def run(self):
"""
Calculates and stores dataset
"""
info_text = 'Starting generating data for Blueprint ' + self.blueprint.name + ' :back-days ' + \
self.blueprint_days + ' (This might take several hours/days,.so please stay back and relax)'
print(colored(info_text, 'yellow'))
dot_counter = 0
while True:
# Get new dataset
df = self.exchange.get_offline_ticker(self.ticker_epoch,
self.pairs)
# Check if the simulation is finished
if self.ticker_epoch >= self.blueprint_end_time:
self.write_to_file()
return
# Store df to buffer
if not self.df_buffer.empty:
df = df[list(self.df_buffer)]
self.df_buffer = self.df_buffer.append(df, ignore_index=True)
else:
self.df_buffer = self.df_buffer.append(df, ignore_index=True)
self.df_buffer = common.handle_buffer_limits(
self.df_buffer, self.max_buffer_size)
scan_df = self.blueprint.scan(self.df_buffer, self.ticker_size)
if not scan_df.empty:
dot_counter = self.print_progress_dot(dot_counter)
self.df_blueprint = self.df_blueprint.append(scan_df,
ignore_index=True)
self.ticker_epoch += self.ticker_size * 60
def run(self):
"""
This is the main simulation loop
"""
if self.bot is None:
print(colored('The bots type is NOT specified. You need to choose one action (--sim, --paper, --trade)', 'red'))
exit(0)
print(colored('Starting simulation: ' + str(self.trade_mode) + ', Strategy: ' + self.config_strategy_name, 'yellow'))
# Prefetch Buffer Data (if enabled in config)
if self.prefetch:
self.history = self.bot.prefetch(self.strategy.get_min_history_ticks(), self.interval)
self.look_back = self.history.copy()
try:
while True:
# Get next ticker
new_ticker = self.bot.get_next(self.interval)
# print('new_ticker____:', new_ticker)
if self.simulation_finished(new_ticker):
print("No more data,..simulation done,. quitting")
exit(0)
self.ticker = new_ticker
# Check if ticker is valid
if not self.validate_ticker(self.ticker):
print(colored('Received invalid ticker, will have to skip it! Details:\n' + str(self.ticker), 'red'))
continue
# Save ticker to buffer
self.history = self.history.append(self.ticker, ignore_index=True)
self.look_back = self.look_back.append(self.ticker, ignore_index=True)
# Check if buffer is not overflown
self.look_back = common.handle_buffer_limits(self.look_back, self.max_lookback_size)
if self.first_ticker is None or self.first_ticker.empty:
self.first_ticker = self.ticker.copy()
self.last_valid_ticker = self.ticker.copy()
# Get next actions
self.actions = self.strategy.calculate(self.look_back, self.wallet)
# Set trade
self.actions = self.bot.trade(self.actions,
self.wallet.current_balance,
self.trades)
# Get wallet balance
self.wallet.current_balance = self.bot.get_balance()
# Write report
self.report.calc_stats(self.ticker, self.wallet)
except KeyboardInterrupt:
self.on_simulation_done()
except SystemExit:
self.on_simulation_done()
