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):
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):
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):
#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):
chart = BotChart("poloniex","BTC_XMR",300,False)
strategy = BotStrategy()
while True:
candlestick = chart.getCurrentPrice()
strategy.tick(candlestick)
time.sleep(int(10))
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):
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'])
