candles.append(eval(line))
tiedot = candles[0]
print(tiedot)
candles.pop(0)
paras = 0
parassma = []
parashold = 0
for x in range(SMA_PERIODS[0], MAX_PERIODS[0] + 1):
for y in range(max(SMA_PERIODS[1], x), MAX_PERIODS[1]):
#print('SMA1: ' + str(x) + ' SMA2: ' + str(y))
last_action = 'SELL'
saldo = 0
kauppoja = 0
kynttilat = []
kynttilat = candles.copy()
sma1 = sma.SMA(x)
sma2 = sma.SMA(y)
for i in range(x):
sma1.add(kynttilat[i][SMA_POINTS[0]])
for j in range(y):
sma2.add(kynttilat[j][SMA_POINTS[1]])
for k in range(y):
kynttilat.pop(0)
for kynttila in kynttilat:
#print('added: ' + str(kynttila[SMA_POINTS[0]]))
sma1.add(kynttila[SMA_POINTS[0]])
sma2.add(kynttila[SMA_POINTS[1]])
sma1_value = sma1.v()
sma2_value = sma2.v()
if last_action == 'SELL' and sma1_value > sma2_value * multipsma2:
saldo = saldo - kynttila['close']
parsed_klines = []
for k in resp:
k_candle = {
'open': float(k[1]),
'high': float(k[2]),
'low': float(k[3]),
'close': float(k[4]),
'vol': float(k[5])
}
parsed_klines.append(k_candle)
except Exception as e:
logging(2, tieto['symbol'], 'Getting candle failed', str(e), 1)
continue
#get sma values
sma1 = sma.SMA(tieto['SMA_PERIODS'][0])
sma2 = sma.SMA(tieto['SMA_PERIODS'][1])
for kline in parsed_klines:
#add close values to sma objects
sma1.add(kline[tieto['SMA_POINTS'][0]])
sma2.add(kline[tieto['SMA_POINTS'][1]])
sma1_value = sma1.v()
sma2_value = sma2.v()
logging(0, tieto['symbol'],
'SMA1: ' + str(sma1_value) + ', SMA2: ' + str(sma2_value), '',
1)
#triggers buy and changes last_action
if (tieto['last_action'] == 'SELL' and sma1_value >
(sma2_value * tieto['sma2multip'])) or (
tieto['last_action'] == 'BUY' and sma2_value >
resp = requests.get(BASE_URL + '/api/v3/klines', params=payload)
klines = json.loads(resp.content)
#parse to get only needed values
parsed_klines = []
for k in klines:
k_candle = {
'open': float(k[1]),
'high': float(k[2]),
'low': float(k[3]),
'close': float(k[4]),
'vol': float(k[5])
}
parsed_klines.append(k_candle)
sma1 = sma.SMA(SMA_PERIODS[0])
sma2 = sma.SMA(SMA_PERIODS[1])
for kline in parsed_klines:
#add close values to sma objects
sma1.add(kline[SMA_POINTS[0]])
sma2.add(kline[SMA_POINTS[1]])
sma1_value = sma1.v()
sma2_value = sma2.v()
print(symbol + ', SMA1: ' + str(sma1_value) + ', SMA2: ' + str(sma2_value))
#triggers buy and changes last_action
if (last_action == 'SELL'
and sma1_value > sma2_value) or (last_action == 'BUY'
and sma2_value > sma1_value):
if last_action == 'SELL': suunta = 'BUY'
elif last_action == 'BUY': suunta = 'SELL'
logging('Trade:' + str(symbol) + ',' + str(suunta) + ',' +