def main(argv): startTime = False endTime = False try: opts, args = getopt.getopt(argv, "hp:c:n:s:e:", ["period=", "currency=", "points="]) except getopt.GetoptError: print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>' sys.exit(2) for opt, arg in opts: if opt == '-h': print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>' sys.exit() elif opt in ("-p", "--period"): if (int(arg) in [300, 900, 1800, 7200, 14400, 86400]): period = arg else: print 'Poloniex requires periods in 300,900,1800,7200,14400, or 86400 second increments' sys.exit(2) elif opt in ("-c", "--currency"): pair = arg elif opt in ("-n", "--points"): lengthOfMA = int(arg) elif opt in ("-s"): startTime = arg elif opt in ("-e"): endTime = arg if (startTime): chart = BotChart("poloniex", "BTC_PIVX", 300) strategy = BotStrategy() for candlestick in chart.getPoints(): strategy.tick(candlestick) else: chart = BotChart("poloniex", "BTC_PIVX", 300, False) strategy = BotStrategy() candlesticks = [] developingCandlestick = BotCandlestick() while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick() time.sleep(int(30))
def main(argv): #Trades using the btc to xmr currency chart = BotChart("poloniex","BTC_XMR",300,False) #Function from bot strategy, which is a class containeing various datas #such as opening price for the tick, closing price for the tick. strategy = BotStrategy() #Empty array holding the candlestick data candlesticks = [] developingCandlestick = BotCandlestick() #Loop that continues indefinately while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) #Sleep function so that we dont overload the server with requests. Which #can result in the account or our ip getting banned. developingCandlestick.tick(chart.getCurrentPrice()) #check if it is closing price, if it is the append to the array if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick() time.sleep(int(30))
def main(argv): pair = "USDT_ETH" debut = '2017-08-01 14:00:00' fin = '2018-08-01 20:53:20' period = 14400 chart = BotChart("poloniex", pair, period, backtest=False) strategy = stratRsi2() candlesticks = [] developingCandlestick = BotCandlestick() while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick() time.sleep(int(30))
def main(argv): chart = BotChart( "poloniex", "BTC_GRC", 60, False) # the period is for back testing, so actually obsolete strategy = BotStrategy() # strategy_FLDC = BotStrategy_FLDC() candlesticks = [] developingCandlestick = BotCandlestick(period=60) while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if developingCandlestick.isClosed(): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) # strategy_FLDC.tick() developingCandlestick = BotCandlestick(period=60) # strategy.evaluatePositions_raw_gap() time.sleep(int(30))
def main(argv): chart = LiveBotChart() strategy = BotStrategy(50) strategy.candlesticks = chart.preliminaryCandlesticks() developingCandlestick = BotCandlestick() while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(1) developingCandlestick.tick(chart.getCurrentPrice()) if developingCandlestick.isClosed(): strategy.candlesticks.append(developingCandlestick) strategy.evaluatePositions() developingCandlestick = BotCandlestick() time.sleep(1)
def main(argv): pairs = ["USDT_BTC"] #, "USDT_ETH", "USDT_LTC"] exchanges = ["poloniex"] charts = [] strategies = [] #modes = ["DROP", "RSI", "BBAND", "MACD", ALL"] modes = ["MACD"] period = 300 for pair in pairs: for exchange in exchanges: charts.append(BotChart(exchange, pair, period)) for mode in modes: strategies.append( BotStrategy(exchange + '-' + pair, mode, 20, 10000, 0, 1000, 0.01, 0.15, False)) candlesticks = [] developingCandlestick = BotCandlestick(period) for i, chart in enumerate(charts): for j, mode in enumerate(modes): while True: strategy = strategies[len(modes) * i + j] try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib.error.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick(period) strategy.showProfit() strategy.showPositions() strategy.drawGraph() time.sleep(int(30))
def main(argv): chart = BotChart("poloniex","BTC_LTC",300,False) strategy = BotStrategy() candlesticks = [] developingCandlestick = BotCandlestick() while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick() time.sleep(int(30))
def main(argv): startTime = False endTime = False live = False movingAverageLength = 20 try: opts, args = getopt.getopt(argv,"ht:c:n:s:e",["timeframe=","currency=","exchange=","live"]) except getopt.GetoptError: print('trading-bot.py -t <timeframe> -c <currency pair>') sys.exit(2) for opt, arg in opts: if opt == '-h': print('trading-bot.py -t <timeframe> -c <currency pair>') sys.exit() elif opt in ("-s"): startTime = str(arg) elif opt in ("-e"): endTime = str(arg) elif opt in ("-t", "--timeframe"): timeframe = str(arg) shared.strategy['timeframe'] = timeframe elif opt in ("-c", "--currency"): pair = str(arg) shared.exchange['pair'] = pair shared.exchange['market'] = pair.split("/")[1] shared.exchange['coin'] = pair.split("/")[0] elif opt in ("--exchange"): exchange = str(arg) shared.exchange['name'] = exchange elif opt == "--live": print("You're going live... All loss are your reponsability only!") live = True # startTime specified: we are in backtest mode if (startTime): chart = BotChart(timeframe, startTime, endTime) strategy = BotStrategy() strategy.showPortfolio() for candlestick in chart.getPoints(): strategy.tick(candlestick) chart.drawChart(strategy.candlesticks, strategy.trades, strategy.movingAverages) strategy.showPortfolio() else: chart = BotChart(timeframe, False, False, False) strategy = BotStrategy(False, live) strategy.showPortfolio() candlestick = BotCandlestick() x = 0 while True: try: currentPrice = chart.getCurrentPrice() candlestick.tick(currentPrice) strategy.tick(candlestick) except ccxt.NetworkError as e: print(type(e).__name__, e.args, , 'Exchange error (ignoring)') except ccxt.ExchangeError as e: print(type(e).__name__, e.args, , 'Exchange error (ignoring)') except ccxt.DDoSProtection as e: print(type(e).__name__, e.args, 'DDoS Protection (ignoring)') except ccxt.RequestTimeout as e: print(type(e).__name__, e.args, 'Request Timeout (ignoring)') except ccxt.ExchangeNotAvailable as e: print(type(e).__name__, e.args, 'Exchange Not Available due to downtime or maintenance (ignoring)') except ccxt.AuthenticationError as e: print(type(e).__name__, e.args, 'Authentication Error (missing API keys, ignoring)') drawingCandles = copy.copy(strategy.candlesticks) if not candlestick.isClosed(): drawingCandles.append(copy.copy(candlestick)) drawingCandles[-1].close = candlestick.currentPrice chart.drawChart(drawingCandles, strategy.trades, strategy.movingAverages) if candlestick.isClosed(): candlestick = BotCandlestick() x+=1 time.sleep(int(10))
def main(argv): startTime = False endTime = False try: opts, args = getopt.getopt(argv,"hp:c:n:s:e:a:",["period=","currency=","points="]) except getopt.GetoptError: print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>' sys.exit(2) print(opts) for opt, arg in opts: if opt == '-h': print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>' sys.exit() elif opt in ("-p", "--period"): if (int(arg) in [300,900,1800,7200,14400,86400]): period = arg else: print 'Poloniex requires periods in 300,900,1800,7200,14400, or 86400 second increments' sys.exit(2) elif opt in ("-c", "--currency"): pair = arg elif opt in ("-n", "--points"): lengthOfMA = int(arg) elif opt in ("-s"): startTime = arg elif opt in ("-e"): endTime = arg elif opt in ("-a"): auto = arg if (startTime): chart = BotChart("poloniex","BTC_XMR",300,True,startTime,endTime) chart2 = BotChart("poloniex","USDT_BTC",300,True,startTime,endTime) chart3 = BotChart("poloniex","USDC_BTC",300,True,startTime,endTime) chart4 = BotChart("poloniex","BTC_ETH",300,True,startTime,endTime) strategy = BotStrategy() strategy2 = BotStrategy() strategy3 = BotStrategy() strategy4 = BotStrategy() print("start1") for candlestick in chart.getPoints(): total = strategy.tick(candlestick) print("Total is: " + str(total)) print("start2") for candlestick in chart2.getPoints(): total = strategy2.tick(candlestick) print("Total is: " + str(total)) print("start3") for candlestick in chart3.getPoints(): total = strategy3.tick(candlestick) print("Total is: " + str(total)) print("start4") for candlestick in chart4.getPoints(): total = strategy4.tick(candlestick) print("Total is: " + str(total)) elif(auto): time = BotTime(10) endTime = time.startDate() startTime = time.endDate() chart = BotChart("poloniex","BTC_XMR",300,True,startTime,endTime) chart2 = BotChart("poloniex","USDT_BTC",300,True,startTime,endTime) chart3 = BotChart("poloniex","USDC_BTC",300,True,startTime,endTime) chart4 = BotChart("poloniex","BTC_ETH",300,True,startTime,endTime) strategy = BotStrategy() strategy2 = BotStrategy() strategy3 = BotStrategy() strategy4 = BotStrategy() print("chart1") for candlestick in chart.getPoints(): total = strategy.tick(candlestick) print("Total is: " + str((total*6972.90))) print("chart2") for candlestick in chart2.getPoints(): total = strategy2.tick(candlestick) print("Total is: " + str((total*0.80))) print("chart3") for candlestick in chart3.getPoints(): total = strategy3.tick(candlestick) print("Total is: " + str((total*0.80))) print("chart4") for candlestick in chart4.getPoints(): total = strategy4.tick(candlestick) print("Total is: " + str((total*6972.90))) else: chart = BotChart("poloniex","BTC_XMR",300,False) strategy = BotStrategy() candlesticks = [] developingCandlestick = BotCandlestick() while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick() time.sleep(int(30))
def main(argv): # debut = '2016-11-02 14:00:00' # fin = '2018-08-14 20:53:20' try: parser = argparse.ArgumentParser() parser.add_argument("-p", "--period", help="Period length in seconds, 14400 by default", type=int, choices=[300, 900, 1800, 7200, 14400, 86400], default=14400) parser.add_argument("-c", "--currency", help="Currency pair | Ex: USDT_ETH", default='USDT_ETH') parser.add_argument("-b", "--backtest", help="Mode Backtest", action="store_true") parser.add_argument( "-s", "--start", help= "Start time in YYYY-MM-DD HH:MM:SS (for backtesting), '2016-11-02 14:00:00' by default", default='2016-11-02 14:00:00') parser.add_argument( "-e", "--end", help= "End time in YYYY-MM-DD HH:MM:SS (for backtesting), '2018-12-14 20:53:20' by default", default='2018-12-14 20:53:20') parser.add_argument("-S", "--short", help="Enable Short Mode", action="store_true") args = vars(parser.parse_args()) except: print "ArgumentParser Error type -h for help" sys.exit(2) pair = args["currency"] period = args["period"] short_mode = args["short"] if (args["backtest"]): debut = args['start'] fin = args['end'] chart = BotChart("poloniex", pair, period, debut, fin) strategy = stratRsi(period=period, short_mode=short_mode) for candlestick in chart.getPoints(): strategy.tick(candlestick) graphe = PlotGraphe(chart, strategy) graphe.plotChart() try: sigma = chart.getSigma() * float(chart.compteur)**0.5 perf = graphe.perf sharpeRatio = perf / sigma print("\n Perforance: " + str(perf)) print("\n Ratio de Sharpe: " + str(sharpeRatio) + "\n") except Exception as e: pass else: chart = BotChart("poloniex", pair, period, backtest=False) strategy = stratRsi(period, short_mode, backtest=False) candlesticks = [] developingCandlestick = BotCandlestick() while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib2.URLError: time.sleep(int(30)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick() time.sleep(int(30))
def main(argv): startTime = False endTime = False forwardTest = True movingAverageLength = 20 try: opts, args = getopt.getopt( argv, "hp:c:n:s:e", ["period=", "currency=", "exchange=", "live"]) except getopt.GetoptError: print('trading-bot.py -p <period length> -c <currency pair>') sys.exit(2) for opt, arg in opts: if opt == '-h': print('trading-bot.py -p <period length> -c <currency pair>') sys.exit() elif opt in ("-s"): startTime = float(arg) elif opt in ("-e"): endTime = float(arg) elif opt in ("-p", "--period"): period = int(arg) elif opt in ("-c", "--currency"): pair = str(arg) shared.exchange['pair'] = pair shared.exchange['market'] = pair.split("_")[0] shared.exchange['coin'] = pair.split("_")[1] elif opt in ("--exchange"): if str(arg) not in ['', 'poloniex', 'kraken']: print("Only poloniex and kraken are supported for now") sys.exit() exchange = str(arg) shared.exchange['name'] = exchange elif opt == "--live": print( "You're going live... All losts are your reponsability only!") forwardTest = False if shared.exchange['name'] == "kraken": shared.exchange['pair'] = str(shared.exchange['coin']) + str( shared.exchange['market']) # startTime specified: we are in backtest mode if (startTime): chart = BotChart(period, startTime, endTime) strategy = BotStrategy() strategy.showPortfolio() for candlestick in chart.getPoints(): strategy.tick(candlestick) chart.drawChart(strategy.candlesticks, strategy.movingAverages, strategy.trades) strategy.showPortfolio() else: chart = BotChart(period, False, False, False) strategy = BotStrategy(False, forwardTest) strategy.showPortfolio() candlestick = BotCandlestick(float(period)) x = 0 while True: try: currentPrice = chart.getCurrentPrice() except Exception as e: print(e) print("Error fetching current price") return try: candlestick.tick(currentPrice) except Exception as e: print(e) print("Error fetching tick") return strategy.tick(candlestick) drawingCandles = copy.copy(strategy.candlesticks) if not candlestick.isClosed(): drawingCandles.append(copy.copy(candlestick)) drawingCandles[-1].close = candlestick.currentPrice chart.drawChart(drawingCandles, strategy.movingAverages, strategy.trades) if candlestick.isClosed(): candlestick = BotCandlestick(float(period)) x += 1 time.sleep(int(10))
def main(argv): pairs = [] try: opts, args = getopt.getopt(argv, "hm:p:c:", ["mode=", "period=", "currency="]) except getopt.GetoptError: print( "bot.py -m <backtest | paper | live> -p <period length in sec> -c <currency pair>" ) sys.exit(2) for opt, arg in opts: if opt == '-h': print( "bot.py -m <backtest | paper | live> -p <period length in sec> -c <currency pair>" ) sys.exit() elif opt in ("-m", "--mode"): if (arg == "backtest"): mode = arg elif (arg == "paper"): mode = arg elif (arg == "live"): mode = arg else: print("Requires mode to be 'backtest', 'paper' or 'live'") sys.exit(2) elif opt in ("-p", "--period"): if (int(arg) in [300, 900, 1800, 7200, 14400, 86400]): period = int(arg) else: print( "Requires periods to be 300, 900, 1800, 7200, 14400, or 86400 second increments" ) sys.exit(2) elif opt in ("-c", "--currency"): pairs.append(arg) start_time = time.time() output = BotLog() exchanges = ["poloniex"] #pairs = ["USDT_BTC", "USDT_ETH", "USDT_LTC", "USDT_ZEC"] #modes = ["RSI"] #modes = ["BBAND"] #modes = ["BBAND", "MACD2", "ALL"] algos = ["MACD"] #modes = ["RSI", "BBAND", "MACD2", "MACD", "DROP", "ALL"] charts = [] strategies = [] target = 0.04 stoploss = 0.18 for pair in pairs: for exchange in exchanges: if (mode == "backtest"): charts.append(BotChart(exchange, pair, period, mode, output)) else: charts.append( BotChart(exchange, pair, period, "warm", output, int(time.time() - (24 * 60 * 60)), int(time.time()))) for algo in algos: if (mode == "backtest"): strategies.append( BotStrategy(exchange + "-" + pair, algo, pair, 1, 5000, 0, int(5000 - 1), stoploss, target, mode, output)) # Parameters: max trades, initial fiat, initial holding, trade amount, stop loss, target else: strategies.append( BotStrategy(exchange + "-" + pair, algo, pair, 1, 5000, 0, int(5000 - 1), stoploss, target, "warm", output)) if (mode == "backtest"): for i, chart in enumerate(charts): for j, algo in enumerate(algos): strategy = strategies[len(algos) * i + j] for candlestick in chart.getPoints(): strategy.tick(candlestick) strategy.showPositions() strategy.showProfit() strategy.drawGraph() output.log("\n--- %s seconds ---" % (time.time() - start_time)) else: candlesticks = [] developingCandlestick = BotCandlestick(output, int(time.time()), period) for i, chart in enumerate(charts): for j, algo in enumerate(algos): strategy = strategies[len(algos) * i + j] for candlestick in chart.getPoints(): strategy.tick(candlestick) strategy.drawGraph() strategy.backtest = mode while True: try: developingCandlestick.tick(chart.getCurrentPrice()) except urllib.error.URLError: time.sleep(int(period / 10)) developingCandlestick.tick(chart.getCurrentPrice()) if (developingCandlestick.isClosed()): candlesticks.append(developingCandlestick) strategy.tick(developingCandlestick) developingCandlestick = BotCandlestick( output, int(time.time()), period) strategy.showPositions() strategy.showProfit() strategy.drawGraph() time.sleep(int(period / 10)) output.close()
def main(argv): live = False try: opts, args = getopt.getopt(argv, "", ["live"]) except getopt.GetoptError: print('trading-bot.py') sys.exit(2) for opt, arg in opts: if opt == "--live": print("You're going live... Losses are your responsibility only!") live = True # START_DATE specified: we are in backtest mode if shared.strategy['start_date']: chart = BotChart() strategy = BotStrategy() strategy.showPortfolio() for candlestick in chart.getPoints(): strategy.tick(candlestick) chart.drawChart(strategy.candlesticks, strategy.trades, strategy.movingAverages) strategy.showPortfolio() else: chart = BotChart(False) strategy = BotStrategy(False, live) strategy.showPortfolio() candlestick = BotCandlestick() x = 0 while True: try: currentPrice = chart.getCurrentPrice() candlestick.tick(currentPrice) strategy.tick(candlestick) except ccxt.NetworkError as e: print(type(e).__name__, e.args, 'Exchange error (ignoring)') except ccxt.ExchangeError as e: print(type(e).__name__, e.args, 'Exchange error (ignoring)') except ccxt.DDoSProtection as e: print(type(e).__name__, e.args, 'DDoS Protection (ignoring)') except ccxt.RequestTimeout as e: print(type(e).__name__, e.args, 'Request Timeout (ignoring)') except ccxt.ExchangeNotAvailable as e: print( type(e).__name__, e.args, 'Exchange Not Available due to downtime or maintenance (ignoring)' ) except ccxt.AuthenticationError as e: print( type(e).__name__, e.args, 'Authentication Error (missing API keys, ignoring)') drawingCandles = copy.copy(strategy.candlesticks) if not candlestick.isClosed(): drawingCandles.append(copy.copy(candlestick)) drawingCandles[-1].close = candlestick.currentPrice chart.drawChart(drawingCandles, strategy.trades, strategy.movingAverages) if candlestick.isClosed(): candlestick = BotCandlestick() x += 1 time.sleep(shared.exchange['interval'])
def main(argv): # default: period = 300 backTest = False animation = False csvName = "defaultLog.csv" try: # getopt.getopt returns two elements, opts which consists of pairs (options and values) # the second (args) is the list of program arguments left after the option list was stripped # (this is a trailing slice of args) opts, args = getopt.getopt(argv, "p:c:n:s:e:bha", [ "period=", "currency=", "points=", "name=" "startTime=", "endTime=", "backTest", "animation", "help" ]) except getopt.GetoptError: print( "Start3.py -p <period> -c <currency pairs> -n <period of moving average> -s <startTime> -e <endTime>" ) sys.exit(2) for opt, arg in opts: print(opt, arg) if opt == '-h': print( "Start3.py -p <period> -c <currency pairs> -n <period of moving average> -s <startTime> -e <endTime>" ) sys.exit() elif opt in ("-c", "--currency"): pairs = arg.split(",") elif opt in ("-n", "--points"): lengthofMA = int(arg) elif opt in ("-b", "--backTest"): backTest = True elif opt in ("-s", "--startTime"): startTime_datetime = datetime.strptime(arg, '%Y-%m-%d') startTime_timestamp = datetime.timestamp(startTime_datetime) elif opt in ("-e", "--endTime"): endTime_datetime = datetime.strptime(arg, '%Y-%m-%d') endTime_timestamp = datetime.timestamp(endTime_datetime) elif opt in ("-a", "--animation"): animation = True elif opt in ("-b", "--backTest"): backTest = True elif opt in ("--name"): csvName = arg elif opt in ("-p", "--period"): if arg in [ "60", "180", "300", "900", "1800", "3600", "7200", "14400", "21600", "28800", "43200", "86400", "259200", "1209600" ]: period = int(arg) elif arg in [ "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M" ]: period_dict = {"1m": 60, "3m": 180, "5m": 300, "15m": 900, "30m": 1800, "1h": 3600, \ "2h": 7200, "4h": 14400, "6h": 21600, "8h": 28800, "12h": 43200, "1d": 86400, \ "3d": 259200, "1w": 1209600} period = period_dict[arg] else: print( "Binance requires periods in 60,180,300, 900, 1800, 3600, 7200, 14400, 21600,28800,43200,86400,259200,1209600 or\ 1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,1M") sys.exit(2) print(period) api = API() #TODO: delete pair editing checker = BotChecker() pairs = checker.pairs if backTest: log = BotLog() log.logToCsv(csvName) chart = BotChart(period=period, log=log, api=api, checker=checker) history, timestamps = chart.loadHistory( startTime_timestamp=startTime_timestamp, endTime_timestamp=endTime_timestamp) strategy = BotStrategy(api=api, period=period, log=log, checker=checker, stopLoss=0, startBalance=100) for timestamp in timestamps: strategy.tick(history, timestamp, initialize_live=False, duration=None) print("{} days passed".format((timestamp - timestamps[0]) / 86400)) # log.tick() # logging to csv log.csvLog() log.histogram() log.scatter() else: log = BotLog() chart = BotChart(period=period, log=log, api=api, checker=checker) strategy = BotStrategy(api=api, period=period, log=log, checker=checker, stopLoss=0, startBalance=100) intermediateStep = time.time() data, timestamps = chart.loadHistory( startTime_timestamp=intermediateStep - 86400 * 15, endTime_timestamp=intermediateStep, firstTime=True, duringLive=False) duration = len(timestamps) counter = 0 for timestamp in timestamps: # loading history into BotStrategy (past indicators etc.) strategy.tick(data, timestamp, initialize_live=True) counter += 1 if ((counter / duration) * 100 % 5) == 0: print( f"{(counter / duration) * 100} % progress of preloading the 15 days, " f"since starting loading 15 days at: {intermediateStep}, {(time.time() - intermediateStep) / 60} minutes are over" ) # load data that is missing since the first part of loading history takes very long beginning = time.time() data, timestamps = chart.loadHistory( startTime_timestamp=intermediateStep, endTime_timestamp=beginning, firstTime=False, duringLive=False) for timestamp in timestamps: strategy.tick(data, timestamp, initialize_live=True) print(f"The second loading took {time.time() - beginning} seconds") # starting creating candlesticks and liveTrading if not animation: liveData = {} developingCandlestick = BotCandlestick(period=period, log=log, checker=checker) check = 0 counter = 0 while True: counter += 1 startCandlestick = time.time() candlestickClosed = False print(f"!!!! {counter}. ROUND !!!!") check = 0 for pair in pairs: developingCandlestick.tick(pair, chart.getCurrentTicker()) #print("The pair: ", pair, "has ", developingCandlestick.counter[pair], " number of ticks") if developingCandlestick.isClosed(pair): check += 1 print( f"counter is: {check}, len pairs is: {len(pairs)}, if equal the candlestick gets closed" ) if check == len(pairs): # meaning all are closed candlestickClosed = True time_of_closed_candlestick = time.time() liveData[time_of_closed_candlestick] = {} time.sleep(5) data, timestamps = chart.loadHistory( startTime_timestamp=startCandlestick - period, endTime_timestamp=time_of_closed_candlestick, firstTime=False, duringLive=True) for pair in pairs: # add the self made candlestick to the dictionary with the past data liveData[time_of_closed_candlestick][ pair] = developingCandlestick.candlestick[pair] liveData[time_of_closed_candlestick][pair][ 'volume'] = data[timestamps[-1]][pair][ 'volume'] # assigning 1 tick old volume strategy.tick(liveData, time_of_closed_candlestick, initialize_live=False) # create new candlestick developingCandlestick = BotCandlestick( period, log, checker) counter = 0 if not candlestickClosed: time_used = time.time() - startCandlestick try: time.sleep(np.ceil(30 - time_used)) except: pass