def update_optimize_params(self, is_continue: bool):
logger.info('action=update_optimize_params status=run')
df = DataFrameCandle(self.product_code, self.duration)
df.set_all_candles(self.past_period)
if df.candles:
self.optimized_trade_params = df.optimize_params()
if self.optimized_trade_params is not None:
logger.info(f'action=update_optimize_params params={self.optimized_trade_params.__dict__}')
if is_continue and self.optimized_trade_params is None:
time.sleep(10 * duration_seconds(self.duration))
self.update_optimize_params(is_continue)
def api_make_handler():
product_code = request.args.get('product_code')
if not product_code:
return jsonify({'error': 'No product_code params'}), 400
limit_str = request.args.get('limit')
limit = 1000
if limit_str:
limit = int(limit_str)
if limit < 0 or limit > 1000:
limit = 1000
duration = request.args.get('duration')
if not duration:
duration = constants.DURATION_1M
duration_time = constants.TRADE_MAP[duration]['duration']
df = DataFrameCandle(product_code, duration_time)
df.set_all_candles(limit)
return jsonify(df.value), 200
def api_make_handler():
product_code = request.args.get('product_code')
if not product_code:
return jsonify({'error': 'No product_code params'}), 400
limit_str = request.args.get('limit')
limit = 1000
if limit_str:
limit = int(limit_str)
if limit < 0 or limit > 1000:
limit = 1000
duration = request.args.get('duration')
if not duration:
duration = constants.DURATION_1M
duration_time = constants.TRADE_MAP[duration]['duration']
df = DataFrameCandle(product_code, duration_time)
df.set_all_candles(limit)
sma = request.args.get('sma')
if sma:
str_sma_period_1 = request.args.get('smaPeriod1')
str_sma_period_2 = request.args.get('smaPeriod2')
str_sma_period_3 = request.args.get('smaPeriod3')
if str_sma_period_1:
period_1 = int(str_sma_period_1)
if str_sma_period_2:
period_2 = int(str_sma_period_2)
if str_sma_period_3:
period_3 = int(str_sma_period_3)
if not str_sma_period_1 or period_1 < 0:
period_1 = 7
if not str_sma_period_2 or period_2 < 0:
period_2 = 7
if not str_sma_period_3 or period_3 < 0:
period_3 = 7
df.add_sma(period_1)
df.add_sma(period_2)
df.add_sma(period_3)
return jsonify(df.value), 200
import app.models
import settings
logging.basicConfig(level=logging.INFO, stream=sys.stdout)
if __name__ == "__main__":
from app.models.events import SignalEvent
import datetime
import settings
import constants
now = datetime.datetime.utcnow()
from app.models.dfcandle import DataFrameCandle
df = DataFrameCandle()
df.set_all_candles(limit=100)
candle1 = df.candles[1]
candle2 = df.candles[10]
# s = SignalEvent(time=candle1.time, product_code=settings.product_code, side=constants.BUY, price=candle1.close, units=10)
# s.save()
# s = SignalEvent(time=candle2.time, product_code=settings.product_code, side=constants.SELL, price=candle2.close, units=10)
# s.save()
# streamThread = Thread(target=stream.stream_ingestion_data)
serverThread = Thread(target=start)
#
# streamThread.start()
serverThread.start()
import logging
import sys
from threading import Thread
from app.controllers.streamdata import stream
from app.controllers.webserver import start
import app.models
import settings
logging.basicConfig(level=logging.INFO, stream=sys.stdout)
if __name__ == "__main__":
from app.models.dfcandle import DataFrameCandle
df = DataFrameCandle()
df.set_all_candles(limit=1000)
print(df.optimize_params().__dict__)
# # streamThread = Thread(target=stream.stream_ingestion_data)
# serverThread = Thread(target=start)
#
# # streamThread.start()
# serverThread.start()
#
# # streamThread.join()
# serverThread.join()
def api_make_handler():
product_code = request.args.get('product_code')
if not product_code:
return jsonify({'error': 'No product_code params'}), 400
limit_str = request.args.get('limit')
limit = 1000
if limit_str:
limit = int(limit_str)
if limit < 0 or limit > 1000:
limit = 1000
duration = request.args.get('duration')
if not duration:
duration = constants.DURATION_1M
duration_time = constants.TRADE_MAP[duration]['duration']
df = DataFrameCandle(product_code, duration_time)
df.set_all_candles(limit)
sma = request.args.get('sma')
if sma:
str_sma_period_1 = request.args.get('smaPeriod1')
str_sma_period_2 = request.args.get('smaPeriod2')
str_sma_period_3 = request.args.get('smaPeriod3')
if str_sma_period_1:
period_1 = int(str_sma_period_1)
if str_sma_period_2:
period_2 = int(str_sma_period_2)
if str_sma_period_3:
period_3 = int(str_sma_period_3)
if not str_sma_period_1 or period_1 < 0:
period_1 = 7
if not str_sma_period_2 or period_2 < 0:
period_2 = 14
if not str_sma_period_3 or period_3 < 0:
period_3 = 50
df.add_sma(period_1)
df.add_sma(period_2)
df.add_sma(period_3)
ema = request.args.get('ema')
if ema:
str_ema_period_1 = request.args.get('emaPeriod1')
str_ema_period_2 = request.args.get('emaPeriod2')
str_ema_period_3 = request.args.get('emaPeriod3')
if str_ema_period_1:
period_1 = int(str_ema_period_1)
if str_ema_period_2:
period_2 = int(str_ema_period_2)
if str_ema_period_3:
period_3 = int(str_ema_period_3)
if not str_ema_period_1 or period_1 < 0:
period_1 = 7
if not str_ema_period_2 or period_2 < 0:
period_2 = 14
if not str_ema_period_3 or period_3 < 0:
period_3 = 50
df.add_ema(period_1)
df.add_ema(period_2)
df.add_ema(period_3)
bbands = request.args.get('bbands')
if bbands:
str_n = request.args.get('bbandsN')
str_k = request.args.get('bbandsK')
if str_n:
n = int(str_n)
if str_k:
k = float(str_k)
if not str_n or n < 0 or n is None:
n = 20
if not str_k or k < 0 or k is None:
k = 2.0
df.add_bbands(n, k)
ichimoku = request.args.get('ichimoku')
if ichimoku:
df.add_ichimoku()
rsi = request.args.get('rsi')
if rsi:
str_period = request.args.get('rsiPeriod')
if str_period:
period = int(str_period)
else:
period = 14
df.add_rsi(period)
macd = request.args.get('macd')
if macd:
str_macd_period_1 = request.args.get('macdPeriod1')
str_macd_period_2 = request.args.get('macdPeriod2')
str_macd_period_3 = request.args.get('macdPeriod3')
if str_macd_period_1:
period_1 = int(str_macd_period_1)
if str_macd_period_2:
period_2 = int(str_macd_period_2)
if str_macd_period_3:
period_3 = int(str_macd_period_3)
if not str_macd_period_1 or period_1 < 0:
period_1 = 12
if not str_macd_period_2 or period_2 < 0:
period_2 = 26
if not str_macd_period_3 or period_3 < 0:
period_3 = 9
df.add_macd(period_1, period_2, period_3)
events = request.args.get('events')
if events:
if settings.back_test:
from app.controllers.streamdata import stream
df.events = stream.ai.signal_events
else:
df.add_events(df.candles[0].time)
return jsonify(df.value), 200
from app.controllers.streamdata import stream
from app.controllers.webserver import start
import app.models
import settings
logging.basicConfig(level=logging.INFO, stream=sys.stdout)
if __name__ == "__main__":
from app.models.dfcandle import DataFrameCandle
import talib
import numpy as np
df = DataFrameCandle(settings.product_code,
settings.trade_duration)
df.set_all_candles(100)
df.add_sma(7)
print(df.value)
'''
# streamThread = Thread(target=stream.stream_ingestion_data)
serverThread = Thread(target=start)
# streamThread.start()
serverThread.start()
# streamThread.join()
serverThread.join()
'''
import logging
import sys
from threading import Thread
from app.controllers.streamdata import stream
from app.controllers.webserver import start
import app.models
import settings
logging.basicConfig(level=logging.INFO, stream=sys.stdout)
if __name__ == "__main__":
from app.models.dfcandle import DataFrameCandle
df = DataFrameCandle()
df.set_all_candles(limit=1000)
print(df.optimize_rsi())
# streamThread = Thread(target=stream.stream_ingestion_data)
serverThread = Thread(target=start)
# streamThread.start()
serverThread.start()
# streamThread.join()
serverThread.join()
def api_make_handler():
product_code = request.args.get('product_code')
if not product_code:
return jsonify({'error': 'No product_code params'}), 400
limit_str = request.args.get('limit')
limit = 1000
if limit_str:
limit = int(limit_str)
if limit < 0 or limit > 1000:
limit = 1000
duration = request.args.get('duration')
if not duration:
duration = constants.DURATION_1M
duration_time = constants.TRADE_MAP[duration]['duration']
df = DataFrameCandle(product_code, duration_time)
df.set_all_candles(limit)
sma = request.args.get('sma')
if sma:
str_sma_period_1 = request.args.get('smaPeriod1')
str_sma_period_2 = request.args.get('smaPeriod2')
str_sma_period_3 = request.args.get('smaPeriod3')
if str_sma_period_1:
period_1 = int(str_sma_period_1)
if str_sma_period_2:
period_2 = int(str_sma_period_2)
if str_sma_period_3:
period_3 = int(str_sma_period_3)
if not str_sma_period_1 or period_1 < 0:
period_1 = 7
if not str_sma_period_2 or period_2 < 0:
period_2 = 14
if not str_sma_period_3 or period_3 < 0:
period_3 = 50
df.add_sma(period_1)
df.add_sma(period_2)
df.add_sma(period_3)
ema = request.args.get('ema')
if ema:
str_ema_period_1 = request.args.get('emaPeriod1')
str_ema_period_2 = request.args.get('emaPeriod2')
str_ema_period_3 = request.args.get('emaPeriod3')
if str_ema_period_1:
period_1 = int(str_ema_period_1)
if str_ema_period_2:
period_2 = int(str_ema_period_2)
if str_ema_period_3:
period_3 = int(str_ema_period_3)
if not str_ema_period_1 or period_1 < 0:
period_1 = 7
if not str_ema_period_2 or period_2 < 0:
period_2 = 14
if not str_ema_period_3 or period_3 < 0:
period_3 = 50
df.add_ema(period_1)
df.add_ema(period_2)
df.add_ema(period_3)
bbands = request.args.get('bbands')
if bbands:
str_n = request.args.get('bbandsN')
str_k = request.args.get('bbandsK')
if str_n:
n = int(str_n)
if str_k:
k = float(str_k)
if not str_n or n < 0 or n is None:
n = 20
if not str_k or k < 0 or k is None:
k = 2.0
df.add_bbands(n, k)
ichimoku = request.args.get('ichimoku')
if ichimoku:
df.add_ichimoku()
return jsonify(df.value), 200
def trade(self):
logger.info('action=trade status=run')
params = self.optimized_trade_params
if params is None:
return
df = DataFrameCandle(self.product_code, self.duration)
df.set_all_candles(self.past_period)
if params.ema_enable:
ema_values_1 = talib.EMA(np.array(df.closes), params.ema_period_1)
ema_values_2 = talib.EMA(np.array(df.closes), params.ema_period_2)
if params.bb_enable:
bb_up, _, bb_down = talib.BBANDS(np.array(df.closes), params.bb_n, params.bb_k, params.bb_k, 0)
if params.ichimoku_enable:
tenkan, kijun, senkou_a, senkou_b, chikou = ichimoku_cloud(df.closes)
if params.rsi_enable:
rsi_values = talib.RSI(np.array(df.closes), params.rsi_period)
if params.macd_enable:
macd, macd_signal, _ = talib.MACD(np.array(df.closes), params.macd_fast_period, params.macd_slow_period, params.macd_signal_period)
for i in range(1, len(df.candles)):
buy_point, sell_point = 0, 0
if params.ema_enable and params.ema_period_1 <= i and params.ema_period_2 <= i:
if ema_values_1[i - 1] < ema_values_2[i - 1] and ema_values_1[i] >= ema_values_2[i]:
buy_point += 1
if ema_values_1[i - 1] > ema_values_2[i - 1] and ema_values_1[i] <= ema_values_2[i]:
sell_point += 1
if params.bb_enable and params.bb_n <= i:
if bb_down[i - 1] > df.candles[i - 1].close and bb_down[i] <= df.candles[i].close:
buy_point += 1
if bb_up[i - 1] < df.candles[i - 1].close and bb_up[i] >= df.candles[i].close:
sell_point += 1
if params.ichimoku_enable:
if (chikou[i-1] < df.candles[i-1].high and
chikou[i] >= df.candles[i].high and
senkou_a[i] < df.candles[i].low and
senkou_b[i] < df.candles[i].low and
tenkan[i] > kijun[i]):
buy_point += 1
if (chikou[i - 1] > df.candles[i - 1].low and
chikou[i] <= df.candles[i].low and
senkou_a[i] > df.candles[i].high and
senkou_b[i] > df.candles[i].high and
tenkan[i] < kijun[i]):
sell_point += 1
if params.macd_enable:
if macd[i] < 0 and macd_signal[i] < 0 and macd[i - 1] < macd_signal[i - 1] and macd[i] >= macd_signal[i]:
buy_point += 1
if macd[i] > 0 and macd_signal[i] > 0 and macd[i-1] > macd_signal[i - 1] and macd[i] <= macd_signal[i]:
sell_point += 1
if params.rsi_enable and rsi_values[i-1] != 0 and rsi_values[i-1] != 100:
if rsi_values[i-1] < params.rsi_buy_thread and rsi_values[i] >= params.rsi_buy_thread:
buy_point += 1
if rsi_values[i-1] > params.rsi_sell_thread and rsi_values[i] <= params.rsi_sell_thread:
sell_point += 1
if buy_point > 0:
if not self.buy(df.candles[i]):
continue
self.stop_limit = df.candles[i].close * self.stop_limit_percent
if sell_point > 0 or self.stop_limit > df.candles[i].close:
if not self.sell(df.candles[i]):
continue
self.stop_limit = 0.0
self.update_optimize_params(is_continue=True)
def api_make_handler():
product_code = request.args.get('product_code')
if not product_code:
return jsonify({'error': 'No product_code params'}), 400
limit_str = request.args.get('limit')
limit = 1000
if limit_str:
limit = int(limit_str)
if limit < 0 or limit > 1000:
limit = 1000
duration = request.args.get('duration')
if not duration:
duration = constants.DURATION_1M
duration_time = constants.TRADE_MAP[duration]['duration']
df = DataFrameCandle(product_code, duration_time)
df.set_all_candles(limit)
sma = request.args.get('sma')
if sma:
str_sma_period_1 = request.args.get('smaPeriod1')
str_sma_period_2 = request.args.get('smaPeriod2')
str_sma_period_3 = request.args.get('smaPeriod3')
if str_sma_period_1:
period_1 = int(str_sma_period_1)
if str_sma_period_2:
period_2 = int(str_sma_period_2)
if str_sma_period_3:
period_3 = int(str_sma_period_3)
if not str_sma_period_1 or period_1 < 0:
period_1 = 7
if not str_sma_period_2 or period_2 < 0:
period_2 = 14
if not str_sma_period_3 or period_3 < 0:
period_3 = 50
df.add_sma(period_1)
df.add_sma(period_2)
df.add_sma(period_3)
ema = request.args.get('ema')
if ema:
str_ema_period_1 = request.args.get('emaPeriod1')
str_ema_period_2 = request.args.get('emaPeriod2')
str_ema_period_3 = request.args.get('emaPeriod3')
if str_ema_period_1:
period_1 = int(str_ema_period_1)
if str_ema_period_2:
period_2 = int(str_ema_period_2)
if str_ema_period_3:
period_3 = int(str_ema_period_3)
if not str_ema_period_1 or period_1 < 0:
period_1 = 7
if not str_ema_period_2 or period_2 < 0:
period_2 = 14
if not str_ema_period_3 or period_3 < 0:
period_3 = 50
df.add_ema(period_1)
df.add_ema(period_2)
df.add_ema(period_3)
bbands = request.args.get('bbands')
if bbands:
str_n = request.args.get('bbandsN')
str_k = request.args.get('bbandsK')
if str_n:
n = int(str_n)
if str_k:
k = float(str_k)
if not str_n or n < 0 or n is None:
n = 20
if not str_k or k < 0 or k is None:
k = 2.0
df.add_bbands(n, k)
atr = request.args.get('atr')
if atr:
str_n = request.args.get('atrN')
str_k = request.args.get('atrK')
if str_n:
n = int(str_n)
if str_k:
k = float(str_k)
if not str_n or n < 0 or n is None:
n = 20
if not str_k or k < 0 or k is None:
k = 2.0
df.add_atr(n, k)
di = request.args.get('di')
if di:
str_n = request.args.get('diN')
if str_n:
n = int(str_n)
if not str_n or n < 0 or n is None:
n = 14
df.add_di(n)
adx = request.args.get('adx')
if adx:
str_n = request.args.get('adxN')
if str_n:
n = int(str_n)
if not str_n or n < 0 or n is None:
n = 14
df.add_adx(n)
ichimoku = request.args.get('ichimoku')
if ichimoku:
df.add_ichimoku()
rsi = request.args.get('rsi')
if rsi:
str_period = request.args.get('rsiPeriod')
if str_period:
period = int(str_period)
else:
period = 14
df.add_rsi(period)
macd = request.args.get('macd')
if macd:
str_macd_period_1 = request.args.get('macdPeriod1')
str_macd_period_2 = request.args.get('macdPeriod2')
str_macd_period_3 = request.args.get('macdPeriod3')
if str_macd_period_1:
period_1 = int(str_macd_period_1)
if str_macd_period_2:
period_2 = int(str_macd_period_2)
if str_macd_period_3:
period_3 = int(str_macd_period_3)
if not str_macd_period_1 or period_1 < 0:
period_1 = 12
if not str_macd_period_2 or period_2 < 0:
period_2 = 26
if not str_macd_period_3 or period_3 < 0:
period_3 = 9
df.add_macd(period_1, period_2, period_3)
force_idx = request.args.get('force_idx')
if force_idx:
str_force_idx_period_1 = request.args.get('forceIdxPeriod1')
str_force_idx_period_2 = request.args.get('forceIdxPeriod2')
str_force_idx_period_3 = request.args.get('forceIdxPeriod3')
if str_force_idx_period_1:
period_1 = int(str_force_idx_period_1)
if str_force_idx_period_2:
period_2 = int(str_force_idx_period_2)
if str_force_idx_period_3:
period_3 = int(str_force_idx_period_3)
if not str_force_idx_period_1 or period_1 < 0:
period_1 = 1
if not str_force_idx_period_2 or period_2 < 0:
period_2 = 2
if not str_force_idx_period_3 or period_3 < 0:
period_3 = 13
df.add_force_index(period_1)
df.add_force_index(period_2)
df.add_force_index(period_3)
events = request.args.get('events')
if events:
df.add_events(df.candles[0].time)
return jsonify(df.value), 200
def index():
df = DataFrameCandle(settings.product_code, settings.trade_duration)
df.set_all_candles(settings.past_period)
candles = df.candles
return render_template('./google.html', candles=candles)
