def testback(self):
self.testing = True
self.trade_history.drop(self.trade_history.index, inplace=True) #clear history
days = 10
kl_1hour = fwk.get_kline(cfg.get_pair(), dtype="1hour", limit=min(days*24, 2000))
if kl_1hour.size > 0:
self.bbands.handle_data(kl_1hour)
self.macd.handle_data(kl_1hour)
self.stoch.handle_data(kl_1hour)
if True:
kl_5min = fwk.get_kline(cfg.get_pair(), dtype="5min", limit=min(days*24*60/5, 2000))
if(kl_5min.size <= 0):
return
p = kl_5min['c']
t = kl_5min['t']
else:
p = kl_1hour['c']
t = kl_1hour['t']
for i in range(t.size):
dummy_depth = {'buy':[[p[i]*0.999, 1000]],'sell':[[p[i]*1.001, 1000]]}
self.handle_depth(t[i], dummy_depth)
log.dbg("test done... user_info:%s"%(self.user_info))
log.dbg("test done... future_position:%s"%(self.future_position))
sslot.trade_history(self.trade_history)
sslot.robot_status(1)
self.testing = False
def _update_kline_without_timer(self, *notuse):
handles = self.data_handles['kline']
handles['data'] = fwk.get_kline(cfg.get_pair(),
dtype="1hour",
limit=min(self.days * 24, 2000))
if handles['data'].size > 0:
for f in handles['func']:
f(handles['data'])
def _update_price(self):
handles = self.data_handles['price']
handles['data'] = fwk.get_price(cfg.get_pair())
if handles['data'] != None and len(handles['data']) > 0:
for f in handles['func']:
f(handles['data'])
if handles['reg'] > 0:
handles['thandle'] = threading.Timer(handles['tperiod'], handles['tfunc'])
handles['thandle'].start()
def _update_price(self):
handles = self.data_handles['price']
handles['data'] = fwk.get_price(cfg.get_pair())
if handles['data'] != None and len(handles['data']) > 0:
for f in handles['func']:
f(handles['data'])
if handles['reg'] > 0:
handles['thandle'] = threading.Timer(handles['tperiod'],
handles['tfunc'])
handles['thandle'].start()
def buy_order(self):
pair = cfg.get_pair()
percentage = cfg.get_cfg('buy_percentage')
price_less = cfg.get_cfg('buy_price_less')
buy_type = cfg.get_cfg('buy_type')
price_decimal_limit = cfg.get_cfg('price_decimal_limit')
amount_decimal_limit = cfg.get_cfg('amount_decimal_limit')
amount_limit = cfg.get_cfg('amount_limit')
price = digits(fwk.get_last_price(cfg.get_pair())*(1.0-price_less),price_decimal_limit)
av = fwk.get_balance(cfg.get_coin2())['available']
amount = digits(av / price * percentage, amount_decimal_limit)
if amount < amount_limit:
log.err("Fail buy! amount=%f available=%f limit=%f"%(amount, av, amount_limit))
return
log.info("creating buy order... pair:%s price:%f amount:%f"%(cfg.get_pair(), price, amount))
try:
#fwk.buy(pair, price, amount, buy_type)
log.info("success")
except:
log.err("Fail create buy order!")
def _update_depth(self):
handles = self.data_handles['depth']
#t1 = time.time()
handles['data'] = fwk.get_depth(cfg.get_pair())
t = time.time()
#print(int(t-t1)) #time consume
if handles['data'] != None and len(handles['data']) > 0:
for f in handles['func']:
f(t, handles['data'])
if handles['reg'] > 0:
handles['thandle'] = threading.Timer(handles['tperiod'], handles['tfunc'])
handles['thandle'].start()
def _update_depth(self):
handles = self.data_handles['depth']
#t1 = time.time()
handles['data'] = fwk.get_depth(cfg.get_pair())
t = time.time()
#print(int(t-t1)) #time consume
if handles['data'] != None and len(handles['data']) > 0:
for f in handles['func']:
f(t, handles['data'])
if handles['reg'] > 0:
handles['thandle'] = threading.Timer(handles['tperiod'],
handles['tfunc'])
handles['thandle'].start()
def sell_order(self):
percentage = cfg.get_cfg('sell_percentage')
price_more = cfg.get_cfg('sell_price_more')
sell_type = cfg.get_cfg('sell_type')
price_decimal_limit = cfg.get_cfg('price_decimal_limit')
amount_decimal_limit = cfg.get_cfg('amount_decimal_limit')
amount_limit = cfg.get_cfg('amount_limit')
price = digits(fwk.get_last_price(cfg.get_pair())*(1.0+price_more),price_decimal_limit)
av = fwk.get_balance(cfg.get_coin1())['available']
amount = digits(av * percentage, amount_decimal_limit)
if amount < amount_limit and av >= amount_limit:
amount = amount_limit
elif amount > av or av < amount_limit:
log.err("Fail sell! amount=%f available=%f limit=%f"%(amount, av, amount_limit))
return
log.info("going to create sell order... pair:%s price:%f amount:%f"%(cfg.get_pair(), price, amount))
try:
#fwk.sell(pair, price, amount, sell_type)
log.info("success")
except:
log.err("Fail create sell order!")
def _update_kline(self):
handles = self.data_handles['kline']
handles['data'] = fwk.get_kline(cfg.get_pair(), dtype="1hour", limit=min(self.days*24, 2000))
#print("_update_kline", handles['data'])
if handles['data'].size > 0:
for f in handles['func']:
f(handles['data'])
else: ##fail get kline
handles['thandle'] = threading.Timer(1, handles['tfunc'])
handles['thandle'].start()
return
if handles['reg'] > 0:
period = handles['tperiod'] - int(time.time())%handles['tperiod'] + 1 #local time currently, will use server time to improve
handles['thandle'] = threading.Timer(period, handles['tfunc'])
handles['thandle'].start()
def param_select_layout(self, parent):
#self.plat = 'coinex'
#self.pair = 'btc_usdt'
indicator_opt = ['bbands','macd', 'stoch','bbands+macd', 'stoch+macd']
idx = indicator_opt.index(cfg.get_indicator())
self.add_frame_combobox(parent, indicator_opt, idx, self.indicator_select, side=LEFT)
plat_opt = ['coinex','okex']
idx = plat_opt.index(cfg.get_cfg_plat())
self.add_frame_combobox(parent, plat_opt, idx, self.plat_select, side=LEFT)
pair_opt = fwk.get_all_pair()
idx = pair_opt.index(cfg.get_pair())
self.add_frame_combobox(parent, pair_opt, idx, self.pair_select, side=LEFT)
future_or_spot_opt = ['future','spot']
idx = 0 if cfg.is_future() else 1
self.add_frame_combobox(parent, future_or_spot_opt, 0, self.future_or_spot_select, side=LEFT)
def _update_kline(self):
handles = self.data_handles['kline']
handles['data'] = fwk.get_kline(cfg.get_pair(),
dtype="1hour",
limit=min(self.days * 24, 2000))
#print("_update_kline", handles['data'])
if handles['data'].size > 0:
for f in handles['func']:
f(handles['data'])
else: ##fail get kline
handles['thandle'] = threading.Timer(1, handles['tfunc'])
handles['thandle'].start()
return
if handles['reg'] > 0:
period = handles['tperiod'] - int(time.time()) % handles[
'tperiod'] + 1 #local time currently, will use server time to improve
handles['thandle'] = threading.Timer(period, handles['tfunc'])
handles['thandle'].start()
def print_price(self):
try:
price = fwk.get_last_price(cfg.get_pair())
print("'%s' current price:%f"%(cfg.get_pair(), price))
except:
print("Fail get '%s' price!"%(cfg.get_pair()))
def __init__(self):
self.simulate = True
if cfg.is_future():
self.user_info = {
cfg.get_coin1():{
'balance':0, #账户余额(可用保证金)
'contracts':[{
'available':100, #合约可用(可用保证金)
'balance':0, #账户(合约)余额
'bond':0, #固定保证金(已用保证金)
'contract_id':0, #合约ID
'contract_type':0, #合约类别
'freeze':0, #冻结保证金
'profit':0, #已实现盈亏
'unprofit':0, #未实现盈亏
}],
'rights':0, #账户权益
}
}
self.future_position = {
'buy_amount':0, #多仓数量
'buy_available':0, #多仓可平仓数量
'buy_bond':0, #多仓保证金
'buy_flatprice':0, #多仓强平价格
'buy_profit_lossratio':0, #多仓盈亏比
'buy_price_avg':0, #开仓平均价
'buy_price_cost':0, #结算基准价
'buy_profit_real':0, #多仓已实现盈余
'contract_id':0, #合约id
'contract_type':0, #合约类型
'create_date':0, #创建日期
'sell_amount':0, #空仓数量
'sell_available':0, #空仓可平仓数量
'sell_bond':0, #空仓保证金
'sell_flatprice':0, #空仓强平价格
'sell_profit_lossratio':0, #空仓盈亏比
'sell_price_avg':0, #开仓平均价
'sell_price_cost':0, #结算基准价
'sell_profit_real':0, #空仓已实现盈余
'symbol':cfg.get_pair(), #btc_usd ltc_usd eth_usd etc_usd bch_usd
'lever_rate':cfg.get_future_buy_lever() #杠杆倍数
}
#variables for mine
self.coin1_fee=0.0
self.coin2_fee=0.0
self.order_id = []
self.deficit_allowed = cfg.get_fee() * cfg.get_trans_fee()
self.exchange = 0
#variables for trade record
self.price_history = pd.DataFrame(columns=['t','p'])
self.trade_history = pd.DataFrame(columns=['t','type', 'price', 'amount', 'match_price'])
self.trade_type = {'open_buy':1, 'open_sell':2, 'loss_buy':3, 'loss_sell':4, 'margin_buy':3,'margin_sell':4}
#variables for technical indicator
self.bbands = Bbands()
self.macd = Macd()
self.stoch = Stoch()
#variables for log print
self.n_depth_handle = 0
#variables for automatic running
self.running = 0
#variables for test back
self.testing = False
pass
except:
log.err("Exception on get_user_info!")
return info
def get_future_position(self, pair):
pos = defaultdict(lambda: None)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pos = okb.future_position(pair)
else:
pass
except:
log.err("Exception on get_future_position!")
return pos
fwk = framework()
if __name__ == '__main__':
#print(fwk.get_price(cfg.get_pair()))
from datetime import datetime
kl = fwk.get_kline(cfg.get_pair(), '1hour', 10, 1536235000000)
for i in kl.index:
kl['t'][i] = datetime.fromtimestamp(kl['t'][i])
print(kl)
#print(fwk.get_depth(cfg.get_pair()))
else:
pass
except:
log.err("Exception on get_user_info!")
return info
def get_future_position(self, pair):
pos = defaultdict(lambda: None)
try:
if cfg.get_cfg_plat() == 'coinex':
pass
elif cfg.get_cfg_plat() == 'fcoin':
pass
elif cfg.get_cfg_plat() == 'okex':
pos = okb.future_position(pair)
else:
pass
except:
log.err("Exception on get_future_position!")
return pos
fwk = framework()
if __name__ == '__main__':
#print(fwk.get_price(cfg.get_pair()))
from datetime import datetime
kl = fwk.get_kline(cfg.get_pair(), '1hour', 10, 1536235000000)
for i in kl.index:
kl['t'][i] = datetime.fromtimestamp(kl['t'][i])
print(kl)
#print(fwk.get_depth(cfg.get_pair()))
def _update_kline_without_timer(self, *notuse):
handles = self.data_handles['kline']
handles['data'] = fwk.get_kline(cfg.get_pair(), dtype="1hour", limit=min(self.days*24, 2000))
if handles['data'].size > 0:
for f in handles['func']:
f(handles['data'])
def print_depth(self):
try:
depth = fwk.get_depth(cfg.get_pair())
print(depth)
except:
print("Fail get '%s' depth!"%(cfg.get_pair()))
def cancel_order(self):
return fwk.cancel_order(cfg.get_pair())
def update_variables(self, trade_param):
if self.trade_history.index.size > 100:
self.trade_history = self.trade_history.drop(0)
self.trade_history.loc[self.trade_history.index.size] = trade_param ##may need use append instead
if self.testing == False:
sslot.trade_history(self.trade_history)
hist.info("%s"%(trade_param))
if self.simulate:
param = self.trade_history.iloc[-1]
a = param['amount'] * (1-0.001) ##take off trans fee
info_contracts = self.user_info[cfg.get_coin1()]['contracts'][0]
position = self.future_position
if param['type'] == 'open_buy':
if cfg.is_future():
oldfund = position['buy_amount'] * position['buy_price_avg']
newfund = a * param['price']
position['buy_amount'] += a
position['buy_available'] += a
position['buy_price_avg'] = (oldfund + newfund) / position['buy_amount']
position['buy_bond'] += a/position['lever_rate']
info_contracts['available'] -= param['amount']/position['lever_rate']
info_contracts['bond'] += a/position['lever_rate']
if param['type'] == 'margin_buy':
if cfg.is_future():
position['buy_amount'] -= param['amount']
position['buy_available'] -= param['amount']
position['buy_bond'] -= param['amount']/position['lever_rate']
info_contracts['available'] += a/position['lever_rate']
info_contracts['bond'] -= param['amount']/position['lever_rate']
profit = (param['price'] - position['buy_price_avg'])/position['buy_price_avg'] * a
info_contracts['profit'] += profit
info_contracts['available'] += profit
self.update_profit(param['price'])
if param['type'] == 'open_sell':
if cfg.is_future():
oldfund = position['sell_amount'] * position['sell_price_avg']
newfund = param['amount'] * param['price']
position['sell_amount'] += a
position['sell_available'] += a
position['sell_price_avg'] = (oldfund + newfund) / position['sell_amount']
position['sell_bond'] += a/position['lever_rate']
info_contracts['available'] -= param['amount']/position['lever_rate']
info_contracts['bond'] += a/position['lever_rate']
if param['type'] == 'margin_sell':
if cfg.is_future():
position['sell_amount'] -= param['amount']
position['sell_available'] -= param['amount']
position['sell_bond'] -= param['amount']/position['lever_rate']
info_contracts['available'] += a/position['lever_rate']
info_contracts['bond'] -= param['amount']/position['lever_rate']
profit = (position['sell_price_avg'] - param['price'])/position['sell_price_avg'] * a
info_contracts['profit'] += profit
info_contracts['available'] += profit
self.update_profit(param['price'])
log.dbg("user_info:%s"%(self.user_info))
log.dbg("future_position:%s"%(self.future_position))
else:
if cfg.get_cfg_plat() == '': #reserve
pass
else:
if cfg.is_future():
self.user_info = fwk.get_user_info()
self.future_position = fwk.get_future_position(cfg.get_pair())
log.dbg("user_info:%s"%(self.user_info))
log.dbg("future_position:%s"%(self.future_position))
else:
pass
def list_order(self):
order_list = fwk.list_orders(cfg.get_pair())
for i in range(len(order_list)):
print(order_list[i])