def accept_all(sa, trades=True, markets=True, others=True):
AccountHandler.refresh_session(sa)
confs = ConfirmationHandler.fetch_confirmations(sa)
for i in range(len(confs)):
if (not trades) and (confs[i].type == 2):
del confs[i]
if (not markets) and (confs[i].type == 3):
del confs[i]
if (not others) and not (confs[i].type in [2, 3]):
del confs[i]
if len(confs) == 0:
return True
return ConfirmationHandler.confirm_multi(sa, confs, 'allow')
def backup_codes_popup(sa):
if not sa.backend:
mwa = AccountHandler.get_mobilewebauth(sa)
if not mwa:
return
sa.backend = mwa
try:
sa.create_emergency_codes()
endfunc = Empty()
endfunc.endfunc = False
code_dialog = QtWidgets.QDialog()
code_ui = PyUIs.PhoneDialog.Ui_Dialog()
code_ui.setupUi(code_dialog)
code_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
code_dialog.exec_()
if endfunc.endfunc:
return
codes = sa.create_emergency_codes(code_ui.codeBox.text())
codes = '\n'.join(codes)
except guard.SteamAuthenticatorError as e:
Common.error_popup(str(e))
return
if len(codes) > 0:
bcodes_dialog = QtWidgets.QDialog()
bcodes_ui = PyUIs.BackupCodesCreatedDialog.Ui_Dialog()
bcodes_ui.setupUi(bcodes_dialog)
bcodes_ui.copyButton.clicked.connect(
lambda: (bcodes_ui.codeBox.selectAll(), bcodes_ui.codeBox.copy()))
bcodes_ui.codeBox.setText(codes)
bcodes_dialog.exec_()
else:
Common.error_popup('No codes were generated or invalid code',
'Warning:')
def __init__(self):
self.local_tz = pytz.timezone("HongKong")
self.s = sched.scheduler(time.time, time.sleep)
self.strategy = Strategy('btcusdt')
self.account = AccountHandler()
self.account.get_accounts()
self.production = []
self.strategy_list = {}
self.strategy_weight = {}
self.latest_position = {}
self.portfolio_position = 0.0
d1 = date.today().strftime("%Y%m%d")
logging.basicConfig(filename="Log_" + d1 + ".txt",
level=logging.DEBUG,
format='%(levelname)s: %(asctime)s %(message)s',
datefmt='%m/%d/%Y %I:%M:%S')
logging.info("Production Started")
def backup_codes_delete(sa):
if not sa.backend:
mwa = AccountHandler.get_mobilewebauth(sa)
if not mwa:
return
sa.backend = mwa
endfunc = Empty()
endfunc.endfunc = False
bcodes_dialog = QtWidgets.QDialog()
bcodes_ui = PyUIs.BackupCodesDeleteDialog.Ui_Dialog()
bcodes_ui.setupUi(bcodes_dialog)
bcodes_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
bcodes_dialog.exec_()
if endfunc.endfunc:
return
try:
sa.destroy_emergency_codes()
except guard.SteamAuthenticatorError as e:
Common.error_popup(str(e))
def remove_authenticator(sa):
if not sa.backend:
mwa = AccountHandler.get_mobilewebauth(sa)
if not mwa:
return
sa.backend = mwa
endfunc = Empty()
endfunc.endfunc = False
code_dialog = QtWidgets.QDialog()
code_ui = PyUIs.PhoneDialog.Ui_Dialog()
code_ui.setupUi(code_dialog)
code_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
code_dialog.setWindowTitle('Remove authenticator')
code_ui.actionBox.setText(
'Type \'yes\' into the box below to remove your\nauthenticator.')
code_ui.msgBox.setText(
'Note that you will receive a 15-day\ntrade hold upon deactivating your authenticator.'
)
for i in code_ui.buttonBox.buttons():
if code_ui.buttonBox.buttonRole(
i) == QtWidgets.QDialogButtonBox.AcceptRole:
i.setEnabled(False)
code_ui.codeBox.textChanged.connect(lambda x: [(
b.setEnabled(x.lower() == 'yes')
if code_ui.buttonBox.buttonRole(b) == QtWidgets.QDialogButtonBox.
AcceptRole else None) for b in code_ui.buttonBox.buttons()])
code_dialog.exec_()
if endfunc.endfunc:
return
try:
sa.remove()
except guard.SteamAuthenticatorError as e:
Common.error_popup(str(e))
return
os.remove(os.path.join(mafiles_folder_path, mafile_name))
del manifest['entries'][manifest_entry_index]
save_mafiles()
restart()
from enum import Enum
from AccountHandler import *
class Menus(Enum):
MAKE = 1
DEPOSIT = 2
WITHDRAW = 3
INQUIRE = 4
EXIT = 5
accHandler = AccountHandler()
while True:
menu = accHandler.showAndInputMenu()
if menu == Menus.MAKE.value:
accHandler.makeAccount()
elif menu == Menus.DEPOSIT.value:
accHandler.depositMoney()
elif menu == Menus.WITHDRAW.value:
accHandler.withdrawMoney()
elif menu == Menus.INQUIRE.value:
accHandler.showAllAccInfo()
elif menu == Menus.EXIT.value:
print("프로그램을 종료합니다.")
break
class Production():
def __init__(self):
self.local_tz = pytz.timezone("HongKong")
self.s = sched.scheduler(time.time, time.sleep)
self.strategy = Strategy('btcusdt')
self.account = AccountHandler()
self.account.get_accounts()
self.production = []
self.strategy_list = {}
self.strategy_weight = {}
self.latest_position = {}
self.portfolio_position = 0.0
d1 = date.today().strftime("%Y%m%d")
logging.basicConfig(filename="Log_" + d1 + ".txt",
level=logging.DEBUG,
format='%(levelname)s: %(asctime)s %(message)s',
datefmt='%m/%d/%Y %I:%M:%S')
logging.info("Production Started")
def boll_system(self, freq, period):
ticker = 'btcusdt_' + freq + '_candle'
self.strategy.generate_indicator(ticker, ['open'], 'btc_close',
moving_average, 1)
self.strategy.generate_indicator(ticker, ['open'], 'btc_boll_up',
boll_band_up, period)
self.strategy.generate_indicator(ticker, ['open'], 'btc_boll_low',
boll_band_low, period)
self.strategy.generate_signal('break_boll_up', cross_over,
['btc_close', 'btc_boll_up'])
self.strategy.generate_signal('break_boll_low', cross_over,
['btc_boll_low', 'btc_close'])
self.strategy.get_strat_signal("boll_system_" + freq + "_" +
str(period),
long='break_boll_up',
short='break_boll_low')
self.strategy_list["boll_system_" + freq + "_" + str(period)] \
= self.strategy.back_test('btcusdt', freq, "boll_system_" + freq + "_" + str(period),
loss_control, -0.1)
now = datetime.now().strftime("%H:%M:%S")
print('updated strategy:boll_system_' + freq + "_" + str(period) +
" at" + now)
def boll_reverse_system(self, freq, period):
ticker = 'btcusdt_' + freq + '_candle'
self.strategy.generate_indicator(ticker, ['open'], 'btc_close',
moving_average, 1)
self.strategy.generate_indicator(ticker, ['open'], 'btc_boll_up',
boll_band_up_2, period)
self.strategy.generate_indicator(ticker, ['open'], 'btc_boll_low',
boll_band_low_2, period)
self.strategy.generate_indicator(ticker, ['open'], 'btc_ma',
moving_average, period)
self.strategy.generate_signal('revert_boll_up', cross_over,
['btc_boll_up', 'btc_close'])
self.strategy.generate_signal('revert_boll_low', cross_over,
['btc_close', 'btc_boll_low'])
self.strategy.get_strat_signal("boll_reverse_system_" + freq + "_" +
str(period),
long='revert_boll_low',
short='revert_boll_up')
self.strategy_list["boll_reverse_system_" + freq + "_" + str(period)] \
= self.strategy.back_test('btcusdt', freq, "boll_reverse_system_" + freq + "_" + str(period),
loss_control, -0.1)
now = datetime.now().strftime("%H:%M:%S")
print('updated strategy:boll_reverse_system_' + freq + "_" +
str(period) + " at" + now)
def ma_system(self, freq, period1, period2):
ticker = 'btcusdt_' + freq + '_candle'
self.strategy.generate_indicator(ticker, ['open'], 'btc_close',
moving_average, 1)
self.strategy.generate_indicator(ticker, ['open'], 'btc_ma_1',
moving_average, period1)
self.strategy.generate_indicator(ticker, ['open'], 'btc_ma_2',
moving_average, period2)
self.strategy.generate_signal('ma_cross_up', cross_over,
['btc_ma_1', 'btc_ma_2'])
self.strategy.generate_signal('ma_cross_down', cross_over,
['btc_ma_2', 'btc_ma_1'])
self.strategy.get_strat_signal("ma_system_" + freq + "_" +
str(period1) + str(period2),
long='ma_cross_up',
short='ma_cross_down')
self.strategy_list["ma_system_" + freq + "_" + str(period1) + str(period2)] \
= self.strategy.back_test('btcusdt', freq, "ma_system_" + freq + "_" + str(period1) + str(period2),
loss_control, -0.1)
now = datetime.now().strftime("%H:%M:%S")
print('updated strategy:ma_system_' + freq + "_" + str(period1) +
str(period2) + " at" + now)
def update_account(self):
try:
self.account.update_asset()
self.account.update_balance()
self.account.update_history_trades('btcusdt')
print("Account Balance:")
print(self.account.balance)
logging.info(self.account.balance)
except:
print("connection error")
def log_strategy(self, strategy_name):
production = self.strategy_list[strategy_name]
last_candle_time = production[0].index[-1]
last_candle_time_str = datetime.fromtimestamp(
last_candle_time, self.local_tz).strftime('%Y-%m-%d %H:%M:%S')
last_signal_time = production[1].index[-1]
last_signal_time_str = datetime.fromtimestamp(
last_signal_time, self.local_tz).strftime('%Y-%m-%d %H:%M:%S')
print(strategy_name + " Last Signal TimeStamp: " +
last_signal_time_str)
logging.info(strategy_name + " Last Signal TimeStamp: " +
last_signal_time_str)
print(strategy_name + " Last Candle TimeStamp: " +
last_candle_time_str)
logging.info(strategy_name + " Last Candle TimeStamp: " +
last_candle_time_str)
self.latest_position[strategy_name] = production[0]['position'].iloc[
-1]
print(strategy_name + " Latest Position:" +
str(production[0]['position'].iloc[-1]))
logging.info(strategy_name + " Latest Position:" +
str(production[0]['position'].iloc[-1]))
print(strategy_name + " Latest Price:" +
str(production[0]['open'].iloc[-1]))
logging.info(strategy_name + " Latest Price:" +
str(production[0]['open'].iloc[-1]))
def get_strategy_weight(self):
# pnl_list = []
# for item in self.strategy_list:
# pnl = self.strategy_list[item][0][['pnl']]
# pnl.columns = [item]
# pnl_list.append(pnl)
# pnl = reduce(lambda x, y: pd.merge(x, y, on='id', how='outer'), pnl_list)
# pnl = pnl.sort_index()
# pnl = pnl.fillna(0)
# cov = pnl.tail(16000).cumsum().cov()
# x = 1 / (cov.sum(axis=1))
# x = x / sum(x)
n = len(self.strategy_list)
for item in self.strategy_list:
self.strategy_weight[item] = 1 / n
print(self.strategy_weight)
def get_portfolio_position(self):
position = 0.0
for item in self.strategy_list:
position += self.latest_position[item] * self.strategy_weight[item]
self.portfolio_position = round(position, 4)
def get_portfolio(self):
position_list = []
pnl_list = []
price_list = []
for item in self.strategy_list:
position = self.strategy_list[item][0][['position']]
position.columns = [item + 'position']
pnl = self.strategy_list[item][0][['pnl']]
pnl.columns = [item + 'pnl']
price = self.strategy_list[item][0][['open']]
price.columns = [item + 'price']
position_list.append(position)
pnl_list.append(pnl)
price_list.append(price)
position = reduce(lambda x, y: pd.merge(x, y, on='id', how='outer'),
position_list)
position = position.sort_index()
position = position.fillna(method='ffill')
position['average_position'] = position.mean(axis=1)
pnl = reduce(lambda x, y: pd.merge(x, y, on='id', how='outer'),
pnl_list)
pnl = pnl.sort_index()
pnl = pnl.fillna(0)
pnl['average_pnl'] = pnl.mean(axis=1)
price = reduce(lambda x, y: pd.merge(x, y, on='id', how='outer'),
price_list)
price = price.sort_index()
price['average_price'] = price.mean(axis=1)
portfolio = pd.DataFrame(columns=['position'])
portfolio.loc[:, 'position'] = position['average_position'].values
portfolio.loc[:, 'pnl'] = pnl['average_pnl'].values
portfolio.loc[:, 'price'] = price['average_price'].values
portfolio.index = position.index
return portfolio
def evaluate_strategy(self):
for item in self.strategy_list:
data = self.strategy_list[item][0]
number_trades = sum(data['position'].diff() != 0)
print(item + " Est Fee:" + str(number_trades * 0.002))
print(item + " Total Return:" + str(round(data['pnl'].sum(), 2)))
print(item + " Sharp Ratio:" +
str(round(data['pnl'].sum() /
data['pnl'].cumsum().std(), 2)))
def rebalance_position(self, full_size):
target = round(max(0.0, self.portfolio_position) * full_size, 5)
last_price = self.strategy.data_list['btcusdt_1min_candle'][
'open'].iloc[-1]
print("target position:" + str(target))
print("last price:" + str(last_price))
self.account.adjust_position(14304500, 'btc', target,
last_price * 0.99)
def run_strategy(self):
self.update_account()
try:
self.strategy.get_data(8000, 'btcusdt_1min_candle',
'btcusdt_5min_candle')
except Exception as error:
print(error)
self.s.enter(5, 1, self.run_strategy, ())
if (len(self.strategy.data_list['btcusdt_1min_candle']) > 0) & \
(len(self.strategy.data_list['btcusdt_5min_candle']) > 0):
for item in self.strategy_list:
self.log_strategy(item)
self.get_portfolio_position()
print("Portfolio Position:" + str(self.portfolio_position))
self.rebalance_position(0.003)
to_sleep_1min = 60 - time.time() % 60
self.s.enter(to_sleep_1min + 2, 1, self.run_strategy, ())
else:
self.s.enter(5, 1, self.run_strategy, ())
def update_5min_strategy(self):
try:
self.strategy.get_data(8000, 'btcusdt_5min_candle',
'btcusdt_15min_candle',
'btcusdt_60min_candle')
except Exception as error:
print(error)
self.s.enter(5, 1, self.update_5min_strategy, ())
if (len(self.strategy.data_list['btcusdt_5min_candle']) > 0) & \
(len(self.strategy.data_list['btcusdt_15min_candle']) > 0) & \
(len(self.strategy.data_list['btcusdt_60min_candle']) > 0):
self.boll_reverse_system("5min", 30)
self.boll_reverse_system("15min", 30)
self.ma_system("60min", 10, 20)
self.boll_system("60min", 30)
to_sleep_5min = 300 - time.time() % 300
self.s.enter(to_sleep_5min + 2, 1, self.update_5min_strategy, ())
else:
self.s.enter(5, 1, self.update_5min_strategy, ())
def update_60min_strategy(self):
try:
self.strategy.get_data(8000, 'btcusdt_1day_candle')
except Exception as error:
print(error)
self.s.enter(5, 1, self.update_60min_strategy, ())
if len(self.strategy.data_list['btcusdt_60min_candle']) > 0:
self.ma_system("1day", 10, 20)
self.boll_system("1day", 30)
self.get_strategy_weight()
to_sleep_60min = 3600 - time.time() % 3600
self.s.enter(to_sleep_60min + 2, 1, self.update_60min_strategy, ())
else:
self.s.enter(5, 1, self.update_60min_strategy, ())
def run(self):
self.s.enter(0, 1, self.update_5min_strategy, ())
self.s.enter(0, 1, self.update_60min_strategy, ())
self.s.enter(0, 1, self.run_strategy, ())
self.s.run()
def add_authenticator():
endfunc = Empty()
endfunc.endfunc = False
mwa = AccountHandler.get_mobilewebauth()
if not mwa:
return
sa = guard.SteamAuthenticator(backend=mwa)
if not sa.has_phone_number():
code_dialog = QtWidgets.QDialog()
code_ui = PyUIs.PhoneDialog.Ui_Dialog()
code_ui.setupUi(code_dialog)
code_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
code_dialog.setWindowTitle('Phone number')
code_ui.actionBox.setText(
'This account is missing a phone number. Type yours below to add it.\n'
'Eg. +1 123-456-7890')
code_dialog.exec_()
if endfunc.endfunc:
return
if sa.add_phone_number(code_ui.codeBox.text().replace('-', '')):
code_dialog = QtWidgets.QDialog()
code_ui = PyUIs.PhoneDialog.Ui_Dialog()
code_ui.setupUi(code_dialog)
code_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
code_dialog.exec_()
if endfunc.endfunc:
return
if not sa.confirm_phone_number(code_ui.codeBox.text()):
Common.error_popup('Failed to confirm phone number')
return
else:
Common.error_popup('Failed to add phone number.')
return
try:
sa.add()
except guard.SteamAuthenticatorError as e:
if 'DuplicateRequest' in str(e):
code_dialog = QtWidgets.QDialog()
code_ui = PyUIs.PhoneDialog.Ui_Dialog()
code_ui.setupUi(code_dialog)
code_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
code_dialog.setWindowTitle('Remove old authenticator')
code_ui.actionBox.setText(
'There is already an authenticator associated with this account.'
' Enter its revocation code to remove it.')
code_dialog.exec_()
if endfunc.endfunc:
return
sa.secrets = {'revocation_code': code_ui.codeBox.text()}
sa.revocation_code = code_ui.codeBox.text()
try:
sa.remove()
sa.add()
except guard.SteamAuthenticatorError as e:
Common.error_popup(str(e))
return
else:
Common.error_popup(e)
return
if os.path.isdir(mafiles_folder_path):
if any('maFile' in x for x in os.listdir(mafiles_folder_path)) or 'manifest.json'\
in os.listdir(mafiles_folder_path):
Common.error_popup(
'The maFiles folder in the app folder is not empty.\nPlease remove it.'
)
return
else:
shutil.rmtree(mafiles_folder_path)
os.mkdir(mafiles_folder_path)
with open(os.path.join(mafiles_folder_path, mwa.steam_id + '.maFile'),
'w') as maf:
maf.write(json.dumps(sa.secrets))
with open(os.path.join(mafiles_folder_path, 'manifest.json'),
'w') as manifest_file:
manifest_file.write(
json.dumps({
'periodic_checking':
False,
'first_run':
False,
'encrypted':
False,
'periodic_checking_interval':
5,
'periodic_checking_checkall':
False,
'auto_confirm_market_transactions':
False,
'entries': [{
'steamid': mwa.steam_id,
'encryption_iv': None,
'encryption_salt': None,
'filename': mwa.steam_id + '.maFile'
}],
'auto_confirm_trades':
False
}))
Common.error_popup(
'This is your revocation code. Write it down physically and keep it. You will need it in case'
' you lose your authenticator.', sa.secrets['revocation_code'])
code_dialog = QtWidgets.QDialog()
code_ui = PyUIs.PhoneDialog.Ui_Dialog()
code_ui.setupUi(code_dialog)
code_ui.buttonBox.rejected.connect(
lambda: setattr(endfunc, 'endfunc', True))
while True:
code_dialog.exec_()
if endfunc.endfunc:
return
try:
sa.finalize(code_ui.codeBox.text())
break
except guard.SteamAuthenticatorError as e:
code_ui.msgBox.setText(str(e))
def refresh_confs():
AccountHandler.refresh_session(sa)
info.confs = ConfirmationHandler.fetch_confirmations(sa)
load_info()
def deny():
AccountHandler.refresh_session(sa)
if not info.confs[info.index].deny(sa):
Common.error_popup('Failed to accept confirmation.')
info.confs = ConfirmationHandler.fetch_confirmations(sa)
load_info()
def open_conf_dialog(sa):
if not AccountHandler.refresh_session(sa):
return
info = Empty()
info.index = 0
info.confs = ConfirmationHandler.fetch_confirmations(sa)
if len(info.confs) == 0:
Common.error_popup('Nothing to confirm.', ' ')
main_ui.confListButton.setText('Confirmations')
return
conf_dialog = QtWidgets.QDialog()
conf_ui = PyUIs.ConfirmationDialog.Ui_Dialog()
conf_ui.setupUi(conf_dialog)
default_pixmap = QtGui.QPixmap(':/icons/confirmation_placeholder.png')
def load_info():
if len(info.confs) == 0:
conf_dialog.hide()
conf_dialog.close()
conf_dialog.deleteLater()
Common.error_popup('Nothing to confirm.', ' ')
main_ui.confListButton.setText('Confirmations')
return
while True:
try:
conf = info.confs[info.index]
break
except IndexError:
info.index -= 1
conf_ui.titleLabel.setText(conf.description)
conf_ui.infoLabel.setText('{0}\nTime: {1}\nID: {2}\nType: {3}'.format(
conf.sub_description, conf.time, conf.id, conf.type_str))
if conf.icon_url:
pixmap = QtGui.QPixmap()
pixmap.loadFromData(requests.get(conf.icon_url).content)
conf_ui.iconLabel.setPixmap(pixmap)
else:
conf_ui.iconLabel.setPixmap(default_pixmap)
conf_ui.backButton.setDisabled(info.index == 0)
conf_ui.nextButton.setDisabled(info.index == (len(info.confs) - 1))
def accept():
AccountHandler.refresh_session(sa)
if not info.confs[info.index].accept(sa):
Common.error_popup('Failed to accept confirmation.')
info.confs = ConfirmationHandler.fetch_confirmations(sa)
load_info()
def deny():
AccountHandler.refresh_session(sa)
if not info.confs[info.index].deny(sa):
Common.error_popup('Failed to accept confirmation.')
info.confs = ConfirmationHandler.fetch_confirmations(sa)
load_info()
def refresh_confs():
AccountHandler.refresh_session(sa)
info.confs = ConfirmationHandler.fetch_confirmations(sa)
load_info()
load_info()
conf_ui.refreshButton.clicked.connect(refresh_confs)
conf_ui.nextButton.clicked.connect(lambda: (setattr(
info, 'index', ((info.index + 1) if info.index <
(len(info.confs) - 1) else info.index)), load_info()))
conf_ui.backButton.clicked.connect(
lambda: (setattr(info, 'index', (
(info.index - 1) if info.index > 0 else info.index)), load_info()))
conf_ui.acceptButton.clicked.connect(accept)
conf_ui.denyButton.clicked.connect(deny)
conf_dialog.exec_()
print("Latest Price:" + str(a[0]['close'].iloc[-1]))
logging.info("Latest Price:" + str(a[0]['close'].iloc[-1]))
target = a[0]['position'].iloc[-1] * 0.0002
last_price = a[0]['close'].iloc[-1]
account.adjust_position(14304500, 'btc', target, last_price*0.99)
s.enter(30, 1, run_strategy, ())
s.run()
local_tz = pytz.timezone("HongKong")
d1 = date.today().strftime("%Y%m%d")
logging.basicConfig(filename="Log_" + d1 + ".txt",
level=logging.DEBUG,
format='%(levelname)s: %(asctime)s %(message)s',
datefmt='%m/%d/%Y %I:%M:%S')
s = sched.scheduler(time.time, time.sleep)
strategy = Strategy('btcusdt')
logging.info("Strategy Module Started")
account = AccountHandler()
account.get_accounts()
logging.info("Accounts Module Started")
run_strategy()