def screen():
client = Client("api-key", "api-secret", {"verify": False, "timeout": 20})
positiveCoin = get_positive_coin.positiveCoin
bullishKScoin = []
for m in positiveCoin:
candles = client.get_klines(symbol=m, interval=client.KLINE_INTERVAL_30MINUTE)
if candles[-2][1] < candles[-2][4] <= candles[-1][1] < candles[-1][4]:
bullishKScoin.append(m)
macdCoin = []
for m in bullishKScoin:
candles = client.get_klines(symbol=m, interval=client.KLINE_INTERVAL_1HOUR)
close = []
for n in candles:
close.append(float(n[4]))
mac = macd(close, 12, 26)
macs = macds(mac)
mach = macdh(mac, macs)
# if mach[-1] > 0 and (macs[-1] - macs[-2]) > 0 and (mac[-1] - mac[-2]) > 0:
# macdCoin.append(m)
if mach[-1] > 0 and (macs[-1] - macs[-2]) > 0 and (mac[-1] - mac[-2]) > 0:
macdCoin.append(m)
bollCoin = []
for m in macdCoin:
candles = client.get_klines(symbol=m, interval=client.KLINE_INTERVAL_1HOUR)
close = []
for n in candles:
close.append(float(n[4]))
lb = lbb(close, 20, 2)
mb = mbb(close, 20, 2)
ub = ubb(close, 20, 2)
if lb[-1] < close[-1] < ((0.8 * ub[-1]) + (0.2 * mb[-1])):
bollCoin.append(m)
maxDemandRatio = 0
buyingCoin = ''
for m in bollCoin:
depth = client.get_order_book(symbol=m)
buyingVol = 0
sellingVol = 0
for n in depth['bids'][0:20]:
buyingVol = buyingVol + float(n[1])
for n in depth['asks'][0:20]:
sellingVol = sellingVol + float(n[1])
demandRatio = buyingVol / sellingVol
print(demandRatio)
print(maxDemandRatio)
if demandRatio > maxDemandRatio:
maxDemandRatio = demandRatio
buyingCoin = m
print(bullishKScoin)
print(macdCoin)
print(bollCoin)
print(buyingCoin)
return buyingCoin
def mbb(self, df):
period = 20
if len(df) < period:
period = len(df) // 2
data = mbb(df, period)
return (data)
# In[5]: data = socket.get_candles(instrument = 'GBP/USD', period = 'D1', start = dt.datetime(2016,1,1), end = dt.datetime(2018, 6, 10)) # In[6]: #Define useful variables data['upper_band'] = ubb(data['askclose'], period = 20) data['mid_band'] = mbb(data['askclose'], period = 20 ) data['lower_band'] = lbb(data['askclose'], period = 20 ) data['percent_b'] = percent_b(data['askclose'], period =20) data # In[7]: fig = plt.figure(figsize=(12,8)) ax1 = fig.add_subplot(111, xlabel = 'Date',ylabel='Close') data['askclose'].plot(ax=ax1, color='r', lw=1) data['upper_band'].plot(ax=ax1, color = 'b', lw= 1)
def middle_bollinger_band(data, period):
return mbb(data, period)