def run(self):
self.stop = False
active_trade = False
profits = 0
self.trailingstop = Trailingstop(self.datum[0]['close'],
self.stoploss_percentage)
while not self.stop:
signal = self.indicator.get_signal()
if signal == 'buy' and not active_trade:
#buy
self.buy()
self.trailingstop = Trailingstop(self.datum[0]['close'],
self.stoploss_percentage)
active_trade = True
elif signal == 'sell' and active_trade:
#sell
self.sell()
active_trade = False
elif signal == 'wait' and active_trade:
if self.datum[0]['close'] <= self.trailingstop.stop:
self.sell()
active_trade = False
else:
print('[' + self.name + ']: is waiting. ' +
str(self.datum[0]))
elif signal == 'wait':
print('[' + self.name + ']: is waiting. ' + str(self.datum[0]))
self.get_candle()
def run(self):
self.stop = False
active_trade = False
profits = 0
self.trailingstop = Trailingstop(self.datum[0]['close'],self.stoploss_percentage)
while not self.stop:
signal = self.indicator.get_signal()
if signal == 'buy' and not active_trade:
#buy
self.buy()
self.trailingstop = Trailingstop(self.datum[0]['close'],self.stoploss_percentage)
active_trade = True
elif signal == 'sell' and active_trade:
#sell
self.sell()
active_trade = False
elif signal == 'wait' and active_trade:
if self.datum[0]['close'] <= self.trailingstop.stop:
self.sell()
active_trade = False
else:
print('[' + self.name + ']: is waiting. '+str(self.datum[0]))
elif signal =='wait':
print('[' + self.name + ']: is waiting. '+str(self.datum[0]))
self.get_candle()
class Trader(Process):
def __init__(self,name,exchange,public_key,private_key,pair,amount,\
datumsize=1000,\
period_length=60,\
charting='candlestick',\
initial_wait=5,\
update_interval=5,\
stoploss=7):
Process.__init__(self)
self.name = name
self.exchange = EXCHANGES[exchange](public_key, private_key)
self.amount = amount
self.pair = pair
self.period_length = period_length
self.charting = charting
self.initial_wait = initial_wait
self.update_interval = update_interval
self.indicators = {}
self.datum = [{'open': 0, 'close': 0, 'high': 0, 'low': 0}] * datumsize
self.trade_history = [{'buy': 0, 'sell': 0, 'profit': 0}] * datumsize
self.stop = True
self.stoploss_percentage = stoploss
self.sma = None
self.ema = None
self.donchian_breakout = None
def config_sma(self, shortsma=7, longsma=30):
self.sma = SMAcrossover(self.datum, shortsma=shortsma, longsma=longsma)
self.indicators['smacrossover'] = self.sma
def config_ema(self, shortema=7, longema=30, coefficient=0.2):
self.ema = EMAcrossover(self.datum,
shortema=shortema,
longema=longema,
coefficient=coefficient)
self.indicators['emacrossover'] = self.ema
def config_donchian_channels(self, parameter=10):
self.donchian_breakout = Breakout(self.datum, parameter=parameter)
self.indicators['donchianchannels'] = self.donchian_breakout
def config_dual_indicator(self, primary, secondary, limit=3):
self.dual_indicator = Dualindicator(primary, secondary, limit=limit)
self.indicators['dual_indicator'] = self.dual_indicator
def set_indicator(self, indicator):
self.indicator = self.indicators[indicator]
def run(self):
self.stop = False
active_trade = False
profits = 0
self.trailingstop = Trailingstop(self.datum[0]['close'],
self.stoploss_percentage)
while not self.stop:
signal = self.indicator.get_signal()
if signal == 'buy' and not active_trade:
#buy
self.buy()
self.trailingstop = Trailingstop(self.datum[0]['close'],
self.stoploss_percentage)
active_trade = True
elif signal == 'sell' and active_trade:
#sell
self.sell()
active_trade = False
elif signal == 'wait' and active_trade:
if self.datum[0]['close'] <= self.trailingstop.stop:
self.sell()
active_trade = False
else:
print('[' + self.name + ']: is waiting. ' +
str(self.datum[0]))
elif signal == 'wait':
print('[' + self.name + ']: is waiting. ' + str(self.datum[0]))
self.get_candle()
def get_candle(self):
start = time()
prices = []
while (time() < (start + self.period_length)):
last = self.exchange.get_last(self.pair)
prices.append(last)
sleep(self.update_interval)
self.chart(prices)
self.indicator.update(self.datum)
self.trailingstop.update(self.datum[0]['close'])
def prep_period(self):
for i in range(self.initial_wait):
start = time()
prices = []
while (time() < start + self.period_length):
last = self.exchange.get_last(self.pair)
prices.append(last)
sleep(self.update_interval)
self.chart(prices)
def chart(self, datum):
if self.charting == 'candlestick':
mopen = datum[0]
mclose = datum[len(datum) - 1]
mhigh = max(datum)
mlow = min(datum)
elif self.charting == 'heikin-ashi':
mclose = (datum[0] + datum[len(datum) - 1] + max(datum) +
min(datum)) / 4
mopen = (self.datum[0]['open'] + self.datum[0]['close']) / 2
mhigh = max(max(datum), mopen, mclose)
mlow = min(min(datum), mopen, mclose)
self.datum.pop()
self.datum.insert(0, {
'high': mhigh,
'low': mlow,
'open': mopen,
'close': mclose
})
def append_log(self, message):
cwd = os.path.dirname(__file__)
log = open(cwd + "/logs/" + self.name + '.log', 'a')
log.write(strftime("%B %d @ %H:%M > ") + message + '\n')
def sell(self):
price = self.exchange.get_sell(self.pair)
print(self.exchange.sell(self.pair, self.amount, price))
self.trade_history[0]['sell'] = price
self.trade_history[0]['profit'] = (
price - self.trade_history[0]['buy']) * self.amount
if self.trade_history[0]['profit'] > 0:
self.amount += (self.trade_history[0]['profit'] * (1 / price))
#round to 4 decimal places
self.amount *= 10000
self.amount = int(self.amount)
self.amount /= 10000
print('[' + self.name + ']: recieved signal to sell')
print("profits: ", self.trade_history[0]['profit'])
self.append_log("Sell signal recieved\n" +\
"Selling :"+str(self.amount) + str(self.pair[:3]) +\
' @ ' + str(price) + str(self.pair[4:]) + '\n' +\
"Profit :" + str(self.trade_history[0]['profit']) + '\n' +\
"Cumulative Profit: " + str(sum([x['profit'] for x in self.trade_history])) + str(self.pair[4:]) )
def buy(self):
price = self.exchange.get_buy(self.pair)
print(self.exchange.buy(self.pair, self.amount, price))
print('[' + self.name + ']: recieved signal to buy')
self.append_log("Buy signal recieved\n"+"Buying :"+str(self.amount) + str(self.pair[:3]) +\
' @ ' + str(price) + str(self.pair[4:]) )
self.trade_history.pop()
self.trade_history.insert(0, {'buy': 0.0, 'sell': 0.0, 'profit': 0.0})
self.trade_history[0]['buy'] = price
#Data courtesy of http://bitcoincharts.com
#Currently historical data is only avaliable with the BTC/USD, BTC/EUR, and BTC/RUR pair on Btc-e, as
#well as the BTC/CNY pair on BTCChina
def get_historical(self):
if isinstance(self.exchange, Btce):
if self.pair == 'btc_usd':
symbol = "btceUSD"
elif self.pair == 'btc_rur':
symbol = "btceRUR"
elif isinstance(self.exchange, Btcchina):
symbol = "btcnCNY"
print('[' + str(self.name) +
'] is getting historical data from http://bitcoincharts.com/')
try:
getnew = (os.path.getmtime(symbol + '.txt')) < (time() - 900)
except:
getnew = True
print(str(getnew))
if getnew:
conn = http.client.HTTPConnection("api.bitcoincharts.com")
conn.request("GET", "/v1/trades.csv?symbol=" + symbol)
response = conn.getresponse()
st = response.read().decode('utf-8')
f = open(symbol + '.txt', 'w')
f.write(st)
f.close()
else:
f = open(symbol + '.txt', 'r')
st = f.read()
f.close()
periodsstr = st.split('\n')
periods = []
for period in periodsstr:
l = period.split(',')
l = {
'time': float(l[0]),
'price': float(l[1]),
'amount': float(l[2])
}
periods.append(l)
periods = periods[::-1]
return periods
def restore(self, periods):
i = 0
start = periods[0]['time']
datum = []
for period in periods:
if period['time'] > (start - self.period_length):
if len(datum) > 0:
self.chart(datum)
datum = []
start += self.period_length
else:
datum.append(period['price'])
if len(datum) > 0:
self.chart(datum)
class Trader(Process):
def __init__(self,name,exchange,public_key,private_key,pair,amount,\
datumsize=1000,\
period_length=60,\
charting='candlestick',\
initial_wait=5,\
update_interval=5,\
stoploss=7):
Process.__init__(self)
self.name = name
self.exchange = EXCHANGES[exchange](public_key,private_key)
self.amount = amount
self.pair = pair
self.period_length = period_length
self.charting = charting
self.initial_wait = initial_wait
self.update_interval = update_interval
self.indicators = {}
self.datum = [{'open':0,'close':0,'high':0,'low':0}] * datumsize
self.trade_history = [{'buy':0,'sell':0,'profit':0}] * datumsize
self.stop = True
self.stoploss_percentage = stoploss
self.sma = None
self.ema = None
self.donchian_breakout = None
def config_sma(self,shortsma=7,longsma=30):
self.sma = SMAcrossover(self.datum,shortsma=shortsma,longsma=longsma)
self.indicators['smacrossover'] = self.sma
def config_ema(self,shortema=7,longema=30,coefficient=0.2):
self.ema = EMAcrossover(self.datum,shortema=shortema,longema=longema,coefficient=coefficient)
self.indicators['emacrossover'] = self.ema
def config_donchian_channels(self,parameter=10):
self.donchian_breakout = Breakout(self.datum,parameter=parameter)
self.indicators['donchianchannels'] = self.donchian_breakout
def config_dual_indicator(self,primary,secondary,limit=3):
self.dual_indicator = Dualindicator(primary,secondary,limit=limit)
self.indicators['dual_indicator'] = self.dual_indicator
def set_indicator(self,indicator):
self.indicator = self.indicators[indicator]
def run(self):
self.stop = False
active_trade = False
profits = 0
self.trailingstop = Trailingstop(self.datum[0]['close'],self.stoploss_percentage)
while not self.stop:
signal = self.indicator.get_signal()
if signal == 'buy' and not active_trade:
#buy
self.buy()
self.trailingstop = Trailingstop(self.datum[0]['close'],self.stoploss_percentage)
active_trade = True
elif signal == 'sell' and active_trade:
#sell
self.sell()
active_trade = False
elif signal == 'wait' and active_trade:
if self.datum[0]['close'] <= self.trailingstop.stop:
self.sell()
active_trade = False
else:
print('[' + self.name + ']: is waiting. '+str(self.datum[0]))
elif signal =='wait':
print('[' + self.name + ']: is waiting. '+str(self.datum[0]))
self.get_candle()
def get_candle(self):
start = time()
prices = []
while(time() < (start + self.period_length)):
last = self.exchange.get_last(self.pair)
prices.append(last)
sleep(self.update_interval)
self.chart(prices)
self.indicator.update(self.datum)
self.trailingstop.update(self.datum[0]['close'])
def prep_period(self):
for i in range(self.initial_wait):
start = time()
prices = []
while (time() < start + self.period_length):
last = self.exchange.get_last(self.pair)
prices.append(last)
sleep(self.update_interval)
self.chart(prices)
def chart(self,datum):
if self.charting == 'candlestick':
mopen = datum[0]
mclose = datum[len(datum)-1]
mhigh = max(datum)
mlow = min(datum)
elif self.charting == 'heikin-ashi':
mclose = (datum[0] + datum[len(datum)-1] + max(datum) + min(datum)) / 4
mopen = (self.datum[0]['open'] + self.datum[0]['close']) / 2
mhigh = max(max(datum),mopen,mclose)
mlow = min(min(datum),mopen,mclose)
self.datum.pop()
self.datum.insert(0,{'high':mhigh,'low':mlow,'open':mopen,'close':mclose})
def append_log(self,message):
cwd = os.path.dirname(__file__)
log = open(cwd+ "/logs/" + self.name+'.log', 'a')
log.write(strftime("%B %d @ %H:%M > ")+ message +'\n')
def sell(self):
price = self.exchange.get_sell(self.pair)
print(self.exchange.sell(self.pair,self.amount,price))
self.trade_history[0]['sell'] = price
self.trade_history[0]['profit'] = (price - self.trade_history[0]['buy']) * self.amount
if self.trade_history[0]['profit'] > 0:
self.amount += (self.trade_history[0]['profit'] * (1/price))
#round to 4 decimal places
self.amount *= 10000
self.amount = int(self.amount)
self.amount /= 10000
print('[' + self.name + ']: recieved signal to sell')
print("profits: ", self.trade_history[0]['profit'])
self.append_log("Sell signal recieved\n" +\
"Selling :"+str(self.amount) + str(self.pair[:3]) +\
' @ ' + str(price) + str(self.pair[4:]) + '\n' +\
"Profit :" + str(self.trade_history[0]['profit']) + '\n' +\
"Cumulative Profit: " + str(sum([x['profit'] for x in self.trade_history])) + str(self.pair[4:]) )
def buy(self):
price = self.exchange.get_buy(self.pair)
print(self.exchange.buy(self.pair,self.amount,price))
print('[' + self.name + ']: recieved signal to buy')
self.append_log("Buy signal recieved\n"+"Buying :"+str(self.amount) + str(self.pair[:3]) +\
' @ ' + str(price) + str(self.pair[4:]) )
self.trade_history.pop()
self.trade_history.insert(0,{'buy':0.0,'sell':0.0,'profit':0.0})
self.trade_history[0]['buy'] = price
#Data courtesy of http://bitcoincharts.com
#Currently historical data is only avaliable with the BTC/USD, BTC/EUR, and BTC/RUR pair on Btc-e, as
#well as the BTC/CNY pair on BTCChina
def get_historical(self):
if isinstance(self.exchange,Btce):
if self.pair == 'btc_usd':
symbol = "btceUSD"
elif self.pair == 'btc_rur':
symbol = "btceRUR"
elif isinstance(self.exchange,Btcchina):
symbol = "btcnCNY"
print('['+str(self.name)+'] is getting historical data from http://bitcoincharts.com/')
try:
getnew = (os.path.getmtime(symbol+'.txt')) < (time() - 900)
except:
getnew = True
print(str(getnew))
if getnew:
conn = http.client.HTTPConnection("api.bitcoincharts.com")
conn.request("GET","/v1/trades.csv?symbol=" + symbol)
response = conn.getresponse()
st = response.read().decode('utf-8')
f = open(symbol+'.txt','w')
f.write(st)
f.close()
else:
f = open(symbol+'.txt','r')
st = f.read()
f.close()
periodsstr = st.split('\n')
periods = []
for period in periodsstr:
l = period.split(',')
l = {'time':float(l[0]),'price':float(l[1]),'amount':float(l[2])}
periods.append(l)
periods = periods[::-1]
return periods
def restore(self,periods):
i = 0
start = periods[0]['time']
datum = []
for period in periods:
if period['time'] > (start - self.period_length):
if len(datum) > 0:
self.chart(datum)
datum = []
start += self.period_length
else:
datum.append(period['price'])
if len(datum) > 0:
self.chart(datum)
