def test_trade(binance, model):
os.system("cls") #Clear Screen
dt_now = datetime.datetime.now()
print(dt_now.strftime("%Y-%m-%d %H:%M:%S"))
symbol = "BTCUSDT"
amount = 0.0002
base_balance = 0.002
quote_balance = 100
price = binance.get_current_price(symbol)
model.load_weights(
const.CHECKPOINT_PATH.format(time_length=const.TIME_LENGTH))
ready = False
df_test = make_dataset.make_current_data(binance, symbol, 0, 0)
test_data, test_target = make_dataset.make_dataset(df_test)
test_loss, test_acc = model.evaluate(test_data, test_target, verbose=2)
print("Test accuracy:", test_acc)
while True:
loop = True
while loop:
sleep(5)
dt_now = datetime.datetime.now()
if dt_now.minute % 5 == 4 and dt_now.second >= 45 and dt_now.second <= 55 and ready == True:
print(dt_now.strftime("%Y-%m-%d %H:%M:%S"))
loop = False
ready = False
elif dt_now.minute % 5 == 0 and ready == False:
ready = True
df = make_dataset.make_current_data(binance, symbol, 0, 0)
df = df.iloc[len(df) - const.TIME_LENGTH:, :]
input_data = np.array(df).reshape(1, const.TIME_LENGTH,
len(df.columns))
predicted = model.predict(input_data)[-1]
print(predicted)
result = np.argmax(predicted)
price = binance.get_current_price(symbol)
print("Price:" + str(price))
print("Balance:" + str((base_balance * price) + quote_balance) +
" Base:" + str(base_balance) + " Quote:" + str(quote_balance))
if result == 0:
print("SELL")
binance.create_test_order(symbol, 0.0002, "SELL")
base_balance, quote_balance = sell(base_balance, quote_balance,
amount, price)
elif result == 2:
print("BUY")
binance.create_test_order(symbol, 0.0002, "BUY")
base_balance, quote_balance = buy(base_balance, quote_balance,
amount, price)
print("")
def simulation(binance,model):
df_list = {}
for symbol in const.PAIR_SYMBOLS:
df_list[symbol] = make_dataset.make_current_data(binance,symbol,12,10)
#mpf.plot(df_list[symbol], type='candle')
symbol = "BTCUSDT"
first_base_balance = 0.002
first_quote_balance = 100
base_balance = first_base_balance
quote_balance = first_quote_balance
price = df_list[symbol].iloc[0,0]
#price = float(binance.get_ticker("BTCUSDT")["lastPrice"])
data,_ = make_dataset.make_dataset(df_list[symbol])
print(df_list[symbol])
print(data)
model.load_weights(const.CHECKPOINT_PATH)
prediction = pd.DataFrame(model.predict(data))
#prediction = prediction.idxmax(axis=1)
prediction = prediction.iloc[:,0].tolist()
first_balance = (base_balance*price)+quote_balance
for i in range(len(prediction)):
print("Period:" + str(i))
price = df_list[symbol].iloc[i+const.TIME_LENGTH,0]
print("Price:"+str(price))
print("Balance:"+str((base_balance*price)+quote_balance) + " Base:" + str(base_balance) + " Quote:" + str(quote_balance))
if prediction[i] < -0.05:
print("SELL")
base_balance, quote_balance = sell(base_balance, quote_balance,0.0002,price)
elif prediction[i] > 0.05:
print("BUY")
base_balance, quote_balance = buy(base_balance, quote_balance,0.0002,price)
print("")
print("Start:" + str(first_balance) + " Last" + str((base_balance*price)+quote_balance))
print("Result:" + str((base_balance*price)+quote_balance-first_balance))
print("Without Trading:" + str((first_base_balance*price + first_quote_balance)-first_balance))
print()
x=range(len(prediction))
plt.plot(x, df_list[symbol].iloc[-len(prediction):,1], prediction)
plt.legend(["actual", "predict"], loc="upper left")
plt.show()
def main():
#with open("ApiKeyFuturesTestnet.txt") as f:
with open("ApiKey.txt") as f:
api_key = f.readline().rstrip('\n')
api_secret = f.readline().rstrip('\n')
binance = BinanceAPI(api_key, api_secret)
df = make_dataset.make_current_data(binance, "LTCUSDT", 0,
0) #to get column size
#model = tf.keras.models.Sequential()
#model.add(tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(200, activation="tanh"), input_shape=(const.TIME_LENGTH, len(df.columns))))
#model.add(tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(50, activation="swish"), input_shape=(const.TIME_LENGTH, len(df.columns))))
#model.add(tf.keras.layers.LSTM(32, activation="tanh", recurrent_activation="sigmoid", return_sequences = True))
#model.add(tf.keras.layers.LSTM(16, activation="tanh", recurrent_activation="sigmoid"))
#model.add(tf.keras.layers.Dense(500, activation="swish"))
#model.add(tf.keras.layers.Dropout(0.2))
#model.add(tf.keras.layers.Dense(250, activation="swish"))
#model.add(tf.keras.layers.Dense(125, activation="swish"))
#model.add(tf.keras.layers.Dropout(0.2))
#model.add(tf.keras.layers.Dense(75, activation="swish"))
#model.add(tf.keras.layers.Dense(50, activation="swish"))
#model.add(tf.keras.layers.Dropout(0.2))
#model.add(tf.keras.layers.Dense(25, activation="swish"))
#model.add(tf.keras.layers.Dense(4, activation="softmax"))
#optimizer = tf.keras.optimizers.Adam(lr=0.001)
#model.compile(optimizer=optimizer, loss="sparse_categorical_crossentropy", metrics = ['accuracy'])
model = make_model(len(df.columns))
print("0:CollectData 1:Train 2:Simulation")
mode = input(">")
if mode == "0":
collect_info.collect_info(binance)
elif mode == "1":
train.train(binance, model)
elif mode == "2":
simulation.simulation(binance, model)
def simulation(binance, agent):
df = make_dataset.make_current_data(binance, "BTCUSDT", 12, 10)
df = df[[
"OrigClose", "Close", "Volume", "TradeCount", "BOLL_UP", "BOLL_DOWN",
"MACD", "MACD_SIGNAL", "SAR", "RSI12", "WMA99"
]]
df = df.fillna(0)
orig_close = df["OrigClose"]
df = df.applymap(lambda x: 100 * x)
df["OrigClose"] = orig_close
environment_py = TradingEnv(df)
environment_py.set_init_balance(1000)
environment_py.set_mode(1)
environment_py.set_data(df)
environment = tf_py_environment.TFPyEnvironment(environment_py)
policy_state = agent.policy.get_initial_state(1)
time_step = environment.reset()
action_history = []
return_sum = 0
for _ in range(len(df)):
action_step = agent.policy.action(time_step, policy_state)
action_history.append(action_step.action.numpy()[0])
time_step = environment.step(action_step.action)
policy_state = action_step.state
return_sum += time_step.reward
print("Result:" + str(return_sum.numpy()[0]))
x = range(0, len(df))
fig = plt.figure()
ax1 = fig.add_subplot(2, 1, 1)
ax2 = fig.add_subplot(2, 1, 2)
ax1.plot(x, df["OrigClose"])
ax2.plot(x, action_history)
plt.show()
def collect_info(binance):
df_list = {}
df_list_test = {}
print("collecting data")
symbol = "LTCUSDT"
df_list[symbol] = make_dataset.make_current_data(binance, symbol,
128 * 2 + 70, 70)
df_list[symbol].to_csv("..\\Data\\" + symbol + "_data.csv")
img = make_dataset.make_current_image_data(binance, symbol, 128 * 2 + 70,
70)
np.save("..\\Data\\" + symbol + "_image_data", img)
for symbol in const.PAIR_SYMBOLS:
base_asset = binance.get_base_asset(symbol)
quote_asset = binance.get_quote_asset(symbol)
for i in const.BALANCE_SYMBOLS:
print(i + " Available : " + binance.get_balance(i)["free"])
def collect_info(binance):
df_list = {}
df_list_test = {}
print("collect data")
for symbol in const.PAIR_SYMBOLS:
if os.path.exists("..\\Data\\" + symbol + "_data.csv"):
df_list[symbol] = pd.read_csv("..\\Data\\" + symbol + "_data.csv",
index_col=0,
parse_dates=True)
mpf.plot(df_list[symbol], type='candle')
else:
df_list[symbol] = make_dataset.make_current_data(
binance, symbol, 400, 10)
df_list[symbol].to_csv("..\\Data\\" + symbol + "_data.csv")
for symbol in const.PAIR_SYMBOLS:
base_asset = binance.get_base_asset(symbol)
quote_asset = binance.get_quote_asset(symbol)
for i in const.BALANCE_SYMBOLS:
print(i + " Available : " + binance.get_balance(i)["free"])
def simulation_c(binance,model):
df_list = {}
for symbol in const.PAIR_SYMBOLS:
df_list[symbol] = make_dataset.make_current_data(binance,symbol,520,420)
#mpf.plot(df_list[symbol], type='candle')
symbol = "BTCUSDT"
first_base_balance = 0.0
first_quote_balance = 100
base_balance = first_base_balance
quote_balance = first_quote_balance
price = df_list[symbol].iloc[0,0]
#price = float(binance.get_ticker("BTCUSDT")["lastPrice"])
data, target = make_dataset.make_classification_dataset(df_list[symbol])
print(df_list[symbol])
print(data)
model.load_weights(const.CHECKPOINT_PATH)
prediction = pd.DataFrame(model.predict(data))
prediction = prediction.idxmax(axis=1)
#prediction = prediction.iloc[:,0].tolist()
first_balance = (base_balance*price)+quote_balance
last_balance = (base_balance*price)+quote_balance
prev_action = 1
total_lose = 0
total_win = 0
for i in range(len(prediction)):
print("Period:" + str(i))
price = df_list[symbol].iloc[i+const.TIME_LENGTH-1,0] #data does not include [i+const.TIME_LENGTH]
if prev_action == 0:
base_balance, quote_balance = buy(base_balance, quote_balance,0.001,price)
print("stop")
elif prev_action == 2:
base_balance, quote_balance = sell(base_balance, quote_balance,0.001,price)
if (base_balance*price)+quote_balance-last_balance > 0:
total_win += 1
elif (base_balance*price)+quote_balance-last_balance < 0:
total_lose += 1
print("Price:"+str(price))
print("Balance:"+str((base_balance*price)+quote_balance))
print("Profit:" + str((base_balance*price)+quote_balance-first_balance))
last_balance = (base_balance*price)+quote_balance
if prediction[i] == 0:
print("SELL")
base_balance, quote_balance = sell(base_balance, quote_balance,0.001,price)
prev_action = 0
elif prediction[i] == 2:
print("BUY")
base_balance, quote_balance = buy(base_balance, quote_balance,0.001,price)
prev_action = 2
else:
prev_action = 1
print("")
print("Start:" + str(first_balance) + " Last" + str((base_balance*price)+quote_balance))
print("Result:" + str((base_balance*price)+quote_balance-first_balance))
print("Without Trading:" + str((first_base_balance*price + first_quote_balance)-first_balance))
print("Total Lose:" + str(total_lose))
print("Total Win:" + str(total_win))
print()
fig = plt.figure()
ax1 = fig.add_subplot(2, 1, 1)
ax2 = fig.add_subplot(2, 1, 2)
x=range(len(prediction))
ax1.plot(x, df_list[symbol].iloc[-len(prediction):,1])
ax2.plot(x, prediction)
plt.show()
def main():
with open("ApiKeyFutures.txt") as f:
api_key = f.readline().rstrip('\n')
api_secret = f.readline().rstrip('\n')
#with open("ApiKeyFuturesTestnet.txt") as f:
# api_key = f.readline().rstrip('\n')
# api_secret = f.readline().rstrip('\n')
binance = BinanceAPI(api_key, api_secret);
df = make_dataset.make_current_data(binance,"BTCUSDT",0,0) #to get column size
model = tf.keras.models.Sequential()
#model.add(tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(200, activation="tanh"), input_shape=(const.TIME_LENGTH, len(df.columns))))
#model.add(tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(50, activation="swish"), input_shape=(const.TIME_LENGTH, len(df.columns))))
#model.add(tf.keras.layers.LSTM(100, activation="tanh", recurrent_activation="sigmoid", return_sequences = True))
model.add(tf.keras.layers.LSTM(100, activation="tanh", recurrent_activation="sigmoid"))
#model.add(tf.keras.layers.Dense(500, activation="swish"))
#model.add(tf.keras.layers.Dropout(0.2))
#model.add(tf.keras.layers.Dense(250, activation="swish"))
#model.add(tf.keras.layers.Dense(125, activation="swish"))
#model.add(tf.keras.layers.Dropout(0.2))
#model.add(tf.keras.layers.Dense(75, activation="swish"))
model.add(tf.keras.layers.Dense(50, activation="swish"))
#model.add(tf.keras.layers.Dropout(0.1))
model.add(tf.keras.layers.Dense(25, activation="swish"))
model.add(tf.keras.layers.Dense(1, activation="linear"))
optimizer = tf.keras.optimizers.Adam(lr=0.001)
#optimizer = tf.keras.optimizers.Adam(lr=0.0005)
#loss = tf.keras.losses.SparseCategoricalCrossentropy(from_logits=True)
#model.compile(optimizer=optimizer, loss=loss, metrics=["accuracy"])
model.compile(optimizer=optimizer, loss="mse", metrics = ['mae', 'mse'])
model_c = tf.keras.models.Sequential()
model_c.add(tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(50, activation="swish"), input_shape=(const.TIME_LENGTH, len(df.columns))))
model_c.add(tf.keras.layers.LSTM(100, activation="tanh", recurrent_activation="sigmoid"))
model_c.add(tf.keras.layers.Dense(75, activation="swish"))
model_c.add(tf.keras.layers.Dense(50, activation="swish"))
model_c.add(tf.keras.layers.Dropout(0.2))
model_c.add(tf.keras.layers.Dense(25, activation="swish"))
model_c.add(tf.keras.layers.Dense(3, activation="softmax"))
optimizer_c = tf.keras.optimizers.Adam(lr=0.001)
#loss_c = tf.keras.losses.SparseCategoricalCrossentropy(from_logits=True)
model_c.compile(optimizer=optimizer_c, loss="sparse_categorical_crossentropy", metrics = ['accuracy'])
print("0:CollectData 1:Train 1C:Train_classification_model 2:Simulation 2C:Simulation_classification 3:TestTrade 4:Trade")
print("A:TestIndicators B:TestRainforcementLearn C:PracticalTrade1")
mode = input(">")
if mode == "0":
collect_info.collect_info(binance)
elif mode == "1":
train.train(binance,model)
elif mode == "1C":
train.train_c(binance,model_c)
elif mode == "2":
simulation.simulation(binance,model)
elif mode == "2C":
simulation.simulation_c(binance,model_c)
elif mode == "3":
test_trade.test_trade(binance,model)
elif mode == "A":
technical_indicators.test(binance)
elif mode == "B":
reinforcement_learn_test.test(binance,model)
elif mode == "C":
practical_trade.practical_trade(binance)
def train(binance, model):
df_list = {}
df_list_test = {}
for symbol in const.PAIR_SYMBOLS:
df_list[symbol] = pd.read_csv("..\\Data\\" + symbol + "_data.csv",
index_col=0,
parse_dates=True)
#df_list[symbol] = pd.read_csv("..\\Data\\SinSample1.csv", index_col=0, parse_dates=True)
#df_list[symbol] = tf.keras.utils.normalize(df_list[symbol], axis=0, order=2)
#df_list_merged = pd.concat(df_list, axis=1)
df_test = make_dataset.make_current_data(binance, "BTCUSDT", 0, 0)
#df_test = pd.read_csv("..\\Data\\SinSample1.csv", index_col=0, parse_dates=True)
data, target = make_dataset.make_dataset(df_list["BTCUSDT"])
data_test, target_test = make_dataset.make_dataset(df_test)
print(target_test)
checkpoint_dir = os.path.dirname(const.CHECKPOINT_PATH)
checkpoint_callback = tf.keras.callbacks.ModelCheckpoint(
const.CHECKPOINT_PATH,
verbose=1,
save_weights_only=True,
save_freq=3000)
lr_change_callback = tf.keras.callbacks.LearningRateScheduler(scheduler)
early_stop = tf.keras.callbacks.EarlyStopping(monitor='val_mae',
patience=4)
tensorboard_callback = tf.keras.callbacks.TensorBoard(log_dir="log",
histogram_freq=1)
epochs = 50
batch_size = 64
#tuner = kt.Hyperband(model_builder,
# objective = "val_accuracy",
# max_epochs = 10,
# factor = 3,
# directory = "HyperparameterTunerData",
# project_name = "tunerData")
#tuner.search(data, target, epochs=3, validation_data=(data_test, target_test))
#tuner.results_summary()
print(target)
stack = model.fit(data,
target,
batch_size=batch_size,
epochs=epochs,
callbacks=[
checkpoint_callback, lr_change_callback, early_stop,
tensorboard_callback
],
validation_data=(data_test, target_test))
model.summary()
x = range(len(stack.history["mae"]))
plt.plot(x, stack.history["mae"])
plt.plot(x, stack.history["val_mae"])
plt.legend(["mae", "val_mae"], loc="upper left")
plt.title("loss")
plt.show()
#p_data, _ = make_dataset.make_dataset(df_list_test)
#predicted = model.predict(p_data)
#predicted = np.pad(predicted,[[0,const.TIME_LENGTH],[0,0]],"edge")
#df = pd.DataFrame(predicted)
#for i in range(100):
# print(df.iloc[i,:])
#df = df.idxmax(axis=1)
#df = df.columns.get_loc(df.idxmax(axis=1))
#addplot = mpf.make_addplot(df)
#mpf.plot(df_list["BTCUSDT"], type='candle', addplot = addplot)
test_acc = model.evaluate(data_test, target_test, verbose=2)
print("Test accuracy:", test_acc)
prediction = pd.DataFrame(model.predict(data_test))
x = range(len(prediction))
plt.plot(x, df_test.iloc[-len(prediction):, 1], prediction)
plt.legend(["actual", "predict"], loc="upper left")
plt.show()
def simulation(binance, model):
df_list = {}
for symbol in const.PAIR_SYMBOLS:
df_list[symbol] = make_dataset.make_current_data(
binance, symbol, 12, 10)
#mpf.plot(df_list[symbol], type='candle')
symbol = "LTCUSDT"
first_base_balance = 1.0
first_quote_balance = 100
base_balance = first_base_balance
quote_balance = first_quote_balance
price = df_list[symbol].iloc[0, 0]
#price = float(binance.get_ticker("BTCUSDT")["lastPrice"])
data, target = make_dataset.make_dataset(df_list[symbol])
print(df_list[symbol])
print(data)
model.load_weights(const.CHECKPOINT_PATH)
prediction = pd.DataFrame(model.predict(data))
prediction = prediction.idxmax(axis=1)
first_balance = (base_balance * price) + quote_balance
for i in range(len(prediction)):
print("Period:" + str(i))
price = df_list[symbol].iloc[i + const.TIME_LENGTH, 0]
print("Price:" + str(price))
print("Balance:" + str((base_balance * price) + quote_balance) +
" Base:" + str(base_balance) + " Quote:" + str(quote_balance))
if prediction[i] == 0:
print("SELL")
base_balance, quote_balance = sell(base_balance, quote_balance,
0.0002, price)
elif prediction[i] == 3:
print("BUY")
base_balance, quote_balance = buy(base_balance, quote_balance,
0.0002, price)
print("")
print("Start:" + str(first_balance) + " Last" +
str((base_balance * price) + quote_balance))
print("Result:" +
str((base_balance * price) + quote_balance - first_balance))
print("Without Trading:" +
str((first_base_balance * price + first_quote_balance) -
first_balance))
print()
fig = plt.figure()
ax1 = fig.add_subplot(4, 1, 1)
ax2 = fig.add_subplot(4, 1, 2)
ax3 = fig.add_subplot(4, 1, 3)
ax4 = fig.add_subplot(4, 1, 4)
x = range(len(prediction))
result = []
win_num = 0
total_num = 0
for i in range(len(prediction)):
if prediction[i] == 0 or prediction[i] == 3:
total_num += 1
if (prediction[i] == 0 and (target[i] == 0 or target[i] == 1)) or (
prediction[i] == 3 and (target[i] == 2 or target[i] == 3)):
result.append(1)
win_num += 1
else:
result.append(-1)
else:
result.append(0)
print("Accuracy:" + str(win_num / total_num))
ax1.plot(x, df_list[symbol].iloc[-len(prediction):, 1])
ax1.set_title("Price")
ax2.plot(x, target)
ax2.set_title("Actual")
ax3.plot(x, prediction)
ax3.set_title("Prediction")
ax4.plot(x, result)
ax4.set_title("Result")
plt.show()
def train(binance, model):
df_list = {}
df_list_test = {}
symbol = "LTCUSDT"
df_list[symbol] = pd.read_csv("..\\Data\\" + symbol + "_data.csv",
index_col=0,
parse_dates=True)
orig_img = np.load("..\\Data\\" + symbol + "_image_data.npy")
#df_list_merged = pd.concat(df_list, axis=1)
df_test = make_dataset.make_current_data(binance, "LTCUSDT", 0, 0)
orig_img_test = make_dataset.make_current_image_data(
binance, "LTCUSDT", 0, 0)
data, data_img, target = make_dataset.make_dataset(df_list["LTCUSDT"],
orig_img)
data_test, data_img_test, target_test = make_dataset.make_dataset(
df_test, orig_img_test)
print(data_img.shape)
print(data.shape)
print(target_test)
checkpoint_dir = os.path.dirname(const.CHECKPOINT_PATH)
checkpoint_callback = tf.keras.callbacks.ModelCheckpoint(
const.CHECKPOINT_PATH,
verbose=1,
save_weights_only=True,
save_freq=1000)
lr_change_callback = tf.keras.callbacks.LearningRateScheduler(scheduler)
early_stop = tf.keras.callbacks.EarlyStopping(monitor="val_accuracy",
patience=30)
tensorboard_callback = tf.keras.callbacks.TensorBoard(log_dir="log",
histogram_freq=1)
epochs = 100
batch_size = 8
#tuner = kt.Hyperband(model_builder,
# objective = "val_accuracy",
# max_epochs = 10,
# factor = 3,
# directory = "HyperparameterTunerData",
# project_name = "tunerData")
#tuner.search(data, target, epochs=3, validation_data=(data_test, target_test))
#tuner.results_summary()
print(target)
stack = model.fit([data, data_img],
target,
batch_size=batch_size,
epochs=epochs,
callbacks=[
checkpoint_callback, lr_change_callback, early_stop,
tensorboard_callback
],
validation_data=([data_test,
data_img_test], target_test))
model.summary()
x = range(len(stack.history["accuracy"]))
plt.plot(x, stack.history["accuracy"])
plt.plot(x, stack.history["val_accuracy"])
plt.legend(["accuracy", "val_accuracy"], loc="upper left")
plt.title("accuracy")
plt.show()
#p_data, _ = make_dataset.make_dataset(df_list_test)
#predicted = model.predict(p_data)
#predicted = np.pad(predicted,[[0,const.TIME_LENGTH],[0,0]],"edge")
#df = pd.DataFrame(predicted)
#for i in range(100):
# print(df.iloc[i,:])
#df = df.idxmax(axis=1)
#df = df.columns.get_loc(df.idxmax(axis=1))
#addplot = mpf.make_addplot(df)
#mpf.plot(df_list["LTCUSDT"], type='candle', addplot = addplot)
test_acc = model.evaluate([data_test, data_img_test],
target_test,
verbose=2)
print("Test accuracy:", test_acc)
fig = plt.figure()
ax1 = fig.add_subplot(4, 1, 1)
ax2 = fig.add_subplot(4, 1, 2)
ax3 = fig.add_subplot(4, 1, 3)
ax4 = fig.add_subplot(4, 1, 4)
prediction = pd.DataFrame(model.predict([data_test, data_img_test]))
prediction = prediction.idxmax(axis=1)
x = range(len(prediction))
result = []
win_num = 0
for i in range(len(prediction)):
if target_test[i] == prediction[i] or (
(target_test[i] == 1 or target_test[i] == 2) and
(prediction[i] == 1 or prediction[i] == 2)):
result.append(1)
win_num += 1
else:
result.append(0)
print("Accuracy:" + str(win_num / len(prediction)))
ax1.plot(x, df_test.iloc[-len(prediction):, 1])
ax1.set_title("Price")
ax2.plot(x, target_test)
ax2.set_title("Actual")
ax3.plot(x, prediction)
ax3.set_title("Prediction")
ax4.plot(x, result)
ax4.set_title("Result")
plt.show()
def practical_trade(binance):
symbol = "BTCUSDT"
base_asset = binance.get_base_asset(symbol)
quote_asset = binance.get_quote_asset(symbol)
amount = 0.001
current_balance = binance.get_futures_balance(quote_asset)
price = binance.get_current_price(symbol)
wait_time = 0
prev_action = 0
stop_time = 0
prev_price = 0
trade_history = []
touched_boll = 0
while True:
wait_time -= 1
df = make_dataset.make_current_data(binance, symbol, 0, 0)
if df is None:
if prev_action == 1:
trade_history.append(
"BUY " + dt_formed + " Balance:" +
str(binance.get_futures_balance(quote_asset)))
binance.create_futures_order(symbol, amount, "BUY")
stop_time = 0
prev_action = 0
if prev_action == 2:
trade_history.append(
"SELL " + dt_formed + " Balance:" +
str(binance.get_futures_balance(quote_asset)))
binance.create_futures_order(symbol, amount, "SELL")
stop_time = 0
prev_action = 0
continue
df = df.iloc[-1, :]
os.system("cls") #Clear Screen
dt_now = datetime.datetime.now()
dt_formed = dt_now.strftime("%Y-%m-%d %H:%M:%S")
print(dt_formed)
current_balance = binance.get_futures_balance(quote_asset)
price = binance.get_current_price(symbol)
if price is None:
if prev_action == 1:
trade_history.append("BUY " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "BUY")
stop_time = 0
prev_action = 0
if prev_action == 2:
trade_history.append("SELL " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "SELL")
stop_time = 0
prev_action = 0
continue
print("Price:" + str(price))
print(quote_asset + " Available : " + str(current_balance))
dif = df["Close"] - df["Open"]
print("Dif:" + str(dif) + " WaitTime:" + str(wait_time) +
" StopTime:" + str(stop_time))
if wait_time < 0 and prev_action == 0:
if df["BOLL_UP"] < price:
touched_boll = 1
elif df["BOLL_DOWN"] > price:
touched_boll = 2
if touched_boll == 1 < price and df["SAR"] > price:
trade_history.append("SELL " + dt_formed + " Balance:" +
str(current_balance))
wait_time = 100
prev_action = 1
prev_price = price
binance.create_futures_order(symbol, amount, "SELL")
touched_boll = 0
elif touched_boll == 2 > price and df["SAR"] < price:
trade_history.append("BUY " + dt_formed + " Balance:" +
str(current_balance))
wait_time = 100
prev_action = 2
prev_price = price
binance.create_futures_order(symbol, amount, "BUY")
touched_boll = 0
#close position after some time
#if wait_time <= 0:
# if prev_action == 1 and stop_time >= 3:
# trade_history.append("BUY " + dt_formed + " Balance:" + str(current_balance))
# binance.create_futures_order(symbol, amount, "BUY")
# prev_action = 0
# if prev_action == 2 and stop_time >= 3:
# trade_history.append("SELL")
# binance.create_futures_order(symbol, amount, "SELL")
# prev_action = 0
#close position if there is loss
if (prev_action == 1 and dif > 0) or (prev_action == 2 and dif < 0):
stop_time += 1
else:
stop_time = 0
if stop_time >= 18:
if prev_action == 1:
trade_history.append("BUY " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "BUY")
if prev_action == 2:
trade_history.append("SELL")
binance.create_futures_order(symbol, amount, "SELL")
stop_time = 0
prev_action = 0
if prev_action == 1 and df["SAR"] < price:
trade_history.append("BUY " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "BUY")
stop_time = 0
prev_action = 0
if prev_action == 2 and df["SAR"] > price:
trade_history.append("SELL " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "SELL")
stop_time = 0
prev_action = 0
#stop_loss
if prev_action == 1 and (price - prev_price) > price / 700:
trade_history.append("BUY " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "BUY")
stop_time = 0
prev_action = 0
if prev_action == 2 and (price - prev_price) < -price / 700:
trade_history.append("SELL " + dt_formed + " Balance:" +
str(current_balance))
binance.create_futures_order(symbol, amount, "SELL")
stop_time = 0
prev_action = 0
print("\nHistory:")
for i in trade_history:
print(i)
sleep(3) #it takes 2 second to calculate
