def _sendOutExceptionNotification(self, exception):
stack_trace = traceback.format_exc()
timestamp_str = str(datetime.now().date())
subject = '[Warning] %s job exception (%s)!' % (self._instance_id,
timestamp_str)
printError('Job execution failed, suspend job: ' + str(exception))
printError('Stack Trace: \n' + stack_trace)
self._sendmail(subject, exception, stack_trace)
printInfo('Email notification sent out.')
def run(self):
self._executeJobs()
try:
while True:
schedule.run_pending()
if (self._max_job_invocation_count is not None) and \
(self._job_invocation_count >= self._max_job_invocation_count):
printInfo('Max job invocation count reached. Exiting...')
break
time.sleep(1)
except (KeyboardInterrupt, SystemExit):
pass
def updateOneMinuteHistory(cls, one_minute_average):
printWarning('One minute average: ' + str(one_minute_average))
cls.one_minute_history.append(one_minute_average)
# check buy in signal
number_of_periods = 10
buy_threshold = 0.06
if not cls.position:
buy_threshold_check = 0
if len(cls.one_minute_history) > number_of_periods:
for index in range(len(cls.one_minute_history) - number_of_periods, len(cls.one_minute_history)):
delta = ((cls.one_minute_history[index] / cls.one_minute_history[index - 1]) - 1.0) * 100
if delta >= buy_threshold:
buy_threshold_check += 1
printInfo('delta: ' + str(index) + ' vs ' + str(index - 1) + ' => ' + str(delta) + '%' + ' buy_threashold_check: ' + str(buy_threshold_check))
if (buy_threshold_check == number_of_periods): # all checks have met
# send buy in signal
printError('BUY BUY BUY')
def _executeJobs(self):
if self._jobs_enabled:
self._disableJobs()
for job in self._job_list:
try:
job.execute()
except SuspendExecutionException as see:
self._sendOutJobSuspensionNotification(see)
printInfo('Shutting down scheduler...')
self._shutdown()
except Exception as e:
self._sendOutExceptionNotification(e)
pass
self._job_invocation_count += 1
self._enableJobs()
def _sendmail(self, subject, exception, stack_trace):
recipient_email = Constants.ERROR_EMAIL_RECIPIENT
email_body = '\nHi there,\n\n'
email_body += 'We\'ve got a problem!\n\n'
email_body += 'Instance ID: %s\n\nException: %s \n\n Stack Trace: %s \n\n'%(\
self._instance_id, str(exception), stack_trace)
email_body += 'Please... fix my problem at your earliest convenience :) Thank you!\n\n'
email_body += 'Cheers!\nSliver match data scraper\n\n'
printInfo('Sending out email...')
printInfo('Recipient: %s' % (", ".join(recipient_email)))
printInfo('Subject: %s' % (subject))
printInfo('Body: \n%s' % (email_body))
EmailClient.send(recipient_email=recipient_email,
subject=subject,
body=email_body)
import json
from common.constants import Constants
from common.utils import Logger, printInfo, printWarning, printError
from common.scheduler.scheduler import JobScheduler
from feed import Feed
from brain import Brain
if __name__ == '__main__':
# load config file
with open(Constants.CONFIG_FILE) as config_file:
config = json.load(config_file)
printInfo('Loading config:')
printInfo(config)
# initialize logger
Logger.init(Constants.LOG_FOLDER)
# initialize trading brain
Brain.init()
# setup data feed pulling
scheduler = JobScheduler(
instance_id = "data_feed",
job_execution_interval_in_seconds = Constants.FEED_EXECUTION_FREEQUENCY)
job_list = []
job_list.append(Feed(config))
scheduler.addJobs(job_list)
printInfo('Setting up data feed pulling. Will execute every ' + str(Constants.FEED_EXECUTION_FREEQUENCY) + ' seconds..')
scheduler.run()
def init(cls):
printInfo('TradingBrain initialized')