def load_settings_from_args():
with open("settings/defaults.json") as f:
settings = json.load(f)
settingsPath = sys.argv[1] if len(sys.argv) > 1 else None
if not settingsPath:
return None
print("Importing settings from %s" % settingsPath)
with open(settingsPath) as f:
userSettings = json.load(f)
settings.update(userSettings)
settings = dotdict(settings)
if settings.LOG_LEVEL == "ERROR":
settings.LOG_LEVEL = logging.ERROR
elif settings.LOG_LEVEL == "WARN":
settings.LOG_LEVEL = logging.WARN
elif settings.LOG_LEVEL == "INFO":
settings.LOG_LEVEL = logging.INFO
elif settings.LOG_LEVEL == "DEBUG":
settings.LOG_LEVEL = logging.DEBUG
else:
settings.LOG_LEVEL = logging.INFO
return settings
def run(settings):
signal.signal(signal.SIGTERM, term_handler)
signal.signal(signal.SIGINT, term_handler)
atexit.register(stop_all_and_exit)
if not settings:
print("error: no settings defined. nothing to do. exiting")
sys.exit()
logger.info("###### loading %i bots #########" % len(settings.bots))
if settings.bots is not None:
sets = settings.bots[:]
del settings.bots # settings is now just the meta settings
for botSetting in sets:
usedSettings = dict(settings)
usedSettings = dotdict(usedSettings)
usedSettings.update(botSetting)
if len(usedSettings.API_KEY) == 0 or len(
usedSettings.API_SECRET) == 0:
logger.error(
"You have to put in apiKey and secret before starting!")
else:
logger.info("starting " + usedSettings.id)
activeThreads.append(start_bot(usedSettings))
logger.info("init done")
if len(activeThreads) > 0:
failures = 0
lastError = 0
while True:
sleep(1)
toRestart = []
toRemove = []
for thread in activeThreads:
if not thread.is_alive() or not thread.bot.alive:
logger.info("%s died. stopping" % thread.bot.id)
toRestart.append(thread.originalSettings)
thread.bot.exit()
toRemove.append(thread)
failures = failures + 1
lastError = time()
for thread in toRemove:
activeThreads.remove(thread)
if time() - lastError > 60 * 15:
failures = 0 # reset errorCount after 15 minutes. only restart if more than 5 errors in 15 min
if failures > 5:
logger.info("too many failures, restart the whole thing")
stop_all_and_exit()
break
for usedSettings in toRestart:
logger.info("restarting " + usedSettings.id)
sleep(10)
activeThreads.append(start_bot(usedSettings))
write_dashboard(settings.DASHBOARD_FILE)
else:
logger.warn("no bots defined. nothing to do")
def run(settings):
signal.signal(signal.SIGTERM, term_handler)
signal.signal(signal.SIGINT, term_handler)
atexit.register(stop_all_and_exit)
if not settings:
print("error: no settings defined. nothing to do. exiting")
sys.exit()
logger.info("###### loading %i bots #########" % len(settings.bots))
if settings.bots is not None:
sets = settings.bots[:]
del settings.bots # settings is now just the meta settings
for botSetting in sets:
usedSettings = dict(settings)
usedSettings = dotdict(usedSettings)
usedSettings.update(botSetting)
if len(usedSettings.API_KEY) == 0 or len(
usedSettings.API_SECRET) == 0:
logger.error(
"You have to put in apiKey and secret before starting!")
else:
logger.info("starting " + usedSettings.id)
activeThreads.append(start_bot(usedSettings))
logger.info("init done")
if len(activeThreads) > 0:
while True:
sleep(1)
allActive = True
for thread in activeThreads:
if not thread.is_alive() or not thread.bot.alive:
allActive = False
logger.info("%s died." % thread.bot.id)
break
if not allActive:
stop_all_and_exit()
break
write_dashboard(settings.DASHBOARD_FILE)
else:
logger.warn("no bots defined. nothing to do")
def __init__(self, settings, logger):
self.settings = settings
self.exchanges = {}
self.logger = logger
self.m1Data = {}
self.logger.info("### Starting up the Aggregator ###")
base = self.settings.dataPath
try:
os.makedirs(base)
except Exception:
pass
# read last data
# init exchanges from settings
self.read_data()
for exset in settings.exchanges:
exset = dotdict(exset)
self.load_exchange(exset)
self.logger.info("initial load of exchanges done")
def read_data_file(self, filename):
try:
with open(filename, 'r') as file:
data = json.load(file)
for entry in data:
d = VolubaData(entry['tstamp'])
for exchange, bar in entry['barsByExchange'].items():
bar = dotdict(bar)
b = Bar(tstamp=bar.tstamp,
open=bar.open,
high=bar.high,
low=bar.low,
close=bar.close,
volume=bar.volume)
b.buyVolume = bar.buyVolume
b.sellVolume = bar.sellVolume
d.barsByExchange[exchange] = b
self.m1Data[entry['tstamp']] = d
except Exception as e:
self.logger.error("Error reading data " + str(e))
def set_data_from_json(bar: Bar, jsonData):
if "modules" not in bar.bot_data.keys():
bar.bot_data['modules'] = {}
for key in jsonData.keys():
if len(jsonData[key].keys()) > 0:
bar.bot_data['modules'][key] = dotdict(jsonData[key])
def start_bot(botSettings, telegram: TelegramBot = None):
bot = MultiStrategyBot()
originalSettings = dotdict(dict(botSettings))
if "strategies" in botSettings.keys():
risk_reference = 1
if "RISK_REFERENCE" in botSettings.keys():
risk_reference = botSettings.RISK_REFERENCE
if risk_reference <= 0:
logger.error(
"if you don't want to risk money, you shouldn't even run this bot!"
)
bot.risk_reference = risk_reference
strategies = dict(botSettings.strategies)
del botSettings.strategies # settings is now just the meta settings
for stratId in strategies.keys():
stratSettings = dict(botSettings)
stratSettings = dotdict(stratSettings)
stratSettings.update(strategies[stratId])
if stratSettings.KB_RISK_FACTOR <= 0:
logger.error(
"if you don't want to risk money, you shouldn't even run this bot!"
)
continue
if stratId == "macross":
strat = MACross(fastMA=stratSettings.MAC_FAST_MA,
slowMA=stratSettings.MAC_SLOW_MA,
swingBefore=stratSettings.MAC_SWING_BEFORE,
swingAfter=stratSettings.MAC_SWING_AFTER)
elif stratId == "kuegi":
strat = KuegiStrategy(min_channel_size_factor=stratSettings.KB_MIN_CHANNEL_SIZE_FACTOR,
max_channel_size_factor=stratSettings.KB_MAX_CHANNEL_SIZE_FACTOR,
entry_tightening=stratSettings.KB_ENTRY_TIGHTENING,
bars_till_cancel_triggered=stratSettings.KB_BARS_TILL_CANCEL_TRIGGERED,
limit_entry_offset_perc=stratSettings.KB_LIMIT_OFFSET,
delayed_entry=stratSettings.KB_DELAYED_ENTRY,
delayed_cancel=stratSettings.KB_DELAYED_CANCEL,
cancel_on_filter=stratSettings.KB_CANCEL_ON_FILTER,
tp_fac=stratSettings.KB_TP_FAC) \
.withChannel(max_look_back=stratSettings.KB_MAX_LOOK_BACK,
threshold_factor=stratSettings.KB_THRESHOLD_FACTOR,
buffer_factor=stratSettings.KB_BUFFER_FACTOR,
max_dist_factor=stratSettings.KB_MAX_DIST_FACTOR,
max_swing_length=stratSettings.KB_MAX_SWING_LENGTH)
if "KB_TRAIL_TO_SWING" in stratSettings.keys():
strat.withTrail(
trail_to_swing=stratSettings.KB_TRAIL_TO_SWING,
delayed_swing=stratSettings.KB_DELAYED_ENTRY,
trail_back=stratSettings.KB_ALLOW_TRAIL_BACK)
elif stratId == "sfp":
strat = SfpStrategy(min_stop_diff_perc=stratSettings.SFP_MIN_STOP_DIFF,
init_stop_type=stratSettings.SFP_STOP_TYPE,
stop_buffer_fac=stratSettings.SFP_STOP_BUFFER_FAC,
tp_fac=stratSettings.SFP_TP_FAC,
min_wick_fac=stratSettings.SFP_MIN_WICK_FAC,
min_air_wick_fac=stratSettings.SFP_MIN_AIR_WICK_FAC,
min_wick_to_body=stratSettings.SFP_MIN_WICK_TO_BODY,
min_swing_length=stratSettings.SFP_MIN_SWING_LENGTH,
range_length=stratSettings.SFP_RANGE_LENGTH,
min_rej_length=stratSettings.SFP_MIN_REJ_LENGTH,
range_filter_fac=stratSettings.SFP_RANGE_FILTER_FAC,
close_on_opposite=stratSettings.SFP_CLOSE_ON_OPPOSITE,
tp_use_atr = stratSettings.SFP_USE_ATR,
ignore_on_tight_stop = stratSettings.SFP_IGNORE_TIGHT_STOP,
entries = stratSettings.SFP_ENTRIES) \
.withChannel(max_look_back=stratSettings.KB_MAX_LOOK_BACK,
threshold_factor=stratSettings.KB_THRESHOLD_FACTOR,
buffer_factor=stratSettings.KB_BUFFER_FACTOR,
max_dist_factor=stratSettings.KB_MAX_DIST_FACTOR,
max_swing_length=stratSettings.KB_MAX_SWING_LENGTH)
if "KB_TRAIL_TO_SWING" in stratSettings.keys():
strat.withTrail(
trail_to_swing=stratSettings.KB_TRAIL_TO_SWING,
delayed_swing=stratSettings.KB_DELAYED_ENTRY,
trail_back=stratSettings.KB_ALLOW_TRAIL_BACK)
else:
strat = None
logger.warning("unkown strategy: " + stratId)
if strat is not None:
strat.with_telegram(telegram)
strat.withRM(risk_factor=stratSettings.KB_RISK_FACTOR *
risk_reference,
risk_type=stratSettings.KB_RISK_TYPE,
max_risk_mul=stratSettings.KB_MAX_RISK_MUL,
atr_factor=stratSettings.KB_RISK_ATR_FAC)
if "KB_BE_FACTOR" in stratSettings.keys():
strat.withExitModule(
SimpleBE(factor=stratSettings.KB_BE_FACTOR,
buffer=stratSettings.KB_BE_BUFFER))
for i in range(1, 8):
factorKey = "KB_BE" + str(i) + "_FACTOR"
bufferKey = "KB_BE" + str(i) + "_BUFFER"
if factorKey in stratSettings.keys():
strat.withExitModule(
SimpleBE(factor=stratSettings[factorKey],
buffer=stratSettings[bufferKey]))
if "EM_PARA_INIT" in stratSettings.keys():
resetToCurrent = False
if "EM_PARA_RESET" in stratSettings.keys():
resetToCurrent = stratSettings.EM_PARA_RESET
strat.withExitModule(
ParaTrail(accInit=stratSettings.EM_PARA_INIT,
accInc=stratSettings.EM_PARA_INC,
accMax=stratSettings.EM_PARA_MAX,
resetToCurrent=resetToCurrent))
if "FILTER_DAYWEEK" in stratSettings.keys():
strat.withEntryFilter(
DayOfWeekFilter(stratSettings.FILTER_DAYWEEK))
bot.add_strategy(strat)
else:
logger.error("only multistrat bot supported")
live = LiveTrading(settings=botSettings,
trading_bot=bot,
telegram=telegram)
t = threading.Thread(target=live.run_loop)
t.bot: LiveTrading = live
t.originalSettings = originalSettings
t.start()
return t
def start_bot(botSettings):
bot = MultiStrategyBot()
if "strategies" in botSettings.keys():
strategies = dict(botSettings.strategies)
del botSettings.strategies # settings is now just the meta settings
for stratId in strategies.keys():
stratSettings = dict(botSettings)
stratSettings = dotdict(stratSettings)
stratSettings.update(strategies[stratId])
if stratSettings.KB_RISK_FACTOR <= 0:
logger.error(
"if you don't want to risk money, you shouldn't even run this bot!"
)
continue
if stratId == "kuegi":
strat = KuegiStrategy(min_channel_size_factor=stratSettings.KB_MIN_CHANNEL_SIZE_FACTOR,
max_channel_size_factor=stratSettings.KB_MAX_CHANNEL_SIZE_FACTOR,
entry_tightening=stratSettings.KB_ENTRY_TIGHTENING,
bars_till_cancel_triggered=stratSettings.KB_BARS_TILL_CANCEL_TRIGGERED,
stop_entry=stratSettings.KB_STOP_ENTRY,
delayed_entry=stratSettings.KB_DELAYED_ENTRY,
delayed_cancel=stratSettings.KB_DELAYED_CANCEL,
cancel_on_filter=stratSettings.KB_CANCEL_ON_FILTER) \
.withChannel(max_look_back=stratSettings.KB_MAX_LOOK_BACK,
threshold_factor=stratSettings.KB_THRESHOLD_FACTOR,
buffer_factor=stratSettings.KB_BUFFER_FACTOR,
max_dist_factor=stratSettings.KB_MAX_DIST_FACTOR,
max_swing_length=stratSettings.KB_MAX_SWING_LENGTH)
if "KB_TRAIL_TO_SWING" in stratSettings.keys():
strat.withTrail(
trail_to_swing=stratSettings.KB_TRAIL_TO_SWING,
delayed_swing=stratSettings.KB_DELAYED_ENTRY,
trail_back=stratSettings.KB_ALLOW_TRAIL_BACK)
elif stratId == "sfp":
strat = SfpStrategy(init_stop_type=stratSettings.SFP_STOP_TYPE,
tp_fac=stratSettings.SFP_TP_FAC,
min_wick_fac=stratSettings.SFP_MIN_WICK_FAC,
min_swing_length=stratSettings.SFP_MIN_SWING_LENGTH,
range_length=stratSettings.SFP_RANGE_LENGTH,
min_rej_length=stratSettings.SFP_MIN_REJ_LENGTH,
range_filter_fac=stratSettings.SFP_RANGE_FILTER_FAC,
close_on_opposite=stratSettings.SFP_CLOSE_ON_OPPOSITE) \
.withChannel(max_look_back=stratSettings.KB_MAX_LOOK_BACK,
threshold_factor=stratSettings.KB_THRESHOLD_FACTOR,
buffer_factor=stratSettings.KB_BUFFER_FACTOR,
max_dist_factor=stratSettings.KB_MAX_DIST_FACTOR,
max_swing_length=stratSettings.KB_MAX_SWING_LENGTH)
if "KB_TRAIL_TO_SWING" in stratSettings.keys():
strat.withTrail(
trail_to_swing=stratSettings.KB_TRAIL_TO_SWING,
delayed_swing=stratSettings.KB_DELAYED_ENTRY,
trail_back=stratSettings.KB_ALLOW_TRAIL_BACK)
else:
strat = None
logger.warn("unkown strategy: " + stratId)
if strat is not None:
strat.withRM(risk_factor=stratSettings.KB_RISK_FACTOR,
risk_type=stratSettings.KB_RISK_TYPE,
max_risk_mul=stratSettings.KB_MAX_RISK_MUL,
atr_factor=stratSettings.KB_RISK_ATR_FAC)
if "KB_BE_FACTOR" in stratSettings.keys():
strat.withExitModule(
SimpleBE(factor=stratSettings.KB_BE_FACTOR,
buffer=stratSettings.KB_BE_BUFFER))
if "KB_BE2_FACTOR" in stratSettings.keys():
strat.withExitModule(
SimpleBE(factor=stratSettings.KB_BE2_FACTOR,
buffer=stratSettings.KB_BE2_BUFFER))
if "EM_PARA_INIT" in stratSettings.keys():
strat.withExitModule(
ParaTrail(accInit=stratSettings.EM_PARA_INIT,
accInc=stratSettings.EM_PARA_INC,
accMax=stratSettings.EM_PARA_MAX))
if "FILTER_DAYWEEK" in stratSettings.keys():
strat.withEntryFilter(
DayOfWeekFilter(stratSettings.FILTER_DAYWEEK))
bot.add_strategy(strat)
else:
if botSettings.KB_RISK_FACTOR <= 0:
logger.error(
"if you don't want to risk money, you shouldn't even run this bot!"
)
else:
bot.add_strategy(
KuegiStrategy(
min_channel_size_factor=botSettings.
KB_MIN_CHANNEL_SIZE_FACTOR,
max_channel_size_factor=botSettings.
KB_MAX_CHANNEL_SIZE_FACTOR,
entry_tightening=botSettings.KB_ENTRY_TIGHTENING,
bars_till_cancel_triggered=botSettings.
KB_BARS_TILL_CANCEL_TRIGGERED,
stop_entry=botSettings.KB_STOP_ENTRY,
delayed_entry=botSettings.KB_DELAYED_ENTRY,
delayed_cancel=botSettings.KB_DELAYED_CANCEL,
cancel_on_filter=botSettings.KB_CANCEL_ON_FILTER).
withChannel(
max_look_back=botSettings.KB_MAX_LOOK_BACK,
threshold_factor=botSettings.KB_THRESHOLD_FACTOR,
buffer_factor=botSettings.KB_BUFFER_FACTOR,
max_dist_factor=botSettings.KB_MAX_DIST_FACTOR,
max_swing_length=botSettings.KB_MAX_SWING_LENGTH).withRM(
risk_factor=botSettings.KB_RISK_FACTOR,
risk_type=botSettings.KB_RISK_TYPE,
max_risk_mul=botSettings.KB_MAX_RISK_MUL,
atr_factor=botSettings.KB_RISK_ATR_FAC).withExitModule(
SimpleBE(factor=botSettings.KB_BE_FACTOR,
buffer=botSettings.KB_BE_BUFFER)).
withTrail(trail_to_swing=botSettings.KB_TRAIL_TO_SWING,
delayed_swing=botSettings.KB_DELAYED_ENTRY,
trail_back=botSettings.KB_ALLOW_TRAIL_BACK))
live = LiveTrading(settings=botSettings, trading_bot=bot)
t = threading.Thread(target=live.run_loop)
t.bot: LiveTrading = live
t.start()
return t
