def get_parameters(candles, start, end):
'''volume_low = candles[start].volume
volume_high = candles[start].volume
low = candles[start].low
high = candles[start].high
for index in range(start, end):
candle = candles[index]
if candle.low < low:
low = candle.low
if candle.high > high:
high = candle.high
if candle.volume < volume_low:
volume_low = candle.volume
elif candle.volume > volume_high:
volume_high = candle.volume
price_range = high - low
volume_range = volume_high - volume_low
parameters = []
for index in range(start, end):
candle = candles[index]
parameters.append((candle.low - low) / price_range)
parameters.append((candle.open - low) / price_range)
parameters.append((candle.closing - low) / price_range)
parameters.append((candle.high - low) / price_range)
parameters.append((candle.volume - volume_low) / volume_range)
return parameters'''
macd = ConvergeDiverge(12, 26, candles[start].closing)
for index in range(start + 1, end):
candle = candles[index]
macd.update(candle.closing)
parameters = []
parameters.append(float(macd.signal == 'buy'))
parameters.append(float(macd.signal == 'sell'))
parameters.append(float(patterns.trend(candles, end - 12, end) == 'green'))
parameters.append(float(patterns.trend(candles, end - 12, end) == 'red'))
for index in range(end - 12, end):
candle = candles[index]
parameters.append(float(patterns.marubozu(candle) == 'green'))
parameters.append(float(patterns.marubozu(candle) == 'red'))
parameters.append(float(patterns.hammer(candle) == 'green'))
parameters.append(float(patterns.hammer(candle) == 'red'))
parameters.append(float(patterns.shooting_star(candle) == 'green'))
parameters.append(float(patterns.shooting_star(candle) == 'red'))
parameters.append(float(patterns.color(candle) == 'green'))
parameters.append(float(patterns.color(candle) == 'red'))
return parameters
d = dict()
ohlcv = coinapi.ohlcv(
exchange=a['exchange'],
pair=a['pair'],
period=a['period'],
time_start=a['time_start'],
time_end=a['time_end']
)
d.update({'ohlcv': ohlcv})
d.update({'candles': candles.calculate(d['ohlcv'])})
d.update({'bollinger': bollinger.calculate(d['ohlcv'])})
d.update({'obv': obv.calculate(d['ohlcv'])})
# patterns
p = dict()
p.update({'doji': patterns.doji(d['ohlcv'])})
p.update({'bullish_engulfing': patterns.bullish_engulfing(d['candles'])})
p.update({'bearish_engulfing': patterns.bearish_engulfing(d['candles'])})
p.update({'gravestone_doji': patterns.gravestone_doji(d['candles'])})
p.update({'dragonfly_doji': patterns.dragonfly_doji(d['candles'])})
p.update({'hammer': patterns.hammer(d['candles'])})
p.update({'shooting_star': patterns.shooting_star(d['candles'])})
p.update({'bullish_piercing': patterns.bullish_piercing(d['candles'])})
# store away
d.update({'patterns': p})
# assets and timeframe
data.update({f'{a["pair"][0]}_{a["pair"][1]}_{a["period"]}': d})
del d, p, ohlcv
return data
relative_strength_index.update(candles)
balance_volume.update(candles)
directional_index.update(candles)
for index in range(1, candle_num):
current_candle = candles[index]
macd.update(current_candle.closing)
analysis_text = '{:.2f} | {}'.format(
candles[-1].closing, patterns.trend(candles, ema_short))
analysis_text += ' | macd {:.2f}'.format(macd.current)
analysis_text += ' | flow {:.2f}'.format(money_flow_index.current)
analysis_text += ' | obv {:.2f}'.format(balance_volume.current)
analysis_text += ' | rsi {:.2f}'.format(
relative_strength_index.current)
analysis_text += ' | hammer {}'.format(patterns.hammer(candles[-1]))
analysis_text += ' | star {}'.format(
patterns.shooting_star(candles[-1]))
analysis_text += ' | marubozu {}'.format(patterns.marubozu(
candles[-1]))
analysis_text += ' | adx {}'.format(directional_index.current)
trading.process(auth, product, orders, orders_file, funds, funds_file,
macd.signal)
if first_iteration:
wait = time_interval - (time.time() - candles[-1].time)
if wait < 0.0:
wait_til = time.time() + time_interval
else:
wait_til = time.time() + wait
first_iteration = False
else:
wait_til = time.time() + time_interval
else:
import patterns as patterns
import utils as utils
symbol = 'INFY'
data = utils.get_symbol_data(symbol=symbol)
res = patterns.shooting_star(data=data)
dates = [d.get('date').strftime('%Y-%m-%d') for d in res]
print dates
def get(self):
return self.pattern == patterns.shooting_star(candles[index -
self.period])
def green_star(candles, index):
return patterns.shooting_star(candles[index]) == 'green'