async def ohlcv_callback(self, exchange: str, exchange_id: str,
cryptocurrency: str, symbol: str, time_frame,
candle, inc_in_construction_data):
exchange_symbol_data = self.get_exchange_symbol_data(
exchange, exchange_id, symbol)
high = trading_api.get_symbol_high_candles(
exchange_symbol_data,
time_frame,
include_in_construction=inc_in_construction_data)
low = trading_api.get_symbol_low_candles(
exchange_symbol_data,
time_frame,
include_in_construction=inc_in_construction_data)
close = trading_api.get_symbol_close_candles(
exchange_symbol_data,
time_frame,
include_in_construction=inc_in_construction_data)
self.eval_note = commons_constants.START_PENDING_EVAL_NOTE
if len(close) > self.length:
await self.evaluate(cryptocurrency, symbol, time_frame, candle,
high, low, close)
await self.evaluation_completed(
cryptocurrency,
symbol,
time_frame,
eval_time=evaluators_util.get_eval_time(full_candle=candle,
time_frame=time_frame))
async def ohlcv_callback(self, exchange: str, exchange_id: str,
cryptocurrency: str, symbol: str, time_frame, candle, inc_in_construction_data):
candle_data = trading_api.get_symbol_close_candles(self.get_exchange_symbol_data(exchange, exchange_id, symbol),
time_frame,
self.period_length,
include_in_construction=inc_in_construction_data)
await self.evaluate(cryptocurrency, symbol, time_frame, candle_data, candle)
async def ohlcv_callback(self, exchange: str, exchange_id: str,
cryptocurrency: str, symbol: str, time_frame,
candle, inc_in_construction_data):
symbol_candles = self.get_exchange_symbol_data(exchange, exchange_id,
symbol)
high_candles = trading_api.get_symbol_high_candles(
symbol_candles,
time_frame,
include_in_construction=inc_in_construction_data)
if len(high_candles) >= self.short_period:
low_candles = trading_api.get_symbol_low_candles(
symbol_candles,
time_frame,
include_in_construction=inc_in_construction_data)
close_candles = trading_api.get_symbol_close_candles(
symbol_candles,
time_frame,
include_in_construction=inc_in_construction_data)
volume_candles = trading_api.get_symbol_volume_candles(
symbol_candles,
time_frame,
include_in_construction=inc_in_construction_data)
await self.evaluate(cryptocurrency, symbol, time_frame,
high_candles, low_candles, close_candles,
volume_candles, candle)
else:
self.eval_note = False
await self.evaluation_completed(
cryptocurrency,
symbol,
time_frame,
eval_time=evaluators_util.get_eval_time(full_candle=candle,
time_frame=time_frame))
def get_diff(self, exchange: str, exchange_id: str, symbol: str, time_frame):
candle_data = trading_api.get_symbol_close_candles(self.get_exchange_symbol_data(exchange, exchange_id, symbol),
time_frame,
limit=2)
yesterday = candle_data[-2]
today = candle_data[-1]
delta = today - yesterday
return delta / yesterday
def _get_rsi_averages(self, symbol_candles, time_frame, include_in_construction):
# compute the slow and fast RSI average
candle_data = trading_api.get_symbol_close_candles(symbol_candles, time_frame,
include_in_construction=include_in_construction)
if len(candle_data) > self.period_length:
rsi_v = tulipy.rsi(candle_data, period=self.period_length)
rsi_v = data_util.drop_nan(rsi_v)
if len(rsi_v):
slow_average = numpy.mean(rsi_v[-self.slow_eval_count:])
fast_average = numpy.mean(rsi_v[-self.fast_eval_count:])
return slow_average, fast_average, rsi_v
return None, None, None
def close(self):
return trading_api.get_symbol_close_candles(
self.candles,
self.time_frame,
include_in_construction=self.inc_in_construction_data)