def setUp(self):
"""
Define static instance variables and create redis/mysql objects as well as working test
directory
"""
self.pairs = [pairs]
self.startdate = startdate
self.sum = xsum
self.max = xmax
self.min = xmin
self.drawup = drawup
self.drawdown = drawdown
os.system("configstore package process_templates {} /etc".format(
config_env))
config.create_config() # reload config
self.days = days
self.outputdir = "/tmp/test_data"
self.intervals = [interval]
self.logger = get_logger(__name__)
self.logger.info("Setting up environment")
self.redis = Redis(interval=self.intervals[0],
test=True,
test_data=True)
self.dbase = Mysql(test=True, interval=self.intervals[0])
if not os.path.exists(self.outputdir):
os.mkdir(self.outputdir)
def main():
"""main function"""
config.create_config()
binance_auth()
if len(sys.argv) > 1 and sys.argv[1] == '--help':
print("Test binance authentication using config creds")
sys.exit(0)
try:
binance.balances()
print("Success")
except ValueError:
sys.exit("Auth Error")
def test_long_take_profit(self):
"""
Test stop loss for long trades
"""
config_env = 'unit/scalp'
os.system("configstore package process_templates {} /etc".format(config_env))
config.create_config()
redis = Redis(test=True, test_data=True)
# current_high > addperc(profit_perc, open_price) 10%
result = redis._Redis__get_take_profit(current_price=200, current_high=500,
open_price=20)
self.assertTrue(result)
# current_high > addperc(profit_perc, open_price) 10%
result = redis._Redis__get_take_profit(current_price=10, current_high=500,
open_price=20)
self.assertTrue(result)
# current_high > addperc(profit_perc, open_price) 10%
result = redis._Redis__get_take_profit(current_price=10, current_high=1,
open_price=20)
self.assertFalse(result)
config_env = 'unit/scalp/alt'
os.system("configstore package process_templates {} /etc".format(config_env))
config.create_config()
redis = Redis(test=True, test_data=False)
# turn off immediate take profit- changes check to current_price
# current_price > addperc(profit_perc, open_price) 10%
result = redis._Redis__get_take_profit(current_price=10, current_high=1,
open_price=20)
self.assertFalse(result)
# current_price > addperc(profit_perc, open_price) 10%
result = redis._Redis__get_take_profit(current_price=100, current_high=1,
open_price=20)
self.assertTrue(result)
def test_long_stop_loss(self):
"""
Test stop loss for long trades
"""
config_env = 'unit/scalp'
os.system("configstore package process_templates {} /etc".format(config_env))
config.create_config()
redis = Redis(test=True, test_data=True)
# current_low < open_price - stop_perc 10%
result = redis._Redis__get_stop_loss(current_price=100, current_low=100,
open_price=400)
self.assertTrue(result)
# current_low < open_price - stop_perc 10%
result = redis._Redis__get_stop_loss(current_price=359, current_low=500,
open_price=400)
self.assertFalse(result)
config_env = 'unit/scalp/alt'
redis = Redis(test=True, test_data=False)
# turn off immediate stop - changes check to current_price
# current_price < open_price - stop_perc 10%
result = redis._Redis__get_stop_loss(current_price=364, current_low=500,
open_price=400)
self.assertFalse(result)
# current_price < open_price - stop_perc 10%
result = redis._Redis__get_stop_loss(current_price=200, current_low=500,
open_price=400)
self.assertTrue(result)
# no open price - return False
result = redis._Redis__get_stop_loss(current_price=200, current_low=500,
open_price='')
self.assertFalse(result)
#!/usr/bin/env python
#pylint: disable=wrong-import-position,no-member
"""
Create OHLC graph using daily balance
"""
import sys
import numpy
import pandas
from greencandle.lib import config
config.create_config()
from greencandle.lib.mysql import Mysql
from greencandle.lib.graph import Graph
def main():
"""
Main function
"""
mysql = Mysql()
if len(sys.argv) > 1 and sys.argv[1] == '--help':
print("Create OHLC graph using daily balance")
sys.exit(0)
# temp table we will use to filter out incomplete balance records
drop = "drop table if exists `temp_table`"
# There needs to be 4 records for each date representing 3 exchanges
clean = (
def test_long_trailing_stop_loss(self):
"""
Test trailing stop loss for long trades
"""
config_env = 'unit/scalp'
os.system("configstore package process_templates {} /etc".format(config_env))
config.create_config()
redis = Redis(test=True, test_data=True)
# current_high <= subperc(trailing_perc, high_price)
result = redis._Redis__get_trailing_stop(current_price=100, high_price=500,
low_price=0, current_low=0,
current_high=2, open_price=400)
self.assertTrue(result)
# current_price <= subperc(trailing_perc, high_price)
result = redis._Redis__get_trailing_stop(current_price=1000, high_price=500,
low_price=0, current_low=0,
current_high=2000, open_price=4000)
self.assertFalse(result)
# current_price <= subperc(trailing_perc, high_price)
result = redis._Redis__get_trailing_stop(current_price=90, high_price=500,
low_price=0, current_low=0,
current_high=2000, open_price=4000)
self.assertTrue(result)
# current_price <= subperc(trailing_perc, high_price)
result = redis._Redis__get_trailing_stop(current_price=90, high_price='',
low_price=0, current_low=0,
current_high=2000, open_price=4000)
print(result) # False
self.assertFalse(result)
redis = Redis(test=True, test_data=False)
# current_price <= subperc(trailing_perc, high_price)
# and current_price > addperc(trailing_perc, high_price)
result = redis._Redis__get_trailing_stop(current_price=90, high_price=500,
low_price=0, current_low=0,
current_high=2000, open_price=4000)
self.assertFalse(result)
# current_price <= subperc(trailing_perc, high_price)
# and current_price > addperc(trailing_perc, high_price)
result = redis._Redis__get_trailing_stop(current_price=3000, high_price=500,
low_price=0, current_low=0,
current_high=2000, open_price=4000)
self.assertFalse(result)
# current_price <= subperc(trailing_perc, high_price) 498 <= (500-0.1%) ~499.5
# and current_price > addperc(trailing_start, open_price)
result = redis._Redis__get_trailing_stop(current_price=498, high_price=500,
low_price=0, current_low=0,
current_high=4000, open_price=200)
self.assertTrue(result)
# current_price <= subperc(trailing_perc, high_price) 498 <= (500-0.1%) ~499.5
# and current_price > addperc(trailing_start, open_price)
result = redis._Redis__get_trailing_stop(current_price=498, high_price=500,
low_price=0, current_low=0,
current_high=4000, open_price=300)
self.assertTrue(result)
config_env = 'unit/scalp/alt'
os.system("configstore package process_templates {} /etc".format(config_env))
config.create_config()
#changes check to current_high (from current_price)
redis = Redis(test=True, test_data=True)
# current_high <= subperc(trailing_perc, high_price)
# and current_price > addperc(trailing_start, open_price)
result = redis._Redis__get_trailing_stop(current_price=498, high_price=500,
low_price=0, current_low=0,
current_high=4000, open_price=300)
self.assertFalse(result)
# current_high <= subperc(trailing_perc, high_price)
# and current_price > addperc(trailing_start, open_price)
result = redis._Redis__get_trailing_stop(current_price=498, high_price=600,
low_price=0, current_low=0,
current_high=4000, open_price=300)
self.assertFalse(result)
#######
#######
# current_high <= subperc(trailing_perc, high_price)
# and current_price > addperc(trailing_start, open_price)
result = redis._Redis__get_trailing_stop(current_price=498, high_price=4000,
low_price=0, current_low=0,
current_high=600, open_price=300)
self.assertTrue(result)
