def order(self,
id,
long,
qty,
limit=0,
stop=0,
post_only=False,
reduce_only=False,
trailing_stop=0,
activationPrice=0,
when=False):
"""
places an entry order, works equivalent to tradingview pine script implementation
https://jp.tradingview.com/study-script-reference/#fun_strategy{dot}entry
:param id: Order id
:param long: Long or Short
:param qty: Quantity
:param limit: Limit price
:param stop: Stop limit
:param post_only: Post only
:param when: Do you want to execute the order or not - True for live trading
:return:
"""
BinanceFuturesStub.order(self, id, long, qty, limit, stop, post_only,
reduce_only, trailing_stop, activationPrice,
when)
def entry(self,
id,
long,
qty,
limit=0,
stop=0,
post_only=False,
when=True,
round_decimals=3,
callback=None):
"""
places an entry order, works equivalent to tradingview pine script implementation
https://jp.tradingview.com/study-script-reference/#fun_strategy{dot}entry
:param id: Order id
:param long: Long or Short
:param qty: Quantity
:param limit: Limit price
:param stop: Stop limit
:param post_only: Post only
:param when: Do you want to execute the order or not - True for live trading
:round_decimals: Round qty to decimals
:callback
:return:
"""
BinanceFuturesStub.entry(self, id, long, qty, limit, stop, post_only,
when, round_decimals, callback)
def close_all(self):
"""
Close all positions
"""
if self.get_position_size() == 0:
return
BinanceFuturesStub.close_all(self)
self.close_signals.append(self.index)
def on_update(self, bin_size, strategy):
"""
Register the strategy function.
:param strategy:
"""
self.__load_ohlcv(bin_size)
BinanceFuturesStub.on_update(self, bin_size, strategy)
self.__crawler_run()
def close_all_at_price(self, price):
"""
close the current position at price, for backtesting purposes its important to have a function that closes at given price
:param price: price
"""
if self.get_position_size() == 0:
return
BinanceFuturesStub.close_all_at_price(self, price)
self.close_signals.append(self.index)
def __init__(self, account, pair):
"""
constructor
:account:
:pair:
:param periods:
"""
self.pair = pair
BinanceFuturesStub.__init__(self,
account,
pair=self.pair,
threading=False)
self.enable_trade_log = False
self.start_balance = self.get_balance()
def commit(self, id, long, qty, price, need_commission=True):
"""
Commit
:param id: order
:param long: long or short
:param qty: quantity
:param price: price
:param need_commission: use commision or not?
"""
BinanceFuturesStub.commit(self, id, long, qty, price, need_commission)
if long:
self.buy_signals.append(self.index)
else:
self.sell_signals.append(self.index)
def run(self):
"""
˜ Function to run the bot
"""
if self.hyperopt:
logger.info(f"Bot Mode : Hyperopt")
self.params_search()
return
elif self.stub_test:
logger.info(f"Bot Mode : Stub")
if self.exchange_arg == "binance":
self.exchange = BinanceFuturesStub(account=self.account, pair=self.pair)
elif self.exchange_arg == "bitmex":
self.exchange = BitMexStub(account=self.account, pair=self.pair)
else:
logger.info(f"--exchange argument missing or invalid")
return
elif self.back_test:
logger.info(f"Bot Mode : Back test")
if self.exchange_arg == "binance":
self.exchange = BinanceFuturesBackTest(account=self.account, pair=self.pair)
elif self.exchange_arg == "bitmex":
self.exchange = BitMexBackTest(account=self.account, pair=self.pair)
else:
logger.info(f"--exchange argument missing or invalid")
return
else:
logger.info(f"Bot Mode : Trade")
if self.exchange_arg == "binance":
self.exchange = BinanceFutures(account=self.account, pair=self.pair, demo=self.test_net)
elif self.exchange_arg == "bitmex":
self.exchange = BitMex(account=self.account, pair=self.pair, demo=self.test_net)
else:
logger.info(f"--exchange argument missing or invalid")
return
self.exchange.ohlcv_len = self.ohlcv_len()
self.exchange.on_update(self.bin_size, self.strategy)
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
logger.info(f"Balance : {self.exchange.get_balance()}")
notify(f"Starting Bot\n"
f"Strategy : {type(self).__name__}\n"
f"Balance : {self.exchange.get_balance()}")
self.exchange.show_result()
