def checkTrades(): ip = IntervalPrices(interval, coinStr) while len(ip.origtimeline.keys()) == 0: ip = IntervalPrices(interval, coinStr) time.sleep(100) ip.setParams(emaPair[0], emaPair[1]) return tradeIfShould(ip)
dollars = btc * lastSell * mult btc = 0 if output: print 'sell on ', time.strftime( '%x %X', time.gmtime(ts - 60 * 60 * 6)), ' at ', lastSell, 'dollars: ', dollars if btc == 0: btc = dollars / lastSell / mult return btc if __name__ == '__main__': # first = 10 # second = 21 ip = IntervalPrices(900, 'ltc') bestProfit = -5000 bestParams = (0, 0) print len(ip.origtimeline) for i in xrange(3, 50): for j in xrange(1, i - 1): ip.setParams(j, i) currentProfit = calculateProfit(ip) if currentProfit > bestProfit: bestProfit = currentProfit bestParams = (j, i) print "best profit is : ", currentProfit, " with params: ", bestParams ip.setParams(bestParams[0], bestParams[1]) calculateProfit(ip, True)
elif btc != 0 and firstAvg < secondAvg / diffPerc: lastSell = ip.timeline[ts]['close'] dollars = btc * lastSell * mult btc = 0 if output: print 'sell on ', time.strftime('%x %X', time.gmtime(ts - 60*60*6)), ' at ', lastSell, 'dollars: ', dollars if btc == 0: btc = dollars / lastSell / mult return btc if __name__ == '__main__': # first = 10 # second = 21 ip = IntervalPrices(900, 'ltc') bestProfit = -5000 bestParams = (0,0) print len(ip.origtimeline) for i in xrange(3,50): for j in xrange(1, i-1): ip.setParams(j,i) currentProfit = calculateProfit(ip) if currentProfit > bestProfit: bestProfit = currentProfit bestParams = (j,i) print "best profit is : ", currentProfit, " with params: ", bestParams ip.setParams(bestParams[0], bestParams[1]) calculateProfit(ip, True)