def __simulate_trading__(self, detector: PatternDetector):
pattern_list = detector.get_pattern_list_for_back_testing()
for pattern in pattern_list:
# we need for each pattern a new pattern trade handler...
detector.trade_handler = PatternTradeHandler(self.sys_config)
detector.trade_handler.add_pattern_list_for_trade([pattern])
detector.trade_handler.simulate_trading_for_one_pattern(pattern)
def __handle_statistics__(self, detector: PatternDetector):
for pattern in detector.pattern_list:
self.pattern_statistics.add_entry(pattern)
if self.sys_config.config.show_final_statistics:
self.detector_statistics.add_entry(detector.get_statistics_api())
else:
detector.print_statistics()
def get_detector_for_pattern_id(sys_config: SystemConfiguration,
pattern_id_str: str) -> PatternDetector:
sys_config.init_by_pattern_id_str(pattern_id_str)
ticker = sys_config.runtime_config.actual_ticker
and_clause = sys_config.runtime_config.actual_and_clause
print('\nDetector_for_pattern_id - processing {} ({}) for {} ...\n'.
format(ticker, sys_config.runtime_config.actual_ticker_name,
and_clause))
sys_config.init_pattern_data_handler_for_ticker_id(
ticker, and_clause, 200)
sys_config.init_predictors_without_condition_list()
detector = PatternDetector(sys_config)
detector.parse_for_pattern()
return detector
def get_detector_for_fibonacci(sys_config: SystemConfiguration,
ticker: str,
and_clause='',
limit=300,
offset: int = 0) -> PatternDetector:
print('\nProcessing for Fibonacci: {} ({})\n'.format(
ticker, sys_config.runtime_config.actual_ticker_name))
sys_config.init_pattern_data_handler_for_ticker_id(ticker,
and_clause,
limit,
offset=offset)
detector = PatternDetector(sys_config)
detector.parse_for_fibonacci_waves()
return detector
def get_detector_for_dash(sys_config: SystemConfiguration,
ticker: str,
and_clause='',
limit=300) -> PatternDetector:
sys_config.init_pattern_data_handler_for_ticker_id(
ticker, and_clause, limit)
print('\nProcessing {} ({}){}...\n'.format(
ticker, sys_config.runtime_config.actual_ticker_name,
'' if and_clause == '' else ' for {}'.format(and_clause)))
sys_config.init_predictors_without_condition_list()
detector = PatternDetector(sys_config)
detector.parse_for_fibonacci_waves()
detector.add_prediction_data_to_wave()
detector.parse_for_pattern()
detector.save_pattern_data()
return detector
def get_detector_for_bollinger_band(sys_config: SystemConfiguration,
ticker: str,
and_clause='',
limit=300) -> PatternDetector:
sys_config.init_pattern_data_handler_for_ticker_id(
ticker, and_clause, limit)
print('\nProcessing for Bollinger Band: {} ({})\n'.format(
ticker, sys_config.runtime_config.actual_ticker_name))
detector = PatternDetector(sys_config)
return detector
def get_detector_for_fibonacci_and_pattern(sys_config: SystemConfiguration,
ticker: str,
and_clause='',
limit=300) -> PatternDetector:
sys_config.init_pattern_data_handler_for_ticker_id(
ticker, and_clause, limit)
sys_config.config.pattern_type_list = FT.get_all()
sys_config.init_predictors_without_condition_list()
# sys_config.config.save_wave_data
print('\nProcessing for Fib & Pattern: {} ({})\n'.format(
ticker, sys_config.runtime_config.actual_ticker_name))
detector = PatternDetector(sys_config)
detector.parse_for_fibonacci_waves()
detector.add_prediction_data_to_wave()
detector.parse_for_pattern()
return detector
def __run_pattern_detector__(self):
self.sys_config.data_provider.init_and_clause()
self.__init_loop_list_for_ticker__()
limit = self.sys_config.data_provider.limit
self.sys_config.fibonacci_wave_data_handler.load_data(
self.period, self.period_aggregation)
for value_dic in self._loop_list_ticker.value_list:
ticker = value_dic[LL.TICKER]
and_clause = value_dic[LL.AND_CLAUSE]
self.sys_config.init_pattern_data_handler_for_ticker_id(
ticker, and_clause, limit=limit)
if self.sys_config.pdh is None:
print('No data available for: {} and {}'.format(
ticker, and_clause))
continue
print('\nProcessing {} ({})...\n'.format(
ticker, self.sys_config.runtime_config.actual_ticker_name))
self.sys_config.init_predictors_without_condition_list()
detector = PatternDetector(self.sys_config)
detector.parse_for_fibonacci_waves()
detector.add_prediction_data_to_wave()
detector.save_wave_data()
detector.parse_for_pattern()
bollinger_bound_break_direction = detector.pdh.get_bollinger_band_boundary_break_direction(
)
if bollinger_bound_break_direction != '':
print('Caution: Bollinger Band {} broken'.format(
bollinger_bound_break_direction))
if self.sys_config.config.detection_process == PDP.UPDATE_TRADE_DATA:
if len(detector.pattern_list) == 0:
self.__delete_pattern_without_actual_pattern_from_database__(
)
else:
self.__simulate_trading__(detector)
else:
# self.check_for_optimal_trading_strategy(detector) # ToDo error with deepcopy in the called module
detector.check_for_intersections_and_endings()
detector.save_pattern_data()
if self.sys_config.config.with_trading:
self.__simulate_trading__(detector)
self.__handle_statistics__(detector)
self._number_pattern_total += len(detector.pattern_list)
if self.sys_config.config.plot_data:
if len(
detector.pattern_list
) == 0 and False: # and not detector.possible_pattern_ranges_available:
print('...no formations found.')
else:
plotter = PatternPlotter(self.sys_config, detector)
plotter.plot_data_frame()
elif self.sys_config.period == PRD.INTRADAY:
sleep(15)