def run(self, discard_sat=True):
'''
This function will run the Bot from start to end
one candle at a time
Parameter
---------
discard_sat : Bool
If this is set to True, then the Trade wil not
be taken if IC falls on a Saturday. Default: True
Returns
-------
TradeList object with Trades taken. None if no trades
were taken
'''
tb_logger.info("Running...")
conn = Connect(instrument=self.pair, granularity=self.timeframe)
ser_dir = None
if CONFIG.has_option('general', 'ser_data_dir'):
ser_dir = CONFIG.get('general', 'ser_data_dir')
delta = nhours = None
if self.timeframe == "D":
nhours = 24
delta = timedelta(hours=24)
else:
p1 = re.compile('^H')
m1 = p1.match(self.timeframe)
if m1:
nhours = int(self.timeframe.replace('H', ''))
delta = timedelta(hours=int(nhours))
# convert to datetime the start and end for this TradeBot
startO = pd.datetime.strptime(self.start, '%Y-%m-%d %H:%M:%S')
endO = pd.datetime.strptime(self.end, '%Y-%m-%d %H:%M:%S')
loop = 0
tlist = []
tend = SRlst = None
# calculate the start datetime for the CList that will be used
# for calculating the S/R areas
delta_period = periodToDelta(
CONFIG.getint('trade_bot', 'period_range'), self.timeframe)
initc_date = startO - delta_period
# Get now a CandleList from 'initc_date' to 'startO' which is the
# total time interval for this TradeBot
res = conn.query(start=initc_date.isoformat(),
end=endO.isoformat(),
indir=ser_dir)
clO = CandleList(res)
while startO <= endO:
if tend is not None:
# this means that there is currently an active trade
if startO <= tend:
startO = startO + delta
loop += 1
continue
else:
tend = None
tb_logger.info("Trade bot - analyzing candle: {0}".format(
startO.isoformat()))
sub_clO = clO.slice(initc_date, startO)
dt_str = startO.strftime("%d_%m_%Y_%H_%M")
if loop == 0:
outfile_txt = "{0}/srareas/{1}.{2}.{3}.halist.txt".format(
CONFIG.get("images", "outdir"), self.pair, self.timeframe,
dt_str)
outfile_png = "{0}/srareas/{1}.{2}.{3}.halist.png".format(
CONFIG.get("images", "outdir"), self.pair, self.timeframe,
dt_str)
SRlst = calc_SR(sub_clO, outfile=outfile_png)
f = open(outfile_txt, 'w')
res = SRlst.print()
# print SR report to file
f.write(res)
f.close()
tb_logger.info("Identified HAreaList for time {0}:".format(
startO.isoformat()))
tb_logger.info("{0}".format(res))
elif loop >= CONFIG.getint('trade_bot', 'period'):
# An entire cycle has occurred. Invoke .calc_SR
outfile_txt = "{0}/srareas/{1}.{2}.{3}.halist.txt".format(
CONFIG.get("images", "outdir"), self.pair, self.timeframe,
dt_str)
outfile_png = "{0}/srareas/{1}.{2}.{3}.halist.png".format(
CONFIG.get("images", "outdir"), self.pair, self.timeframe,
dt_str)
SRlst = calc_SR(sub_clO, outfile=outfile_png)
f = open(outfile_txt, 'w')
res = SRlst.print()
tb_logger.info("Identified HAreaList for time {0}:".format(
startO.isoformat()))
tb_logger.info("{0}".format(res))
# print SR report to file
f.write(res)
f.close()
loop = 0
# fetch candle for current datetime
res = conn.query(start=startO.isoformat(), count=1, indir=ser_dir)
# this is the current candle that
# is being checked
c_candle = Candle(dict_data=res['candles'][0])
c_candle.time = datetime.strptime(c_candle.time,
'%Y-%m-%dT%H:%M:%S.%fZ')
# c_candle.time is not equal to startO
# when startO is non-working day, for example
delta1hr = timedelta(hours=1)
if (c_candle.time != startO) and (abs(c_candle.time - startO) >
delta1hr):
loop += 1
tb_logger.info(
"Analysed dt {0} is not the same than APIs returned dt {1}."
" Skipping...".format(startO, c_candle.time))
startO = startO + delta
continue
#check if there is any HArea overlapping with c_candle
HAreaSel, sel_ix = SRlst.onArea(candle=c_candle)
if HAreaSel is not None:
c_candle.set_candle_features()
# guess the if trade is 'long' or 'short'
newCl = clO.slice(start=initc_date, end=c_candle.time)
type = get_trade_type(c_candle.time, newCl)
SL = adjust_SL(type, newCl, CONFIG.getint('trade_bot', 'n_SL'))
prepare = False
if c_candle.indecision_c(
ic_perc=CONFIG.getint('general', 'ic_perc')) is True:
prepare = True
elif type == 'short' and c_candle.colour == 'red':
prepare = True
elif type == 'long' and c_candle.colour == 'green':
prepare = True
# discard if IC falls on a Saturday
if c_candle.time.weekday() == 5 and discard_sat is True:
tb_logger.info(
"Possible trade at {0} falls on Sat. Skipping...".
format(c_candle.time))
prepare = False
if prepare is True:
t = prepare_trade(tb_obj=self,
type=type,
SL=SL,
ic=c_candle,
harea_sel=HAreaSel,
delta=delta,
add_pips=CONFIG.getint(
'trade', 'add_pips'))
t.tot_SR = len(SRlst.halist)
t.rank_selSR = sel_ix
t.SRlst = SRlst
tlist.append(t)
startO = startO + delta
loop += 1
tb_logger.info("Run done")
if len(tlist) == 0:
return None
else:
return tlist
def run(self):
"""
Run the bot from self.start
Returns
-------
Trade object or none
"""
tb_logger.info("Running...")
conn = Connect(instrument=self.pair, granularity=self.timeframe)
ser_dir = None
if CONFIG.has_option('general', 'ser_data_dir'):
ser_dir = CONFIG.get('general', 'ser_data_dir')
delta = nhours = None
if self.timeframe == "D":
nhours = 24
delta = timedelta(hours=24)
else:
p1 = re.compile('^H')
m1 = p1.match(self.timeframe)
if m1:
nhours = int(self.timeframe.replace('H', ''))
delta = timedelta(hours=int(nhours))
# calculate the start datetime for the CList that will be used
# for calculating the S/R areas
delta_period = periodToDelta(
CONFIG.getint('trade_bot', 'period_range'), self.timeframe)
initc_date = self.start - delta_period
# Get now a CandleList from 'initc_date' to 'startO' which is the
# total time interval for this TradeBot
res = conn.query(start=initc_date.strftime("%Y-%m-%dT%H:%M:%S"),
end=self.start.strftime("%Y-%m-%dT%H:%M:%S"),
indir=ser_dir)
clO = CandleList(res)
dt_str = self.start.strftime("%d_%m_%Y_%H_%M")
outfile_png = "{0}/srareas/{1}.{2}.{3}.halist.png".format(
CONFIG.get("images", "outdir"), self.pair, self.timeframe, dt_str)
SRlst = calc_SR(clO, outfile=outfile_png)
# fetch candle for current datetime
res = conn.query(start=self.start.strftime("%Y-%m-%dT%H:%M:%S"),
count=1,
indir=ser_dir)
# this is the current candle that
# is being checked
c_candle = Candle(dict_data=res['candles'][0])
c_candle.time = datetime.strptime(c_candle.time,
'%Y-%m-%dT%H:%M:%S.%fZ')
# check if there is any HArea overlapping with c_candle
HAreaSel, sel_ix = SRlst.onArea(candle=c_candle)
if HAreaSel is not None:
c_candle.set_candle_features()
# guess the if trade is 'long' or 'short'
newCl = clO.slice(start=initc_date, end=c_candle.time)
type = get_trade_type(c_candle.time, newCl)
SL = adjust_SL(type, newCl, CONFIG.getint('trade_bot', 'n_SL'))
prepare = False
if c_candle.indecision_c(
ic_perc=CONFIG.getint('general', 'ic_perc')) is True:
prepare = True
elif type == 'short' and c_candle.colour == 'red':
prepare = True
elif type == 'long' and c_candle.colour == 'green':
prepare = True
# discard if IC falls on a Saturday
if c_candle.time.weekday() == 5 and discard_sat is True:
tb_logger.info(
"Possible trade at {0} falls on Sat. Skipping...".format(
c_candle.time))
prepare = False
t = None
if prepare is True:
t = prepare_trade(tb_obj=self,
type=type,
SL=SL,
ic=c_candle,
harea_sel=HAreaSel,
delta=delta,
add_pips=CONFIG.getint('trade', 'add_pips'))
t.tot_SR = len(SRlst.halist)
t.rank_selSR = sel_ix
t.SRlst = SRlst
return t
tb_logger.info("Run done")
