def overall_most_profitable(cryptosymbol, window_length, min_or_max):
create_directory(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/{window_length}_days_window/{min_or_max}'
)
directory = f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/{window_length}_days_window/{min_or_max}'
most_profitable_filename = None # Declaration of variable
highest_lose = None # Declaration of variable
most_profitable_filename_list = []
most_profitable_list = []
highest_lose_list = []
for filename in os.listdir(directory):
path = os.path.join(directory, filename)
if os.path.isfile(path):
print(os.path.join(directory, filename))
data = pd.read_parquet(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/{window_length}_days_window/{min_or_max}/{filename}'
)
profit = data['balance'].sum()
most_profitable_filename = filename.replace('2o',
'').replace('1o', '')
print(most_profitable_filename)
highest_lose = data.values.min(axis=0)
most_profitable_filename_list.append(most_profitable_filename)
most_profitable_list.append(profit)
highest_lose_list.append(highest_lose.round(2))
return {
'most_profitable_filename': most_profitable_filename_list,
'most_profitable': most_profitable_list,
'highest_lose': highest_lose_list
}
def simulation(main_file, file_with_dates, amount_of_crypto,
after_how_many_days_sell, cryptosymbol):
datas = pd.read_parquet(main_file)
datas.reset_index(inplace=True)
when_to_buy = pd.read_parquet(file_with_dates)
bought_crypto_value = 0
list_of_when_to_buy = when_to_buy['Dates'].tolist()
datas.set_index(['t'], inplace=True)
print(datas)
balance = []
initial_date = []
close_date = []
for date in datas.index:
#print(data)
if date in list_of_when_to_buy:
#print(f'Data {data}')
try:
#print(bought_crypto_value)
bought_crypto_value = datas.loc[date]['o'] * amount_of_crypto
#print(bought_crypto_value)
after_some_days = date + timedelta(
days=after_how_many_days_sell)
initial_date.append(date.strftime("%Y-%m-%d %H:%M:%S"))
close_date.append(str(after_some_days))
print(date)
#print(close_date)
eventual_balance = (datas.loc[after_some_days]['o'] *
amount_of_crypto) - bought_crypto_value
balance.append(eventual_balance)
#print(eventual_balance)
except Exception as e:
print(f'error found: {e}')
print(balance)
print(initial_date)
print(close_date)
create_directory(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/7_days_window/min/dates'
)
initial_datedf = pd.DataFrame(initial_date, columns=[
'initial_date'
]).to_parquet(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/7_days_window/min/dates/initial_dates{amount_of_crypto}o{after_how_many_days_sell}.pq'
)
close_datedf = pd.DataFrame(close_date, columns=['close_date']).to_parquet(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/7_days_window/min/dates/end_dates{amount_of_crypto}o{after_how_many_days_sell}.pq'
)
eventualdf = pd.DataFrame(balance, columns=['balance'])
create_directory(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/7_days_window/min'
)
eventualdf.to_parquet(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/simulation/7_days_window/min/{amount_of_crypto}o{after_how_many_days_sell}'
)
print(eventualdf)
def concatenate_into_full_data(balance_directory, initial_dates_directory, end_dates_directory, full_data_path):
"""Function concatenates dates and balances into one file
-----------------------
full_data_path should be a path to store new concatenated files
"""
create_directory(full_data_path)
for filename in os.listdir(balance_directory):
file_directory = balance_directory + filename
try:
df = pd.read_parquet(f'{end_dates_directory}/end_dates{filename}.pq')
fd = pd.read_parquet(f'{initial_dates_directory}/initial_dates{filename}.pq')
fdd = pd.read_parquet(f'{balance_directory}/{filename}')
except FileNotFoundError as e:
break
full_data = pd.concat([fdd['balance'], fd['initial_date'], df['close_date']], axis=1)
full_data.dropna(inplace=True)
full_data.to_parquet(f'{full_data_path}/full_data{filename}.pq')
def search_for_min_max(window_length: int, absolute_path: Path, cryptosymbol,
min_or_max) -> list:
window_length = window_length * 1440 # Translate window_length to minutes
data = pd.read_parquet(absolute_path)
prices = data["o"].tolist()
min_max_list = []
counter = 0
while True:
if counter > len(prices):
break
if counter + 1 > len(prices):
break
if counter <= window_length:
min_max_list.append(False)
else:
if min_or_max == 'min':
min_max_value = min(prices[counter - window_length:counter +
1])
else:
min_max_value = max(prices[counter - window_length:counter +
1])
print(f'Searching in range {counter-window_length} to {counter}')
if prices[counter] == min_max_value:
min_max_list.append(True)
else:
min_max_list.append(False)
counter += 1
if True in min_max_list:
print('jest')
#print(min_list)
df = pd.DataFrame(min_max_list)
df.columns = ['Value']
create_directory(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/model_{window_length//1440}_days_{min_or_max}'
)
df.to_parquet(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/model_{window_length//1440}_days_{min_or_max}/{min_or_max}_{cryptosymbol}_tf.pq'
)
print(
pd.read_parquet(
f'C:/Users/adam/Desktop/tradeBOT/{cryptosymbol}_data/model_{window_length//1440}_days_{min_or_max}/{min_or_max}_{cryptosymbol}_tf.pq'
))
import pandas as pd
import numpy as np
import alpaca_trade_api as tradeapi
import json
import websocket
from config import *
from download_price_data import create_directory
create_directory(r'C:\Users\adam\Desktop\tradeBOT\AAPL_data\current_data')
def on_message(ws, message):
jsonObject = json.loads(message)
#print(jsonObject)
try:
df = pd.DataFrame(jsonObject['data'])
#print(df)
df.to_parquet('C:/Users/adam/Desktop/tradeBOT/AAPL_data/current_data/temporary.pq')
except Exception as e:
print(e)
df = pd.read_parquet('C:/Users/adam/Desktop/tradeBOT/AAPL_data/current_data/temporary.pq')
price = df['p'][0]
time = df['t'][0]
df.to_parquet(f'C:/Users/adam/Desktop/tradeBOT/AAPL_data/current_data/{time}')
print(df)
print(price)
print(time)
return {'price': price, 'time': time}
#x = pd.read_parquet(r'C:\Users\adam\Desktop\tradeBOT\AAPL_data\current_data\1621503523189')
#print(x)