def __update_SMA_EMA(self, all_candles, period, previous_EMA):
if len(all_candles) > period:
last_candles = Candle.select_last_candles(all_candles, self.pair,
period)
SMA = self.SMA.SMA(Candle.select_closing_prices(last_candles))
EMA = self.EMA.EMA(Candle.select_closing_prices(last_candles),
previous_EMA)
return SMA, EMA
def feed(self, all_candles, last_14_candles):
if len(all_candles) < 14:
return
last_14_closing_prices = Candle.select_closing_prices(last_14_candles)
if len(all_candles) == 14:
gains = 0
losses = 0
for x in range(1, 14):
delta = last_14_closing_prices[x] - last_14_closing_prices[x -
1]
if delta < 0:
losses += abs(delta)
else:
gains += delta
self.RSI_previous_average_gain = gains / 14
self.RSI_previous_average_loss = losses / 14
else:
delta = last_14_closing_prices[-1] - last_14_closing_prices[-2]
current_gain = 0
current_loss = 0
if delta < 0:
current_loss = abs(delta)
else:
current_gain = delta
self.RSI_previous_average_gain = (
self.RSI_previous_average_gain * 13 + current_gain) / 14
self.RSI_previous_average_loss = (
self.RSI_previous_average_loss * 13 + current_loss) / 14
RS = self.RSI_previous_average_gain / self.RSI_previous_average_loss
self.RSI.append(100 - 100 / (1 + RS))
self.__update_RSI_indicator()
def __update_standard_deviation(self, all_candles):
if len(all_candles) < 20:
return
last_20_candles = Candle.select_last_candles(all_candles, self.pair,
20)
last_20_closing_prices = Candle.select_closing_prices(last_20_candles)
from numpy import std
self.standard_deviation.append(std(last_20_closing_prices))
def __update_SMA_EMA_first_time(self, all_candles, period):
if len(all_candles) < period:
raise AverageComputationTooEarly
if len(all_candles) == period:
last_candles = Candle.select_last_candles(all_candles, self.pair,
period)
SMA = self.SMA.SMA(Candle.select_closing_prices(last_candles))
return SMA, SMA
def __debug_plot_charts(self, all_candles):
all_USDT_ETH_candles = Candle.select_last_candles(
all_candles, "USDT_ETH", -1)
closing_prices = Candle.select_closing_prices(all_USDT_ETH_candles)
dates = Candle.select_dates(all_USDT_ETH_candles)
self.__drawer.draw(closing_prices, dates,
self.__USDT_ETH_indicators.EMA.EMA_12,
self.__USDT_ETH_indicators.EMA.EMA_26,
self.__USDT_ETH_indicators.MACD.MACD,
self.__USDT_ETH_indicators.MACD.MACD_signal,
self.__USDT_ETH_indicators.stochastic.stochastic_D,
self.__USDT_ETH_indicators.RSI.RSI,
self.__USDT_ETH_indicators.ADX.ADX)