def __init__(self, tradesource, period, record_candles=True, start=None, quiet=False):
self.tradesource = tradesource
self.p_value, self.p_unit = parse_period(period)
self.period = period
self.step = pdelta(self.p_value, self.p_unit)
self.exchange, self.base, self.alt = tradesource.exchange, tradesource.base, tradesource.alt
self.candlefile = CANDLES + '{}_{}_{}_{}{}'.format(self.exchange, self.base, self.alt, self.p_value, self.p_unit)
self.record_candles = record_candles
self.quiet = quiet
# check for candle directory
if not os.path.exists(CANDLES):
build_data_directories()
# check for candle file
if os.path.exists(self.candlefile):
with open(self.candlefile, 'rb') as readfile:
reader = csv.reader(readfile, delimiter=',')
if start:
self.closed_candles = [[int(candle[0])] + [Decimal(x) for x in candle[1:]] for candle in reader if ut_to_dt(candle[0]) < start]
else:
self.closed_candles = [[int(candle[0])] + [Decimal(x) for x in candle[1:]] for candle in reader]
self.active_candle = self.closed_candles.pop()
# if no candle file, check for trades in tradesource
elif self.tradesource.trades:
if not self.quiet: print 'No candlefile found; generating from tradesource...'
if start:
self.closed_candles = [[int(candle[0])] + [Decimal(x) for x in candle[1:]]
for candle in trades_to_candles(self.tradesource.trades, period)
if ut_to_dt(candle[0]) < start]
else:
self.closed_candles = [[int(candle[0])] + [Decimal(x) for x in candle[1:]]
for candle in trades_to_candles(self.tradesource.trades, period)]
# assume the last candle is still active
self.active_candle = self.closed_candles.pop()
# if no candles or trades
else:
if not self.quiet: print 'No candlefile found; no tradefile found; waiting for new trades...'
self.closed_candles = []
self.active_candle = []
self.active_trades = []
self.next_start = None
if self.active_candle: # at least one candle was found
self.next_start = ut_to_dt(self.active_candle[0]) + self.step
# assume last candle is not closed yet (check in update)
self.last_closed_known = False
# get trade data from most recent candle
self.active_trades = [trade for trade in self.tradesource.trades
if trade['timestamp'] >= self.active_candle[0]]
def plot(self, candles, period, ncandles=100, indicators=[]):
self.p_value, self.p_unit = parse_period(period)
self.candles = candles
starts, opens, closes, highs, lows, volumes = np.array(
self.candles).transpose()
dates = [mdates.date2num(ut_to_dt(start)) for start in starts]
self.candles = np.array([dates, opens, closes, highs,
lows, volumes]).transpose()
start = ut_to_dt(starts[-ncandles]) - pdelta(self.p_value, self.p_unit)
end = ut_to_dt(starts[-1]) + pdelta(self.p_value, self.p_unit)
self.ax1.cla()
self.ax1.xaxis_date()
candlestick(self.ax1, self.candles[-ncandles:],
width=self.candleWidth(), colorup='cyan', colordown='blue')
self.ax1.set_xlim(mdates.date2num(start), mdates.date2num(end))
self.ax2.cla()
self.ax2.xaxis_date()
self.ax2.yaxis.set_ticklabels([]) # hide volume numbers
self.ax2.set_xlim(mdates.date2num(start), mdates.date2num(end))
# indicators
plot_volume = True # default case
for indicator in indicators:
values = indicator.calculate(self.candles)[-ncandles:]
if indicator.plot_type == 'primary':
self.ax1.plot(dates[-ncandles:], values[-ncandles:],
label=indicator.label)
if indicator.plot_type == 'secondary':
self.ax2.plot(dates[-ncandles:], values[-ncandles:],
'#00ffe8', linewidth=0.8, label=indicator.label)
self.ax2.fill_between(dates[-ncandles:], 0,
[float(x) for x in values],
facecolor='#00ffe8', alpha=0.5)
self.ax2.set_ylabel(indicator.label)
plot_volume = False
if plot_volume:
bar = False
if bar:
self.ax2.bar(dates[-ncandles:], volumes[-ncandles:], # bar
width=self.candlewidth(), facecolor='#00ffe8')
else:
self.ax2.plot(dates[-ncandles:], volumes[-ncandles:], # curve
'#00ffe8', linewidth=0.8)
self.ax2.fill_between(dates[-ncandles:], 0,
[float(x) for x in volumes[-ncandles:]],
facecolor='#00ffe8', alpha=0.5)
self.ax2.set_ylabel('Volume')
# legend
if indicators:
self.ax1.legend(loc=2, fancybox=True, prop={'size': 9})
self.formatting()
self.canvas.draw() # update