def showMargin(self):
tradeStatus = "Stat"
for trade in self.trades:
if (trade.status == "CLOSED"):
tradeStatus = datetime.datetime.fromtimestamp(
trade.exitTime).strftime('%Y-%m-%d %H:%M:%S') + " " + str(
trade.status) + " Entry: " + str(
round(trade.entryPrice, 2)) + " Exit: " + str(
round(trade.exitPrice, 2))
self.makeInvesment(
trade) #considering the trade as an indicator
tradeStatus = tradeStatus + " Profit: "
if (trade.exitPrice > trade.entryPrice):
tradeStatus = tradeStatus + "\033[92m"
else:
tradeStatus = tradeStatus + "\033[91m"
tradeStatus = tradeStatus + str(
round(trade.exitPrice - trade.entryPrice,
2)) + "\033[0m" + " Inves: "
if (self.investement > botVariables().initialInvestment):
tradeStatus = tradeStatus + "\033[92m"
else:
tradeStatus = tradeStatus + "\033[91m"
tradeStatus = tradeStatus + str(round(self.investement,
2)) + "\033[0m"
self.output.log(tradeStatus)
def __init__(self):
self.vars = botVariables()
self.investement = self.vars.initialInvestment
self.makeFee = self.vars.makeFee
self.takeFee = self.vars.takeFee
self.output = BotLog()
self.prices = []
self.closes = [] # Needed for Momentum Indicator
self.trades = []
self.numOfTrades = 0
self.currentPrice = ""
self.currentTime = ""
self.currentClose = ""
self.numSimulTrades = 1
self.indicators = BotIndicators()
self.absMargin = 0
self.relMargin = 0
#these are the values of the indicators qat each endTime
self.SMA1 = 0
self.SMA2 = 0
self.EMA1 = 0
self.EMA2 = 0
self.RSI = 0
self.BollUp = 0
self.BollDown = 0
def __init__(self, time, currentPrice):
self.output = BotLog()
self.vars = botVariables()
self.status = "OPEN"
self.entryTime = time
self.entryPrice = currentPrice
self.exitTime = ''
self.exitPrice = ""
#self.output.log("Trade opened")
if (self.vars.stopLoss > 0):
self.stopLoss = currentPrice - self.vars.stopLoss
def __init__(self):
self.vars = botVariables()
pass
def __init__(self,
exchange,
pair,
period,
startTime,
endTime,
backtest=True):
self.botHTML = BotHTML()
self.vars = botVariables()
self.api_key = self.vars.api_key_poloniex
self.api_secret = self.vars.api_secret_poloniex
self.avPeriod = self.vars.movingAvPeriod
self.indicators = BotIndicators()
self.pair = pair
self.period = period
self.startTime = startTime
self.endTime = endTime
self.data = []
self.prices = []
self.poloData = []
self.trades = []
if (exchange == "poloniex"):
print('Ecxhange with Poloniex')
self.conn = poloniex.Poloniex(self.api_key, self.api_secret)
if backtest:
print("Checking the data from " +
datetime.datetime.fromtimestamp(int(startTime)).strftime(
'%Y-%m-%d %H:%M:%S') + " to " +
datetime.datetime.fromtimestamp(int(endTime)).strftime(
'%Y-%m-%d %H:%M:%S'))
self.poloData = self.conn.returnChartData(
self.pair, self.period, self.startTime, self.endTime)
#A:poloData is an list (checked with the funtion type(), where each item of the list contains 6 values of the period
for datum in self.poloData:
#datum is a dict = {key1:value1, key2:value2, ... }
if (datum['open'] and datum['close'] and datum['high']
and datum['low']):
#putting all this data to the BotCandlestick object
self.data.append(
BotCandlestick(self.period, datum['open'],
datum['close'], datum['high'],
datum['low'],
datum['weightedAverage'],
datum['date']))
if (exchange == "binance"):
# Remember to install binance python script with --> pip install python-binance
print('Ecxhange with Binance')
if backtest:
# create the Binance client, no need for api key
client = Client("", "")
klines = client.get_historical_klines(
self.vars.pairBinance,
getattr(client, self.vars.periodBinance),
self.vars.startTimeBinance, self.vars.endTimeBinance)
for kline in klines:
self.data.append(
BotCandlestick(
self.period, kline[1], kline[4], kline[2],
kline[3],
str((float(kline[1]) + float(kline[2]) +
float(kline[4]) + float(kline[3])) / 4),
int(((kline[0]) + (kline[6])) /
2000))) #because in miliseconds
"""