def __init__(self,
startingBalance: float,
data: list,
lossStrategy: int,
lossPercentage: float,
takeProfitType: int,
takeProfitPercentage: float,
strategies: list,
strategyInterval: Union[str, None] = None,
symbol: str = None,
marginEnabled: bool = True,
startDate: datetime = None,
endDate: datetime = None,
precision: int = 4,
outputTrades: bool = True):
self.startingBalance = startingBalance
self.symbol = symbol
self.balance = startingBalance
self.coin = 0
self.coinOwed = 0
self.commissionsPaid = 0
self.transactionFeePercentage = 0.001
self.trades = []
self.marginEnabled = marginEnabled
self.precision = precision
self.lossStrategy = lossStrategy
self.lossPercentageDecimal = lossPercentage / 100
self.outputTrades: bool = outputTrades # Boolean that'll determine whether trades are outputted to file or not.
convert_all_dates_to_datetime(data)
self.data = data
self.check_data()
self.interval = self.get_interval()
self.intervalMinutes = get_interval_minutes(self.interval)
self.previousStopLoss = None
self.initialStopLossCounter = 0
self.stopLossCounter = 0
self.stopLossExit = False
self.takeProfitType = takeProfitType
self.takeProfitPercentageDecimal = takeProfitPercentage / 100
self.currentPrice = None
self.buyLongPrice = None
self.sellShortPrice = None
self.longTrailingPrice = None
self.shortTrailingPrice = None
self.profit = 0
self.startTime = None
self.endTime = None
self.inLongPosition = False
self.inShortPosition = False
self.previousPosition = None
self.currentPeriod = None
self.minPeriod = 0
self.pastActivity = [
] # We'll add previous data here when hovering through graph in GUI.
if len(strategyInterval.split()) == 1:
strategyInterval = convert_small_interval(strategyInterval)
self.strategyInterval = self.interval if strategyInterval is None else strategyInterval
self.strategyIntervalMinutes = get_interval_minutes(
self.strategyInterval)
self.intervalGapMinutes = self.strategyIntervalMinutes - self.intervalMinutes
self.intervalGapMultiplier = self.strategyIntervalMinutes // self.intervalMinutes
if self.intervalMinutes > self.strategyIntervalMinutes:
raise RuntimeError(
"Your strategy interval can't be smaller than the data interval."
)
self.ema_dict = {}
self.rsi_dictionary = {}
self.strategies: Dict[str, Strategy] = {}
set_up_strategies(self, strategies)
self.startDateIndex = self.get_start_index(startDate)
self.endDateIndex = self.get_end_index(endDate)
def setup_strategies(self, strategies: list):
"""
Sets up strategies from list of strategies provided.
:param strategies: List of strategies to set up and apply to bot.
"""
set_up_strategies(self, strategies)