def update_state(self):
self.previous_state = deepcopy(self.state)
if self.state['updatedDate'] < helpers.get_start_of_day():
self.logger.info('Updating state at beginning of new day.')
if helpers.strategy_won_yesterday(self.reference):
self.logger.info('Won yesterday.')
if self.state['weightLadderPosition'] > 0:
self.state['weightLadderPosition'] -= 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Reduced weighting to %sx.' % weight)
self.state['daysAtMaxWeight'] = 0
self.logger.info('Reset days at maximum weight to 0.')
else:
self.logger.info('Lost yesterday.')
if self.state['weightLadderPosition'] < (
len(settings.weight_ladder) - 1):
self.state['weightLadderPosition'] += 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Increased weighting to %sx.' % weight)
else:
self.state['daysAtMaxWeight'] += 1
self.logger.info(
'Incremented days at maximum weight to %s.' %
self.state['daysAtMaxWeight'])
betbot_db.strategy_repo.upsert(self.state)
def create_bets(self, market=None, market_book=None):
bets = []
if market and market_book:
if not self.state['active']:
self.logger.info('Strategy is not active, no bets generated.')
return bets
if self.state['stopLoss']:
self.logger.info('Stop loss triggered, no more bets today.')
return bets
self.update_state()
runner = helpers.get_favourite(market_book)
if runner:
adjusted_last_price = runner['lastPriceTraded'] - 1
if self.state['lostStakeSum'] == 0:
stake = settings.minimum_stake
else:
stake = (self.state['lostStakeSum'] +
adjusted_last_price) / adjusted_last_price
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
price = helpers.get_back_limit_price(runner, stake * weight)
if price < 2:
new_bet = {
'customerOrderRef':
helpers.get_unique_ref(self.reference),
'selectionId': runner['selectionId'],
'handicap': 0,
'side': 'BACK',
'orderType': 'LIMIT',
'limitOrder': {
'size': stake * weight,
'price': price,
'persistenceType': 'LAPSE',
'timeInForce': 'FILL_OR_KILL'
}
}
bets.append(new_bet)
else:
self.state = deepcopy(self.previous_state)
betbot_db.strategy_repo.upsert(self.state)
self.logger.info(
"No bet generated, favourite is not odds-on (<2 on Betfair)."
)
self.logger.info("Reverted to previous strategy state.")
else:
self.state = deepcopy(self.previous_state)
betbot_db.strategy_repo.upsert(self.state)
self.logger.info("No bet generated, no favourite identified.")
self.logger.info("Reverted to previous strategy state.")
else:
msg = 'Failed to create bets for strategy %s, no market/book provided' % self.reference
raise Exception(msg)
return bets
def create_bets(self, market=None, market_book=None):
bets = []
if market and market_book:
if not self.state['active']:
self.logger.info('Strategy is not active, no bets generated.')
else:
self.update_state()
stake = helpers.get_stake_by_ladder_position(
0) # fixed staking plan
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
runner = helpers.get_favourite(market_book)
if runner:
new_bet = {
'customerOrderRef':
helpers.get_unique_ref(self.reference),
'selectionId': runner['selectionId'],
'handicap': 0,
'side': 'LAY',
'orderType': 'LIMIT',
'limitOrder': {
'size':
stake * weight,
'price':
helpers.get_lay_limit_price(
runner, stake * weight),
'persistenceType':
'LAPSE',
'timeInForce':
'FILL_OR_KILL'
}
}
bets.append(new_bet)
else:
self.state = deepcopy(self.previous_state)
betbot_db.strategy_repo.upsert(self.state)
self.logger.info(
"No bet generated, no favourite identified.")
self.logger.info("Reverted to previous strategy state.")
else:
msg = 'Failed to create bets for strategy %s, no market/book provided' % self.reference
raise Exception(msg)
return bets
def update_state(self):
self.previous_state = deepcopy(self.state)
if self.state['updatedDate'] < helpers.get_start_of_day(
): # Once a day
self.logger.info('Updating state at beginning of new day.')
if helpers.strategy_won_yesterday(self.reference):
self.logger.info('Won yesterday.')
if self.state['weightLadderPosition'] > 0:
self.state['weightLadderPosition'] -= 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Reduced weighting to %sx.' % weight)
self.state['daysAtMaxWeight'] = 0
self.logger.info('Reset days at maximum weight to 0.')
else:
self.logger.info('Lost yesterday.')
if self.state['weightLadderPosition'] < (
len(settings.weight_ladder) - 1):
self.state['weightLadderPosition'] += 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Increased weighting to %sx.' % weight)
else:
self.state['daysAtMaxWeight'] += 1
self.logger.info(
'Incremented days at maximum weight to %s.' %
self.state['daysAtMaxWeight'])
# Regardless of win or loss yesterday...
self.state['stakeLadderPosition'] = 0
self.logger.info('Reset stake ladder.')
self.state['betsAtMaxStake'] = 0
self.logger.info('Reset bets at maximum stake to 0.')
self.state['stopLoss'] = False
self.logger.info('Removed any stop loss from the previous day.')
else: # Once a race
if helpers.strategy_won_last_market_today(self.reference):
self.logger.info('Won last race.')
self.state['stakeLadderPosition'] = 0
self.logger.info('Reset stake ladder.')
self.state['betsAtMaxStake'] = 0
self.logger.info('Reset bets at maximum stake to 0.')
else:
self.logger.info('Lost last race.')
if self.state['stakeLadderPosition'] < (
len(settings.stake_ladder) - 1):
self.state['stakeLadderPosition'] += 1
stake_multiplier = settings.stake_ladder[
self.state['stakeLadderPosition']]
self.logger.info('Incremented stake ladder to %sx.' %
stake_multiplier)
else:
self.state['betsAtMaxStake'] += 1
self.logger.info(
'Incremented bets at maximum stake to %s.' %
self.state['betsAtMaxStake'])
if self.state['betsAtMaxStake'] == 1:
self.state['stakeLadderPosition'] = 0
self.state['betsAtMaxStake'] = 0
self.logger.info(
'Previous bet was at maximum stake, reset stake ladder.'
)
betbot_db.strategy_repo.upsert(self.state)
def update_state(self):
self.previous_state = deepcopy(self.state)
if self.state['updatedDate'] < helpers.get_start_of_day(
): # Once a day
self.logger.info('Updating state at beginning of new day.')
if helpers.strategy_won_yesterday(self.reference):
self.logger.info('Won yesterday.')
if self.state['weightLadderPosition'] > 0:
self.state['weightLadderPosition'] -= 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Reduced weighting to %sx.' % weight)
self.state['daysAtMaxWeight'] = 0
self.logger.info('Reset days at maximum weight to 0.')
else:
self.logger.info('Lost yesterday.')
if self.state['weightLadderPosition'] < (
len(settings.weight_ladder) - 1):
self.state['weightLadderPosition'] += 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Increased weighting to %sx.' % weight)
else:
self.state['daysAtMaxWeight'] += 1
self.logger.info(
'Incremented days at maximum weight to %s.' %
self.state['daysAtMaxWeight'])
# Regardless of win or loss yesterday...
self.state['sequentialLosses'] = 0
self.logger.info('Reset sequential losses to 0.')
self.state['lostStakeSum'] = 0
self.logger.info('Reset lost stake sum to 0.')
self.state['stopLoss'] = False
self.logger.info('Removed any stop loss from the previous day.')
else: # Once a race
if helpers.strategy_won_last_market_today(self.reference):
self.logger.info('Won last race.')
self.state['sequentialLosses'] = 0
self.logger.info('Reset sequential losses to 0.')
self.state['lostStakeSum'] = 0
self.logger.info('Reset lost stake sum to 0.')
else:
self.logger.info('Lost last race.')
self.state['sequentialLosses'] += 1
self.logger.info('Incremented sequential losses by 1.')
if self.state['sequentialLosses'] == 3:
self.state['stopLoss'] = True
self.logger.info(
'5 races lost in a row, triggering stop loss.')
last_order = betbot_db.order_repo.get_latest_today_by_strategy(
self.reference)
if last_order:
last_instruction = betbot_db.instruction_repo.get_by_id(
last_order['betId'])
if last_instruction:
last_stake = last_instruction['instruction'][
'limitOrder']['size']
self.state['lostStakeSum'] += last_stake
self.logger.info('Incremented lost stake sum by £%s' %
last_stake)
else:
self.logger.info(
'Failed to increment last stake sum, no previous instruction found.'
)
else:
self.logger.info(
'Last stake sum not incremented, no previous order found.'
)
betbot_db.strategy_repo.upsert(self.state)