingBalance=startingBalance,
marginEnabled=marginEnabled)
convert_all_dates_to_datetime(data)
self.data = data
self.check_data()
self.outputTrades: bool = outputTrades # Boolean that'll determine whether trades are outputted to file or not.
self.interval = self.get_interval()
self.intervalMinutes = get_interval_minutes(self.interval)
self.pastActivity = [
] # We'll add previous data here when hovering through graph in GUI.
self.drawdownPercentageDecimal = drawdownPercentage / 100 # Percentage of loss at which bot exits backtest.
self.optimizerRows = []
self.logger = logger
if len(strategyInterval.split()) == 1:
strategyInterval = convert_small_interval(strategyInterval)
self.allStrategies = get_strategies_dictionary(
Strategy.__subclasses__())
self.strategyInterval = self.interval if strategyInterval is None else strategyInterval
self.strategyIntervalMinutes = get_interval_minutes(
self.strategyInterval)
self.intervalGapMinutes = self.strategyIntervalMinutes - self.intervalMinutes
self.intervalGapMultiplier = self.strategyIntervalMinutes // self.intervalMinutes
if self.intervalMinutes > self.strategyIntervalMinutes:
raise RuntimeError(
f"Your strategy interval ({self.strategyIntervalMinutes} minute(s)) can't be smaller "
f"than the data interval ({self.intervalMinutes} minute(s)).")
self.ema_dict = {}
self.rsi_dictionary = {}
self.setup_strategies(strategies)
self.startDateIndex = self.get_start_index(startDate)
self.endDateIndex = self.get_end_index(endDate)
def change_strategy_interval(self, interval: str):
"""
Changes strategy interval to the one provided.
:param interval: Interval to update strategy interval with.
"""
if len(interval.split()) == 1:
interval = convert_small_interval(interval)
self.strategyInterval = self.interval if interval is None else interval
self.strategyIntervalMinutes = get_interval_minutes(
self.strategyInterval)
self.intervalGapMinutes = self.strategyIntervalMinutes - self.intervalMinutes
self.intervalGapMultiplier = self.strategyIntervalMinutes // self.intervalMinutes
if self.intervalMinutes > self.strategyIntervalMinutes:
raise RuntimeError(
"Your strategy interval can't be smaller than the data interval."
)
def test_convert_small_interval(interval: str, expected: str):
assert convert_small_interval(
interval
) == expected, f"Expected converted interval to be: {expected}."
