def execute(self):
# Cancel existing orders
self.__orders.cancel_opened_orders()
# Liquidate position if it exists
self.liquidate_position()
# Wait for market to open
t = Thread(target=self.__market.await_market_open)
t.start()
t.join()
print("[Market Opened]")
# Setup file
file = open('temp_files/{}.csv'.format(self.symbol), 'w')
file.write('Date,Close,buy_signal,sell_signal,SMA,STD,Upper,Lower\n')
file.close()
# Run the web socket
t_socket = Thread(target=self.ws.connect_socket)
t_socket.start()
# Run the plot's process
self.p.start()
# Wait for thread to finish work
t_socket.join()
# Delete file
file_manager.delete_file('SPY.csv'.format(self.symbol), True)
def ws_close(self, ws):
self.ws.on_close(ws)
# Delete csv file
file_manager.delete_file('temp_files/{}.csv'.format(self.symbol))
# Close plot's process if alive
if self.p is not None:
self.p.terminate()
self.p.join()
def ws_close(self, ws):
self.ws.on_close(ws)
# Delete csv file
file_manager.delete_file('temp_files/{}.csv'.format(self.symbol))
# Terminate process if still running
if self.p is not None:
self.p.terminate()
self.p.join()
def execute(self):
if self.error:
# Delete csv file
file_manager.delete_file('temp_files/{}.csv'.format(self.symbol))
return
if self.mode == 'active':
# Cancel existing orders
self.__orders.cancel_opened_orders()
# Liquidate position if it exists
self.liquidate_position()
# Wait for market to open
t = Thread(target=self.__market.await_market_open)
t.start()
t.join()
print("[Market Opened]")
# Retrieve historical data about the asset
self.retrieve_data()
# Calculate metrics
self.pre_calculate(self.df)
# Start algo in a thread
t_socket = Thread(target=self.ws.connect_socket)
t_socket.start()
# Run the plot's process
self.p.start()
# Wait for socket to close
t_socket.join()
elif self.mode == 'test':
# Retrieve historical data
self.retrieve_data()
# Calculate Metrics
self.pre_calculate(self.hist_df)
# Get buy and sell signals
self.hist_df = self.hist_df[99:]
self.hist_df['Buy'] = self.buy_sell_historical(self.hist_df)[0]
self.hist_df['Sell'] = self.buy_sell_historical(self.hist_df)[1]
# Plot graph
self.plot_hist_graph(self.hist_df)
# Delete CSV File
file_manager.delete_file('{}.csv'.format(self.symbol), True)