Exemplo n.º 1
0
 def test_4_returns_latest_buy_signal(self):
     buydf = DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
     with patch('analyze.analyze_ticker', return_value=buydf):
         self.assertEqual(get_buy_signal('BTC-ETH'), True)
     buydf = DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
     with patch('analyze.analyze_ticker', return_value=buydf):
         self.assertEqual(get_buy_signal('BTC-ETH'), False)
Exemplo n.º 2
0
def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[Trade]:
    """
    Checks the implemented trading indicator(s) for a randomly picked pair,
    if one pair triggers the buy_signal a new trade record gets created
    :param stake_amount: amount of btc to spend
    :param _exchange: exchange to use
    """
    logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
    whitelist = _CONF[_exchange.name.lower()]['pair_whitelist']
    # Check if btc_amount is fulfilled
    if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
        raise ValueError(
            'stake amount is not fulfilled (currency={}'.format(_CONF['stake_currency'])
        )

    # Remove currently opened and latest pairs from whitelist
    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
    if latest_trade:
        trades.append(latest_trade)
    for trade in trades:
        if trade.pair in whitelist:
            whitelist.remove(trade.pair)
            logger.debug('Ignoring %s in pair whitelist', trade.pair)
    if not whitelist:
        raise ValueError('No pair in whitelist')

    # Pick pair based on StochRSI buy signals
    for _pair in whitelist:
        if get_buy_signal(_pair):
            pair = _pair
            break
    else:
        return None

    open_rate = exchange.get_ticker(pair)['ask']
    amount = stake_amount / open_rate
    order_id = exchange.buy(pair, open_rate, amount)

    # Create trade entity and return
    message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
        _exchange.name,
        pair.replace('_', '/'),
        exchange.get_pair_detail_url(pair),
        open_rate
    )
    logger.info(message)
    telegram.send_msg(message)
    return Trade(pair=pair,
                 btc_amount=stake_amount,
                 open_rate=open_rate,
                 open_date=datetime.utcnow(),
                 amount=amount,
                 exchange=_exchange,
                 open_order_id=order_id,
                 is_open=True)
Exemplo n.º 3
0
def create_trade(stake_amount: float, exchange):
    """
    Creates a new trade record with a random pair
    :param stake_amount: amount of btc to spend
    :param exchange: exchange to use
    """
    logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
    whitelist = CONFIG[exchange.name.lower()]['pair_whitelist']
    # Check if btc_amount is fulfilled
    if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
        raise ValueError('stake amount is not fulfilled (currency={}'.format(
            CONFIG['stake_currency']))

    # Remove currently opened and latest pairs from whitelist
    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(
        Trade.id.desc()).first()
    if latest_trade:
        trades.append(latest_trade)
    for trade in trades:
        if trade.pair in whitelist:
            whitelist.remove(trade.pair)
            logger.debug('Ignoring %s in pair whitelist', trade.pair)
    if not whitelist:
        raise ValueError('No pair in whitelist')

    # Pick pair based on StochRSI buy signals
    for p in whitelist:
        if get_buy_signal(p):
            pair = p
            break
    else:
        raise ValueError('No buy signal from pairs: {}'.format(
            ', '.join(whitelist)))

    open_rate = api_wrapper.get_ticker(pair)['ask']
    amount = stake_amount / open_rate
    exchange = exchange
    order_id = api_wrapper.buy(pair, open_rate, amount)

    # Create trade entity and return
    message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
        exchange.name, pair.replace('_', '/'),
        api_wrapper.get_pair_detail_url(pair), open_rate)
    logger.info(message)
    TelegramHandler.send_msg(message)
    return Trade(pair=pair,
                 btc_amount=stake_amount,
                 open_rate=open_rate,
                 amount=amount,
                 exchange=exchange,
                 open_order_id=order_id)