def close_all(self):
"""
Close all positions
"""
if self.get_position_size() == 0:
return
BitMexStub.close_all(self)
self.close_signals.append(self.index)
def __init__(self):
"""
コンストラクタ
:param periods:
"""
BitMexStub.__init__(self, threading=False)
self.enable_trade_log = False
self.start_balance = self.get_balance()
def close_all(self):
"""
すべてのポジションを解消する。
"""
if self.get_position_size() == 0:
return
BitMexStub.close_all(self)
self.close_signals.append(self.index)
def on_update(self, bin_size, strategy):
"""
Register the strategy function.
:param strategy:
"""
self.__load_ohlcv(bin_size)
BitMexStub.on_update(self, bin_size, strategy)
self.__crawler_run()
def on_update(self, bin_size, strategy):
"""
戦略の関数を登録する。
:param strategy:
"""
self.__load_ohlcv(bin_size)
BitMexStub.on_update(self, bin_size, strategy)
self.__crawler_run()
def close_all_at_price(self, price):
"""
close the current position at price, for backtesting purposes its important to have a function that closes at given price
:param price: price
"""
if self.get_position_size() == 0:
return
BitMexStub.close_all_at_price(self, price)
self.close_signals.append(self.index)
def __init__(self, account, pair):
"""
constructor
:account:
:pair:
:param periods:
"""
BitMexStub.__init__(self, account, pair, threading=False)
self.pair = pair
self.enable_trade_log = False
self.start_balance = self.get_balance()
def entry(self, id, long, qty, limit=0, stop=0, when=True):
"""
注文をする。pineの関数と同等の機能。
https://jp.tradingview.com/study-script-reference/#fun_strategy{dot}entry
:param id: 注文の番号
:param long: ロング or ショート
:param qty: 注文量
:param limit: 指値
:param stop: ストップ指値
:param when: 注文するか
:return:
"""
BitMexStub.entry(self, id, long, qty, limit, stop, when)
def order(self, id, long, qty, limit=0, stop=0, post_only=False, reduce_only=False, allow_amend=True, when=False):
"""
places an entry order, works equivalent to tradingview pine script implementation
https://jp.tradingview.com/study-script-reference/#fun_strategy{dot}entry
:param id: Order id
:param long: Long or Short
:param qty: Quantity
:param limit: Limit price
:param stop: Stop limit
:param post_only: Post only
:param when: Do you want to execute the order or not - True for live trading
:return:
"""
BitMexStub.order(self, id, long, qty, limit, stop, post_only, reduce_only, allow_amend, when)
def commit(self, id, long, qty, price):
"""
約定する。
:param id: 注文番号
:param long: ロング or ショート
:param qty: 注文量
:param price: 価格
"""
BitMexStub.commit(self, id, long, qty, price)
if long:
self.buy_signals.append(self.index)
else:
self.sell_signals.append(self.index)
def commit(self, id, long, qty, price, need_commission=True):
"""
約定する。
:param id: 注文番号
:param long: ロング or ショート
:param qty: 注文量
:param price: 価格
:param need_commission: 手数料が発生するか
"""
BitMexStub.commit(self, id, long, qty, price, need_commission)
if long:
self.buy_signals.append(self.index)
else:
self.sell_signals.append(self.index)
def commit(self, id, long, qty, price, need_commission=True):
"""
Commit
:param id: order
:param long: long or short
:param qty: quantity
:param price: price
:param need_commission: use commision or not?
"""
BitMexStub.commit(self, id, long, qty, price, need_commission)
if long:
self.buy_signals.append(self.index)
else:
self.sell_signals.append(self.index)
def run(self):
"""
˜ Botを起動する関数。
"""
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
if self.hyperopt:
logger.info(f"Bot Mode : Hyperopt")
self.params_search()
return
elif self.stub_test:
logger.info(f"Bot Mode : Stub")
self.exchange = BitMexStub()
elif self.back_test:
logger.info(f"Bot Mode : Back test")
self.exchange = BitMexBackTest()
else:
logger.info(f"Bot Mode : Trade")
self.exchange = BitMex(demo=self.test_net)
self.exchange.ohlcv_len = self.ohlcv_len()
self.exchange.on_update(self.bin_size, self.strategy)
self.exchange.show_result()
def run(self):
"""
˜ Bot 기동
"""
if self.hyperopt:
logger.info(f"Bot Mode : Hyperopt")
self.params_search()
return
elif self.stub_test:
logger.info(f"Bot Mode : Stub")
self.exchange = BitMexStub()
elif self.back_test:
logger.info(f"Bot Mode : Back test")
self.exchange = BitMexBackTest()
else:
logger.info(f"Bot Mode : Trade")
self.exchange = BitMex(demo=self.test_net)
self.exchange.ohlcv_len = self.ohlcv_len()
self.exchange.on_update(self.bin_size, self.strategy)
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
logger.info(f"Resolution : {self.resolution()}")
logger.info(f"Balance : {self.exchange.get_balance()}")
notify(f"Starting Bot\n"
f"Strategy : {type(self).__name__}\n"
f"Resolution : {self.resolution()}\n"
f"Balance : {self.exchange.get_balance()/100000000} XBT")
self.exchange.show_result()
def run(self):
if self.hyperopt:
raise Exception(
"Trading View Strategy dose not support hyperopt Mode.")
elif self.back_test:
raise Exception(
"Trading View Strategy dose not support backtest Mode.")
elif self.stub_test:
# if you want to use binance futures
# self.exchange = BinanceFuturesStub(account=self.account, pair=self.pair)
self.exchange = BitMexStub(account=self.account, pair=self.pair)
logger.info(f"Bot Mode : Stub")
else:
# if you want to use binance
#self.exchange = BinanceFutures(account=self.account, pair=self.pair, demo=self.test_net)
self.exchange = BitMex(account=self.account,
pair=self.pair,
demo=self.test_net)
logger.info(f"Bot Mode : Trade")
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
logger.info(f"Balance : {self.exchange.get_balance()}")
notify(f"Starting Bot\n"
f"Strategy : {type(self).__name__}\n"
f"Balance : {self.exchange.get_balance()/100000000} XBT")
self.subscriber.on_message(self.__on_message)
def run(self):
if self.hyperopt:
raise Exception(
"Trading View Strategy dose not support hyperopt Mode.")
elif self.back_test:
raise Exception(
"Trading View Strategy dose not support backtest Mode.")
elif self.stub_test:
self.exchange = BitMexStub()
logger.info(f"Bot Mode : Stub")
else:
self.exchange = BitMex(demo=self.test_net)
logger.info(f"Bot Mode : Trade")
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
logger.info(f"Resolution : {self.resolution()}")
logger.info(f"Balance : {self.exchange.get_balance()}")
notify(f"Starting Bot\n"
f"Strategy : {type(self).__name__}\n"
f"Resolution : {self.resolution()}\n"
f"Balance : {self.exchange.get_balance()/100000000} XBT")
self.subscriber.on_message(self.__on_message)
def run(self):
"""
˜ Function to run the bot
"""
if self.hyperopt:
logger.info(f"Bot Mode : Hyperopt")
self.params_search()
return
elif self.stub_test:
logger.info(f"Bot Mode : Stub")
if self.exchange_arg == "binance":
self.exchange = BinanceFuturesStub(account=self.account, pair=self.pair)
elif self.exchange_arg == "bitmex":
self.exchange = BitMexStub(account=self.account, pair=self.pair)
else:
logger.info(f"--exchange argument missing or invalid")
return
elif self.back_test:
logger.info(f"Bot Mode : Back test")
if self.exchange_arg == "binance":
self.exchange = BinanceFuturesBackTest(account=self.account, pair=self.pair)
elif self.exchange_arg == "bitmex":
self.exchange = BitMexBackTest(account=self.account, pair=self.pair)
else:
logger.info(f"--exchange argument missing or invalid")
return
else:
logger.info(f"Bot Mode : Trade")
if self.exchange_arg == "binance":
self.exchange = BinanceFutures(account=self.account, pair=self.pair, demo=self.test_net)
elif self.exchange_arg == "bitmex":
self.exchange = BitMex(account=self.account, pair=self.pair, demo=self.test_net)
else:
logger.info(f"--exchange argument missing or invalid")
return
self.exchange.ohlcv_len = self.ohlcv_len()
self.exchange.on_update(self.bin_size, self.strategy)
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
logger.info(f"Balance : {self.exchange.get_balance()}")
notify(f"Starting Bot\n"
f"Strategy : {type(self).__name__}\n"
f"Balance : {self.exchange.get_balance()}")
self.exchange.show_result()