def is6hEMA1226Bull(self):
try:
if isinstance(self.ema1226_6h_cache, pd.DataFrame):
df_data = self.ema1226_6h_cache
elif self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 21600)
self.ema1226_6h_cache = df_data
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData
self.ema1226_6h_cache = df_data(self.market, '6h')
else:
return False
ta = TechnicalAnalysis(df_data)
if 'ema12' not in df_data:
ta.addEMA(12)
if 'ema26' not in df_data:
ta.addEMA(26)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['ema12'] > df_last['ema26']
return bool(df_last['bull'])
except Exception:
return False
def is1hEMA1226Bull(self):
try:
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 3600)
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '1h')
else:
return False
ta = TechnicalAnalysis(df_data)
ta.addEMA(12)
ta.addEMA(26)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['ema12'] > df_last['ema26']
return bool(df_last['bull'])
except Exception:
return False
def is6hEMA1226Bull(self, iso8601end: str = ''):
try:
if self.isSimulation() and isinstance(self.ema1226_6h_cache,
pd.DataFrame):
df_data = self.ema1226_6h_cache[(self.ema1226_6h_cache['date']
<= iso8601end)]
elif self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 21600)
self.ema1226_6h_cache = df_data
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '6h')
self.ema1226_6h_cache = df_data
else:
return False
ta = TechnicalAnalysis(df_data)
if 'ema12' not in df_data:
ta.addEMA(12)
if 'ema26' not in df_data:
ta.addEMA(26)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['ema12'] > df_last['ema26']
Logger.debug("---- EMA1226 6H Check----")
if self.isSimulation():
Logger.debug("simdate: " + str(df_last['date']))
Logger.debug("ema12 6h: " + str(df_last['ema12']))
Logger.debug("ema26 6h: " + str(df_last['ema26']))
Logger.debug("bull 6h: " +
str(df_last['ema12'] > df_last['ema26']))
return bool(df_last['bull'])
except Exception:
return False
0).astype(int)
df_markets.sort_values(by=["market"], ascending=True, inplace=True)
df_markets.set_index("market", inplace=True)
print("Processing, please wait...")
ROW = 1
for market, data in df_markets.T.iteritems():
print(
f"[{ROW}/{len(df_markets)}] {market} {round((ROW/len(df_markets))*100, 2)}%"
)
try:
if int(data["volume"]) > 0:
ta = TechnicalAnalysis(
api.getHistoricalData(market, GRANULARITY, None))
ta.addEMA(12)
ta.addEMA(26)
ta.addATR(72)
df_1h = ta.getDataFrame()
df_1h["ema12ltema26"] = df_1h.ema12 < df_1h.ema26
df_1h_last = df_1h.tail(1)
# volatility over the last 72 hours
df_markets.at[market,
"atr72"] = float(df_1h_last[["atr72"
]].values[0][0])
df_markets["atr72_pcnt"] = (df_markets["atr72"] /
df_markets["price"] *
100).round(2)
df_markets.at[market, "buy_next"] = df_1h_last[
df_1h_last["market"] ==
import numpy as np import matplotlib.pyplot as plt import matplotlib.ticker as ticker from models.Trading import TechnicalAnalysis from models.CoinbasePro import PublicAPI from views.TradingGraphs import TradingGraphs market = 'BTC-GBP' granularity = 3600 api = PublicAPI() tradingData = api.getHistoricalData(market, granularity) technicalAnalysis = TechnicalAnalysis(tradingData) technicalAnalysis.addEMA(12) technicalAnalysis.addEMA(26) technicalAnalysis.addCandleHammer() technicalAnalysis.addCandleInvertedHammer() technicalAnalysis.addCandleShootingStar() technicalAnalysis.addCandleHangingMan() technicalAnalysis.addCandleThreeWhiteSoldiers() technicalAnalysis.addCandleThreeBlackCrows() technicalAnalysis.addCandleDoji() technicalAnalysis.addCandleThreeLineStrike() technicalAnalysis.addCandleTwoBlackGapping() technicalAnalysis.addCandleEveningStar() technicalAnalysis.addCandleAbandonedBaby() df = technicalAnalysis.getDataFrame() tradinggraphs = TradingGraphs(technicalAnalysis) tradinggraphs.renderEMA12EMA26CloseCandles() #tradinggraphs.renderEMA12EMA26CloseCandles(30, 'candles.png')