def check(self, db, trade=None, last_sell=0):
if db.is_weekend() and self.weekend_value is not None:
self.value = self.weekend_value
if self.value is None:
return False
value = None
if self.function == 'trend_of_last_seconds':
value = db.get_trend_of_last_seconds(self.param)
elif self.function == 'percentage_to_last':
value = db.get_percentage_to_last()
elif self.function == 'is_weekend':
value = db.is_weekend()
elif self.function == 'percentage_to_before':
value = db.get_percentage_to_before(self.param)
elif self.function == 'percentage_to_high':
value = db.get_percentage_to_high()
elif self.function == 'trade.percentage':
value = trade.get_percentage()
elif self.function == 'trade.last_percentage':
value = trade.get_last_percentage()
elif self.function == 'has_change_in_last_ticks':
value = db.has_change(self.param)
elif self.function == 'milliseconds_to_last_sell':
value = (time.time_ns() - last_sell) / 1000000
if value is not None:
if self.operator == '>':
return value > self.value
elif self.operator == '<':
return value < self.value
elif self.operator == '==':
return value == self.value
elif self.operator == '!=':
return value != self.value
elif self.operator == '>=':
return value >= self.value
elif self.operator == '<=':
return value <= self.value
elif self.operator == 'range':
return self.value_range[0] <= value <= self.value_range[1]
else:
print('ERROR: ' + self.function + ' not found')
return False
def __init__(self,
db,
tele,
name='primary',
in_strategy_test=False,
color='blue',
order=0,
muted=False):
self.db = db
self.tele = tele
self.name = name
self.can_buy_conditions = []
self.should_buy_conditions = []
self.should_sell_conditions = []
self.cur_trade = trade.Trade(0,
self.db,
self.tele,
False,
strategy=self.name)
self.in_strategy_test = in_strategy_test
self.color = color
self.order = order
self.last_sell = time.time_ns()
self.muted = muted
def create_trading_session(self):
db_id = self.get_value('SELECT count(*) FROM sessions')[0] + 1
self.execute('INSERT INTO sessions (ID, starts_at) VALUES (' +
str(db_id) + ', ' + str(int(time.time_ns() / 1000000)) +
');')
return db_id
def export_balance_image(self):
if not self.in_strategy_test:
for s in self.strategies:
if self.show_full_balance_view:
last_balances = self.get_values(
'SELECT * FROM balance WHERE is_test == ' +
self.is_test + ' AND strategy == "' + s.get_name() +
'" ORDER BY time DESC')
else:
last_balances = self.get_values(
'SELECT * FROM balance WHERE is_test == ' +
self.is_test + ' AND strategy == "' + s.get_name() +
'" AND time > ' +
str(int(time.time_ns() / 1000000) - 90000000) +
' ORDER BY time DESC')
if len(last_balances) > 0:
x_axis = []
y_axis = []
x = 0
for b in reversed(last_balances):
x = x + 1
timestamp = int(b[0]) / 1000.0
x_axis.insert(0, datetime.fromtimestamp(timestamp))
y_axis.insert(0, b[1])
ax = plt.gca()
xfmt = matplotlib.dates.DateFormatter('%H:%M')
ax.xaxis.set_major_formatter(xfmt)
plt.plot(x_axis,
y_axis,
color=s.get_color(),
zorder=s.get_order())
if self.show_restart_points:
if self.show_full_balance_view:
sessions = self.get_values(
'SELECT starts_at FROM sessions')
else:
sessions = self.get_values(
'SELECT starts_at FROM sessions WHERE starts_at > ' +
str(int(time.time_ns() / 1000000) - 90000000))
for s in sessions:
timestamp = int(s[0]) / 1000.0
if timestamp > 0:
date = datetime.fromtimestamp(timestamp)
if date:
plt.axvline(x=date,
alpha=0.8,
color="#FF453A",
zorder=-2)
plt.style.use('dark_background')
plt.xticks(rotation=20)
plt.xlabel('Time')
plt.ylabel('Balance')
plt.savefig('graph.png')
plt.clf()
# bot.send_photo(chat_id=866153882, photo=open('graph.png', 'rb'), caption=caption,
# parse_mode=telegram.ParseMode.HTML)
return 'graph.png'
def save_balance(self, b, strategy='primary'):
self.save_value('INSERT INTO balance VALUES (' +
str(int(time.time_ns() / 1000000)) + ', ' + str(b) +
', ' + self.is_test + ', "' + strategy + '");')
print('BALANCE SAVED -> ' + str(round(b, 2)) + '€')
#HB.run() #WORKS !!
#Typically, ^^ this is how it should be ran without threading.
'''Message format testing'''
#WORKS !
lo = HB.logOn()
#8=FIX.4.2|9=68|35=A|49=qafix67|56=IB|34=30|52=20191219-23:11:38.836563|108=30|98=0|10=239
lf = HB.logOff()
#8=FIX.4.2|9=56|35=5|49=qafix67|56=IB|34=30|52=20191219-23:11:38.836563|10=199
hbt = HB.heartBeat()
#8=FIX.4.2|9=65|35=0|49=qafix67|56=IB|34=31|52=20191219-23:11:38.836563|1=U01067|10=133
t1 = time.time_ns()
buy = HB.createOrder('AMD',1,1)
sell = HB.createOrder('AMD',5,1)
t2 = time.time_ns()
print('Order time in ns: {}'.format((t2-t1))) #0? Not working?
#Admin
HB.parse(lo)
HB.parse(hbt)
HB.parse(lf)
#OMS
HB.parse(buy)
def sell(self):
self.last_sell = time.time_ns()
self.cur_trade.sell()