def __update_standard_deviation(self, all_candles):
if len(all_candles) < 20:
return
last_20_candles = Candle.select_last_candles(all_candles, self.pair,
20)
last_20_closing_prices = Candle.select_closing_prices(last_20_candles)
from numpy import std
self.standard_deviation.append(std(last_20_closing_prices))
def __update_SMA_EMA(self, all_candles, period, previous_EMA):
if len(all_candles) > period:
last_candles = Candle.select_last_candles(all_candles, self.pair,
period)
SMA = self.SMA.SMA(Candle.select_closing_prices(last_candles))
EMA = self.EMA.EMA(Candle.select_closing_prices(last_candles),
previous_EMA)
return SMA, EMA
def __update_SMA_EMA_first_time(self, all_candles, period):
if len(all_candles) < period:
raise AverageComputationTooEarly
if len(all_candles) == period:
last_candles = Candle.select_last_candles(all_candles, self.pair,
period)
SMA = self.SMA.SMA(Candle.select_closing_prices(last_candles))
return SMA, SMA
def feed(self, last_14_candles):
last_5_candles = last_14_candles[-5:]
last_5_low = Candle.select_low(last_5_candles)
last_5_high = Candle.select_high(last_5_candles)
last_closing_price = last_5_candles[-1].close
self.stochastic_K.append(100 *
((last_closing_price - min(last_5_low)) /
(max(last_5_high) - min(last_5_low))))
if len(self.stochastic_K) >= 3:
self.stochastic_D.append(SMA.SMA(self.stochastic_K[-3:]))
self.__update_stochastics_indicators()
def __debug_plot_charts(self, all_candles):
all_USDT_ETH_candles = Candle.select_last_candles(
all_candles, "USDT_ETH", -1)
closing_prices = Candle.select_closing_prices(all_USDT_ETH_candles)
dates = Candle.select_dates(all_USDT_ETH_candles)
self.__drawer.draw(closing_prices, dates,
self.__USDT_ETH_indicators.EMA.EMA_12,
self.__USDT_ETH_indicators.EMA.EMA_26,
self.__USDT_ETH_indicators.MACD.MACD,
self.__USDT_ETH_indicators.MACD.MACD_signal,
self.__USDT_ETH_indicators.stochastic.stochastic_D,
self.__USDT_ETH_indicators.RSI.RSI,
self.__USDT_ETH_indicators.ADX.ADX)
def parse_three_candles(value):
three_candles = [Candle("USDT_ETH"), Candle("USDT_BTC"), Candle("BTC_ETH")]
candles_input = value.split(';')
for candle_input in candles_input:
candle_part = candle_input.split(',')
for candle in three_candles:
if candle.pair == candle_part[0]:
candle.date = float(candle_part[1])
candle.high = float(candle_part[2])
candle.low = float(candle_part[3])
candle.open = float(candle_part[4])
candle.close = float(candle_part[5])
candle.volume = float(candle_part[6])
return three_candles
def feed(self, all_candles, last_14_candles):
if len(all_candles) < 14:
return
last_14_closing_prices = Candle.select_closing_prices(last_14_candles)
if len(all_candles) == 14:
gains = 0
losses = 0
for x in range(1, 14):
delta = last_14_closing_prices[x] - last_14_closing_prices[x -
1]
if delta < 0:
losses += abs(delta)
else:
gains += delta
self.RSI_previous_average_gain = gains / 14
self.RSI_previous_average_loss = losses / 14
else:
delta = last_14_closing_prices[-1] - last_14_closing_prices[-2]
current_gain = 0
current_loss = 0
if delta < 0:
current_loss = abs(delta)
else:
current_gain = delta
self.RSI_previous_average_gain = (
self.RSI_previous_average_gain * 13 + current_gain) / 14
self.RSI_previous_average_loss = (
self.RSI_previous_average_loss * 13 + current_loss) / 14
RS = self.RSI_previous_average_gain / self.RSI_previous_average_loss
self.RSI.append(100 - 100 / (1 + RS))
self.__update_RSI_indicator()
def feed(self, all_candles):
last_14_candles = Candle.select_last_candles(all_candles, self.pair,
14)
self.__feed_SMA_arrays_and_EMA_arrays(all_candles, len(all_candles),
last_14_candles[-1].close)
self.MACD.feed(len(all_candles), self.EMA)
self.__update_standard_deviation(all_candles)
if len(all_candles) >= 14:
self.ADX.feed(last_14_candles[-2:])
self.RSI.feed(all_candles, last_14_candles)
self.stochastic.feed(last_14_candles)
self.__update_oversold_overbought_indicators()
if len(self.standard_deviation) >= 1 and len(self.SMA.SMA_20) >= 1:
self.BB.feed(self.SMA.SMA_20[-1], self.standard_deviation[-1],
last_14_candles[-1].close)
if len(all_candles) >= 100:
self.__define_trend(last_14_candles[-1].close)
def __do_action_on_USDT_ETH(self, all_candles, current_stockpile,
bot_settings, option):
#if (self.__buy_authorization(self.__USDT_ETH_indicators) and current_stockpile.USDT > 3):
if (self.__buy_authorization(self.__USDT_ETH_indicators)
or self.__buy_permission_USDT_ETH is True
) and current_stockpile.USDT > 3:
if self.__buy_permission_USDT_ETH is False:
self.__buy_permission_USDT_ETH = True
return 0
else:
self.__buy_permission_USDT_ETH = False
price_one_eth = Candle.select_last_candles(all_candles, "USDT_ETH",
1)[0].close
amount_i_want_to_buy = current_stockpile.USDT / price_one_eth
if option:
return 0
if DEBUG_TEXT_MODE:
msg = "buy USDT_ETH " + str(amount_i_want_to_buy)
self.__debug_print_which_indicator_triggered(
all_candles, current_stockpile, self.__USDT_ETH_indicators,
msg)
return "buy USDT_ETH " + str(amount_i_want_to_buy)
#elif self.__sell_authorization(self.__USDT_ETH_indicators):
elif self.__sell_authorization(
self.__USDT_ETH_indicators
) or self.__sell_permission_USDT_ETH is True:
if self.__sell_permission_USDT_ETH is False:
self.__sell_permission_USDT_ETH = True
return 0
else:
self.__sell_permission_USDT_ETH = False
amount_i_want_to_sell = current_stockpile.ETH
if amount_i_want_to_sell < 0.000001 or option:
return 0
if DEBUG_TEXT_MODE:
msg = "sell USDT_ETH " + str(amount_i_want_to_sell)
self.__debug_print_which_indicator_triggered(
all_candles, current_stockpile, self.__USDT_ETH_indicators,
msg)
return "sell USDT_ETH " + str(amount_i_want_to_sell)
return 0
def test_ADX_fixed_values(self):
adx = ADX()
candle_1 = Candle("USDT_ETH", 30.20, 29.41, 29.87)
candle_2 = Candle("USDT_ETH", 30.28, 29.32, 30.24)
adx.feed([candle_1, candle_2])
self.assertTrue(truncate(adx.TR[-1], 2) == 0.96)
self.assertTrue(truncate(adx.DM_positive[-1], 2) == 0.00)
self.assertTrue(truncate(adx.DM_negative[-1], 2) == 0.09)
candle_3 = Candle("USDT_ETH", 30.45, 29.96, 30.10)
adx.feed([candle_2, candle_3])
self.assertTrue(truncate(adx.TR[-1], 2) == 0.48)
self.assertTrue(round(adx.DM_positive[-1], 2) == 0.17)
self.assertTrue(round(adx.DM_negative[-1], 2) == 0.00)
candle_4 = Candle("USDT_ETH", 29.35, 28.74, 28.90)
adx.feed([candle_3, candle_4])
self.assertTrue(truncate(adx.TR[-1], 2) == 1.36)
self.assertTrue(round(adx.DM_positive[-1], 2) == 0.00)
self.assertTrue(round(adx.DM_negative[-1], 2) == 1.22)
candle_5 = Candle("USDT_ETH", 29.35, 28.56, 28.92)
adx.feed([candle_4, candle_5])
self.assertTrue(truncate(adx.TR[-1], 2) == 0.79)
self.assertTrue(round(adx.DM_positive[-1], 2) == 0.00)
self.assertTrue(round(adx.DM_negative[-1], 2) == 0.18)
candle_6 = Candle("USDT_ETH", 29.29, 28.41, 29.48)
adx.feed([candle_5, candle_6])
candle_7 = Candle("USDT_ETH", 28.83, 28.08, 28.56)
adx.feed([candle_6, candle_7])
candle_8 = Candle("USDT_ETH", 28.73, 27.43, 27.56)
adx.feed([candle_7, candle_8])
candle_9 = Candle("USDT_ETH", 28.67, 27.66, 28.47)
adx.feed([candle_8, candle_9])
candle_10 = Candle("USDT_ETH", 28.85, 27.83, 28.28)
adx.feed([candle_9, candle_10])
candle_11 = Candle("USDT_ETH", 28.64, 27.40, 27.49)
adx.feed([candle_10, candle_11])
candle_12 = Candle("USDT_ETH", 27.68, 27.09, 27.23)
adx.feed([candle_11, candle_12])
candle_13 = Candle("USDT_ETH", 27.21, 26.18, 26.35)
adx.feed([candle_12, candle_13])
candle_14 = Candle("USDT_ETH", 26.87, 26.13, 26.33)
adx.feed([candle_13, candle_14])
candle_15 = Candle("USDT_ETH", 27.41, 26.63, 27.03)
adx.feed([candle_14, candle_15])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_16 = Candle("USDT_ETH", 26.94, 26.13, 26.22)
adx.feed([candle_15, candle_16])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_17 = Candle("USDT_ETH", 26.52, 25.43, 26.01)
adx.feed([candle_16, candle_17])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_18 = Candle("USDT_ETH", 26.52, 25.35, 25.46)
adx.feed([candle_17, candle_18])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_19 = Candle("USDT_ETH", 27.09, 25.88, 27.03)
adx.feed([candle_18, candle_19])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_20 = Candle("USDT_ETH", 27.69, 26.96, 27.45)
adx.feed([candle_19, candle_20])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_21 = Candle("USDT_ETH", 27.69, 26.96, 28.36)
adx.feed([candle_20, candle_21])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_22 = Candle("USDT_ETH", 28.53, 28.01, 28.43)
adx.feed([candle_21, candle_22])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_23 = Candle("USDT_ETH", 28.67, 27.88, 27.95)
adx.feed([candle_22, candle_23])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_24 = Candle("USDT_ETH", 29.01, 27.99, 29.01)
adx.feed([candle_23, candle_24])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_25 = Candle("USDT_ETH", 29.87, 28.76, 29.38)
adx.feed([candle_24, candle_25])
#print("TR = ", adx.TR[-1], "DI_pos = ", adx.DI_positive[-1], "DX = ", adx.DX[-1], file=sys.stderr)
candle_26 = Candle("USDT_ETH", 29.80, 29.14, 29.36)
adx.feed([candle_25, candle_26])
candle_27 = Candle("USDT_ETH", 29.75, 28.71, 28.91)
adx.feed([candle_26, candle_27])
candle_28 = Candle("USDT_ETH", 30.65, 28.93, 30.61)
adx.feed([candle_27, candle_28])
def __debug_print_which_indicator_triggered(self, all_candles, stockpile,
indicators, msg):
if indicators.BB.buy_indicator:
print("BB_buy indicator triggered", file=sys.stderr)
if indicators.BB.sell_indicator:
print("BB_ sell _indicator_ triggered", file=sys.stderr)
if indicators.BB.BB_indicator:
print("BB indicator triggered", file=sys.stderr)
if indicators.stochastic.buy_indicator:
print("stochastic buy indicator triggered", file=sys.stderr)
if indicators.stochastic.sell_indicator:
print("stochastic sell indicator triggered", file=sys.stderr)
if indicators.MACD.buy_indicator:
print("MACD buy indicator triggered", file=sys.stderr)
if indicators.MACD.sell_indicator:
print("MACD sell indicator triggered", file=sys.stderr)
if indicators.trend == Trend.UPWARD:
print("TREND UPWARD ", file=sys.stderr)
if indicators.trend == Trend.DOWNWARD:
print("TREND DOWNWARD ", file=sys.stderr)
if indicators.RSI.buy_indicator:
print("RSI buy indicator triggered", file=sys.stderr)
if indicators.RSI.sell_indicator:
print("RSI sell indicator triggered", file=sys.stderr)
if indicators.ADX.buy_indicator:
print("ADX buy indicator triggered", file=sys.stderr)
if indicators.ADX.sell_indicator:
print("ADX sell indicator triggered", file=sys.stderr)
if indicators.overbought:
print("Overbought triggered", file=sys.stderr)
if indicators.oversold:
print("Oversold triggered", file=sys.stderr)
if indicators.possible_overbought:
print("possible Overbought triggered", file=sys.stderr)
if indicators.possible_oversold:
print("possible Oversold triggered", file=sys.stderr)
print("MSG = ", msg, file=sys.stderr)
print("sto_D = ",
indicators.stochastic.stochastic_D[-20:],
file=sys.stderr)
print("RSI = ", indicators.RSI.RSI[-20:], file=sys.stderr)
print("ADX strength : ", indicators.ADX.ADX[-1], file=sys.stderr)
print("DI+ strength : ",
indicators.ADX.DI_positive[-1],
file=sys.stderr)
print("DI- strength : ",
indicators.ADX.DI_negative[-1],
file=sys.stderr)
print("current USDT =",
stockpile.USDT,
" current ETH = ",
stockpile.ETH,
"current BTC = ",
stockpile.BTC,
file=sys.stderr)
last_close = Candle.select_last_candles(all_candles, "BTC_ETH",
1)[-1].close
print("diff SMA_160 - close : ",
indicators.SMA.SMA_160_diff,
file=sys.stderr)
print("diff EMA_80 - close : ",
last_close - indicators.EMA.EMA_80[-1],
file=sys.stderr)
print("diff SMA_50 - close : ",
last_close - indicators.SMA.SMA_50[-1],
file=sys.stderr)
print("", file=sys.stderr)