def getHistoricalData(self,
market,
granularity,
iso8601start='',
iso8601end=''):
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
return api.getHistoricalData(market, granularity, iso8601start,
iso8601end)
elif self.exchange == 'binance':
api = BPublicAPI()
if iso8601start != '' and iso8601end != '':
return api.getHistoricalData(
market, granularity,
str(
datetime.strptime(
iso8601start,
'%Y-%m-%dT%H:%M:%S.%f').strftime('%d %b, %Y')),
str(
datetime.strptime(
iso8601end,
'%Y-%m-%dT%H:%M:%S.%f').strftime('%d %b, %Y')))
else:
return api.getHistoricalData(market, granularity)
else:
return pd.DataFrame()
def is1hSMA50200Bull(self):
try:
if self.isSimulation() and isinstance(self.sma50200_1h_cache,
pd.DataFrame):
df_data = self.sma50200_1h_cache
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 3600)
self.sma50200_1h_cache = df_data
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '1h')
self.sma50200_1h_cache = df_data
else:
return False
ta = TechnicalAnalysis(df_data)
if 'sma50' not in df_data:
ta.addSMA(50)
if 'sma200' not in df_data:
ta.addSMA(200)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['sma50'] > df_last['sma200']
return bool(df_last['bull'])
except Exception:
return False
def getHistoricalData(self,
market,
granularity: int,
iso8601start='',
iso8601end=''):
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
if iso8601start != '' and iso8601end == '':
return api.getHistoricalData(
market, to_coinbase_pro_granularity(granularity),
iso8601start)
elif iso8601start != '' and iso8601end != '':
return api.getHistoricalData(
market, to_coinbase_pro_granularity(granularity),
iso8601start, iso8601end)
else:
return api.getHistoricalData(
market, to_coinbase_pro_granularity(granularity))
elif self.exchange == 'binance':
api = BPublicAPI()
if iso8601start != '' and iso8601end != '':
return api.getHistoricalData(
market, to_binance_granularity(granularity), iso8601start,
iso8601end)
else:
return api.getHistoricalData(
market, to_binance_granularity(granularity))
else:
return pd.DataFrame()
def is6hEMA1226Bull(self):
try:
if isinstance(self.ema1226_6h_cache, pd.DataFrame):
df_data = self.ema1226_6h_cache
elif self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 21600)
self.ema1226_6h_cache = df_data
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData
self.ema1226_6h_cache = df_data(self.market, '6h')
else:
return False
ta = TechnicalAnalysis(df_data)
if 'ema12' not in df_data:
ta.addEMA(12)
if 'ema26' not in df_data:
ta.addEMA(26)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['ema12'] > df_last['ema26']
return bool(df_last['bull'])
except Exception:
return False
def is6hSMA50200Bull(self):
try:
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 21600)
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '6h')
else:
return False
ta = TechnicalAnalysis(df_data)
ta.addSMA(50)
ta.addSMA(200)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['sma50'] > df_last['sma200']
return bool(df_last['bull'])
except Exception:
return False
def is1hEMA1226Bull(self):
try:
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 3600)
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '1h')
else:
return False
ta = TechnicalAnalysis(df_data)
ta.addEMA(12)
ta.addEMA(26)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['ema12'] > df_last['ema26']
return bool(df_last['bull'])
except Exception:
return False
def is6hEMA1226Bull(self, iso8601end: str = ''):
try:
if self.isSimulation() and isinstance(self.ema1226_6h_cache,
pd.DataFrame):
df_data = self.ema1226_6h_cache[(self.ema1226_6h_cache['date']
<= iso8601end)]
elif self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 21600)
self.ema1226_6h_cache = df_data
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '6h')
self.ema1226_6h_cache = df_data
else:
return False
ta = TechnicalAnalysis(df_data)
if 'ema12' not in df_data:
ta.addEMA(12)
if 'ema26' not in df_data:
ta.addEMA(26)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['bull'] = df_last['ema12'] > df_last['ema26']
Logger.debug("---- EMA1226 6H Check----")
if self.isSimulation():
Logger.debug("simdate: " + str(df_last['date']))
Logger.debug("ema12 6h: " + str(df_last['ema12']))
Logger.debug("ema26 6h: " + str(df_last['ema26']))
Logger.debug("bull 6h: " +
str(df_last['ema12'] > df_last['ema26']))
return bool(df_last['bull'])
except Exception:
return False
def is1hSMA50200Bull(self, iso8601end: str = ''):
try:
if self.isSimulation() and isinstance(self.sma50200_1h_cache,
pd.DataFrame):
df_data = self.sma50200_1h_cache[(
self.sma50200_1h_cache['date'] <= iso8601end)]
elif self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 3600)
self.sma50200_1h_cache = df_data
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '1h')
self.sma50200_1h_cache = df_data
else:
return False
ta = TechnicalAnalysis(df_data)
if 'sma50' not in df_data:
ta.addSMA(50)
if 'sma200' not in df_data:
ta.addSMA(200)
df_last = ta.getDataFrame().copy().iloc[-1, :]
Logger.debug("---- SMA50200 1H Check----")
if self.isSimulation():
Logger.debug("simdate: " + str(df_last['date']))
Logger.debug("sma50 1h: " + str(df_last['sma50']))
Logger.debug("sma200 1h: " + str(df_last['sma200']))
Logger.debug("bull 1h: " +
str(df_last['sma50'] > df_last['sma200']))
df_last['bull'] = df_last['sma50'] > df_last['sma200']
return bool(df_last['bull'])
except Exception:
return False
def isCryptoRecession(self):
try:
if self.exchange == 'coinbasepro':
api = CBPublicAPI()
df_data = api.getHistoricalData(self.market, 86400)
elif self.exchange == 'binance':
api = BPublicAPI()
df_data = api.getHistoricalData(self.market, '1d')
else:
return False # if there is an API issue, default to False to avoid hard sells
if len(df_data) <= 200:
return False # if there is unsufficient data, default to False to avoid hard sells
ta = TechnicalAnalysis(df_data)
ta.addSMA(50)
ta.addSMA(200)
df_last = ta.getDataFrame().copy().iloc[-1, :]
df_last['crypto_recession'] = df_last['sma50'] < df_last['sma200']
return bool(df_last['crypto_recession'])
except Exception:
return False