class Notifier(IndicatorUtils):
"""Handles sending notifications via the configured notifiers
"""
def __init__(self, notifier_config, market_data):
"""Initializes Notifier class
Args:
notifier_config (dict): A dictionary containing configuration for the notifications.
"""
self.logger = structlog.get_logger()
self.notifier_config = notifier_config
self.market_data = market_data
self.last_analysis = dict()
self.enable_charts = False
self.all_historical_data = False
self.timezone = None
self.first_run = False
enabled_notifiers = list()
self.logger = structlog.get_logger()
self.twilio_configured = self._validate_required_config('twilio', notifier_config)
if self.twilio_configured:
self.twilio_client = TwilioNotifier(
twilio_key=notifier_config['twilio']['required']['key'],
twilio_secret=notifier_config['twilio']['required']['secret'],
twilio_sender_number=notifier_config['twilio']['required']['sender_number'],
twilio_receiver_number=notifier_config['twilio']['required']['receiver_number']
)
enabled_notifiers.append('twilio')
self.discord_configured = self._validate_required_config('discord', notifier_config)
if self.discord_configured:
self.discord_client = DiscordNotifier(
webhook=notifier_config['discord']['required']['webhook'],
username=notifier_config['discord']['required']['username'],
avatar=notifier_config['discord']['optional']['avatar']
)
enabled_notifiers.append('discord')
self.slack_configured = self._validate_required_config('slack', notifier_config)
if self.slack_configured:
self.slack_client = SlackNotifier(
slack_webhook=notifier_config['slack']['required']['webhook']
)
enabled_notifiers.append('slack')
self.gmail_configured = self._validate_required_config('gmail', notifier_config)
if self.gmail_configured:
self.gmail_client = GmailNotifier(
username=notifier_config['gmail']['required']['username'],
password=notifier_config['gmail']['required']['password'],
destination_addresses=notifier_config['gmail']['required']['destination_emails']
)
enabled_notifiers.append('gmail')
self.telegram_configured = self._validate_required_config('telegram', notifier_config)
if self.telegram_configured:
self.telegram_client = TelegramNotifier(
token=notifier_config['telegram']['required']['token'],
chat_id=notifier_config['telegram']['required']['chat_id'],
parse_mode=notifier_config['telegram']['optional']['parse_mode']
)
enabled_notifiers.append('telegram')
self.webhook_configured = self._validate_required_config('webhook', notifier_config)
if self.webhook_configured:
self.webhook_client = WebhookNotifier(
url=notifier_config['webhook']['required']['url'],
username=notifier_config['webhook']['optional']['username'],
password=notifier_config['webhook']['optional']['password']
)
enabled_notifiers.append('webhook')
self.stdout_configured = self._validate_required_config('stdout', notifier_config)
if self.stdout_configured:
self.stdout_client = StdoutNotifier()
enabled_notifiers.append('stdout')
self.logger.info('enabled notifers: %s', enabled_notifiers)
def notify_all(self, new_analysis):
"""Trigger a notification for all notification options.
Args:
new_analysis (dict): The new_analysis to send.
"""
charts_dir = './charts'
messages = self.get_indicator_messages(new_analysis)
if self.enable_charts == True:
if not os.path.exists(charts_dir):
os.mkdir(charts_dir)
self.create_charts(messages)
self.notify_slack(new_analysis)
self.notify_discord(new_analysis)
self.notify_twilio(new_analysis)
self.notify_gmail(new_analysis)
self.notify_telegram(messages)
self.notify_webhook(messages)
self.notify_stdout(new_analysis)
def notify_discord(self, new_analysis):
"""Send a notification via the discord notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.discord_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['discord']['optional']['template']
)
if message.strip():
self.discord_client.notify(message)
def notify_slack(self, new_analysis):
"""Send a notification via the slack notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.slack_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['slack']['optional']['template']
)
if message.strip():
self.slack_client.notify(message)
def notify_twilio(self, new_analysis):
"""Send a notification via the twilio notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.twilio_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['twilio']['optional']['template']
)
if message.strip():
self.twilio_client.notify(message)
def notify_gmail(self, new_analysis):
"""Send a notification via the gmail notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.gmail_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['gmail']['optional']['template']
)
if message.strip():
self.gmail_client.notify(message)
def notify_telegram(self, messages):
"""Send notifications via the telegram notifier
Args:
messages (dict): The notification messages to send.
"""
if not self.telegram_configured:
return
message_template = Template(self.notifier_config['telegram']['optional']['template'])
for exchange in messages:
for market_pair in messages[exchange]:
_messages = messages[exchange][market_pair]
for candle_period in _messages:
if not isinstance(_messages[candle_period], list) or len (_messages[candle_period]) == 0:
continue
if self.enable_charts == True:
self.notify_telegram_chart(exchange, market_pair, candle_period, _messages[candle_period], message_template)
else:
self.notify_telegram_message(_messages[candle_period], message_template)
def notify_telegram_chart(self, exchange, market_pair, candle_period, messages, message_template):
market_pair = market_pair.replace('/', '_').lower()
chart_file = '{}/{}_{}_{}.png'.format('./charts', exchange, market_pair, candle_period)
if os.path.exists(chart_file):
try:
self.telegram_client.send_chart(open(chart_file, 'rb'))
self.notify_telegram_message(messages, message_template)
except (IOError, SyntaxError) :
self.notify_telegram_message(messages, message_template)
else:
self.logger.info('Chart file %s doesnt exist, sending text message.', chart_file)
self.notify_telegram_message(messages, message_template)
def notify_telegram_message(self, messages, message_template):
try:
for message in messages:
formatted_message = message_template.render(message)
self.telegram_client.notify(formatted_message.strip())
except (TelegramTimedOut) as e:
self.logger.info('Error TimeOut!')
self.logger.info(e)
def notify_webhook(self, messages):
"""Send notifications via a new webhook notifier
Args:
messages (dict): The notification messages to send.
"""
if not self.webhook_configured:
return
#message_template = Template(self.notifier_config['telegram']['optional']['template'])
for exchange in messages:
for market_pair in messages[exchange]:
_messages = messages[exchange][market_pair]
for candle_period in _messages:
if not isinstance(_messages[candle_period], list) or len (_messages[candle_period]) == 0:
continue
self.webhook_client.notify(exchange, market_pair, candle_period, _messages[candle_period], self.enable_charts)
def notify_stdout(self, new_analysis):
"""Send a notification via the stdout notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.stdout_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['stdout']['optional']['template']
)
if message.strip():
self.stdout_client.notify(message)
def _validate_required_config(self, notifier, notifier_config):
"""Validate the required configuration items are present for a notifier.
Args:
notifier (str): The name of the notifier key in default-config.json
notifier_config (dict): A dictionary containing configuration for the notifications.
Returns:
bool: Is the notifier configured?
"""
notifier_configured = True
for _, val in notifier_config[notifier]['required'].items():
if not val:
notifier_configured = False
return notifier_configured
def _indicator_message_templater(self, new_analysis, template):
"""Creates a message from a user defined template
Args:
new_analysis (dict): A dictionary of data related to the analysis to send a message about.
template (str): A Jinja formatted message template.
Returns:
str: The templated messages for the notifier.
"""
if not self.last_analysis:
self.last_analysis = new_analysis
message_template = Template(template)
new_message = str()
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
if indicator_type == 'informants':
continue
for indicator in new_analysis[exchange][market][indicator_type]:
for index, analysis in enumerate(new_analysis[exchange][market][indicator_type][indicator]):
if analysis['result'].shape[0] == 0:
continue
values = dict()
if indicator_type == 'indicators':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
values[signal] = analysis['result'].iloc[-1][signal]
if isinstance(values[signal], float):
values[signal] = format(values[signal], '.8f')
elif indicator_type == 'crossovers':
latest_result = analysis['result'].iloc[-1]
key_signal = '{}_{}'.format(
analysis['config']['key_signal'],
analysis['config']['key_indicator_index']
)
crossed_signal = '{}_{}'.format(
analysis['config']['crossed_signal'],
analysis['config']['crossed_indicator_index']
)
values[key_signal] = analysis['result'].iloc[-1][key_signal]
if isinstance(values[key_signal], float):
values[key_signal] = format(values[key_signal], '.8f')
values[crossed_signal] = analysis['result'].iloc[-1][crossed_signal]
if isinstance(values[crossed_signal], float):
values[crossed_signal] = format(values[crossed_signal], '.8f')
status = 'neutral'
if latest_result['is_hot']:
status = 'hot'
elif latest_result['is_cold']:
status = 'cold'
if 'indicator_label' in analysis['config']:
indicator_label = analysis['config']['indicator_label']
else:
indicator_label = '{} {}'.format(indicator, analysis['config']['candle_period'])
# Save status of indicator's new analysis
new_analysis[exchange][market][indicator_type][indicator][index]['status'] = status
if latest_result['is_hot'] or latest_result['is_cold']:
try:
last_status = self.last_analysis[exchange][market][indicator_type][indicator][index]['status']
except:
last_status = str()
should_alert = True
if analysis['config']['alert_frequency'] == 'once':
if last_status == status:
should_alert = False
if not analysis['config']['alert_enabled']:
should_alert = False
if should_alert:
base_currency, quote_currency = market.split('/')
new_message += message_template.render(
values=values,
exchange=exchange,
market=market,
base_currency=base_currency,
quote_currency=quote_currency,
indicator=indicator,
indicator_number=index,
analysis=analysis,
status=status,
last_status=last_status,
indicator_label=indicator_label
)
# Merge changes from new analysis into last analysis
self.last_analysis = {**self.last_analysis, **new_analysis}
return new_message
def get_indicator_messages(self, new_analysis):
"""Creates a message list from a user defined template
Args:
new_analysis (dict): A dictionary of data related to the analysis to send a message about.
Returns:
list: A list with the plain message data for the notifier.
"""
if not self.last_analysis: #is the first run
self.last_analysis = new_analysis
self.first_run = True
self.logger.info('Is first run: {}'.format(self.first_run))
now = datetime.now(timezone(self.timezone))
creation_date = now.strftime("%Y-%m-%d %H:%M:%S")
new_messages = dict()
ohlcv_values = dict()
lrsi_values = dict()
for exchange in new_analysis:
new_messages[exchange] = dict()
ohlcv_values[exchange] = dict()
lrsi_values[exchange] = dict()
for market_pair in new_analysis[exchange]:
new_messages[exchange][market_pair] = dict()
ohlcv_values[exchange][market_pair] = dict()
lrsi_values[exchange][market_pair] = dict()
#Getting price values for each market pair and candle period
for indicator_type in new_analysis[exchange][market_pair]:
if indicator_type == 'informants':
#Getting OHLC prices
for index, analysis in enumerate(new_analysis[exchange][market_pair]['informants']['ohlcv']):
values = dict()
for signal in analysis['config']['signal']:
values[signal] = analysis['result'].iloc[-1][signal]
ohlcv_values[exchange][market_pair][analysis['config']['candle_period']] = values
#Getting LRSI values
if 'lrsi' in new_analysis[exchange][market_pair]['informants']:
for index, analysis in enumerate(new_analysis[exchange][market_pair]['informants']['lrsi']):
values = dict()
for signal in analysis['config']['signal']:
values[signal] = analysis['result'].iloc[-1][signal]
lrsi_values[exchange][market_pair][analysis['config']['candle_period']] = values
for indicator_type in new_analysis[exchange][market_pair]:
if indicator_type == 'informants':
continue
for indicator in new_analysis[exchange][market_pair][indicator_type]:
for index, analysis in enumerate(new_analysis[exchange][market_pair][indicator_type][indicator]):
if analysis['result'].shape[0] == 0:
continue
values = dict()
if 'candle_period' in analysis['config']:
candle_period = analysis['config']['candle_period']
if not candle_period in new_messages[exchange][market_pair]:
new_messages[exchange][market_pair][candle_period] = list()
if indicator_type == 'indicators':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
values[signal] = analysis['result'].iloc[-1][signal]
if isinstance(values[signal], float):
values[signal] = format(values[signal], '.2f')
elif indicator_type == 'crossovers':
latest_result = analysis['result'].iloc[-1]
key_signal = '{}_{}'.format(
analysis['config']['key_signal'],
analysis['config']['key_indicator_index']
)
crossed_signal = '{}_{}'.format(
analysis['config']['crossed_signal'],
analysis['config']['crossed_indicator_index']
)
values[key_signal] = analysis['result'].iloc[-1][key_signal]
if isinstance(values[key_signal], float):
values[key_signal] = format(values[key_signal], '.2f')
values[crossed_signal] = analysis['result'].iloc[-1][crossed_signal]
if isinstance(values[crossed_signal], float):
values[crossed_signal] = format(values[crossed_signal], '.2f')
status = 'neutral'
if latest_result['is_hot']:
status = 'hot'
elif latest_result['is_cold']:
status = 'cold'
if 'indicator_label' in analysis['config']:
indicator_label = analysis['config']['indicator_label']
else:
indicator_label = '{} {}'.format(indicator, analysis['config']['candle_period'])
# Save status of indicator's new analysis
new_analysis[exchange][market_pair][indicator_type][indicator][index]['status'] = status
if latest_result['is_hot'] or latest_result['is_cold']:
try:
last_status = self.last_analysis[exchange][market_pair][indicator_type][indicator][index]['status']
except:
last_status = str()
should_alert = True
if self.first_run:
self.logger.info('Alert once for %s %s %s', market_pair, indicator, candle_period)
else:
if analysis['config']['alert_frequency'] == 'once':
if last_status == status:
self.logger.info('Alert frecuency once. Dont alert. %s %s %s',
market_pair, indicator, candle_period)
should_alert = False
if not analysis['config']['alert_enabled']:
should_alert = False
if should_alert:
base_currency, quote_currency = market_pair.split('/')
precision = self.market_data[exchange][market_pair]['precision']
decimal_format = '.{}f'.format(precision['price'])
prices = ''
candle_period = analysis['config']['candle_period']
candle_values = ohlcv_values[exchange][market_pair]
if candle_period in candle_values :
for key, value in candle_values[candle_period].items():
value = format(value, decimal_format)
prices = '{} {}: {}' . format(prices, key.title(), value)
lrsi = ''
if candle_period in lrsi_values[exchange][market_pair]:
lrsi = lrsi_values[exchange][market_pair][candle_period]['lrsi']
lrsi = format(lrsi, '.2f')
"""
new_message = message_template.render(
values=values, exchange=exchange, market=market_pair, base_currency=base_currency,
quote_currency=quote_currency, indicator=indicator, indicator_number=index,
analysis=analysis, status=status, last_status=last_status,
prices=prices, lrsi=lrsi, creation_date=creation_date, indicator_label=indicator_label)
"""
#save some memory removing unused data
if 'result' in analysis:
del analysis['result']
new_message = dict(
values=values, exchange=exchange, market=market_pair, base_currency=base_currency,
quote_currency=quote_currency, indicator=indicator, indicator_number=index,
analysis=analysis, status=status, last_status=last_status,
prices=prices, lrsi=lrsi, creation_date=creation_date, indicator_label=indicator_label)
new_messages[exchange][market_pair][candle_period].append(new_message)
# Merge changes from new analysis into last analysis
self.last_analysis = {**self.last_analysis, **new_analysis}
if self.first_run == True:
self.first_run = False
return new_messages
def set_timezone(self, timezone):
self.timezone = timezone
def set_enable_charts(self, enable_charts):
self.enable_charts = enable_charts
def set_all_historical_data(self, all_historical_data):
self.all_historical_data = all_historical_data
def create_charts(self, messages):
"""Create charts to be available for all notifiers
Args:
messages (dict): All notification messages grouped by exchange, market and candle period
"""
for exchange in messages:
for market_pair in messages[exchange]:
_messages = messages[exchange][market_pair]
for candle_period in _messages:
candles_data = self.all_historical_data[exchange][market_pair][candle_period]
self.create_chart(exchange, market_pair, candle_period, candles_data)
def create_chart(self, exchange, market_pair, candle_period, candles_data):
now = datetime.now(timezone(self.timezone))
creation_date = now.strftime("%Y-%m-%d %H:%M:%S")
df = self.convert_to_dataframe(candles_data)
plt.rc('axes', grid=True)
plt.rc('grid', color='0.75', linestyle='-', linewidth=0.5)
left, width = 0.1, 0.8
rect1 = [left, 0.6, width, 0.3]
rect2 = [left, 0.4, width, 0.2]
rect3 = [left, 0.1, width, 0.3]
fig = plt.figure(facecolor='white')
fig.set_size_inches(8, 12, forward=True)
axescolor = '#f6f6f6' # the axes background color
ax1 = fig.add_axes(rect1, facecolor=axescolor) # left, bottom, width, height
ax2 = fig.add_axes(rect2, facecolor=axescolor, sharex=ax1)
ax3 = fig.add_axes(rect3, facecolor=axescolor, sharex=ax1)
#Plot Candles chart
self.plot_candlestick(ax1, df, candle_period)
#Plot RSI (14)
self.plot_rsi(ax2, df)
# Calculate and plot MACD
self.plot_macd(ax3, df, candle_period)
for ax in ax1, ax2, ax3:
if ax != ax3:
for label in ax.get_xticklabels():
label.set_visible(False)
else:
for label in ax.get_xticklabels():
label.set_rotation(30)
label.set_horizontalalignment('right')
ax.xaxis.set_major_locator(mticker.MaxNLocator(10))
ax.xaxis.set_major_formatter(DateFormatter('%d/%b'))
ax.xaxis.set_tick_params(which='major', pad=15)
fig.autofmt_xdate()
title = '{} {} {} - {}'.format(exchange, market_pair, candle_period, creation_date).upper()
fig.suptitle(title, fontsize=14)
market_pair = market_pair.replace('/', '_').lower()
chart_file = '{}/{}_{}_{}.png'.format('./charts', exchange, market_pair, candle_period)
plt.savefig(chart_file)
plt.close(fig)
return chart_file
def candlestick_ohlc(self, ax, quotes, width=0.2, colorup='k', colordown='r',
alpha=1.0, ochl=False):
"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
an Axes instance to plot to
quotes : sequence of quote sequences
data to plot. time must be in float date format - see date2num
(time, open, high, low, close, ...) vs
(time, open, close, high, low, ...)
set by `ochl`
width : float
fraction of a day for the rectangle width
colorup : color
the color of the rectangle where close >= open
colordown : color
the color of the rectangle where close < open
alpha : float
the rectangle alpha level
ochl: bool
argument to select between ochl and ohlc ordering of quotes
Returns
-------
ret : tuple
returns (lines, patches) where lines is a list of lines
added and patches is a list of the rectangle patches added
"""
OFFSET = width / 2.0
lines = []
patches = []
for q in quotes:
if ochl:
t, open, close, high, low = q[:5]
else:
t, open, high, low, close = q[:5]
if close >= open:
color = colorup
lower = open
height = close - open
else:
color = colordown
lower = close
height = open - close
vline = Line2D(
xdata=(t, t), ydata=(low, high),
color=color,
linewidth=0.5,
antialiased=False,
)
rect = Rectangle(
xy=(t - OFFSET, lower),
width=width,
height=height,
facecolor=color,
edgecolor=None,
antialiased=False,
alpha=1.0
)
lines.append(vline)
patches.append(rect)
ax.add_line(vline)
ax.add_patch(rect)
ax.autoscale_view()
return lines, patches
def plot_candlestick(self, ax, df, candle_period):
textsize = 11
_time = mdates.date2num(df.index.to_pydatetime())
min_x = np.nanmin(_time)
max_x = np.nanmax(_time)
stick_width = ((max_x - min_x) / _time.size )
prices = df["close"]
ax.set_ymargin(0.2)
ax.ticklabel_format(axis='y', style='plain')
self.candlestick_ohlc(ax, zip(_time, df['open'], df['high'], df['low'], df['close']),
width=stick_width, colorup='olivedrab', colordown='crimson')
ma25 = self.moving_average(prices, 25, type='simple')
ma7 = self.moving_average(prices, 7, type='simple')
ax.plot(df.index, ma25, color='indigo', lw=0.6, label='MA (25)')
ax.plot(df.index, ma7, color='orange', lw=0.6, label='MA (7)')
ax.text(0.04, 0.94, 'MA (7, close, 0)', color='orange', transform=ax.transAxes, fontsize=textsize, va='top')
ax.text(0.24, 0.94, 'MA (25, close, 0)', color='indigo', transform=ax.transAxes, fontsize=textsize, va='top')
def plot_rsi(self, ax, df):
textsize = 11
fillcolor = 'darkmagenta'
rsi = self.relative_strength(df["close"])
ax.plot(df.index, rsi, color=fillcolor, linewidth=0.5)
ax.axhline(70, color='darkmagenta', linestyle='dashed', alpha=0.6)
ax.axhline(30, color='darkmagenta', linestyle='dashed', alpha=0.6)
ax.fill_between(df.index, rsi, 70, where=(rsi >= 70),
facecolor=fillcolor, edgecolor=fillcolor)
ax.fill_between(df.index, rsi, 30, where=(rsi <= 30),
facecolor=fillcolor, edgecolor=fillcolor)
ax.set_ylim(0, 100)
ax.set_yticks([30, 70])
ax.text(0.024, 0.94, 'RSI (14)', va='top',transform=ax.transAxes, fontsize=textsize)
def plot_macd(self, ax, df, candle_period):
textsize = 11
df = StockDataFrame.retype(df)
df['macd'] = df.get('macd')
min_y = df.macd.min()
max_y = df.macd.max()
#Reduce Macd Histogram values to have a better visualization
macd_h = df.macdh * 0.5
if (macd_h.min() < min_y):
min_y = macd_h.min()
if (macd_h.max() > max_y):
max_y = macd_h.max()
#Adding some extra space at bottom/top
min_y = min_y * 1.2
max_y = max_y * 1.2
#Define candle bar width
_time = mdates.date2num(df.index.to_pydatetime())
min_x = np.nanmin(_time)
max_x = np.nanmax(_time)
bar_width = ((max_x - min_x) / _time.size ) * 0.8
ax.bar(x=_time, bottom=[0 for _ in macd_h.index], height=macd_h, width=bar_width, color="red", alpha = 0.4)
ax.plot(_time, df.macd, color='blue', lw=0.6)
ax.plot(_time, df.macds, color='red', lw=0.6)
ax.set_ylim((min_y, max_y))
ax.yaxis.set_major_locator(mticker.MaxNLocator(nbins=5, prune='upper'))
ax.text(0.024, 0.94, 'MACD (12, 26, close, 9)', va='top', transform=ax.transAxes, fontsize=textsize)
def plot_ppsr(self, ax, df, candle_period):
"""Calculate Pivot Points, Supports and Resistances for given data
:param df: pandas.DataFrame
:return: pandas.DataFrame
"""
PP = pd.Series((df['high'] + df['how'] + df['close']) / 3)
R1 = pd.Series(2 * PP - df['low'])
S1 = pd.Series(2 * PP - df['high'])
R2 = pd.Series(PP + df['high'] - df['low'])
S2 = pd.Series(PP - df['high'] + df['low'])
R3 = pd.Series(df['high'] + 2 * (PP - df['low']))
S3 = pd.Series(df['low'] - 2 * (df['high'] - PP))
psr = {'PP': PP, 'R1': R1, 'S1': S1, 'R2': R2, 'S2': S2, 'R3': R3, 'S3': S3}
PSR = pd.DataFrame(psr)
df = df.join(PSR)
return df
def relative_strength(self, prices, n=14):
"""
compute the n period relative strength indicator
http://stockcharts.com/school/doku.php?id=chart_school:glossary_r#relativestrengthindex
http://www.investopedia.com/terms/r/rsi.asp
"""
deltas = np.diff(prices)
seed = deltas[:n + 1]
up = seed[seed >= 0].sum() / n
down = -seed[seed < 0].sum() / n
rs = up / down
rsi = np.zeros_like(prices)
rsi[:n] = 100. - 100. / (1. + rs)
for i in range(n, len(prices)):
delta = deltas[i - 1] # cause the diff is 1 shorter
if delta > 0:
upval = delta
downval = 0.
else:
upval = 0.
downval = -delta
up = (up * (n - 1) + upval) / n
down = (down * (n - 1) + downval) / n
rs = up / down
rsi[i] = 100. - 100. / (1. + rs)
return rsi
def moving_average(self, x, n, type='simple'):
"""
compute an n period moving average.
type is 'simple' | 'exponential'
"""
x = np.asarray(x)
if type == 'simple':
weights = np.ones(n)
else:
weights = np.exp(np.linspace(-1., 0., n))
weights /= weights.sum()
a = np.convolve(x, weights, mode='full')[:len(x)]
a[:n] = a[n]
return a
class Notifier():
"""Handles sending notifications via the configured notifiers
"""
def __init__(self, notifier_config):
"""Initializes Notifier class
Args:
notifier_config (dict): A dictionary containing configuration for the notifications.
"""
self.logger = structlog.get_logger()
self.notifier_config = notifier_config
self.last_analysis = dict()
enabled_notifiers = list()
self.logger = structlog.get_logger()
self.twilio_configured = self._validate_required_config(
'twilio', notifier_config)
if self.twilio_configured:
self.twilio_client = TwilioNotifier(
twilio_key=notifier_config['twilio']['required']['key'],
twilio_secret=notifier_config['twilio']['required']['secret'],
twilio_sender_number=notifier_config['twilio']['required']
['sender_number'],
twilio_receiver_number=notifier_config['twilio']['required']
['receiver_number'])
enabled_notifiers.append('twilio')
self.discord_configured = self._validate_required_config(
'discord', notifier_config)
if self.discord_configured:
self.discord_client = DiscordNotifier(
webhook=notifier_config['discord']['required']['webhook'],
username=notifier_config['discord']['required']['username'],
avatar=notifier_config['discord']['optional']['avatar'])
enabled_notifiers.append('discord')
self.slack_configured = self._validate_required_config(
'slack', notifier_config)
if self.slack_configured:
self.slack_client = SlackNotifier(
slack_webhook=notifier_config['slack']['required']['webhook'])
enabled_notifiers.append('slack')
self.gmail_configured = self._validate_required_config(
'gmail', notifier_config)
if self.gmail_configured:
self.gmail_client = GmailNotifier(
username=notifier_config['gmail']['required']['username'],
password=notifier_config['gmail']['required']['password'],
destination_addresses=notifier_config['gmail']['required']
['destination_emails'])
enabled_notifiers.append('gmail')
self.telegram_configured = self._validate_required_config(
'telegram', notifier_config)
if self.telegram_configured:
self.telegram_client = TelegramNotifier(
token=notifier_config['telegram']['required']['token'],
chat_id=notifier_config['telegram']['required']['chat_id'],
parse_mode=notifier_config['telegram']['optional']
['parse_mode'])
enabled_notifiers.append('telegram')
self.webhook_configured = self._validate_required_config(
'webhook', notifier_config)
if self.webhook_configured:
self.webhook_client = WebhookNotifier(
url=notifier_config['webhook']['required']['url'],
username=notifier_config['webhook']['optional']['username'],
password=notifier_config['webhook']['optional']['password'])
enabled_notifiers.append('webhook')
self.stdout_configured = self._validate_required_config(
'stdout', notifier_config)
if self.stdout_configured:
self.stdout_client = StdoutNotifier()
enabled_notifiers.append('stdout')
self.logger.info('enabled notifers: %s', enabled_notifiers)
def notify_all(self, new_analysis):
"""Trigger a notification for all notification options.
Args:
new_analysis (dict): The new_analysis to send.
"""
self.notify_slack(new_analysis)
self.notify_discord(new_analysis)
self.notify_twilio(new_analysis)
self.notify_gmail(new_analysis)
self.notify_telegram(new_analysis)
self.notify_webhook(new_analysis)
self.notify_stdout(new_analysis)
def notify_discord(self, new_analysis):
"""Send a notification via the discord notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.discord_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['discord']['optional']['template'])
if message.strip():
self.discord_client.notify(message)
def notify_slack(self, new_analysis):
"""Send a notification via the slack notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.slack_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['slack']['optional']['template'])
if message.strip():
self.slack_client.notify(message)
def notify_twilio(self, new_analysis):
"""Send a notification via the twilio notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.twilio_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['twilio']['optional']['template'])
if message.strip():
self.twilio_client.notify(message)
def notify_gmail(self, new_analysis):
"""Send a notification via the gmail notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.gmail_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['gmail']['optional']['template'])
if message.strip():
self.gmail_client.notify(message)
def notify_telegram(self, new_analysis):
"""Send a notification via the telegram notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.telegram_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['telegram']['optional']['template'])
if message.strip():
self.telegram_client.notify(message)
def notify_webhook(self, new_analysis):
"""Send a notification via the webhook notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.webhook_configured:
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
for indicator in new_analysis[exchange][market][
indicator_type]:
for index, analysis in enumerate(
new_analysis[exchange][market]
[indicator_type][indicator]):
analysis_dict = analysis['result'].to_dict(
orient='records')
if analysis_dict:
new_analysis[exchange][market][
indicator_type][indicator][
index] = analysis_dict[-1]
else:
new_analysis[exchange][market][
indicator_type][indicator][index] = ''
self.webhook_client.notify(new_analysis)
def notify_stdout(self, new_analysis):
"""Send a notification via the stdout notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.stdout_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['stdout']['optional']['template'])
if message.strip():
self.stdout_client.notify(message)
def _validate_required_config(self, notifier, notifier_config):
"""Validate the required configuration items are present for a notifier.
Args:
notifier (str): The name of the notifier key in default-config.json
notifier_config (dict): A dictionary containing configuration for the notifications.
Returns:
bool: Is the notifier configured?
"""
notifier_configured = True
for _, val in notifier_config[notifier]['required'].items():
if not val:
notifier_configured = False
return notifier_configured
def _indicator_message_templater(self, new_analysis, template):
"""Creates a message from a user defined template
Args:
new_analysis (dict): A dictionary of data related to the analysis to send a message about.
template (str): A Jinja formatted message template.
Returns:
str: The templated messages for the notifier.
"""
if not self.last_analysis:
self.last_analysis = new_analysis
message_template = Template(template)
new_message = str()
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
if indicator_type == 'informants':
continue
for indicator in new_analysis[exchange][market][
indicator_type]:
for index, analysis in enumerate(
new_analysis[exchange][market][indicator_type]
[indicator]):
if analysis['result'].shape[0] == 0:
continue
values = dict()
if indicator_type == 'indicators':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
values[signal] = analysis['result'].iloc[
-1][signal]
if isinstance(values[signal], float):
values[signal] = format(
values[signal], '.8f')
elif indicator_type == 'crossovers':
latest_result = analysis['result'].iloc[-1]
key_signal = '{}_{}'.format(
analysis['config']['key_signal'],
analysis['config']['key_indicator_index'])
crossed_signal = '{}_{}'.format(
analysis['config']['crossed_signal'],
analysis['config']
['crossed_indicator_index'])
values[key_signal] = analysis['result'].iloc[
-1][key_signal]
if isinstance(values[key_signal], float):
values[key_signal] = format(
values[key_signal], '.8f')
values[crossed_signal] = analysis[
'result'].iloc[-1][crossed_signal]
if isinstance(values[crossed_signal], float):
values[crossed_signal] = format(
values[crossed_signal], '.8f')
status = 'neutral'
if latest_result['is_hot']:
status = 'hot'
elif latest_result['is_cold']:
status = 'cold'
# Save status of indicator's new analysis
new_analysis[exchange][market][indicator_type][
indicator][index]['status'] = status
if latest_result['is_hot'] or latest_result[
'is_cold']:
try:
last_status = self.last_analysis[exchange][
market][indicator_type][indicator][
index]['status']
except:
last_status = str()
should_alert = True
if analysis['config'][
'alert_frequency'] == 'once':
if last_status == status:
should_alert = False
if not analysis['config']['alert_enabled']:
should_alert = False
if should_alert:
base_currency, quote_currency = market.split(
'/')
new_message += message_template.render(
values=values,
exchange=exchange,
market=market,
base_currency=base_currency,
quote_currency=quote_currency,
indicator=indicator,
indicator_number=index,
analysis=analysis,
status=status,
last_status=last_status)
# Merge changes from new analysis into last analysis
self.last_analysis = {**self.last_analysis, **new_analysis}
return new_message
class Notifier():
"""Handles sending notifications via the configured notifiers
"""
def __init__(self, notifier_config, config):
"""Initializes Notifier class
Args:
notifier_config (dict): A dictionary containing configuration for the notifications.
"""
self.config = config
self.logger = structlog.get_logger()
self.notifier_config = notifier_config
self.last_analysis = dict()
self.hotImoji = emojize(":hotsprings: ", use_aliases=True)
self.coldImoji = emojize(":snowman: ", use_aliases=True)
self.primaryImoji = emojize(":ok_hand: ", use_aliases=True)
enabled_notifiers = list()
self.logger = structlog.get_logger()
self.twilio_configured = self._validate_required_config(
'twilio', notifier_config)
if self.twilio_configured:
self.twilio_client = TwilioNotifier(
twilio_key=notifier_config['twilio']['required']['key'],
twilio_secret=notifier_config['twilio']['required']['secret'],
twilio_sender_number=notifier_config['twilio']['required']
['sender_number'],
twilio_receiver_number=notifier_config['twilio']['required']
['receiver_number'])
enabled_notifiers.append('twilio')
self.discord_configured = self._validate_required_config(
'discord', notifier_config)
if self.discord_configured:
self.discord_client = DiscordNotifier(
webhook=notifier_config['discord']['required']['webhook'],
username=notifier_config['discord']['required']['username'],
avatar=notifier_config['discord']['optional']['avatar'])
enabled_notifiers.append('discord')
self.slack_configured = self._validate_required_config(
'slack', notifier_config)
if self.slack_configured:
self.slack_client = SlackNotifier(
slack_webhook=notifier_config['slack']['required']['webhook'])
enabled_notifiers.append('slack')
self.gmail_configured = self._validate_required_config(
'gmail', notifier_config)
if self.gmail_configured:
self.gmail_client = GmailNotifier(
username=notifier_config['gmail']['required']['username'],
password=notifier_config['gmail']['required']['password'],
destination_addresses=notifier_config['gmail']['required']
['destination_emails'])
enabled_notifiers.append('gmail')
self.telegram_configured = self._validate_required_config(
'telegram', notifier_config)
if self.telegram_configured:
self.telegram_client = TelegramNotifier(
token=notifier_config['telegram']['required']['token'],
chat_id=notifier_config['telegram']['required']['chat_id'],
parse_mode=notifier_config['telegram']['optional']
['parse_mode'])
enabled_notifiers.append('telegram')
self.webhook_configured = self._validate_required_config(
'webhook', notifier_config)
if self.webhook_configured:
self.webhook_client = WebhookNotifier(
url=notifier_config['webhook']['required']['url'],
username=notifier_config['webhook']['optional']['username'],
password=notifier_config['webhook']['optional']['password'])
enabled_notifiers.append('webhook')
self.stdout_configured = self._validate_required_config(
'stdout', notifier_config)
if self.stdout_configured:
self.stdout_client = StdoutNotifier()
enabled_notifiers.append('stdout')
self.logger.info('enabled notifers: %s', enabled_notifiers)
def notify_all(self, new_analysis):
"""Trigger a notification for all notification options.
Args:
new_analysis (dict): The new_analysis to send.
"""
self.notify_slack(new_analysis)
self.notify_discord(new_analysis)
self.notify_twilio(new_analysis)
self.notify_gmail(new_analysis)
self.notify_telegram(new_analysis)
self.notify_webhook(new_analysis)
self.notify_stdout(new_analysis)
def notify_all_new(self, new_analysis):
"""Trigger a notification for all notification options.
Args:
new_analysis (dict): The new_analysis to send.
:param config:
"""
self._indicator_message_templater(
new_analysis,
self.notifier_config['slack']['optional']['template'])
print()
def notify_discord(self, new_analysis):
"""Send a notification via the discord notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.discord_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['discord']['optional']['template'])
if message.strip():
self.discord_client.notify(message)
def notify_slack(self, new_analysis):
"""Send a notification via the slack notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.slack_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['slack']['optional']['template'])
if message.strip():
self.slack_client.notify(message)
def notify_twilio(self, new_analysis):
"""Send a notification via the twilio notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.twilio_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['twilio']['optional']['template'])
if message.strip():
self.twilio_client.notify(message)
def notify_gmail(self, new_analysis):
"""Send a notification via the gmail notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.gmail_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['gmail']['optional']['template'])
if message.strip():
self.gmail_client.notify(message)
def notify_telegram(self, new_analysis):
"""Send a notification via the telegram notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.telegram_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['telegram']['optional']['template'])
if message.strip():
self.telegram_client.notify(message)
def notify_webhook(self, new_analysis):
"""Send a notification via the webhook notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.webhook_configured:
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
for indicator in new_analysis[exchange][market][
indicator_type]:
for index, analysis in enumerate(
new_analysis[exchange][market]
[indicator_type][indicator]):
analysis_dict = analysis['result'].to_dict(
orient='records')
if analysis_dict:
new_analysis[exchange][market][
indicator_type][indicator][
index] = analysis_dict[-1]
else:
new_analysis[exchange][market][
indicator_type][indicator][index] = ''
self.webhook_client.notify(new_analysis)
def notify_stdout(self, new_analysis):
"""Send a notification via the stdout notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.stdout_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['stdout']['optional']['template'])
if message.strip():
self.stdout_client.notify(message)
def _validate_required_config(self, notifier, notifier_config):
"""Validate the required configuration items are present for a notifier.
Args:
notifier (str): The name of the notifier key in default-config.json
notifier_config (dict): A dictionary containing configuration for the notifications.
Returns:
bool: Is the notifier configured?
"""
notifier_configured = True
for _, val in notifier_config[notifier]['required'].items():
if not val:
notifier_configured = False
return notifier_configured
def _indicator_message_templater(self, new_analysis, template):
"""Creates a message from a user defined template
Args:
new_analysis (dict): A dictionary of data related to the analysis to send a message about.
template (str): A Jinja formatted message template.
Returns:
str: The templated messages for the notifier.
"""
if not self.last_analysis:
self.last_analysis = new_analysis
customCode = True
message_template = Template(template)
new_message = str()
for exchange in new_analysis:
for market in new_analysis[exchange]:
base_currency, quote_currency = market.split('/')
sendNotification = False
allIndicatorData = {}
primaryIndicators = []
crossedData = {}
informatntData = {}
couldCount = 0
hotCount = 0
allIndicatorData["name"] = base_currency + quote_currency
allIndicatorData["exchange"] = exchange
allIndicatorData["crossed"] = {}
allIndicatorData["informants"] = {}
for indicator_type in new_analysis[exchange][market]:
print(indicator_type)
for indicator in new_analysis[exchange][market][
indicator_type]:
for index, analysis in enumerate(
new_analysis[exchange][market][indicator_type]
[indicator]):
if analysis['result'].shape[0] == 0:
continue
values = dict()
jsonIndicator = {}
if indicator_type == 'informants':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
values[signal] = analysis['result'].iloc[
-1][signal]
if isinstance(values[signal], float):
values[signal] = format(
values[signal], '.8f')
informent_result = {
"result": values,
"config": analysis['config']
}
informatntData[indicator] = informent_result
continue
elif indicator_type == 'indicators':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
values[signal] = analysis['result'].iloc[
-1][signal]
if isinstance(values[signal], float):
values[signal] = format(
values[signal], '.8f')
elif indicator_type == 'crossovers':
latest_result = analysis['result'].iloc[-1]
crosedIndicator = True
allIndicatorData["crosed"] = crosedIndicator
key_signal = '{}_{}'.format(
analysis['config']['key_signal'],
analysis['config']['key_indicator_index'])
crossed_signal = '{}_{}'.format(
analysis['config']['crossed_signal'],
analysis['config']
['crossed_indicator_index'])
values[key_signal] = analysis['result'].iloc[
-1][key_signal]
if isinstance(values[key_signal], float):
values[key_signal] = format(
values[key_signal], '.8f')
values[crossed_signal] = analysis[
'result'].iloc[-1][crossed_signal]
if isinstance(values[crossed_signal], float):
values[crossed_signal] = format(
values[crossed_signal], '.8f')
dataCros = {
"name":
key_signal[0:-2],
"key_value":
values[key_signal],
"crossed_value":
values[crossed_signal],
"is_hot":
True if latest_result['is_hot'] else False,
"is_cold":
True if latest_result['is_cold'] else False
}
dataCros["key_config"] = \
new_analysis[exchange][market]['informants'][dataCros["name"]][0]["config"]
dataCros["crossed_config"] = \
new_analysis[exchange][market]['informants'][dataCros["name"]][1]["config"]
crossedData[dataCros["name"]] = dataCros
continue
status = 'neutral'
if latest_result['is_hot']:
status = 'hot'
if indicator != "ichimoku" and indicator_type != "informants" and indicator_type != "crossovers":
hotCount += 1
elif latest_result['is_cold']:
status = 'cold'
if indicator != "ichimoku" and indicator_type != "informants" and indicator_type != "crossovers":
couldCount += 1
# Save status of indicator's new analysis
new_analysis[exchange][market][indicator_type][
indicator][index]['status'] = status
if latest_result['is_hot'] or latest_result[
'is_cold'] or customCode:
try:
last_status = \
self.last_analysis[exchange][market][indicator_type][indicator][index]['status']
except:
last_status = str()
should_alert = True
try:
if analysis['config'][
'alert_frequency'] == 'once':
if last_status == status:
should_alert = False
if not analysis['config']['alert_enabled']:
should_alert = False
except Exception as ex:
print(ex)
jsonIndicator["values"] = values
jsonIndicator["exchange"] = exchange
jsonIndicator["market"] = market
jsonIndicator["base_currency"] = base_currency
jsonIndicator[
"quote_currency"] = quote_currency
jsonIndicator["indicator"] = indicator
jsonIndicator["indicator_number"] = index
jsonIndicator["config"] = analysis['config']
jsonIndicator["status"] = status
jsonIndicator["last_status"] = last_status
if (latest_result['is_hot']
or latest_result['is_cold']
) and should_alert:
sendNotification = True
primaryIndicators.append(indicator)
new_message += message_template.render(
values=values,
exchange=exchange,
market=market,
base_currency=base_currency,
quote_currency=quote_currency,
indicator=indicator,
indicator_number=index,
analysis=analysis,
status=status,
last_status=last_status)
if len(primaryIndicators) == 0:
jsonIndicator["primary"] = True
else:
jsonIndicator["primary"] = False
else:
jsonIndicator["primary"] = False
allIndicatorData[indicator] = jsonIndicator
myset = self.config.settings
if sendNotification == True and len(primaryIndicators) >= 2 and \
(hotCount >= myset["max_hot_notification"] or couldCount >= myset["max_cold_notification"]):
allIndicatorData["crossed"] = crossedData
allIndicatorData["informants"] = informatntData
print("Hot : " + str(hotCount) + " cold : " +
str(couldCount))
self.notify_custom_telegram(allIndicatorData)
# exit()
# Merge changes from new analysis into last analysis
self.last_analysis = {**self.last_analysis, **new_analysis}
return new_message
def bollinger_bands_state_calculation(self, upperband, middleband,
lowerband, v_close):
isInTop = v_close > middleband
isDown = v_close < middleband
isCold = isHot = False
if isInTop:
diff_close = upperband - v_close
diff_med = v_close - middleband
isCold = diff_close < diff_med
elif isDown:
diff_close = v_close - lowerband
diff_med = middleband - v_close
isHot = diff_close < diff_med
if isCold:
return "cold"
elif isHot:
return "hot"
else:
return "neutral"
def moving_avg_status(self, key_value, crossed_value, is_hot, key_config,
crossed_config):
if is_hot:
message = str(key_config["period_count"]) + " up " + str(
crossed_config["period_count"])
else:
message = str(key_config["period_count"]) + " down " + str(
crossed_config["period_count"])
message += self.status_generator(False, "hot" if is_hot else "cold")
# message += "\n \t" + key_config["candle_period"] + "/" + str(key_config["period_count"]) + " ====> " + str(
# key_value) message += "\n \t" + crossed_config["candle_period"] + "/" + str(crossed_config["period_count"])
# + " ====> " + str(crossed_value)
return message
def status_generator(self, primary, state):
message = str()
if primary and (state == "cold" or state == "hot"):
message += self.primaryImoji
elif state == "cold":
message += self.coldImoji
elif state == "hot":
message += self.hotImoji
message += "\n"
return " " + message
def notify_custom_telegram(self, objectsData):
"""Send a notification via the telegram notifier
Args:
objectsData (dict): The new_analysis to send.
"""
# print(json.dumps(objectsData))
try:
message = str()
# Crypto Name
message = emojize(
":gem:", use_aliases=True) + " #" + objectsData["name"] + "\n"
# Market Name
message += self.config.settings[
"period_data"] + " / " + objectsData["exchange"] + "\n"
message += "#Price -- " + objectsData["informants"]["ohlcv"][
"result"]["close"] + " BTC \n\n"
# MFI
mfi = objectsData["mfi"]
message += "MFI - is " + mfi["status"] + " (" + mfi["values"][
"mfi"] + ") "
message += self.status_generator(mfi["primary"], mfi["status"])
# RSI
rsi = objectsData["rsi"]
message += "RSI - is " + rsi["status"] + " (" + rsi["values"][
"rsi"] + ")"
message += self.status_generator(rsi["primary"], rsi["status"])
# STOCH_RSI
stock_rsi = objectsData["stoch_rsi"]
message += "STOCH_RSI - is " + stock_rsi[
"status"] + " (" + stock_rsi["values"]["stoch_rsi"] + ")"
message += self.status_generator(stock_rsi["primary"],
stock_rsi["status"])
# MACD
macd = objectsData["macd"]
message += "MACD - is " + macd["status"] + " (" + macd["values"][
"macd"] + ")"
message += self.status_generator(macd["primary"], macd["status"])
# Bollinder bands
bb_result = objectsData["informants"]["bollinger_bands"]["result"]
bollinger_bands_state = self.bollinger_bands_state_calculation(
float(bb_result["upperband"]), float(bb_result["middleband"]),
float(bb_result["lowerband"]),
float(objectsData["informants"]["ohlcv"]["result"]["close"]))
message += "Bollinger Bands - is " + bollinger_bands_state
message += self.status_generator(False, bollinger_bands_state)
# message += " \t(upperband ===> " + bb_result["upperband"] + ") \n"
# message += " \t(middleband ===> " + bb_result["middleband"] + ") \n"
# message += " \t(lowerband ===> " + bb_result["lowerband"] + ")"
# EMA Crossed
ema = objectsData["crossed"]["ema"]
ema_key_config = ema["key_config"]
ema_crossed_config = ema["crossed_config"]
mva_stat = self.moving_avg_status(ema["key_value"],
ema["crossed_value"],
bool(ema["is_hot"]),
ema_key_config,
ema_crossed_config)
message += "Moving Average (ema) " + mva_stat
# ICHIMOKU
ichimoku = objectsData["ichimoku"]
message += "Ichimoku Cloud - is " + ichimoku["status"]
message += self.status_generator(ichimoku["primary"],
ichimoku["status"])
if self.telegram_configured:
self.telegram_client.notify(message)
print(message)
except Exception as ex:
print(ex)
class Notifier():
"""Handles sending notifications via the configured notifiers
"""
exchangeMap = {"binance": "币安",
"bitfinex": "bitfinex交易所",
"huobi": "火币全球",
"bittrex": "bittrex",
"gateio": "gateio",
"okex": "ok交易所",
"zb": "zb交易所",
"kucoin": "kucoin交易所",
"coinex":"coinex交易所",
"hitbtc":"hitbtc交易所",
"poloniex":"poloniex交易所"
}
periodMap = {"15min":"15分钟","30min":"30分钟","1h":"1小时", "1d":"日线", "d":"日线", "3d":"3日", "4h":"4小时", "6h":"6小时", "12h":"12小时", "w":"周线"}
cst_tz = timezone('Asia/Shanghai')
utc_tz = timezone('UTC')
webhook = 'https://oapi.dingtalk.com/robot/send?access_token=86546fe72b329fa2fac6f133dd6d6db318c4a12b13dd03b2d5df8c2375f73124'
def __init__(self, notifier_config):
"""Initializes Notifier class
Args:
notifier_config (dict): A dictionary containing configuration for the notifications.
"""
self.logger = structlog.get_logger()
self.notifier_config = notifier_config
self.last_analysis = dict()
enabled_notifiers = list()
self.logger = structlog.get_logger()
self.twilio_configured = self._validate_required_config('twilio', notifier_config)
if self.twilio_configured:
self.twilio_client = TwilioNotifier(
twilio_key=notifier_config['twilio']['required']['key'],
twilio_secret=notifier_config['twilio']['required']['secret'],
twilio_sender_number=notifier_config['twilio']['required']['sender_number'],
twilio_receiver_number=notifier_config['twilio']['required']['receiver_number']
)
enabled_notifiers.append('twilio')
self.discord_configured = self._validate_required_config('discord', notifier_config)
if self.discord_configured:
self.discord_client = DiscordNotifier(
webhook=notifier_config['discord']['required']['webhook'],
username=notifier_config['discord']['required']['username'],
avatar=notifier_config['discord']['optional']['avatar']
)
enabled_notifiers.append('discord')
self.slack_configured = self._validate_required_config('slack', notifier_config)
if self.slack_configured:
self.slack_client = SlackNotifier(
slack_webhook=notifier_config['slack']['required']['webhook']
)
enabled_notifiers.append('slack')
self.gmail_configured = self._validate_required_config('gmail', notifier_config)
if self.gmail_configured:
self.gmail_client = GmailNotifier(
username=notifier_config['gmail']['required']['username'],
password=notifier_config['gmail']['required']['password'],
destination_addresses=notifier_config['gmail']['required']['destination_emails']
)
enabled_notifiers.append('gmail')
self.telegram_configured = self._validate_required_config('telegram', notifier_config)
# if self.telegram_configured:
# self.telegram_client = TelegramNotifier(
# token=notifier_config['telegram']['required']['token'],
# chat_id=notifier_config['telegram']['required']['chat_id'],
# parse_mode=notifier_config['telegram']['optional']['parse_mode']
# )
# enabled_notifiers.append('telegram')
#
self.webhook_configured = self._validate_required_config('webhook', notifier_config)
if self.webhook_configured:
self.webhook_client = WebhookNotifier(
url=notifier_config['webhook']['required']['url'],
username=notifier_config['webhook']['optional']['username'],
password=notifier_config['webhook']['optional']['password']
)
enabled_notifiers.append('webhook')
self.stdout_configured = self._validate_required_config('stdout', notifier_config)
if self.stdout_configured:
self.stdout_client = StdoutNotifier()
enabled_notifiers.append('stdout')
self.logger.info('enabled notifiers: %s', enabled_notifiers)
def notify_all(self, new_analysis):
"""Trigger a notification for all notification options.
Args:
new_analysis (dict): The new_analysis to send.
"""
self.notify_slack(new_analysis)
self.notify_discord(new_analysis)
self.notify_twilio(new_analysis)
self.notify_gmail(new_analysis)
self.notify_telegram(new_analysis)
self.notify_webhook(new_analysis)
self.notify_stdout(new_analysis)
def notify_discord(self, new_analysis):
"""Send a notification via the discord notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.discord_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['discord']['optional']['template']
)
if message.strip():
self.discord_client.notify(message)
def notify_slack(self, new_analysis):
"""Send a notification via the slack notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.slack_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['slack']['optional']['template']
)
if message.strip():
self.slack_client.notify(message)
def notify_twilio(self, new_analysis):
"""Send a notification via the twilio notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.twilio_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['twilio']['optional']['template']
)
if message.strip():
self.twilio_client.notify(message)
def notify_gmail(self, new_analysis):
"""Send a notification via the gmail notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.gmail_configured:
(message, title) = self._indicator_message_templater(
new_analysis,
self.notifier_config['gmail']['optional']['template']
)
message = message.strip()
indicatorModes = sys.argv[3]
if message != "":
if(indicatorModes == 'easy'):
self.dingtalk(message, self.webhook)
self.gmail_client.notify(message, title)
def dingtalk(self, msg, webhook):
headers = {'Content-Type': 'application/json; charset=utf-8'}
data = {'msgtype': 'text', 'text': {'content': msg}, 'at': {'atMobiles': [], 'isAtAll': False}}
post_data = json.dumps(data)
response = requests.post(webhook, headers=headers, data=post_data)
return response.text
def notify_telegram(self, new_analysis):
"""Send a notification via the telegram notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.telegram_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['telegram']['optional']['template']
)
if message.strip():
self.telegram_client.notify(message)
def notify_webhook(self, new_analysis):
"""Send a notification via the webhook notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.webhook_configured:
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
for indicator in new_analysis[exchange][market][indicator_type]:
for index, analysis in enumerate(new_analysis[exchange][market][indicator_type][indicator]):
analysis_dict = analysis['result'].to_dict(orient='records')
if analysis_dict:
new_analysis[exchange][market][indicator_type][indicator][index] = analysis_dict[-1]
else:
new_analysis[exchange][market][indicator_type][indicator][index] = ''
self.webhook_client.notify(new_analysis)
def notify_stdout(self, new_analysis):
"""Send a notification via the stdout notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.stdout_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['stdout']['optional']['template']
)
if message.strip():
self.stdout_client.notify(message)
def _validate_required_config(self, notifier, notifier_config):
"""Validate the required configuration items are present for a notifier.
Args:
notifier (str): The name of the notifier key in default-config.json
notifier_config (dict): A dictionary containing configuration for the notifications.
Returns:
bool: Is the notifier configured?
"""
notifier_configured = True
for _, val in notifier_config[notifier]['required'].items():
if not val:
notifier_configured = False
return notifier_configured
def convertTitle(self):
temp = sys.argv[2].split("_")
items = temp[0].split("/")
exchange = items[len(items)-1];
period = temp[1].split(".")[0];
type = ""
if temp[len(temp)-1].split(".")[0] == "contract" :
type = "合约"
# [BTC - USD - 190927, ETC - USD - 190927, ETH - USD - 190927, LTC - USD - 190927, BSV - USD - 190927,
# BSV - USD - 190927, XRP - USD - 190927, TRX - USD - 190927,
# EOS - USD - 190927]
return self.exchangeMap[exchange], self.periodMap[period], type
def getLocalizeTime(self):
utcnow = datetime.utcnow()
utcnow = utcnow.replace(tzinfo=self.utc_tz)
china = utcnow.astimezone(self.cst_tz)
return " 发送时间: 时区: 亚洲/上海(GMT+08:00) %s"%china.strftime('%Y-%m-%d %H:%M:%S')
def _indicator_message_templater(self, new_analysis, template):
"""Creates a message from a user defined template
Args:
new_analysis (dict): A dictionary of data related to the analysis to send a message about.
template (str): A Jinja formatted message template.
Returns:
str: The templated messages for the notifier.
"""
if not self.last_analysis:
self.last_analysis = new_analysis
message_template = Template(template)
new_message = str()
# extractCoins.matchCoinPairsToUsdt(sys.argv[2]);
file = open(sys.argv[2], mode='r')
text = file.read()
if text == "":
return "", ""
(exchange, period, type) = self.convertTitle();
title = '信号： '+ exchange + " " + period + " " + type + '\n\n'
if len(sys.argv) > 5 and (sys.argv[5] == '-prefix'):
prefix = self.notifier_config['gmail']['prefix']
title = prefix + title
new_message = new_message + "<html><head></head><body>"
# new_message = new_message + self.getLocalizeTime() + "\n"
new_message = new_message + text
new_message = new_message + "</body> </html>"
file.close()
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
if indicator_type == 'informants':
continue
for indicator in new_analysis[exchange][market][indicator_type]:
for index, analysis in enumerate(new_analysis[exchange][market][indicator_type][indicator]):
if analysis['result'].shape[0] == 0:
continue
values = dict()
if indicator_type == 'indicators':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
if signal == 'kdj':
values['k'] = analysis['result'].iloc[-1]['k']
values['d'] = analysis['result'].iloc[-1]['d']
values['j'] = analysis['result'].iloc[-1]['j']
if isinstance(values['k'], float):
values['k'] = format(values['k'], '.8f')
if isinstance(values['d'], float):
values['d'] = format(values['d'], '.8f')
if isinstance(values['j'], float):
values['j'] = format(values['j'], '.8f')
else:
values[signal] = analysis['result'].iloc[-1][signal]
if isinstance(values[signal], float):
values[signal] = format(values[signal], '.8f')
elif indicator_type == 'crossovers':
latest_result = analysis['result'].iloc[-1]
key_signal = '{}_{}'.format(
analysis['config']['key_signal'],
analysis['config']['key_indicator_index']
)
crossed_signal = '{}_{}'.format(
analysis['config']['crossed_signal'],
analysis['config']['crossed_indicator_index']
)
values[key_signal] = analysis['result'].iloc[-1][key_signal]
if isinstance(values[key_signal], float):
values[key_signal] = format(values[key_signal], '.8f')
values[crossed_signal] = analysis['result'].iloc[-1][crossed_signal]
if isinstance(values[crossed_signal], float):
values[crossed_signal] = format(values[crossed_signal], '.8f')
status = 'neutral'
if latest_result['is_hot']:
status = 'hot'
elif latest_result['is_cold']:
status = 'cold'
# Save status of indicator's new analysis
new_analysis[exchange][market][indicator_type][indicator][index]['status'] = status
if latest_result['is_hot'] or latest_result['is_cold']:
try:
last_status = self.last_analysis[exchange][market][indicator_type][indicator][index]['status']
except:
last_status = str()
should_alert = True
if analysis['config']['alert_frequency'] == 'once':
if last_status == status:
should_alert = False
if not analysis['config']['alert_enabled']:
should_alert = False
if False and should_alert:
base_currency, quote_currency = market.split('/')
new_message += message_template.render(
values=values,
exchange=exchange,
market=market,
base_currency=base_currency,
quote_currency=quote_currency,
indicator=indicator,
indicator_number=index,
analysis=analysis,
status=status,
last_status=last_status
)
# Merge changes from new analysis into last analysis
self.last_analysis = {**self.last_analysis, **new_analysis}
return new_message, title
class Notifier():
"""Handles sending notifications via the configured notifiers
"""
def __init__(self, notifier_config):
"""Initializes Notifier class
Args:
notifier_config (dict): A dictionary containing configuration for the notifications.
"""
self.logger = structlog.get_logger()
self.notifier_config = notifier_config
self.last_analysis = dict()
enabled_notifiers = list()
self.logger = structlog.get_logger()
self.twilio_configured = self._validate_required_config('twilio', notifier_config)
if self.twilio_configured:
self.twilio_client = TwilioNotifier(
twilio_key=notifier_config['twilio']['required']['key'],
twilio_secret=notifier_config['twilio']['required']['secret'],
twilio_sender_number=notifier_config['twilio']['required']['sender_number'],
twilio_receiver_number=notifier_config['twilio']['required']['receiver_number']
)
enabled_notifiers.append('twilio')
self.discord_configured = self._validate_required_config('discord', notifier_config)
if self.discord_configured:
self.discord_client = DiscordNotifier(
webhook=notifier_config['discord']['required']['webhook'],
username=notifier_config['discord']['required']['username'],
avatar=notifier_config['discord']['optional']['avatar']
)
enabled_notifiers.append('discord')
self.slack_configured = self._validate_required_config('slack', notifier_config)
if self.slack_configured:
self.slack_client = SlackNotifier(
slack_webhook=notifier_config['slack']['required']['webhook']
)
enabled_notifiers.append('slack')
self.gmail_configured = self._validate_required_config('gmail', notifier_config)
if self.gmail_configured:
self.gmail_client = GmailNotifier(
username=notifier_config['gmail']['required']['username'],
password=notifier_config['gmail']['required']['password'],
destination_addresses=notifier_config['gmail']['required']['destination_emails']
)
enabled_notifiers.append('gmail')
self.telegram_configured = self._validate_required_config('telegram', notifier_config)
if self.telegram_configured:
self.telegram_client = TelegramNotifier(
token=notifier_config['telegram']['required']['token'],
chat_id=notifier_config['telegram']['required']['chat_id'],
parse_mode=notifier_config['telegram']['optional']['parse_mode']
)
enabled_notifiers.append('telegram')
self.webhook_configured = self._validate_required_config('webhook', notifier_config)
if self.webhook_configured:
self.webhook_client = WebhookNotifier(
url=notifier_config['webhook']['required']['url'],
username=notifier_config['webhook']['optional']['username'],
password=notifier_config['webhook']['optional']['password']
)
enabled_notifiers.append('webhook')
self.stdout_configured = self._validate_required_config('stdout', notifier_config)
if self.stdout_configured:
self.stdout_client = StdoutNotifier()
enabled_notifiers.append('stdout')
self.logger.info('enabled notifers: %s', enabled_notifiers)
def notify_all(self, new_analysis):
"""Trigger a notification for all notification options.
Args:
new_analysis (dict): The new_analysis to send.
"""
self.notify_slack(new_analysis)
self.notify_discord(new_analysis)
self.notify_twilio(new_analysis)
self.notify_gmail(new_analysis)
self.notify_telegram(new_analysis)
self.notify_webhook(new_analysis)
self.notify_stdout(new_analysis)
def notify_discord(self, new_analysis):
"""Send a notification via the discord notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.discord_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['discord']['optional']['template']
)
if message.strip():
self.discord_client.notify(message)
def notify_slack(self, new_analysis):
"""Send a notification via the slack notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.slack_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['slack']['optional']['template']
)
if message.strip():
self.slack_client.notify(message)
def notify_twilio(self, new_analysis):
"""Send a notification via the twilio notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.twilio_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['twilio']['optional']['template']
)
if message.strip():
self.twilio_client.notify(message)
def notify_gmail(self, new_analysis):
"""Send a notification via the gmail notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.gmail_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['gmail']['optional']['template']
)
if message.strip():
self.gmail_client.notify(message)
def notify_telegram(self, new_analysis):
"""Send a notification via the telegram notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.telegram_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['telegram']['optional']['template']
)
if message.strip():
self.telegram_client.notify(message)
def notify_webhook(self, new_analysis):
"""Send a notification via the webhook notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.webhook_configured:
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
for indicator in new_analysis[exchange][market][indicator_type]:
for index, analysis in enumerate(new_analysis[exchange][market][indicator_type][indicator]):
analysis_dict = analysis['result'].to_dict(orient='records')
if analysis_dict:
new_analysis[exchange][market][indicator_type][indicator][index] = analysis_dict[-1]
else:
new_analysis[exchange][market][indicator_type][indicator][index] = ''
self.webhook_client.notify(new_analysis)
def notify_stdout(self, new_analysis):
"""Send a notification via the stdout notifier
Args:
new_analysis (dict): The new_analysis to send.
"""
if self.stdout_configured:
message = self._indicator_message_templater(
new_analysis,
self.notifier_config['stdout']['optional']['template']
)
if message.strip():
self.stdout_client.notify(message)
def _validate_required_config(self, notifier, notifier_config):
"""Validate the required configuration items are present for a notifier.
Args:
notifier (str): The name of the notifier key in default-config.json
notifier_config (dict): A dictionary containing configuration for the notifications.
Returns:
bool: Is the notifier configured?
"""
notifier_configured = True
for _, val in notifier_config[notifier]['required'].items():
if not val:
notifier_configured = False
return notifier_configured
def _indicator_message_templater(self, new_analysis, template):
"""Creates a message from a user defined template
Args:
new_analysis (dict): A dictionary of data related to the analysis to send a message about.
template (str): A Jinja formatted message template.
Returns:
str: The templated messages for the notifier.
"""
if not self.last_analysis:
self.last_analysis = new_analysis
message_template = Template(template)
new_message = str()
for exchange in new_analysis:
for market in new_analysis[exchange]:
for indicator_type in new_analysis[exchange][market]:
if indicator_type == 'informants':
continue
for indicator in new_analysis[exchange][market][indicator_type]:
for index, analysis in enumerate(new_analysis[exchange][market][indicator_type][indicator]):
if analysis['result'].shape[0] == 0:
continue
values = dict()
if indicator_type == 'indicators':
for signal in analysis['config']['signal']:
latest_result = analysis['result'].iloc[-1]
values[signal] = analysis['result'].iloc[-1][signal]
if isinstance(values[signal], float):
values[signal] = format(values[signal], '.8f')
elif indicator_type == 'crossovers':
latest_result = analysis['result'].iloc[-1]
key_signal = '{}_{}'.format(
analysis['config']['key_signal'],
analysis['config']['key_indicator_index']
)
crossed_signal = '{}_{}'.format(
analysis['config']['crossed_signal'],
analysis['config']['crossed_indicator_index']
)
values[key_signal] = analysis['result'].iloc[-1][key_signal]
if isinstance(values[key_signal], float):
values[key_signal] = format(values[key_signal], '.8f')
values[crossed_signal] = analysis['result'].iloc[-1][crossed_signal]
if isinstance(values[crossed_signal], float):
values[crossed_signal] = format(values[crossed_signal], '.8f')
status = 'neutral'
if latest_result['is_hot']:
status = 'hot'
elif latest_result['is_cold']:
status = 'cold'
# Save status of indicator's new analysis
new_analysis[exchange][market][indicator_type][indicator][index]['status'] = status
if latest_result['is_hot'] or latest_result['is_cold']:
try:
last_status = self.last_analysis[exchange][market][indicator_type][indicator][index]['status']
except:
last_status = str()
should_alert = True
if analysis['config']['alert_frequency'] == 'once':
if last_status == status:
should_alert = False
if not analysis['config']['alert_enabled']:
should_alert = False
if should_alert:
base_currency, quote_currency = market.split('/')
new_message += message_template.render(
values=values,
exchange=exchange,
market=market,
base_currency=base_currency,
quote_currency=quote_currency,
indicator=indicator,
indicator_number=index,
analysis=analysis,
status=status,
last_status=last_status
)
# Merge changes from new analysis into last analysis
self.last_analysis = {**self.last_analysis, **new_analysis}
return new_message