def analyze_breakout(self, historial_data, hot_thresh=0, cold_thresh=0):
"""Performs a momentum analysis on the historical data
Args:
historial_data (list): A matrix of historical OHCLV data.
hot_thresh (float, optional): Defaults to 0. The threshold at which this might be good
to purchase.
cold_thresh (float, optional): Defaults to 0. The threshold at which this might be good
to sell.
Returns:
dict: A dictionary containing a tuple of indicator values and booleans for buy / sell
indication.
"""
breakout_analyzer = Breakout()
period_count = 5
breakout_historical_data = historial_data[0:period_count]
breakout_value = breakout_analyzer.get_breakout_value(
breakout_historical_data)
is_breaking_out = breakout_value >= hot_thresh
breakout_data = {
'values': (breakout_value, ),
'is_hot': is_breaking_out,
'is_cold': False
}
return breakout_data
def analyze_breakout(self, coin_pair, period_count=5, time_unit='5m'):
breakout_analyzer = Breakout()
historical_data = self.exchange_aggregator.get_historical_data(
coin_pair=coin_pair,
period_count=period_count,
time_unit=time_unit)
breakout_value, is_breaking_out = breakout_analyzer.find_breakout(historical_data)
return breakout_value, is_breaking_out
def analyze_breakout(self, market_pair, period_count=5, time_unit='5m'):
breakout_analyzer = Breakout()
historical_data = self.exchange_interface.get_historical_data(
market_pair=market_pair,
period_count=period_count,
time_unit=time_unit)
breakout_value, is_breaking_out = breakout_analyzer.find_breakout(historical_data)
return breakout_value, is_breaking_out
def analyze_breakout(self, market_pair, exchange, hot_thresh=0, cold_thresh=0):
breakout_analyzer = Breakout()
period_count = 5
historical_data = self.minute_historical_data[0:period_count]
breakout_value = breakout_analyzer.get_breakout_value(historical_data)
is_breaking_out = breakout_value >= hot_thresh
breakout_data = {
'values': (breakout_value,),
'is_hot': is_breaking_out,
'is_cold': False
}
return breakout_data
def analyze_breakout(self,
historial_data,
period_count=5,
hot_thresh=None,
cold_thresh=None):
"""Performs a momentum analysis on the historical data
Args:
historial_data (list): A matrix of historical OHCLV data.
period_count (int, optional): Defaults to 5. The number of data points to consider for
our simple moving average.
hot_thresh (float, optional): Defaults to None. The threshold at which this might be
good to purchase.
cold_thresh (float, optional): Defaults to None. The threshold at which this might be
good to sell.
Returns:
dict: A dictionary containing a tuple of indicator values and booleans for buy / sell
indication.
"""
breakout_analyzer = Breakout()
breakout_historical_data = historial_data[0:period_count]
breakout_value = breakout_analyzer.get_breakout_value(
breakout_historical_data)
is_hot = False
if hot_thresh is not None:
is_hot = breakout_value > hot_thresh
is_cold = False
if cold_thresh is not None:
is_cold = breakout_value < cold_thresh
if math.isnan(breakout_value):
breakout_value = None
breakout_result_data = {
'values': (breakout_value, ),
'is_cold': is_cold,
'is_hot': is_hot
}
return breakout_result_data
def analyze_breakout(self, historial_data, hot_thresh=0, cold_thresh=0):
breakout_analyzer = Breakout()
period_count = 5
breakout_historical_data = historial_data[0:period_count]
breakout_value = breakout_analyzer.get_breakout_value(
breakout_historical_data)
is_breaking_out = breakout_value >= hot_thresh
breakout_data = {
'values': (breakout_value, ),
'is_hot': is_breaking_out,
'is_cold': False
}
return breakout_data
def analyze_breakout(self, market_pair, exchange):
breakout_analyzer = Breakout()
historical_data = self.__exchange_interface.get_historical_data(
market_pair=market_pair,
exchange=exchange,
period_count=self.break_config['period_count'],
time_unit=self.break_config['time_unit'])
breakout_value = breakout_analyzer.get_breakout_value(historical_data)
is_breaking_out = breakout_value >= self.break_config[
"breakout_threshold"]
breakout_data = {
'value': breakout_value,
'is_breaking_out': is_breaking_out
}
return breakout_data