def __init__(self):
# start logger service
from rrlib.rrLogger import logger
from rrlib.rrPortfolio import rrPortfolio
self.portfolio = rrPortfolio()
self.log = logger()
# To keep track of pending orders
self.buyprice = None
self.buycomm = None
self.oneplot = False
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# max investment in % terms of porfolio
# deprecating margin relates to R not maxinv
self.maxinv = config.get('backtrader', 'maxinv')
self.marginRequirement = float(config.get('backtrader', 'marginreq'))
self.stoplossdistance = float(config.get('backtrader', 'stoploss'))
# Add two MovingAverageSimple indicator and a crossover
self.inds = dict()
for i, d in enumerate(self.datas):
self.inds[d] = dict()
self.inds[d]['sma1'] = bt.indicators.SimpleMovingAverage(
d.close, period=self.params.smashort)
self.inds[d]['sma2'] = bt.indicators.SimpleMovingAverage(
d.close, period=self.params.smalong)
self.inds[d]['cross'] = bt.indicators.CrossOver(
self.inds[d]['sma1'], self.inds[d]['sma2'])
if i > 0: # Check we are not on the first loop of data feed:
if self.oneplot is True:
d.plotinfo.plotmaster = self.datas[0]
def __init__(self, *args, **kwargs):
# starting common services
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
# starting logging
from rrlib.rrLogger import logger
self.log = logger()
# starting backend services
from rrlib.rrDb import rrDbManager
from rrlib.rrPutSellStrategy import rrPutSellStrategy as rps
from rrlib.rrController import rrController
self.db = rrDbManager()
self.sellp = rps()
self.cont = rrController()
# starting ini parameters
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# Telegram API key & chat id for secure comms
self.APIkey = config.get('telegram', 'api')
self.chatid = config.get('telegram', 'chatid')
self.startBot = config.get('telegram', 'startbot')
self.log.logger.debug(" rrTelegram module starting. ")
# starting bot
# self.bot = telegram.bot(self.APIkey)
self.upd = Updater(self.APIkey)
self.dp = self.upd.dispatcher
def __init__(self):
# Starting common services
from rrlib.rrLogger import logger, TqdmToLogger
# Get logging service
self.log = logger()
self.tqdm_out = TqdmToLogger(self.log.logger)
self.log.logger.debug(" Backtrader starting. ")
# starting ini parameters
import configparser
import math
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# db filename to confirm it exists
self.source = config.get('datasource', 'source')
if self.source == "ib":
self.funds = str(self.getAvailableFunds())
else:
self.funds = config.get('portfolio', 'funds')
if self.source == "ib":
self.R = str(int(math.ceil(self.getAvailableFunds()*0.005 / 100.0)) * 100)
else:
self.R = config.get('portfolio', 'R')
self.monthlyPremium = config.get('portfolio', 'monthlyPremium')
if self.source == "ib":
self.BP = float(self.getBuyingPower())
else:
self.BP = config.get('portfolio', 'BP')
def __init__(self, symbol):
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
from rrlib.rrLogger import logger
self.symbol = symbol
self.log = logger()
self.log.logger.debug(" Init Stock IB Data Fetcher "+str(symbol))
self.ib = IBConnection()
def __init__(self):
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
from rrlib.rrLogger import logger
self.log = logger()
# ib parameter import
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
self.ib_ip = config['ib']['ip']
self.ib_port = int(config['ib']['port'])
self.ib = IB()
def __init__(self, symbol):
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
from rrlib.rrLogger import logger
self.symbol = symbol
self.log = logger()
self.log.logger.debug(" Init Option Public Data Fetcher for " +
symbol)
# timeout import
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
self.timeout = int(config['urlfetcher']['Timeout'])
def __init__(self, *args, **kwargs):
# starting common services
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
# starting logging
from rrlib.rrLogger import logger
self.log = logger()
# starting ini parameters
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# Telegram API key & chat id for secure comms
self.IFTTT = config['ifttt']['key']
self.url = config['ifttt']['url']
self.log.logger.debug(" rrIFTTT module starting. ")
def __init__(self):
# starting common services
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
# starting logging
from rrlib.rrLogger import logger
self.log = logger()
# starting backend services
from rrlib.rrDb import rrDbManager
self.db = rrDbManager()
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
self.log.logger.debug(" Golden Strategy module starting. ")
def __init__(self, *args, **kwargs):
self.log = logger()
self.intro()
# Handle Ctrl - C
def SigIntHand(SIG, FRM):
self.log.logger.info(
"To close wait for prompt and enter quit or exit. Ctrl-C does not exit"
)
signal.signal(signal.SIGINT, SigIntHand)
self.runCycle = 0
self.threads = []
self.running = True
self.log.logger.info("Initialization finished robotRay server")
def __init__(self, symbol):
# starting common services
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
# starting logging service
from rrlib.rrLogger import logger
self.symbol = symbol
self.log = logger()
self.log.logger.debug(" Init Stock Data Fetcher " + str(symbol))
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# Get datasource from IB or Public
self.source = config.get('datasource', 'source')
# For manual fetching set time out
self.timeout = int(config['urlfetcher']['Timeout'])
def __init__(self):
# starting common services
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
# starting logging
from rrlib.rrLogger import logger
self.log = logger()
# starting backend services
from rrlib.rrDb import rrDbManager
self.db = rrDbManager()
# portfolio startup
from rrlib.rrPortfolio import rrPortfolio
self.portfolio = rrPortfolio()
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# daily decrease green if % stock dtd growth < -4.5%, -4.5% < yellow < 2%, red > 2%
self.dayPriceChgGreen = config.get('sellputstrategy', 'dayPriceChgGreen')
self.dayPriceChgRed = config['sellputstrategy']['dayPriceChgRed']
# expected minimum monthly premium for holding the option 1%
self.monthlyPremium = self.portfolio.monthlyPremium
# sma200 below 0 is red, <0.1 yellow, > 0.1 green
self.smaGreen = config['sellputstrategy']['smaGreen']
self.smaRed = config['sellputstrategy']['smaRed']
# sales growth quarter to quarter
self.salesGrowthGreen = config['sellputstrategy']['salesGrowthGreen']
self.salesGrowthRed = config['sellputstrategy']['salesGrowthRed']
# retreive R
self.R = self.portfolio.R
self.availableFunds = self.portfolio.funds
# Intraday kpi green and red
self.IntradayKPIGreen = config['sellputstrategy']['IntradayKPIGreen']
self.IntradayKPIRed = config['sellputstrategy']['IntradayKPIRed']
# Get number of days to BTC on Options
self.BTCdays = config['sellputstrategy']['BTCdays']
# Target of premium collected before closing
self.PremiumTarget = config['sellputstrategy']['PremiumTarget']
# Get option expected price flexiblity to ask limit
self.ExpPrice2Ask = config['sellputstrategy']['ExpPrice2Ask']
# is telegram bot enabled for commands
self.startbot = config.get('telegram', 'startbot')
# Get verbose option boolean
self.verbose = config['sellputstrategy']['verbose']
self.log.logger.debug(" Put Sell Strategy module starting. ")
def __init__(self, *args, **kwargs):
# starting common services
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
# starting logging service
from rrlib.rrLogger import logger
self.log = logger()
# starting backend services
from rrlib.rrDb import rrDbManager
self.db = rrDbManager()
self.bt = rrBacktrader()
self.sellp = rrPutSellStrategy()
self.rrGoldenStrategy = rrGoldenStrategy()
# starting ini parameters
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# run outside trading hours
self.oth = config.get("debug", "oth")
self.log.logger.debug("Initialization finished robotRay controller")
# controller runtime variables
self.runCycle = 0
def __init__(self):
# Starting common services
from rrlib.rrLogger import logger, TqdmToLogger
from rrlib.rrDb import rrDbManager
# Get logging service
self.db = rrDbManager()
self.log = logger()
self.tqdm_out = TqdmToLogger(self.log.logger)
self.log.logger.debug(" Backtrader starting. ")
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# db filename to confirm it exists
self.dbFilename = config.get('backtrader', 'filename')
self.timeframe = config.get('backtrader', 'timeframe')
self.initializeDb()
# Get datsource from pubic or ib
self.source = config.get('datasource', 'source')
# Get verbose option boolean
self.verbose = config.get('datasource', 'verbose')
def __init__(self):
# Starting common services
from rrlib.rrLogger import logger, TqdmToLogger
from rrlib.rrPortfolio import rrPortfolio
# Get logging service
self.log = logger()
self.tqdm_out = TqdmToLogger(self.log.logger)
self.log.logger.debug(" DB Manager starting. ")
# start portfolio
self.portfolio = rrPortfolio()
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# db filename to confirm it exists
self.dbFilename = config.get('DB', 'filename')
self.initializeDb()
# Get list of stocks to track
self.stocks = config.get('stocks', 'stocks')
# Get datsource from pubic or ib
self.source = config.get('datasource', 'source')
# Get verbose option boolean
self.verbose = config.get('datasource', 'verbose')
def __init__(self):
# Starting common services
from rrlib.rrLogger import logger, TqdmToLogger
from rrlib.rrBacktrader import rrBacktrader
from rrlib.rrPortfolio import rrPortfolio
from rrlib.rrDb import rrDbManager as db
# Get logging service
self.log = logger()
self.tqdm_out = TqdmToLogger(self.log.logger)
self.log.logger.debug(" Backtrader starting. ")
# startup backtrading db
self.btdb = rrBacktrader()
self.portfolio = rrPortfolio()
self.db = db()
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# max investment in % terms of porfolio
# deprecating margin relates to R not maxinv
self.maxinv = config.get('backtrader', 'maxinv')
self.commission = float(config.get('backtrader', 'commission'))
self.marginRequirement = float(config.get('backtrader', 'marginreq'))
self.stoplossdistance = float(config.get('backtrader', 'stoploss'))
# for now use IB like commisions
self.COMMINFO_DEFAULT = dict(
stocklike=False, # Futures-like
commtype=bt.CommissionInfo.COMM_FIXED, # fixed price per asset
commission=2.0, # Standard IB Price for futures
# mult=1000.0, # multiplier default 1
margin=float(self.portfolio.R)/(1-(1-self.stoplossdistance)) * \
self.marginRequirement # IB avg 27% del costo de la trx en acciones
)
# Generate Cerebro
self.cerebro = bt.Cerebro()
self.cerebro.broker.setcash(float(self.portfolio.funds))
def __init__(self):
# Starting common services
from rrlib.rrLogger import logger, TqdmToLogger
from rrlib.rrDb import rrDbManager
# Get logging service
self.db = rrDbManager()
self.log = logger()
self.tqdm_out = TqdmToLogger(self.log.logger)
self.log.logger.debug(" Daily scanner starting. ")
# starting ini parameters
import configparser
config = configparser.ConfigParser()
config.read("rrlib/robotRay.ini")
# set patterns for daily detection
self.patterns = pd.DataFrame(
np.array([
# ['CDL2CROWS', 'Two Crows', 'Low reversal w conf', '5.7 % ', '35.2 %'],
[
'CDL3BLACKCROWS', '* Three Black Crows *', 'High R2BE',
'-0.144', '0.286'
],
[
'CDL3INSIDE', 'Three Inside Up/Down', 'Medium Reversal',
'0.062', '0.354'
],
[
'CDL3LINESTRIKE', '* Three Line Strike *', 'High R2BU',
'0.108', '0.369'
],
# ['CDL3OUTSIDE', 'Three Outside Up/Down', 'Medium Reversal', '0.051', '0.35'],
[
'CDL3STARSINSOUTH', 'Three Stars In The South',
'Rare Medium R2BU w conf', '0.20', '0.40'
],
[
'CDL3WHITESOLDIERS', '* Three Advancing White Soldiers *',
'High R2BU', '-0.001', '0.333'
],
[
'CDLABANDONEDBABY', '* Abandoned Baby *', 'High reversal',
'-0.046)', '0.318'
],
['CDLADVANCEBLOCK', 'Advance Block', '', '0.142', '0.381'],
# ['CDLBELTHOLD' , 'Belt-hold', '','0.037', '0.346'], [
[
'CDLBREAKAWAY', 'Breakaway',
'High Over(Sold/bought) 5 day use as conf', '0.109', '0.37'
],
[
'CDLCLOSINGMARUBOZU', 'Closing Marubozu',
'Rare High confirmation', '-0.047', '0.318'
],
[
'CDLCONCEALBABYSWALL', '* Concealing Baby Swallow *',
'Medium Rare R2BU', '0.50', '0.50'
],
[
'CDLCOUNTERATTACK', 'Counterattack', 'Low Reversal w conf',
'0', '0'
],
[
'CDLDARKCLOUDCOVER', 'Dark Cloud Cover', '', '0.061',
'0.354'
],
# ['CDLDOJI','Doji','','',''],
['CDLDOJISTAR', 'Doji Star', '', '0.238', '0.413'],
# ['CDLDRAGONFLYDOJI', 'Dragonfly Doji', '', '0.054', '0.351'],
[
'CDLENGULFING', 'Engulfing Pattern', 'Low Reversal',
'0.104', '0.368'
],
[
'CDLEVENINGDOJISTAR', 'Evening Doji Star', 'High R2BE', '',
''
],
[
'CDLEVENINGSTAR', '* Evening Star *', 'Rare High R2BE',
'0.006', '0.335'
],
# ['CDLGAPSIDESIDEWHITE', 'Up/Down-gap side-by-side white lines', '', '0.013', '0.338'],
['CDLGRAVESTONEDOJI', 'Gravestone Doji', '', '0.196', '0.399'],
['CDLHAMMER', 'Hammer', 'Medium R2BU', '0.225', '0.408'],
[
'CDLHANGINGMAN', 'Hanging Man', 'Medium R2BE', '0.075',
'0.358'
],
['CDLHARAMI', 'Harami Pattern', '', '0.219', '0.406'],
[
'CDLHARAMICROSS', 'Harami Cross Pattern', '', '0.207',
'0.402'
],
['CDLHIGHWAVE', 'High-Wave Candle', '', '0.263', '0.421'],
['CDLHIKKAKE', 'Hikkake Pattern', '', '0.11', '0.371'],
[
'CDLHIKKAKEMOD', 'Modified Hikkake Pattern', '', '0.14',
'0.381'
],
['CDLHOMINGPIGEON', 'Homing Pigeon', '', '0.344', '0.448'],
[
'CDLIDENTICAL3CROWS', '* Identical Three Crows *',
'High R2BE', '-0.078', '0.307'
],
# ['CDLINNECK', 'In-Neck Pattern', 'Low Continuation', '0.047', '0.349'],
[
'CDLINVERTEDHAMMER', 'Inverted Hammer', 'Medium R2BU',
'0.182', '0.394'
],
# ['CDLKICKING', 'Kicking', '', '-0.11', '0.294'],
# ['CDLKICKINGBYLENGTH','Kicking', 'bull/bear determined by the longer marubozu', '-0.117', '0.294'],
['CDLLADDERBOTTOM', 'Ladder Bottom', '', '-0.147', '0.382'],
# ['CDLLONGLEGGEDDOJI', 'Long Legged Doji', '', '', ''],
# ['CDLMARUBOZU', 'Marubozu', '', '-0.085', '0.305'],
['CDLMATCHINGLOW', 'Matching Low', '', '0.261', '0.42'],
# ['CDLMATHOLD', 'Mat Hold', '','-0.40', '0.20'],
['CDLMORNINGDOJISTAR', 'Morning Doji Star', '', '0', '0'],
['CDLMORNINGSTAR', 'Morning Star', '', '0.152', '0.384'],
# ['CDLONNECK', 'On-Neck Pattern', '', '0.015', '0.338'],
['CDLPIERCING', 'Piercing Pattern', '', '0.185', '0.395'],
['CDLRICKSHAWMAN', 'Rickshaw Man', '', '0.304', '0.435'],
[
'CDLRISEFALL3METHODS', 'Rising/Falling Three Methods', '',
'0.088', '0.363'
],
# ['CDLSEPARATINGLINES', 'Separating Lines', '', '-0.049', '0.317'],
['CDLSHOOTINGSTAR', 'Shooting Star', '', '0.135', '0.378'],
# ['CDLSHORTLINE', 'Short Line Candle', '', '', ''],
['CDLSPINNINGTOP', 'Spinning Top', '', '0.271', '0.424'],
# ['CDLSTALLEDPATTERN', 'Stalled Pattern', '', '', ''],
['CDLSTICKSANDWICH', 'Stick Sandwich', '', '0.273', '0.424'],
# ['CDLTAKURI', 'Takuri (Dragonfly Doji with very long lower shadow)','', '0.038', '0.346'],
['CDLTASUKIGAP', 'Tasuki Gap', '', '0.17', '0.39'],
# ['CDLTHRUSTING', 'Thrusting Pattern', '', '0.051', '0.35'],
# ['CDLTRISTAR', 'Tristar Pattern', '', '0.032', '0.344'],
['CDLUNIQUE3RIVER', 'Unique 3 River', '', '0.206', '0.402'],
[
'CDLUPSIDEGAP2CROWS', 'Upside Gap Two Crows', '', '0.158',
'0.386'
],
[
'CDLXSIDEGAP3METHODS', 'Upside/Downside Gap Three Methods',
'', '0.133', '0.378'
]
]),
columns=['cod', 'desc', 'impact', 'roi', 'successrate'])
