def __init__(self, params):
self.high = params['high']
self.vp = params['vp']
self.qt = QuantTrader(self.high)
self.parameters = {
'symbol': params['symbol'],
'price': self.high[-1]
}
def operation(self, high):
"""
framework functions that will always
run no matter what strategy is being called
"""
logging.info('-- Starting Defualt Operations --')
logging.info('-- Checking Price Jump --')
QuantTrader(high, 'TSLA').price_jump(ref='pj')
def build_strategy(self):
print(
'Welcome to the SlowBull, its a quiet day but we see overall growth'
)
logging.info(
'Welcome to the SlowBull, its a quiet day but we see overall growth'
)
QuantTrader(self.high, 'TSLA').Volatility(self.vp)
def onn_open(ws):
global strm, back_log, ticker
print('Connecting')
strm.connection_log('Connecting')
try:
BackLog = QuantTrader(ticker, price=0, profit=0)
back_log = BackLog.Back_logger()
strm.log('Back Log Success')
except:
strm.log('Back log failed')
auth_data = {"action": "auth", "params": API_KEY}
ws.send(json.dumps(auth_data))
channel_data = {"action": "subscribe", "params": "AM.TSLA"}
ws.send(json.dumps(channel_data))
print("Connected")
strm.connection_log('Connected at %s' % (strm.localize_time()))
strm.log('Connected at %s' % (strm.localize_time()))
class Strategy(ABC):
"""
Strategy interface declares all the operation that all the concrete products
must implement
"""
def __init__(self, params):
self.high = params['high']
self.vp = params['vp']
self.qt = QuantTrader(self.high)
self.parameters = {
'symbol': params['symbol'],
'price': self.high[-1]
}
@abstractmethod
def build_strategy(self):
pass
def operation(self):
"""
framework functions that will always
run no matter what strategy is being called
"""
status = self.qt.price_jump()
print(status)
if status:
self.parameters['ref'] = 'pj'
order = order_factory.get_order(self.parameters)
order.build_order()
order.show_order()
order.send_order()
def run(self):
logging.info('-- Building Strategy --')
self.build_strategy()
self.operation()
def build_strategy(self):
print('Welcome to raging bull where we got chronic volatitlity')
QuantTrader(self.high, 'TSLA').stop_drop_and_roll(ref='sdrws')
def build_strategy(self):
print(
'Welcome to GrizzlyBear where we got chronic volatitlity, and falling fast'
)
QuantTrader(self.high, 'TSLA').climb_the_ladder(ref='ctlws')
def on_message(ws, message):
global strm, back_log
# ======================================================
# GENERIC INFORMATION
# ------ DO Not edit this ------
strm.previous_tick = strm.current_tick
message = a.clean_and_load(message)
strm.current_tick = json.loads(
message) # strm.current_tick is the manipulatable data
# ---------------------------------------
latest_candle = strm.candle_builder(
) # Handling of stream data --> into candles
if latest_candle == None:
return
# =======================================================
# START STRATEGY HERE
qt = QuantTrader(ticker, strm._high, profit=strm.profit)
position = a.get_position_for(qt.ticker.upper())
account = a.get_account()
buying_power = account['buying_power'].split('.')[0]
# =======================================================
# Back log volatility buy
# =======================================================
if back_log != None:
back_log = qt.Back_logger()
back_log_order = qt.Back_log_volatility(back_log)
print(f'Back log is :{back_log_order}')
back_log = None
pass
# =======================================================
strm.log('-- Running Strategies --')
strm.log(f'Stream VP : {round(strm.vp,ndigits=3)}')
# WITH NOT POSITION
if not position:
strm.log('There are no shares for %s' % qt.ticker)
# Running sma1
qt.Volatility(volatility=strm.vp, ref='sma1', parameter=1)
# Checking chronic volatility
if strm.rolling_v_10 != None and strm.rolling_v_10 > .5:
qt.stop_drop_and_roll(ref='sdr')
qt.climb_the_ladder(ref='ctl')
# Checking for sudden increase in price
if strm.rolling_high_30 != None:
qt.price_jump(ref='pj')
# WITH A POSITION
else:
# ============ Grabbing Share Information ============
si = a.share_info(qt.ticker.upper())
# =======================================================
strm.log('%s Shares of %s @ avg_cost: %s' %
(si['qty_pos'], qt.ticker.upper(), si['avg_price']))
print(f'stream vp : {strm.vp}')
# Running sma1 -- PERFECT
qt.Volatility(volatility=strm.vp, ref='sma1ws', parameter=1)
# Checking chronic volatility
if strm.rolling_v_10 != None and strm.rolling_v_10 > .5:
strm.log('Chronic Volatility')
qt.stop_drop_and_roll(ref='sdrws')
qt.climb_the_ladder(ref='ctlws')
# Checking for sudden increase in price
if strm.rolling_high_30 != None:
qt.price_jump(ref='pjws')
# THis works for both
if strm.rolling_v_10 != None:
if strm.vp > 1 and strm.rolling_v_10 > .5:
strm.log('DT')
strm.log(
f'Double standard SMA_1: {strm.vp} roll: {strm.rolling_v_10}\n'
)
return
# =======================================================
# OUTRO
# =======================================================
try:
positions = a.get_position()
open_orders = a.get_orders()
strm.log(f'Number Of Positions Held ::{len(positions)}')
strm.log(f'Open orders: {len(open_orders)}\n '
f'---------------------------------------------\n')
print(f'Number Of Positions Held :: {len(positions)}')
print(f'Open orders: {len(open_orders)}\n'
f' ---------------------------------------------\n')
except:
# loop only used for the collapsing ability
pass