Thread(target=load_candles, args=(sym,)).start()
while len(candles) < len(symbols):
print('%s/%s loaded' %(len(candles), len(symbols)), end='\r', flush=True)
time.sleep(0.1)
# calculate EMAs for each symbol
print('Calculating EMAs...')
for sym in candles:
for period in EMA_PERIODS:
iEMA = EMA([period])
lst_candles = candles[sym][:]
for c in lst_candles:
iEMA.add(c['close'])
if sym not in ema_values:
ema_values[sym] = {}
ema_values[sym][period] = iEMA.v()
# save filtered EMA results in txt files
print('Saving filtered EMA results to txt files...')
for sym in ema_values:
ema_50 = ema_values[sym][50]
ema_200 = ema_values[sym][200]
price = prices[sym]
entry = ''
if price < ema_50:
# save symbols trading below EMA (50)
f = open('results/below_50.txt', 'a')
entry = '%s: $%s\n' %(sym, round(price,3))
f.write(entry)
elif price > ema_50 and price < ema_200:
# save symbols trading above EMA(200)
def run_extract_candles():
# create results folder if it doesn't exist
if not os.path.exists('results/'):
os.makedirs('results/')
# start with blank files
open('results/below_55.txt', 'w').close()
open('results/above_55_below_200.txt', 'w').close()
open('results/above_200.txt', 'w').close()
# load symbols information
print('Getting list of BTC trade pairs...')
resp = requests.get(BASE_URL + '/api/v1/ticker/allBookTickers')
#print(resp.content)
tickers_list = json.loads(resp.content)
for ticker in tickers_list:
if str(ticker['symbol'])[-3:] == 'BTC':
symbols.append(ticker['symbol'])
# get 4h candles for symbols
print('Loading candle data for symbols...')
for sym in symbols:
#print('BINANCE:' + sym)
Thread(target=load_candles, args=(sym,)).start()
while len(candles) < len(symbols):
print('%s/%s loaded' %(len(candles), len(symbols)), end='\r', flush=True)
time.sleep(0.1)
# calculate EMAs for each symbol
print('Calculating EMAs...')
for sym in candles:
for period in EMA_PERIODS:
iEMA = EMA(period)
lst_candles = candles[sym][:]
for c in lst_candles:
iEMA.add(c['close'])
if sym not in ema_values:
ema_values[sym] = {}
ema_values[sym][period] = iEMA.v()
# save filtered EMA results in txt files
print('Saving filtered EMA results to txt files...')
for sym in ema_values:
ema_55 = ema_values[sym][55]
ema_200 = ema_values[sym][200]
price = prices[sym]
entry = ''
if price < ema_200:
# save symbols trading below EMA (50)
f = open('results/below_55.txt', 'a')
entry = '%s: $%s\n' %(sym, round(price,3))
f.write(entry)
elif price > ema_55 and price < ema_200:
# save symbols trading above EMA(200)
f = open('results/above_55_below_200.txt', 'a')
entry = '%s: $%s\n' %(sym, round(price,3))
f.write(entry)
elif price > ema_200:
# save symbols trading above EMA(50) but below EMA(200)
f = open('results/above_200.txt', 'a')
entry = '%s: $%s\n' %(sym, round(price,3))
f.write(entry)
f.close()
del f # cleanup
print('All done! Results saved in results folder.')
Thread(target=import_candles, args=(sym,)).start()
# wait until all candles are loaded
while go_on == False:
time.sleep(1)
print('\nAll candles loaded.')
# calculate EMA values
print('Calculating EMA values and scanning for crosses...', end='', flush=True)
for sym in symbols:
for period in ema_periods:
iEMA = EMA([period]) # define EMA object
for candle in candles[sym]:
iEMA.add(candle['close']) # add all close prices
lst_ema = []
lst_ema.append(iEMA.v()) # add current EMA value
for i in range(historic_window):
# add historic EMA values
lst_ema.append(iEMA.prev(i+1))
if sym not in ema_values: # add symbol key to dictionary
ema_values[sym] = {}
ema_values[sym][period] = lst_ema # save EMA values
# identify EMA crosses
ema_results = {
'cross-downs': [],
'cross-ups': []
}
for sym in symbols:
# get primary and secondary EMA lists, and reverse for oldest first
ema_first = ema_values[sym][ema_periods[0]][:]