def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Backtesting
self.backtesting_enabled = Backtesting.enabled(self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config, self.backtesting_enabled)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE, False)
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
self.current_loop_thread = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Backtesting
self.backtesting_enabled = Backtesting.enabled(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
self.symbol_tasks_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.global_updaters_by_exchange = {}
self.async_loop = None
self.social_eval_tasks = []
self.real_time_eval_tasks = []
self.main_task_group = None
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.ready = False
# Logger
self.logger = logging.getLogger(self.__class__.__name__)
# Advanced
AdvancedManager.create_class_list(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE)
# Backtesting
self.backtesting_enabled = None
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def __init__(self):
# Logger
fileConfig('config/logging_config.ini')
self.logger = logging.getLogger(self.__class__.__name__)
sys.excepthook = self.log_uncaught_exceptions
# Version
self.logger.info("Version : {0}".format(VERSION))
# Config
self.logger.info("Load config file...")
self.config = load_config()
# Advanced
AdvancedManager.create_class_list(self.config)
# Interfaces
self.web_app = WebApp(self.config)
if self.web_app.enabled():
self.web_app.start()
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# TODO : CONFIG TEMP LOCATION
self.time_frames = [
TimeFrames.THIRTY_MINUTES, TimeFrames.ONE_HOUR,
TimeFrames.FOUR_HOURS, TimeFrames.ONE_DAY
]
self.exchanges = [ccxt.binance]
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
self.symbols_threads_manager = []
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = []
self.dispatchers_list = []
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.ready = False
# Logger
self.logger = logging.getLogger(self.__class__.__name__)
# Advanced
AdvancedManager.create_class_list(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(NOTIFICATION_STARTING_MESSAGE)
# Backtesting
self.backtesting_enabled = None
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
class OctoBot:
"""
Constructor :
- Load configs
"""
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Backtesting
self.backtesting_enabled = Backtesting.enabled(self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config, self.backtesting_enabled)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE, False)
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def create_exchange_traders(self):
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False)
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(
self.config)(self.config, exchange_inst)
self.exchange_trading_modes[
exchange_inst.get_name()] = self.trading_mode
self.logger.debug(
f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
else:
self.logger.error(
f"{exchange_class_string} exchange not found")
def create_evaluation_threads(self):
self.logger.info("Evaluation threads creation...")
# create dispatchers
self.dispatchers_list = EvaluatorCreator.create_dispatchers(
self.config)
# create Social and TA evaluators
for crypto_currency, crypto_currency_data in self.config[
CONFIG_CRYPTO_CURRENCIES].items():
# create crypto_currency evaluator
crypto_currency_evaluator = CryptocurrencyEvaluator(
self.config, crypto_currency, self.dispatchers_list,
self.relevant_evaluators)
self.crypto_currency_evaluator_list[
crypto_currency] = crypto_currency_evaluator
# create TA evaluators
for symbol in crypto_currency_data[CONFIG_CRYPTO_PAIRS]:
# create symbol evaluator
symbol_evaluator = SymbolEvaluator(self.config, symbol,
crypto_currency_evaluator)
symbol_evaluator.set_traders(self.exchange_traders)
symbol_evaluator.set_trader_simulators(
self.exchange_trader_simulators)
crypto_currency_evaluator.add_symbol_evaluator(
symbol, symbol_evaluator)
self.symbol_evaluator_list[symbol] = symbol_evaluator
for exchange in self.exchanges_list.values():
if exchange.get_exchange_manager().enabled():
# Verify that symbol exists on this exchange
if symbol in exchange.get_exchange_manager(
).get_traded_pairs():
self._create_symbol_threads_managers(
exchange, symbol_evaluator)
# notify that exchange doesn't support this symbol
else:
if not self.backtesting_enabled:
self.logger.warning(
f"{exchange.get_name()} doesn't support {symbol}"
)
self._check_required_evaluators()
def _create_symbol_threads_managers(self, exchange, symbol_evaluator):
if Backtesting.enabled(self.config):
real_time_ta_eval_list = []
else:
# Create real time TA evaluators
real_time_ta_eval_list = EvaluatorCreator.create_real_time_ta_evals(
self.config, exchange, symbol_evaluator.get_symbol(),
self.relevant_evaluators)
symbol_time_frame_updater_thread = SymbolTimeFramesDataUpdaterThread()
for time_frame in self.time_frames:
if exchange.get_exchange_manager().time_frame_exists(
time_frame.value, symbol_evaluator.get_symbol()):
self.symbol_threads_manager[
time_frame] = EvaluatorThreadsManager(
self.config, time_frame,
symbol_time_frame_updater_thread, symbol_evaluator,
exchange,
self.exchange_trading_modes[exchange.get_name()],
real_time_ta_eval_list, self.relevant_evaluators)
else:
self.logger.warning(
f"{exchange.get_name()} exchange is not supporting the required time frame: "
f"'{time_frame.value}' for {symbol_evaluator.get_symbol()}."
)
self.symbol_time_frame_updater_threads.append(
symbol_time_frame_updater_thread)
def _check_required_evaluators(self):
if self.symbol_threads_manager:
etm = next(iter(self.symbol_threads_manager.values()))
ta_list = etm.get_evaluator().get_ta_eval_list()
if self.relevant_evaluators != CONFIG_EVALUATORS_WILDCARD:
for required_eval in self.relevant_evaluators:
required_class = get_class_from_string(
required_eval, TAEvaluator, TA,
evaluator_parent_inspection)
if required_class and not self._class_is_in_list(
ta_list, required_class):
self.logger.error(
f"Missing technical analysis evaluator {required_class.get_name()} for "
f"current strategy. Activate it in OctoBot advanced configuration interface "
f"to allow activated strategy(ies) to work properly."
)
def start_threads(self):
if self.performance_analyser:
self.performance_analyser.start()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
crypto_currency_evaluator.start_threads()
for manager in self.symbol_threads_manager.values():
manager.start_threads()
for thread in self.symbol_time_frame_updater_threads:
if self.watcher is not None:
thread.set_watcher(self.watcher)
thread.start()
for thread in self.dispatchers_list:
thread.start()
self.ready = True
self.logger.info("Evaluation threads started...")
def join_threads(self):
for manager in self.symbol_threads_manager:
self.symbol_threads_manager[manager].join_threads()
for thread in self.symbol_time_frame_updater_threads:
thread.join()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
crypto_currency_evaluator.join_threads()
for trader in self.exchange_traders.values():
trader.join_order_manager()
for trader_simulator in self.exchange_trader_simulators.values():
trader_simulator.join_order_manager()
for thread in self.dispatchers_list:
thread.join()
if self.performance_analyser:
self.performance_analyser.join()
def stop_threads(self):
# Notify stopping
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STOPPING_MESSAGE)
self.logger.info("Stopping threads ...")
for thread in self.symbol_time_frame_updater_threads:
thread.stop()
for manager in self.symbol_threads_manager.values():
manager.stop_threads()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
crypto_currency_evaluator.stop_threads()
for trader in self.exchange_traders.values():
trader.stop_order_manager()
for trader_simulator in self.exchange_trader_simulators.values():
trader_simulator.stop_order_manager()
for thread in self.dispatchers_list:
thread.stop()
if self.performance_analyser:
self.performance_analyser.stop()
# stop services
for service_instance in ServiceCreator.get_service_instances(
self.config):
try:
service_instance.stop()
except Exception as e:
raise e
# stop exchanges threads
for exchange in self.exchanges_list.values():
exchange.stop()
self.logger.info("Threads stopped.")
@staticmethod
def _class_is_in_list(class_list, required_klass):
return any(required_klass in klass.get_parent_evaluator_classes()
for klass in class_list)
def set_watcher(self, watcher):
self.watcher = watcher
def get_symbols_threads_manager(self):
return self.symbol_threads_manager
def get_exchange_traders(self):
return self.exchange_traders
def get_exchange_trader_simulators(self):
return self.exchange_trader_simulators
def get_exchange_trading_modes(self):
return self.exchange_trading_modes
def get_exchanges_list(self):
return self.exchanges_list
def get_symbol_evaluator_list(self):
return self.symbol_evaluator_list
def get_symbols_list(self):
return self.symbol_evaluator_list.keys()
def get_crypto_currency_evaluator_list(self):
return self.crypto_currency_evaluator_list
def get_dispatchers_list(self):
return self.dispatchers_list
def get_symbol_time_frame_updater_threads(self):
return self.symbol_time_frame_updater_threads
def get_start_time(self):
return self.start_time
def is_ready(self):
return self.ready
def get_config(self):
return self.config
def get_startup_config(self):
return self.startup_config
def get_edited_config(self):
return self.edited_config
def get_tools(self):
return self.tools
def get_trading_mode(self):
return self.trading_mode
class OctoBot:
"""
Constructor :
- Load configs
"""
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.ready = False
# Logger
self.logger = logging.getLogger(self.__class__.__name__)
# Advanced
AdvancedManager.create_class_list(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE)
# Backtesting
self.backtesting_enabled = None
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def create_exchange_traders(self):
self.backtesting_enabled = Backtesting.enabled(self.config)
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# True Exchange
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False)
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
else:
self.logger.error(
"{0} exchange not found".format(exchange_class_string))
def create_evaluation_threads(self):
self.logger.info("Evaluation threads creation...")
# create dispatchers
self.dispatchers_list = EvaluatorCreator.create_dispatchers(
self.config)
# create Social and TA evaluators
for crypto_currency, crypto_currency_data in self.config[
CONFIG_CRYPTO_CURRENCIES].items():
# create crypto_currency evaluator
crypto_currency_evaluator = CryptocurrencyEvaluator(
self.config, crypto_currency, self.dispatchers_list,
self.relevant_evaluators)
self.crypto_currency_evaluator_list[
crypto_currency] = crypto_currency_evaluator
# create TA evaluators
for symbol in crypto_currency_data[CONFIG_CRYPTO_PAIRS]:
# create symbol evaluator
symbol_evaluator = SymbolEvaluator(self.config, symbol,
crypto_currency_evaluator)
symbol_evaluator.set_traders(self.exchange_traders)
symbol_evaluator.set_trader_simulators(
self.exchange_trader_simulators)
crypto_currency_evaluator.add_symbol_evaluator(
symbol, symbol_evaluator)
self.symbol_evaluator_list[symbol] = symbol_evaluator
for exchange in self.exchanges_list.values():
if exchange.get_exchange_manager().enabled():
# Verify that symbol exists on this exchange
if symbol in exchange.get_exchange_manager(
).get_traded_pairs():
self._create_symbol_threads_managers(
exchange, symbol_evaluator)
# notify that exchange doesn't support this symbol
else:
if not self.backtesting_enabled:
self.logger.warning(
"{0} doesn't support {1}".format(
exchange.get_name(), symbol))
def _create_symbol_threads_managers(self, exchange, symbol_evaluator):
# Create real time TA evaluators
real_time_ta_eval_list = EvaluatorCreator.create_real_time_ta_evals(
self.config, exchange, symbol_evaluator.get_symbol(),
self.relevant_evaluators)
symbol_time_frame_updater_thread = SymbolTimeFramesDataUpdaterThread()
for time_frame in self.time_frames:
if exchange.get_exchange_manager().time_frame_exists(
time_frame.value):
self.symbol_threads_manager[
time_frame] = EvaluatorThreadsManager(
self.config, time_frame,
symbol_time_frame_updater_thread, symbol_evaluator,
exchange, real_time_ta_eval_list,
self.relevant_evaluators)
self.symbol_time_frame_updater_threads.append(
symbol_time_frame_updater_thread)
def start_threads(self):
if self.performance_analyser:
self.performance_analyser.start()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
crypto_currency_evaluator.start_threads()
for manager in self.symbol_threads_manager.values():
manager.start_threads()
for thread in self.symbol_time_frame_updater_threads:
thread.start()
for thread in self.dispatchers_list:
thread.start()
self.ready = True
self.logger.info("Evaluation threads started...")
def join_threads(self):
for manager in self.symbol_threads_manager:
self.symbol_threads_manager[manager].join_threads()
for thread in self.symbol_time_frame_updater_threads:
thread.join()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
crypto_currency_evaluator.join_threads()
for trader in self.exchange_traders.values():
trader.join_order_manager()
for trader_simulator in self.exchange_trader_simulators.values():
trader_simulator.join_order_manager()
for thread in self.dispatchers_list:
thread.join()
if self.performance_analyser:
self.performance_analyser.join()
def stop_threads(self):
# Notify stopping
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STOPPING_MESSAGE)
self.logger.info("Stopping threads ...")
for thread in self.symbol_time_frame_updater_threads:
thread.stop()
for manager in self.symbol_threads_manager.values():
manager.stop_threads()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
crypto_currency_evaluator.stop_threads()
for trader in self.exchange_traders.values():
trader.stop_order_manager()
for trader_simulator in self.exchange_trader_simulators.values():
trader_simulator.stop_order_manager()
for thread in self.dispatchers_list:
thread.stop()
if self.performance_analyser:
self.performance_analyser.stop()
# stop services
for service_instance in ServiceCreator.get_service_instances(
self.config):
try:
service_instance.stop()
except Exception as e:
raise e
# stop exchanges threads
for exchange in self.exchanges_list.values():
exchange.stop()
self.logger.info("Threads stopped.")
def get_symbols_threads_manager(self):
return self.symbol_threads_manager
def get_exchange_traders(self):
return self.exchange_traders
def get_exchange_trader_simulators(self):
return self.exchange_trader_simulators
def get_exchanges_list(self):
return self.exchanges_list
def get_symbol_evaluator_list(self):
return self.symbol_evaluator_list
def get_crypto_currency_evaluator_list(self):
return self.crypto_currency_evaluator_list
def get_dispatchers_list(self):
return self.dispatchers_list
def get_symbol_time_frame_updater_threads(self):
return self.symbol_time_frame_updater_threads
def get_start_time(self):
return self.start_time
def is_ready(self):
return self.ready
class OctoBot:
"""
Constructor :
- Load configs
"""
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
self.current_loop_thread = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Backtesting
self.backtesting_enabled = Backtesting.enabled(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
self.symbol_tasks_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.global_updaters_by_exchange = {}
self.async_loop = None
self.social_eval_tasks = []
self.real_time_eval_tasks = []
self.main_task_group = None
async def create_services(self):
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
await ServiceCreator.create_services(self.config,
self.backtesting_enabled)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
await self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE, False)
async def create_exchange_traders(self, ignore_config=False):
self.async_loop = asyncio.get_running_loop()
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(
self.config,
exchange_type,
is_simulated=False,
ignore_config=ignore_config)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
self.global_updaters_by_exchange[exchange_inst.get_name(
)] = GlobalPriceUpdater(exchange_inst)
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
await exchange_trader.initialize()
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
await exchange_trader_simulator.initialize()
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
if not (exchange_trader_simulator.enabled(self.config)
or exchange_trader.enabled(self.config)):
self.logger.error(
f"No trader simulator nor real trader activated on {exchange_inst.get_name()}"
)
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(
self.config)(self.config, exchange_inst)
self.exchange_trading_modes[
exchange_inst.get_name()] = self.trading_mode
self.logger.debug(
f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
else:
self.logger.error(
f"{exchange_class_string} exchange not found")
def create_evaluation_tasks(self):
self.logger.info("Evaluation threads creation...")
# create dispatchers
self.dispatchers_list = EvaluatorCreator.create_dispatchers(
self.config, self.async_loop)
# create Social and TA evaluators
for crypto_currency, crypto_currency_data in self.config[
CONFIG_CRYPTO_CURRENCIES].items():
# create crypto_currency evaluator
crypto_currency_evaluator = CryptocurrencyEvaluator(
self.config, crypto_currency, self.dispatchers_list,
self.relevant_evaluators)
self.crypto_currency_evaluator_list[
crypto_currency] = crypto_currency_evaluator
self.social_eval_tasks = self.social_eval_tasks + crypto_currency_evaluator.get_social_tasked_eval_list(
)
# create TA evaluators
for symbol in crypto_currency_data[CONFIG_CRYPTO_PAIRS]:
# create symbol evaluator
symbol_evaluator = SymbolEvaluator(self.config, symbol,
crypto_currency_evaluator)
symbol_evaluator.set_traders(self.exchange_traders)
symbol_evaluator.set_trader_simulators(
self.exchange_trader_simulators)
crypto_currency_evaluator.add_symbol_evaluator(
symbol, symbol_evaluator)
self.symbol_evaluator_list[symbol] = symbol_evaluator
for exchange in self.exchanges_list.values():
global_price_updater = self.global_updaters_by_exchange[
exchange.get_name()]
if exchange.get_exchange_manager().enabled():
# Verify that symbol exists on this exchange
if symbol in exchange.get_exchange_manager(
).get_traded_pairs():
self._create_symbol_threads_managers(
exchange, symbol_evaluator,
global_price_updater)
# notify that exchange doesn't support this symbol
else:
if not self.backtesting_enabled:
self.logger.warning(
f"{exchange.get_name()} doesn't support {symbol}"
)
self._check_required_evaluators()
def _create_symbol_threads_managers(self, exchange, symbol_evaluator,
global_price_updater):
if Backtesting.enabled(self.config):
real_time_ta_eval_list = []
else:
# Create real time TA evaluators
real_time_ta_eval_list = EvaluatorCreator.create_real_time_ta_evals(
self.config, exchange, symbol_evaluator.get_symbol(),
self.relevant_evaluators)
self.real_time_eval_tasks = self.real_time_eval_tasks + real_time_ta_eval_list
for time_frame in self.time_frames:
if exchange.get_exchange_manager().time_frame_exists(
time_frame.value, symbol_evaluator.get_symbol()):
self.symbol_tasks_manager[time_frame] = \
EvaluatorTaskManager(self.config,
time_frame,
global_price_updater,
symbol_evaluator,
exchange,
self.exchange_trading_modes[exchange.get_name()],
real_time_ta_eval_list,
self.async_loop,
self.relevant_evaluators)
else:
self.logger.warning(
f"{exchange.get_name()} exchange is not supporting the required time frame: "
f"'{time_frame.value}' for {symbol_evaluator.get_symbol()}."
)
def _check_required_evaluators(self):
if self.symbol_tasks_manager:
etm = next(iter(self.symbol_tasks_manager.values()))
ta_list = etm.get_evaluator().get_ta_eval_list()
if self.relevant_evaluators != CONFIG_EVALUATORS_WILDCARD:
for required_eval in self.relevant_evaluators:
required_class = get_class_from_string(
required_eval, TAEvaluator, TA,
evaluator_parent_inspection)
if required_class and not self._class_is_in_list(
ta_list, required_class):
self.logger.error(
f"Missing technical analysis evaluator {required_class.get_name()} for "
f"current strategy. Activate it in OctoBot advanced configuration interface "
f"to allow activated strategy(ies) to work properly."
)
async def start_tasks(self, run_in_new_thread=False):
task_list = []
if self.performance_analyser:
task_list.append(self.performance_analyser.start_monitoring())
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values(
):
task_list.append(
crypto_currency_evaluator.get_social_evaluator_refresh_task())
for trader in self.exchange_traders.values():
task_list.append(trader.launch())
for trader_simulator in self.exchange_trader_simulators.values():
task_list.append(trader_simulator.launch())
for updater in self.global_updaters_by_exchange.values():
if self.watcher is not None:
updater.set_watcher(self.watcher)
task_list.append(updater.start_update_loop())
for real_time_eval in self.real_time_eval_tasks:
task_list.append(real_time_eval.start_task())
for social_eval in self.social_eval_tasks:
task_list.append(social_eval.start_task())
for thread in self.dispatchers_list:
thread.start()
self.logger.info("Evaluation tasks started...")
self.ready = True
self.main_task_group = asyncio.gather(*task_list)
if run_in_new_thread:
self._create_new_asyncio_main_loop()
else:
self.current_loop_thread = threading.current_thread()
await self.main_task_group
def join_threads(self):
for thread in self.dispatchers_list:
thread.join()
def stop_threads(self):
stop_coroutines = []
# Notify stopping
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
# To be improved with a full async implementation
# To be done : "asyncio.run" --> replaced by a simple await
# PR discussion : https://github.com/Drakkar-Software/OctoBot/pull/563#discussion_r248088266
stop_coroutines.append(
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STOPPING_MESSAGE))
self.logger.info("Stopping threads ...")
if self.main_task_group:
self.main_task_group.cancel()
for thread in self.dispatchers_list:
thread.stop()
# stop services
for service_instance in ServiceCreator.get_service_instances(
self.config):
try:
service_instance.stop()
except Exception as e:
raise e
# stop exchanges threads
for exchange in self.exchanges_list.values():
stop_coroutines.append(exchange.stop())
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
asyncio.run(get_gather_wrapper(stop_coroutines))
self.logger.info("Threads stopped.")
@staticmethod
def _class_is_in_list(class_list, required_klass):
return any(required_klass in klass.get_parent_evaluator_classes()
for klass in class_list)
def run_in_main_asyncio_loop(self, coroutine):
# restart a new loop if necessary (for backtesting analysis)
if Backtesting.enabled(self.config) and self.async_loop.is_closed():
self.logger.debug("Main loop is closed, starting a new main loop.")
self._create_new_asyncio_main_loop()
return run_coroutine_in_asyncio_loop(coroutine, self.async_loop)
def _create_new_asyncio_main_loop(self):
self.async_loop = asyncio.new_event_loop()
self.async_loop.set_debug(FORCE_ASYNCIO_DEBUG_OPTION)
asyncio.set_event_loop(self.async_loop)
self.current_loop_thread = threading.Thread(
target=self.async_loop.run_forever)
self.current_loop_thread.start()
def set_watcher(self, watcher):
self.watcher = watcher
def get_symbols_tasks_manager(self):
return self.symbol_tasks_manager
def get_exchange_traders(self):
return self.exchange_traders
def get_exchange_trader_simulators(self):
return self.exchange_trader_simulators
def get_exchange_trading_modes(self):
return self.exchange_trading_modes
def get_exchanges_list(self):
return self.exchanges_list
def get_symbol_evaluator_list(self):
return self.symbol_evaluator_list
def get_symbols_list(self):
return self.symbol_evaluator_list.keys()
def get_crypto_currency_evaluator_list(self):
return self.crypto_currency_evaluator_list
def get_dispatchers_list(self):
return self.dispatchers_list
def get_global_updaters_by_exchange(self):
return self.global_updaters_by_exchange
def get_start_time(self):
return self.start_time
def is_ready(self):
return self.ready
def get_config(self):
return self.config
def get_startup_config(self):
return self.startup_config
def get_edited_config(self):
return self.edited_config
def get_tools(self):
return self.tools
def get_trading_mode(self):
return self.trading_mode
def get_async_loop(self):
return self.async_loop
def _create_performance_analyser(self):
if CONFIG_DEBUG_OPTION_PERF in self.octobot.get_config() \
and self.octobot.get_config()[CONFIG_DEBUG_OPTION_PERF]:
return PerformanceAnalyser()
class CryptoBot:
"""
Constructor :
- Load configs
"""
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.ready = False
# Logger
self.logger = logging.getLogger(self.__class__.__name__)
# Advanced
AdvancedManager.create_class_list(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(NOTIFICATION_STARTING_MESSAGE)
# Backtesting
self.backtesting_enabled = None
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def create_exchange_traders(self):
self.backtesting_enabled = Backtesting.enabled(self.config)
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_inst = ExchangeSimulator(self.config, exchange_type)
else:
# True Exchange
exchange_inst = Exchange(self.config, exchange_type)
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(self.config, exchange_inst)
self.exchange_trader_simulators[exchange_inst.get_name()] = exchange_trader_simulator
else:
self.logger.error("{0} exchange not found".format(exchange_class_string))
def create_evaluation_threads(self):
self.logger.info("Evaluation threads creation...")
# create dispatchers
self.dispatchers_list = EvaluatorCreator.create_dispatchers(self.config)
# create Social and TA evaluators
for crypto_currency, crypto_currency_data in self.config[CONFIG_CRYPTO_CURRENCIES].items():
# create crypto_currency evaluator
crypto_currency_evaluator = CryptocurrencyEvaluator(self.config, crypto_currency, self.dispatchers_list)
self.crypto_currency_evaluator_list[crypto_currency] = crypto_currency_evaluator
# create TA evaluators
for symbol in crypto_currency_data[CONFIG_CRYPTO_PAIRS]:
# create symbol evaluator
symbol_evaluator = SymbolEvaluator(self.config, symbol, crypto_currency_evaluator)
symbol_evaluator.set_traders(self.exchange_traders)
symbol_evaluator.set_trader_simulators(self.exchange_trader_simulators)
crypto_currency_evaluator.add_symbol_evaluator(symbol, symbol_evaluator)
self.symbol_evaluator_list[symbol] = symbol_evaluator
for exchange in self.exchanges_list.values():
if exchange.enabled():
# Verify that symbol exists on this exchange
if symbol in exchange.get_traded_pairs():
self._create_symbol_threads_managers(symbol,
exchange,
symbol_evaluator)
# notify that exchange doesn't support this symbol
else:
if not self.backtesting_enabled:
self.logger.warning("{0} doesn't support {1}".format(exchange.get_name(), symbol))
def _create_symbol_threads_managers(self, symbol, exchange, symbol_evaluator):
# Create real time TA evaluators
real_time_ta_eval_list = EvaluatorCreator.create_real_time_ta_evals(self.config,
exchange,
symbol)
symbol_time_frame_updater_thread = SymbolTimeFramesDataUpdaterThread()
for time_frame in self.time_frames:
if exchange.time_frame_exists(time_frame.value):
self.symbol_threads_manager[time_frame] = EvaluatorThreadsManager(self.config,
symbol,
time_frame,
symbol_time_frame_updater_thread,
symbol_evaluator,
exchange,
real_time_ta_eval_list)
self.symbol_time_frame_updater_threads.append(symbol_time_frame_updater_thread)
def start_threads(self):
if self.performance_analyser:
self.performance_analyser.start()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values():
crypto_currency_evaluator.start_threads()
for manager in self.symbol_threads_manager.values():
manager.start_threads()
for thread in self.symbol_time_frame_updater_threads:
thread.start()
for thread in self.dispatchers_list:
thread.start()
self.ready = True
self.logger.info("Evaluation threads started...")
def join_threads(self):
for manager in self.symbol_threads_manager:
self.symbol_threads_manager[manager].join_threads()
for thread in self.symbol_time_frame_updater_threads:
thread.join()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values():
crypto_currency_evaluator.join_threads()
for trader in self.exchange_traders.values():
trader.join_order_manager()
for trader_simulator in self.exchange_trader_simulators.values():
trader_simulator.join_order_manager()
for thread in self.dispatchers_list:
thread.join()
if self.performance_analyser:
self.performance_analyser.join()
def stop_threads(self):
# Notify stopping
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(NOTIFICATION_STOPPING_MESSAGE)
self.logger.info("Stopping threads ...")
for thread in self.symbol_time_frame_updater_threads:
thread.stop()
for manager in self.symbol_threads_manager.values():
manager.stop_threads()
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values():
crypto_currency_evaluator.stop_threads()
for trader in self.exchange_traders.values():
trader.stop_order_manager()
for trader_simulator in self.exchange_trader_simulators.values():
trader_simulator.stop_order_manager()
for thread in self.dispatchers_list:
thread.stop()
if self.performance_analyser:
self.performance_analyser.stop()
# stop services
for service_instance in ServiceCreator.get_service_instances(self.config):
try:
service_instance.stop()
except Exception as e:
raise e
self.logger.info("Threads stopped.")
def get_symbols_threads_manager(self):
return self.symbol_threads_manager
def get_exchange_traders(self):
return self.exchange_traders
def get_exchange_trader_simulators(self):
return self.exchange_trader_simulators
def get_exchanges_list(self):
return self.exchanges_list
def get_symbol_evaluator_list(self):
return self.symbol_evaluator_list
def get_crypto_currency_evaluator_list(self):
return self.crypto_currency_evaluator_list
def get_dispatchers_list(self):
return self.dispatchers_list
def get_symbol_time_frame_updater_threads(self):
return self.symbol_time_frame_updater_threads
def get_start_time(self):
return self.start_time
def is_ready(self):
return self.ready
class Crypto_Bot:
"""
Constructor :
- Load configs
"""
def __init__(self):
# Logger
fileConfig('config/logging_config.ini')
self.logger = logging.getLogger(self.__class__.__name__)
sys.excepthook = self.log_uncaught_exceptions
# Version
self.logger.info("Version : {0}".format(VERSION))
# Config
self.logger.info("Load config file...")
self.config = load_config()
# Advanced
AdvancedManager.create_class_list(self.config)
# Interfaces
self.web_app = WebApp(self.config)
if self.web_app.enabled():
self.web_app.start()
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# TODO : CONFIG TEMP LOCATION
self.time_frames = [
TimeFrames.THIRTY_MINUTES, TimeFrames.ONE_HOUR,
TimeFrames.FOUR_HOURS, TimeFrames.ONE_DAY
]
self.exchanges = [ccxt.binance]
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
self.symbols_threads_manager = []
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = []
self.dispatchers_list = []
def create_exchange_traders(self):
for exchange_type in self.exchanges:
exchange_inst = Exchange(self.config, exchange_type)
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchanges_list[exchange_type.__name__] = exchange_inst
self.exchange_traders[exchange_type.__name__] = exchange_trader
self.exchange_trader_simulators[
exchange_type.__name__] = exchange_trader_simulator
def create_evaluation_threads(self):
self.logger.info("Evaluation threads creation...")
# create dispatchers
self.dispatchers_list = EvaluatorCreator.create_dispatchers(
self.config)
# create Social and TA evaluators
for crypto_currency, crypto_currency_data in self.config[
CONFIG_CRYPTO_CURRENCIES].items():
# create symbol evaluator
symbol_evaluator = Symbol_Evaluator(self.config, crypto_currency,
self.dispatchers_list)
symbol_evaluator.set_traders(self.exchange_traders)
symbol_evaluator.set_trader_simulators(
self.exchange_trader_simulators)
self.symbol_evaluator_list.append(symbol_evaluator)
# create TA evaluators
for symbol in crypto_currency_data[CONFIG_CRYPTO_PAIRS]:
for exchange_type in self.exchanges:
exchange = self.exchanges_list[exchange_type.__name__]
if exchange.enabled():
# Verify that symbol exists on this exchange
if exchange.symbol_exists(symbol):
self.create_symbol_threads_managers(
symbol, exchange, symbol_evaluator)
# notify that exchange doesn't support this symbol
else:
self.logger.warning(
"{0} doesn't support {1}".format(
exchange_type.__name__, symbol))
def create_symbol_threads_managers(self, symbol, exchange,
symbol_evaluator):
# Create real time TA evaluators
real_time_ta_eval_list = EvaluatorCreator.create_real_time_ta_evals(
self.config, exchange, symbol)
for time_frame in self.time_frames:
if exchange.time_frame_exists(time_frame.value):
self.symbols_threads_manager.append(
EvaluatorThreadsManager(self.config, symbol, time_frame,
symbol_evaluator, exchange,
real_time_ta_eval_list))
def start_threads(self):
if self.performance_analyser:
self.performance_analyser.start()
for symbol_evaluator in self.symbol_evaluator_list:
symbol_evaluator.start_threads()
for manager in self.symbols_threads_manager:
manager.start_threads()
for thread in self.dispatchers_list:
thread.start()
self.logger.info("Evaluation threads started...")
def join_threads(self):
for manager in self.symbols_threads_manager:
manager.join_threads()
for symbol_evaluator in self.symbol_evaluator_list:
symbol_evaluator.join_threads()
for trader in self.exchange_traders:
self.exchange_traders[trader].join_order_manager()
for trader_simulator in self.exchange_trader_simulators:
self.exchange_trader_simulators[
trader_simulator].join_order_manager()
for thread in self.dispatchers_list:
thread.join()
if self.performance_analyser:
self.performance_analyser.join()
def stop_threads(self):
self.logger.info("Stopping threads ...")
for manager in self.symbols_threads_manager:
manager.stop_threads()
for symbol_evaluator in self.symbol_evaluator_list:
symbol_evaluator.stop_threads()
for trader in self.exchange_traders:
self.exchange_traders[trader].stop_order_manager()
for trader_simulator in self.exchange_trader_simulators:
self.exchange_trader_simulators[
trader_simulator].stop_order_manager()
for thread in self.dispatchers_list:
thread.stop()
if self.performance_analyser:
self.performance_analyser.stop()
if self.web_app.enabled():
self.web_app.stop()
@staticmethod
def log_uncaught_exceptions(ex_cls, ex, tb):
logging.exception(''.join(traceback.format_tb(tb)))
logging.exception('{0}: {1}'.format(ex_cls, ex))