class BotStrategy2(object):
def __init__(self, pair):
self.output = BotLog()
self.prices = []
self.closes = []
self.trades = {}
self.maxTradesPerPair = 10
self.tradeByPair = 0
self.openTrades = {}
self.currentPrice = ""
self.currentClose = ""
self.accumProfit = 0
self.closedPosCounter = 0
self.indicator = BotIndicators(
long_prd=26,
short_prd=12,
signal_long_length=9,
)
self.pair = pair
self.strategyPnL = 0
def tick(self, candlestick):
self.currentPrice = float(candlestick.priceAverage)
self.prices.append(self.currentPrice)
self.evaluatePositions()
def evaluatePositions(self):
if len(self.prices) > 24:
macd = self.indicator.MACD(self.prices)
rsi = self.indicator.RSI(self.prices)
print(macd)
for tradePairKey, trade in self.trades.items():
if trade.status == "OPEN":
self.closeTrade(macd, trade)
for v in self.trades:
if v == self.pair:
self.tradeByPair = self.tradeByPair + 1
if (macd is not None) & (rsi != 0):
if self.tradeByPair < self.maxTradesPerPair:
self.openTrade(macd, rsi)
self.tradeByPair = 0
def closeTrade(self, macd, trade):
if macd == -1:
tradeProfit = trade.close(self.currentPrice)
self.strategyPnL += tradeProfit
self.output.logClose("Strategy running PnL: " +
str(self.strategyPnL))
self.closedPosCounter += 1
def openTrade(self, macd, rsi):
if len(self.prices) > 35:
if macd == 1:
trade = (BotTrade(self.currentPrice, 0.1))
self.trades[self.pair] = trade
trade.showTrade()
def main(argv):
prevCrypto = []
purchaseAmount = 0
botLog = BotLog()
email = EmailAlert()
fiat = 'EUR'
try:
opts, args = getopt.getopt(argv, "a:t:", ["amount=", "time="])
except getopt.GetoptError:
print('error')
sys.exit(2)
for opt, arg in opts:
if opt in ("-a", "--amount"):
purchaseAmount = float(arg)
if opt in ("-t", "--time"):
sleepy = float(arg)
while True:
currentCrypto = getCryptoList()
if prevCrypto:
cryptoList = getNewCryptoAddedList(prevCrypto, currentCrypto,
botLog)
if len(cryptoList) > 0:
buyOrder(cryptoList, purchaseAmount, fiat, botLog, email)
prevCrypto = currentCrypto
print(purchaseAmount)
print(currentCrypto)
time.sleep(sleepy)
def __init__(self, pair):
self.output = BotLog()
self.prices = []
self.closes = []
self.trades = {}
self.maxTradesPerPair = 10
self.tradeByPair = 0
self.openTrades = {}
self.currentPrice = ""
self.currentClose = ""
self.accumProfit = 0
self.closedPosCounter = 0
self.indicator = BotIndicators(
long_prd=26,
short_prd=12,
signal_long_length=9,
)
self.pair = pair
self.MACDIndicator = False
class BotStrategy(object):
def __init__(self, pair):
self.output = BotLog()
self.prices = []
self.closes = []
self.trades = {}
self.maxTradesPerPair = 10
self.tradeByPair = 0
self.openTrades = {}
self.currentPrice = ""
self.currentClose = ""
self.accumProfit = 0
self.closedPosCounter = 0
self.indicator = BotIndicators(
long_prd=26,
short_prd=12,
signal_long_length=9,
)
self.pair = pair
self.MACDIndicator = False
def tick(self, candlestick):
self.currentPrice = float(candlestick.priceAverage)
self.prices.append(self.currentPrice)
self.evaluatePositions()
def evaluatePositions(self):
priceFrame = pd.DataFrame({'price': self.prices})
if len(priceFrame) > 24:
macd = self.indicator.MACD(priceFrame)
rsi = self.indicator.RSI(priceFrame)
for tradePairKey, trade in self.trades.items():
if trade.status == "OPEN":
self.closeTrade(macd, rsi, trade)
for v in self.trades:
if v == self.pair:
self.tradeByPair = self.tradeByPair + 1
if macd is not None:
self.setMACD(macd)
if rsi != 0 & self.tradeByPair < self.maxTradesPerPair:
self.openTrade(rsi)
def closeTrade(self, macd, rsi, trade):
if (macd == -1) & (rsi > 60):
trade.close(self.currentPrice)
self.accumProfit += trade.profit
self.closedPosCounter += 1
self.output.logClose("Entry Price: " + str(trade.entryPrice) +
" Status: " + trade.status + " Exit Price: " +
str(trade.exitPrice) + " P/L: " +
str(trade.profit) + "\n" + "Strategy P/L: " +
str(self.accumProfit))
def openTrade(self, rsi):
if len(self.prices) > 35:
if self.MACDIndicator & (rsi < 40):
self.trades[self.pair] = (BotTrade(self.currentPrice, 0.1))
def isMacd(self):
self.MACDIndicator = True
return self.MACDIndicator
def setMACD(self, macd):
if macd > 0:
self.MACDIndicator = True
if macd < 0:
self.MACDIndicator = False