def test_is_same_time(self):
candle1 = Candle.from_string("01042017;100001;200;200;200;200;123")
candle2 = Candle.from_string("01042017;100001;100;100;100;100;123")
self.assertTrue(candle1.is_same_time(candle2), "equal dates")
candle2 = Candle.from_string("01042017;100002;100;100;100;100;123")
self.assertFalse(candle1.is_same_time(candle2), "not equal dates")
def test_should_calculate_earnings(self):
self.executor.account_balance = 1000
self.executor.consume(Market("BUY", 1000))
self.executor.consume(Tick(Candle(1, 1, 1, 1), 'H'))
self.executor.consume(Market("SELL", 1000))
self.executor.consume(Tick(Candle(2, 2, 2, 2), 'H'))
self.assertEqual(self.executor.account_balance, 2000)
def test_make_spread(self):
candle2 = Candle.from_string("01042017;100001;100;100;100;100;123")
candle1 = Candle.from_string("01042017;100001;200;200;200;200;123")
spread = Candle.make_spread(candle1, 1, candle2, 1)
self.assertEqual(spread.close, 100, "subtraction without coefficients")
spread = Candle.make_spread(candle1, 1.5, candle2, 0.8)
self.assertEqual(spread.close, 220, "subtraction with coefficients")
def test_is_older(self):
candle1 = Candle.from_string("01042017;100001;200;200;200;200;123")
candle2 = Candle.from_string("01042017;120001;100;100;100;100;123")
self.assertTrue(candle1.is_older(candle2), "older, 2 hours")
candle2 = Candle.from_string("30042017;100001;100;100;100;100;123")
self.assertTrue(candle1.is_older(candle2), "older, 29 days")
candle2 = Candle.from_string("30032017;100001;100;100;100;100;123")
self.assertFalse(candle1.is_older(candle2), "younger")
def test_convert_str_to_time(self):
time = datetime.time(0, 0, 0)
self.assertEqual(datetime.time(10, 15, 55),
Candle.convert_str_to_time("101555"), "normal time")
self.assertEqual(time, Candle.convert_str_to_time("101566"),
"wrong time")
self.assertEqual(time, Candle.convert_str_to_time("1015666"),
"too long time")
self.assertEqual(time, Candle.convert_str_to_time("1015"),
"too short time")
self.assertEqual(time, Candle.convert_str_to_time("AABBCC"),
"letters time")
def test_from_string(self):
candle = Candle.from_string("01042017;100001;150;151.5;149;121;79844")
self.assertEqual(candle.filled, True, "normal string")
self.assertEqual(candle.close, 121)
candle = Candle.from_string("010420171;100001;150;151.5;149;121;79844")
self.assertEqual(candle.filled, False, "invalid date")
candle = Candle.from_string("01042017;100001;150;151.5;abc;121;79844")
self.assertEqual(candle.filled, False, "invalid float value")
candle = Candle.from_string(
"01042017;100001;150;151.5;149;121;79844;45")
self.assertEqual(candle.filled, False, "too much data")
candle = Candle.from_string("01042017;150;151.5;149;121;79844")
self.assertEqual(candle.filled, False, "no time")
def test_should_exit(self):
self.executor.consume(Market("BUY", 1000))
self.executor.consume(Tick(Candle(1, 1, 1, 1), 'H'))
self.assertTrue(self.executor.in_market())
self.executor.consume(Market("SELL", 1000))
self.executor.consume(Tick(Candle(1, 1, 1, 1), 'H'))
self.assertFalse(self.executor.in_market())
# Now test the opposite
self.executor.consume(Market("SELL", 1000))
self.executor.consume(Tick(Candle(1, 1, 1, 1), 'H'))
self.assertTrue(self.executor.in_market())
self.executor.consume(Market("BUY", 1000))
self.executor.consume(Tick(Candle(1, 1, 1, 1), 'H'))
self.assertFalse(self.executor.in_market())
def test_to_string(self):
candle = Candle.from_string(
"01042017;100001;150.12345;151.54321;149.123456;151.9874651;79844")
self.assertEqual(
candle.to_string(),
"01042017;100001;150.1234;151.5432;149.1235;151.9875;79844",
"string conversion's format")
def next_candles(self, command):
candles = command.split(';')
for strCandle in candles:
candle = strCandle.split(',')
if (candle[0] == "BTC_ETH"):
self.btc_eth_candles.append(Candle(candle))
if (len(self.btc_eth_candles) > candle_memory + 1):
self.btc_eth_candles.pop(0)
elif (candle[0] == "USDT_BTC"):
self.usdt_btc_candles.append(Candle(candle))
if (len(self.usdt_btc_candles) > candle_memory + 1):
self.usdt_btc_candles.pop(0)
elif (candle[0] == "USDT_ETH"):
self.usdt_eth_candles.append(Candle(candle))
if (len(self.usdt_eth_candles) > candle_memory + 1):
self.usdt_eth_candles.pop(0)
def getCandlesToSMA():
try:
data = json.load(
urllib2.urlopen(
'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=NFLX&interval=1min&apikey=4NAVVQWAXRE1SGGY'
))
dataList = data['Time Series (1min)']
closeAdding = 0.0
now = datetime.datetime.now()
now += datetime.timedelta(hours=1)
j = 3
global candleList
candleList = []
for x in range(20):
candle = Candle(
float(
dataList[str(now - datetime.timedelta(minutes=j - 1))[:16]
+ ":00"]['1. open']),
float(
dataList[str(now - datetime.timedelta(minutes=j - 2))[:16]
+ ":00"]['4. close']),
str(now - datetime.timedelta(minutes=j - 2))[:16] + ":00")
candleList.append(candle)
print("o " + str(candle.c_open) + "c " + str(candle.c_close) +
" - " + candle.c_id)
j += 2
candleList.pop(0)
except KeyError:
print("Unreturned SMA key")
time.sleep(10)
getCandlesToSMA()
except socket.error:
time.sleep(10)
getCandlesToSMA()
except IndexError:
time.sleep(10)
getCandlesToSMA()
except urllib2.HTTPError:
time.sleep(10)
getCandlesToSMA()
candleList = candleList[::-1]
return candleList
def baseline_daily_returns():
"""daily returns of stock on avg, like if i were to just hold it"""
days = 5 # easier to just harcode it here
df = pd.read_csv('amd.csv', index_col='timestamp', parse_dates=True)
candles = Candle.dayCandlesFromDataframe(df)
percent_gain = (candles[-1].close - candles[0].open) / candles[0].open - 1
dr = percent_gain**(
1.0 /
days) if percent_gain > 0 else -1 * (percent_gain * -1)**(1.0 / days)
print "Daily Returns of this STOCK:\n", dr, "%"
def test_from_candle(self):
source = Candle()
source.date = "30092017"
source.time = "154523"
source.init_datetime()
candle = Candle.from_candle(source)
self.assertTrue(candle.filled, "candle not filled")
self.assertTrue(candle.is_same_time(source), "date&time copying")
def baseline_swing_daily_returns():
"""daily returns of market on avg, like if i were to just hold it"""
days = 252
df = pd.read_csv('^GSPC.csv', index_col='Date',
parse_dates=True).tail(days)
candles = Candle.swingCandlesFromDataframe(df)
percent_gain = (candles[-1].close - candles[0].open) / candles[0].open - 1
print candles[-1].close
print candles[-0].open
print percent_gain
dr = percent_gain**(
1.0 /
days) if percent_gain > 0 else -1 * (percent_gain * -1)**(1.0 / days)
print "Swing Baseline Daily Returns:\n", dr, "%"
def handleData(self, data):
if (time.time() - self.start < TIMEFRAME):
if (data.startswith("TYPE=PRICE")):
print("New Data")
bidPrice, askPrice = self.getPrices(data)
self.bidPrices.append(bidPrice)
self.askPrices.append(askPrice)
else:
if len(self.bidPrices) > 0:
self.bidCandles.append(
Candle(self.bidPrices[0], self.bidPrices[-1],
min(self.bidPrices), max(self.bidPrices)))
if len(self.askPrices) > 0:
self.askCandles.append(
Candle(self.askPrices[0], self.askPrices[-1],
min(self.askPrices), max(self.askPrices)))
self.midpoint = sum(self.askPrices) / len(self.askPrices)
#Setup for next Candle
self.start = time.time()
self.bidPrices.clear()
self.askPrices.clear()
def last_remaining(self):
"""
returns [Candle]
of the last year (if excluding_last = 252 days)
"""
df = pd.read_csv('^GSPC.csv', index_col='Date', parse_dates=True)
df = df[-1 * self.excluding_last:] # for example, past 252 days
# for 2017
# years_to_chop_off = 10 # 1: chop off 2018 to get just 2017
# df = df[:-252*years_to_chop_off]
# print "self.excluding_last", self.excluding_last
return Candle.swingCandlesFromDataframe(df)
def test_convert_str_to_date(self):
empty = datetime.date(2001, 1, 1)
self.assertEqual(datetime.date(2017, 10, 30),
Candle.convert_str_to_date("30102017"), "normal date")
self.assertEqual(empty, Candle.convert_str_to_date("efaffef"),
"letters in input")
self.assertEqual(empty, Candle.convert_str_to_date("20171030"),
"reverse format")
self.assertEqual(empty, Candle.convert_str_to_date("20170230"),
"invalid date")
self.assertEqual(empty, Candle.convert_str_to_date("201723"),
"too short date")
self.assertEqual(empty, Candle.convert_str_to_date("20170230"),
"too long date")
df = pd.read_csv(
'https://raw.githubusercontent.com/plotly/datasets/master/finance-charts-apple.csv'
)
closing_average = df['AAPL.Close'].mean()
print(closing_average)
candle_list = []
for index, row in df.iterrows():
candle_index = index
candle_close = row['AAPL.Close']
candle_open = row['AAPL.Open']
candle_high = row['AAPL.High']
candle_low = row['AAPL.Low']
candle = Candle(open=candle_open,
high=candle_high,
low=candle_low,
close=candle_close,
order=index,
average=closing_average)
candle_list.append(candle)
def get_doji_count(candle_collection):
doji_count = 0
for i in candle_collection:
if i.is_doji:
doji_count += 1
return doji_count
def print_red_doji_green_count(candle_collection):
from Candle import Candle
import time
import RPi.GPIO as GPIO
sleep_ms = lambda ms: time.sleep(ms / 1000.0)
candle = Candle()
candle.create(24)
candle.shuffle(0, 1000)
for times in range(2000):
candle.refresh()
sleep_ms(10)
GPIO.cleanup()
importer = CSVDataImporter('/Users/jared/Dev/Tim/data/EUR_USD.csv')
turtle = Turtle(ShortBreakout(length=20, exit_length=6),
LongBreakout(length=30, exit_length=10))
candles = []
last_price = None
last_day = None
for index, row in importer.data.iterrows():
date = datetime.strptime(index, "%Y-%m-%dT%H:%M:%S")
if last_day is None:
last_day = date.day
if last_day != date.day:
turtle.tick_day(Tick(Candle.from_list(candles), 'D'))
candles = []
last_day = date.day
candles.append(
Candle(row['open'], row['high'], row['low'], row['close']))
turtle.tick_hour(Tick(candles[-1], 'H'))
# print(date.day, row['close'])
if turtle.in_market:
turtle.exit(candles[-1].close)
turtle.print_pnl()
def ejecuteScript():
now = datetime.datetime.now()
one_minute = datetime.timedelta(minutes=1)
two_minute = datetime.timedelta(minutes=2)
one_hour = datetime.timedelta(hours=1)
now_minus_one = now - one_minute
now_minus_two = now - two_minute
now_minus_one += one_hour
now_minus_two += one_hour
now_minus_one_str = str(now_minus_one)[:16] + ":00"
now_minus_two_str = str(now_minus_two)[:16] + ":00"
try:
data = json.load(
urllib2.urlopen(
'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=NFLX&interval=1min&apikey=4NAVVQWAXRE1SGGY'
))
timeSeries1min = data['Time Series (1min)']
ticker = data['Meta Data']['2. Symbol']
print("-----")
candle = Candle(float(timeSeries1min[now_minus_two_str]['1. open']),
float(timeSeries1min[now_minus_one_str]['4. close']),
now_minus_one_str)
global candleList
candleList.append(candle)
print("o " + str(candle.c_open) + "c " + str(candle.c_close) + " - " +
candle.c_id)
print(candle.getColor())
sma = 0.0
lastCandlesColor = ""
if len(candleList) > 19:
sma = float(getSMAV2(candleList))
lastCandlesColor = getLastCandlesColor(candleList)
candleList.pop(0)
if candle.getColor(
) == "R" and candle.c_open > sma and candle.c_close < sma and lastCandlesColor == "R":
print("***************************************** RED RED RED")
sendEmail(ticker)
toaster = ToastNotifier()
toaster.show_toast("MALANGA Alert ! " + ticker)
elif candle.getColor(
) == "G" and candle.c_open < sma and candle.c_close > sma and lastCandlesColor == "G":
print("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ GREEN GREEN GREEN")
sendEmail(ticker)
toaster = ToastNotifier()
toaster.show_toast("MALANGA Alert ! " + ticker)
print("-----")
except KeyError:
print("Unreturned key")
time.sleep(10)
candleList = getCandlesToSMA()
ejecuteScript()
except socket.error:
time.sleep(10)
candleList = getCandlesToSMA()
ejecuteScript()
except urllib2.HTTPError:
time.sleep(10)
candleList = getCandlesToSMA()
ejecuteScript()
except urllib2.URLError:
time.sleep(10)
candleList = getCandlesToSMA()
ejecuteScript()
def mock():
data = json.load(
urllib2.urlopen(
'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=QCOM&interval=1min&apikey=E5KJEEWP24PU8BH7&outputsize=full'
))
timeSeries1min = data['Time Series (1min)']
ticker = data['Meta Data']['2. Symbol']
j = 52
y = 9
ch = "09"
candleList = []
for x in range(185):
curr = str(j)
curr1 = str(j - 1)
if j <= 9:
curr = "0" + str(j)
curr1 = "0" + curr1
elif j == 60:
curr = "00"
curr1 = "59"
j = 0
if curr1 == "9": curr1 = "09"
now_minus_two_str = "2019-05-21 " + ch + ":" + curr1 + ":00"
if j == 0:
y = y + 1
ch = str(y)
now_minus_one_str = "2019-05-21 " + ch + ":" + curr + ":00"
print(now_minus_one_str)
print(now_minus_two_str)
#getSMA(20, timeSeries1min)
try:
print("-----")
candle = Candle(
float(timeSeries1min[now_minus_two_str]['1. open']),
float(timeSeries1min[now_minus_one_str]['4. close']))
candleList.append(candle)
print("o " + str(candle.c_open))
print("c " + str(candle.c_close))
print(candle.getColor())
sma = 0.0
lastCandlesColor = ""
if len(candleList) > 19:
sma = float(getSMAV2(candleList))
lastCandlesColor = getLastCandlesColor(candleList)
candleList.pop(0)
if candle.getColor(
) == "R" and candle.c_open > sma and candle.c_close < sma and lastCandlesColor == "R":
print("***************************************** RED RED RED")
sendEmail(ticker)
toaster = ToastNotifier()
toaster.show_toast("MALANGA Alert ! " + ticker)
elif candle.getColor(
) == "G" and candle.c_open < sma and candle.c_close > sma and lastCandlesColor == "G":
print(
"@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ GREEN GREEN GREEN"
)
sendEmail(ticker)
toaster = ToastNotifier()
toaster.show_toast("MALANGA Alert ! " + ticker)
print("-----")
except KeyError:
print("Unreturned key")
#time.sleep(2)
j += 2
def test_should_enter(self):
self.assertFalse(self.executor.in_market())
self.executor.consume(Market("BUY", 1000))
self.executor.consume(Tick(Candle(1, 1, 1, 1), 'H'))
self.assertTrue(self.executor.in_market())