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 __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 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 __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)