Ejemplo n.º 1
0
def read_results():
    dir_path = path.REPORTS_DATA_DIR_PATH
    dir_path_list = glob.glob(os.path.join(dir_path, '*/'))

    results = []
    for dir_path in dir_path_list:
        file_path = os.path.join(dir_path, path.RESULT_JSON_FILE)
        result = json.read(file_path)
        results.append(result)

    df = pd.DataFrame(results)
    df = df.set_index("start_timestamp")
    df.index.name = "timestamp"
    df = df.sort_values("timestamp")

    return df
Ejemplo n.º 2
0
    def get_result_data(self, report_mode=False):
        if report_mode:
            config_file_path = os.path.join(path.REPORTS_DATA_DIR_PATH,
                                            self.timestamp,
                                            path.CONFIG_JSON_FILE)
            config = json.read(config_file_path)
            self.arbitrage.run(amount=int(config["amount"]),
                               open_threshold=int(config["open_threshold"]),
                               profit_margin_diff=int(
                                   config["profit_margin_diff"]),
                               open_threshold_change_sec=int(
                                   config["open_threshold_change_sec"]))

        else:
            self.arbitrage.run()
        return self.arbitrage.get_result_data()
Ejemplo n.º 3
0
 def __read_profit(self, keyword):
     file_name = "{}.json".format(keyword)
     file_path = os.path.join(self.dir_path, path.ASSETS_DIR, file_name)
     return json.read(file_path)
Ejemplo n.º 4
0
 def __read_config(self):
     file_path = os.path.join(self.dir_path, path.CONFIG_JSON_FILE)
     return json.read(file_path)
Ejemplo n.º 5
0
def read_trading_end_asset(timestamp):
    file_path = __asset_file_path(timestamp, path.TRADING_END_ASSET_FILE)
    return json.read(file_path)
Ejemplo n.º 6
0
def read_trading_start_asset(timestamp):
    file_path = __asset_file_path(timestamp, path.TRADING_START_ASSET_FILE)
    return json.read(file_path)
Ejemplo n.º 7
0
 def __read_asset(keyword):
     file_name = "{}.json".format(keyword)
     file_path = os.path.join(dir_path, path.ASSETS_DIR, file_name)
     return json.read(file_path)