def __init__(self,
loopr,
highSlice,
initial,
lowSlice,
price="BA",
complete_policy="high",
mult=1.0):
self.looper = loopr
self.highSlice = highSlice
self.lowSlice = lowSlice
self.initial = round(initial * mult)
self.price = price
self.highSliceFreq = frequency(self.highSlice)
self.lowSliceFreq = frequency(self.lowSlice)
self.initialLow = self.highSliceFreq / self.lowSliceFreq
self.highLC = None
self.lowLC = None
self.complete_policy = complete_policy
if (not (complete_policy in ["high", "low", "both", "none"])):
raise ValueError(
"DualLiveCandles: complete_policy must be either high, low or both"
)
def setTrailingSpecShrinker(self, factor=0.9, cfreq=None, shrinker=None):
if (shrinker is not None):
self.trailingSpecShrinker = shrinker
else:
from myt_support import frequency, TrailSpecShrinker
if (cfreq is None):
freq1 = frequency(self.lowSlice) * self.kijunSize
freq2 = frequency(self.highSlice) * self.tenkanSize
freq = round(0.5 (freq1 + freq2) if
(freq1 > freq2 * 2 or freq2 > freq1 * 2) else
(freq2 if (freq2 > freq1) else freq1)) + 60
self.trailingSpecShrinker = TrailSpecShrinker(freq, factor)
else:
freq = round(cfreq * frequency(self.highSlice))
self.trailingSpecShrinker = TrailSpecShrinker(freq, factor)
def __init__(self,
loopr,
slice,
initial,
price="BA",
since=None,
require_complete=False,
waitMin=0.5,
waitMax=60,
duration=None,
name='nameless'):
self.slice = slice
self.looper = loopr
self.frequency = frequency(slice)
self.initial = initial
self.price = price
self.backlog = []
self.lastGiven = None
self.lastTimeGiven = None
self.require_complete = require_complete
self.waitMin = waitMin
self.waitMax = waitMax
self.timeLimit = None
self.nextLimit = None
self.expired = False
self.since = since
self.duration = duration
self.name = name
self.islive = False
def weightedFrequencies(self, fibseed=[10, 15]):
frequencies = sorted(list(
set(map(lambda s: (frequency(s), s), self.slices))),
key=lambda f: -f[0])
# use some Fibonacci technic to help beef-up the amount of time we scan the past
fib = list(filter(lambda f: f >= 10, fibseed))
if (len(fib) < 1): fib.append(10)
if (len(fib) < 2): fib.append(int(1.5 * fib[-1]))
while (len(fib) < len(frequencies)):
fib.append(fib[-2] + fib[-1])
return list([(frequencies[i][0], frequencies[i][1], fib[i])
for i in range(len(fib))])
def pause(self, factor=1.05, tick=True):
if(not self.simulation):
from myt_support import frequency
import time
now = time.time()
if(self.lastTick is None):
if(not tick):
raise RuntimeError("calling unticked pause on uninitialized heart beat")
else:
self.lastTick = now
return
freq = frequency(self.lowSlice)
p = (now - lastTick)
if(p>freq):
time.sleep(p-freq)
if(tick):
self.lastTick = time.now()
askc = currentCandle.ask.c
position = "(none)"
currentProfit = ""
if (pos1 is not None):
position = "[BUY]" if (pos1.forBUY) else "[SELL]"
currentProfit = pos1.quoteProfit(currentCandle)
print "{} -- {} -- {} (recent close) - RSI:{} -{} ; {}".format(round(deltaTime,1), currentCandle.time[0:19], \
formatTwoNumberWith("base:{} -- bid:{} -- ask:{}",bidc,askc), rsiLowMaker.RSI, position, currentProfit)
# print "{} -- {} -- base: {} -- bid: {} -- ask: {} (recent close) - RSI:{}".format(round(deltaTime,1), currentCandle.time[0:15], base, currentCandle.bid.c,currentCandle.ask.c, rsiLowMaker.RSI)
PrintCurrentStats()
loopFrequency = float(frequency(slicing[1]))
flushFrequency = float(frequency(slicing[0]))
lastPush = time.time()
kwargsHigh['count'] = 2
kwargsLow['count'] = 4
loopStart = time.time()
tradeErrorMax = 10
tradeErrorSleep = 600
tradeErrorCount = 0
lastBanner = 1
# v20.errors.V20Timeout
while (True):