def save_daily_portfolio_balance() -> None:
balances = []
# add exchange balances
for key, e in store.exchanges.storage.items():
balances.append(e.assets[jh.app_currency()])
# store daily_balance of assets into database
if jh.is_livetrading():
for asset_key, asset_value in e.assets.items():
store_daily_balance_into_db({
'id':
jh.generate_unique_id(),
'timestamp':
jh.now(),
'identifier':
jh.get_config('env.identifier', 'main'),
'exchange':
e.name,
'asset':
asset_key,
'balance':
asset_value,
})
# add open position values
for key, pos in store.positions.storage.items():
if pos.is_open:
balances.append(pos.pnl)
total = sum(balances)
store.app.daily_balance.append(total)
logger.info('Saved daily portfolio balance: {}'.format(round(total, 2)))
def handle_exception(exc_type, exc_value, exc_traceback) -> None:
if issubclass(exc_type, KeyboardInterrupt):
sys.excepthook(exc_type, exc_value, exc_traceback)
return
# handle Breaking exceptions
if exc_type in [
exceptions.InvalidConfig, exceptions.RouteNotFound, exceptions.InvalidRoutes,
exceptions.CandleNotFoundInDatabase
]:
click.clear()
print(f"{'=' * 30} EXCEPTION TRACEBACK:")
traceback.print_tb(exc_traceback, file=sys.stdout)
print("=" * 73)
print(
'\n',
jh.color('Uncaught Exception:', 'red'),
jh.color(f'{exc_type.__name__}: {exc_value}', 'yellow')
)
return
# send notifications if it's a live session
if jh.is_live():
jesse_logger.error(
f'{exc_type.__name__}: {exc_value}'
)
if jh.is_live() or jh.is_collecting_data():
logging.error("Uncaught Exception:", exc_info=(exc_type, exc_value, exc_traceback))
else:
print(f"{'=' * 30} EXCEPTION TRACEBACK:")
traceback.print_tb(exc_traceback, file=sys.stdout)
print("=" * 73)
print(
'\n',
jh.color('Uncaught Exception:', 'red'),
jh.color(f'{exc_type.__name__}: {exc_value}', 'yellow')
)
if jh.is_paper_trading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/paper-trade.txt',
'red'
)
)
elif jh.is_livetrading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/live-trade.txt',
'red'
)
)
elif jh.is_collecting_data():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/collect.txt',
'red'
)
)
def liquidation_price(self):
"""
The price at which the position gets liquidated. formulas are taken from:
https://help.bybit.com/hc/en-us/articles/900000181046-Liquidation-Price-USDT-Contract-
"""
if self.is_close:
return np.nan
if jh.is_livetrading():
return self._liquidation_price
if self.mode == 'isolated':
if self.type == 'long':
return self.entry_price * (1 - self._initial_margin_rate +
0.004)
elif self.type == 'short':
return self.entry_price * (1 + self._initial_margin_rate -
0.004)
else:
return np.nan
elif self.mode == 'cross':
return np.nan
elif self.mode == 'spot':
return np.nan
else:
raise ValueError
def handle_thread_exception(args):
"""
:param args:
:return:
"""
if args.exc_type == SystemExit:
return
# handle Breaking exceptions
if args.exc_type in [
exceptions.ConfigException, exceptions.RouteNotFound,
exceptions.InvalidRoutes,
exceptions.CandleNotFoundInDatabase
]:
click.clear()
print('=' * 30 + ' EXCEPTION TRACEBACK:')
traceback.print_tb(args.exc_traceback, file=sys.stdout)
print("=" * 73)
print(
'\n', jh.color('Uncaught Exception:', 'red'),
jh.color(
'{}: {}'.format(args.exc_type.__name__,
args.exc_value), 'yellow'))
return
# send notifications if it's a live session
if jh.is_live():
jesse_logger.error('{}: {}'.format(args.exc_type.__name__,
args.exc_value))
if jh.is_live() or jh.is_collecting_data():
logging.error("Uncaught Exception:",
exc_info=(args.exc_type, args.exc_value,
args.exc_traceback))
else:
print('=' * 30 + ' EXCEPTION TRACEBACK:')
traceback.print_tb(args.exc_traceback, file=sys.stdout)
print("=" * 73)
print(
'\n', jh.color('Uncaught Exception:', 'red'),
jh.color(
'{}: {}'.format(args.exc_type.__name__,
args.exc_value), 'yellow'))
if jh.is_paper_trading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\n{}'
.format('storage/logs/paper-trade.txt'), 'red'))
elif jh.is_livetrading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\n{}'
.format('storage/logs/live-trade.txt'), 'red'))
elif jh.is_collecting_data():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\n{}'
.format('storage/logs/collect.txt'), 'red'))
def save_daily_portfolio_balance() -> None:
balances = []
# add exchange balances
for key, e in store.exchanges.storage.items():
balances.append(e.assets[jh.app_currency()])
# # store daily_balance of assets into database
# if jh.is_livetrading():
# for asset_key, asset_value in e.assets.items():
# store_daily_balance_into_db({
# 'id': jh.generate_unique_id(),
# 'timestamp': jh.now(),
# 'identifier': jh.get_config('env.identifier', 'main'),
# 'exchange': e.name,
# 'asset': asset_key,
# 'balance': asset_value,
# })
# add open position values
for key, pos in store.positions.storage.items():
if pos.is_open:
balances.append(pos.pnl)
total = sum(balances)
store.app.daily_balance.append(total)
# TEMP: disable storing in database for now
if not jh.is_livetrading():
logger.info(f'Saved daily portfolio balance: {round(total, 2)}')
def test_is_livetrading():
assert jh.is_livetrading() is False
def register_custom_exception_handler() -> None:
import sys
import threading
import traceback
import logging
from jesse.services import logger as jesse_logger
import click
from jesse import exceptions
log_format = "%(message)s"
os.makedirs('./storage/logs', exist_ok=True)
if jh.is_livetrading():
logging.basicConfig(filename='storage/logs/live-trade.txt',
level=logging.INFO,
filemode='w',
format=log_format)
elif jh.is_paper_trading():
logging.basicConfig(filename='storage/logs/paper-trade.txt',
level=logging.INFO,
filemode='w',
format=log_format)
elif jh.is_collecting_data():
logging.basicConfig(filename='storage/logs/collect.txt',
level=logging.INFO,
filemode='w',
format=log_format)
elif jh.is_optimizing():
logging.basicConfig(filename='storage/logs/optimize.txt',
level=logging.INFO,
filemode='w',
format=log_format)
else:
logging.basicConfig(level=logging.INFO)
# main thread
def handle_exception(exc_type, exc_value, exc_traceback) -> None:
if issubclass(exc_type, KeyboardInterrupt):
sys.excepthook(exc_type, exc_value, exc_traceback)
return
# handle Breaking exceptions
if exc_type in [
exceptions.InvalidConfig, exceptions.RouteNotFound,
exceptions.InvalidRoutes, exceptions.CandleNotFoundInDatabase
]:
click.clear()
print(f"{'=' * 30} EXCEPTION TRACEBACK:")
traceback.print_tb(exc_traceback, file=sys.stdout)
print("=" * 73)
print('\n', jh.color('Uncaught Exception:', 'red'),
jh.color(f'{exc_type.__name__}: {exc_value}', 'yellow'))
return
# send notifications if it's a live session
if jh.is_live():
jesse_logger.error(f'{exc_type.__name__}: {exc_value}')
if jh.is_live() or jh.is_collecting_data():
logging.error("Uncaught Exception:",
exc_info=(exc_type, exc_value, exc_traceback))
else:
print(f"{'=' * 30} EXCEPTION TRACEBACK:")
traceback.print_tb(exc_traceback, file=sys.stdout)
print("=" * 73)
print('\n', jh.color('Uncaught Exception:', 'red'),
jh.color(f'{exc_type.__name__}: {exc_value}', 'yellow'))
if jh.is_paper_trading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/paper-trade.txt',
'red'))
elif jh.is_livetrading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/live-trade.txt',
'red'))
elif jh.is_collecting_data():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/collect.txt',
'red'))
sys.excepthook = handle_exception
# other threads
if jh.python_version() >= (3, 8):
def handle_thread_exception(args) -> None:
if args.exc_type == SystemExit:
return
# handle Breaking exceptions
if args.exc_type in [
exceptions.InvalidConfig, exceptions.RouteNotFound,
exceptions.InvalidRoutes,
exceptions.CandleNotFoundInDatabase
]:
click.clear()
print(f"{'=' * 30} EXCEPTION TRACEBACK:")
traceback.print_tb(args.exc_traceback, file=sys.stdout)
print("=" * 73)
print(
'\n', jh.color('Uncaught Exception:', 'red'),
jh.color(f'{args.exc_type.__name__}: {args.exc_value}',
'yellow'))
return
# send notifications if it's a live session
if jh.is_live():
jesse_logger.error(
f'{args.exc_type.__name__}: { args.exc_value}')
if jh.is_live() or jh.is_collecting_data():
logging.error("Uncaught Exception:",
exc_info=(args.exc_type, args.exc_value,
args.exc_traceback))
else:
print(f"{'=' * 30} EXCEPTION TRACEBACK:")
traceback.print_tb(args.exc_traceback, file=sys.stdout)
print("=" * 73)
print(
'\n', jh.color('Uncaught Exception:', 'red'),
jh.color(f'{args.exc_type.__name__}: {args.exc_value}',
'yellow'))
if jh.is_paper_trading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/paper-trade.txt',
'red'))
elif jh.is_livetrading():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/live-trade.txt',
'red'))
elif jh.is_collecting_data():
print(
jh.color(
'An uncaught exception was raised. Check the log file at:\nstorage/logs/collect.txt',
'red'))
threading.excepthook = handle_thread_exception
def _log_position_update(self, order: Order, role: str) -> None:
"""
A log can be either about opening, adding, reducing, or closing the position.
Arguments:
order {order} -- the order object
"""
# set the trade_id for the order if we're in the middle of a trade. Otherwise, it
# is done at order_roles.OPEN_POSITION
if self.trade:
order.trade_id = self.trade.id
if role == order_roles.OPEN_POSITION:
self.trade = CompletedTrade()
self.trade.leverage = self.leverage
self.trade.orders = [order]
self.trade.timeframe = self.timeframe
self.trade.id = jh.generate_unique_id()
order.trade_id = self.trade.id
self.trade.strategy_name = self.name
self.trade.exchange = order.exchange
self.trade.symbol = order.symbol
self.trade.type = trade_types.LONG if order.side == sides.BUY else trade_types.SHORT
self.trade.qty = order.qty
self.trade.opened_at = jh.now_to_timestamp()
self.trade.entry_candle_timestamp = self.current_candle[0]
elif role == order_roles.INCREASE_POSITION:
self.trade.orders.append(order)
self.trade.qty += order.qty
elif role == order_roles.REDUCE_POSITION:
self.trade.orders.append(order)
self.trade.qty += order.qty
elif role == order_roles.CLOSE_POSITION:
self.trade.exit_candle_timestamp = self.current_candle[0]
self.trade.orders.append(order)
# calculate average stop-loss price
sum_price = 0
sum_qty = 0
if self._log_stop_loss is not None:
for l in self._log_stop_loss:
sum_qty += abs(l[0])
sum_price += abs(l[0]) * l[1]
self.trade.stop_loss_at = sum_price / sum_qty
else:
self.trade.stop_loss_at = np.nan
# calculate average take-profit price
sum_price = 0
sum_qty = 0
if self._log_take_profit is not None:
for l in self._log_take_profit:
sum_qty += abs(l[0])
sum_price += abs(l[0]) * l[1]
self.trade.take_profit_at = sum_price / sum_qty
else:
self.trade.take_profit_at = np.nan
# calculate average entry_price price
sum_price = 0
sum_qty = 0
for l in self.trade.orders:
if not l.is_executed:
continue
if jh.side_to_type(l.side) != self.trade.type:
continue
sum_qty += abs(l.qty)
sum_price += abs(l.qty) * l.price
self.trade.entry_price = sum_price / sum_qty
# calculate average exit_price
sum_price = 0
sum_qty = 0
for l in self.trade.orders:
if not l.is_executed:
continue
if jh.side_to_type(l.side) == self.trade.type:
continue
sum_qty += abs(l.qty)
sum_price += abs(l.qty) * l.price
self.trade.exit_price = sum_price / sum_qty
self.trade.closed_at = jh.now_to_timestamp()
self.trade.qty = pydash.sum_by(
filter(lambda o: o.side == jh.type_to_side(self.trade.type),
self.trade.orders), lambda o: abs(o.qty))
store.completed_trades.add_trade(self.trade)
if jh.is_livetrading():
store_completed_trade_into_db(self.trade)
self.trade = None
self.trades_count += 1
if jh.is_livetrading():
store_order_into_db(order)