class PaperTrader:
params = {"initial_depth": 3,
"max_depth": 4,
"variance_threshold": 0.00013,
"band_threshold": 0.00013,
"iteration_level": 3,
"division_threshold": 0.00013,
"max_weight": 3.0,
"activation": "tanh"}
in_shapes = []
out_shapes = []
db = TinyDB('./live_hist/memories.json')
# Config for CPPN.
config = neat.config.Config(neat.genome.DefaultGenome, neat.reproduction.DefaultReproduction,
neat.species.DefaultSpeciesSet, neat.stagnation.DefaultStagnation,
'config_trader')
def __init__(self, ticker_len, start_amount, histdepth):
self.trade_hist = {}
self.polo = Poloniex()
self.hist_depth = histdepth
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*89))
self.start_amount = start_amount
self.hs = HistWorker()
self.refresh_data()
self.folio = CryptoFolio(start_amount, list(self.hs.currentHists.keys()))
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.leaf_names = []
#num_leafs = 2**(len(self.node_names)-1)//2
self.tree = nDimensionGoldenTree((0.0, 0.0, 0.0), 1.0, 1)
self.tree.divide_childrens()
self.set_substrate()
self.set_leaf_names()
self.epoch_len = histdepth
self.load_net()
print(self.hs.coin_dict)
self.db.purge()
self.poloTrader()
def set_leaf_names(self):
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_'+str(l))
self.leaf_names.append('leaf_two_'+str(l))
#self.leaf_names.append('bias')
def set_substrate(self):
sign = 1
x_increment = 1.0 / self.outputs
y_increment = 1.0 / len(self.hs.hist_shaped[0][0])
for ix in range(self.outputs):
self.out_shapes.append((1.0-(ix*x_increment), 0.0, -1.0))
for ix2 in range(self.inputs//self.outputs):
if(ix2 >= len(self.tree.cs)-1):
treex = ix2 - len(self.tree.cs)-1
else:
treex = ix2
center = self.tree.cs[treex]
self.in_shapes.append((center.coord[0]+(ix*x_increment), center.coord[1] - (ix2*y_increment), center.coord[2]+.5))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
def set_portfolio_keys(self, folio):
for k in self.hs.currentHists.keys():
folio.ledger[k] = 0
def refresh_data(self):
self.hs.pull_polo_live(21)
self.hs.combine_live_frames(89)
def load_net(self):
#file = open("./champ_gens/thot-checkpoint-13",'rb')
g = neat.Checkpointer.restore_checkpoint("./binance_champs_2/tradegod-checkpoint-48")
'''
best_fit = 0.0
for gx in g.population:
if g.population[gx].fitness != None:
if g.population[gx].fitness > best_fit:
bestg = g.population[gx]
g = bestg
'''
#file.close()
g = g.population[5910]
[the_cppn] = create_cppn(g, self.config, self.leaf_names, ['cppn_out'])
self.cppn = the_cppn
def make_shapes(self):
self.in_shapes = []
self.out_shapes = []
sign = 1
for ix in range(1,self.outputs+1):
sign = sign *-1
self.out_shapes.append((0.0-(sign*.005*ix), -1.0, -1.0))
for ix2 in range(1,(self.inputs//self.outputs)+1):
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 1.0))
def reset_tickers(self):
try:
self.tickers = self.polo.returnTicker()
except:
time.sleep(360)
self.reset_tickers()
return
def get_price(self, coin):
return self.tickers[coin]['last']
def get_current_balance(self):
#self.refresh_data()
c_prices = {}
for s in self.hs.currentHists.keys():
if s != 'BTC':
c_prices[s] = self.hs.currentHists[s]['close'].iloc[-1]
return self.folio.get_total_btc_value_no_sell(c_prices)
def get_one_bar_input_2d(self,end_idx=10):
master_active = []
for x in range(0, self.hist_depth):
active = []
#print(self.outputs)
for y in range(0, self.outputs):
sym_data = self.hs.hist_shaped[y][self.hist_depth-x]
#print(len(sym_data))
active += sym_data.tolist()
master_active.append(active)
#print(active)
return master_active
def poloTrader(self):
try:
trade_df = pd.read_json("./live_hist/json_hist.json")
except:
trade_df = pd.DataFrame()
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network_nd()
net.reset()
signals = []
net.reset()
for n in range(1, self.hist_depth+1):
out = net.activate(active[self.hist_depth-n])
for x in range(len(out)):
signals.append(out[x])
#rng = iter(shuffle(rng))
sorted_shit = np.argsort(signals)[::-1]
self.reset_tickers()
sym = ""
for x in sorted_shit:
sym = self.hs.coin_dict[x]
#print(out[x])
try:
if(out[x] < -.5):
p = self.get_price('BTC_'+sym)
print("selling: ", sym)
self.folio.sell_coin(sym, p)
elif(out[x] > .5):
p = self.get_price('BTC_'+sym)
print("buying: ", sym)
self.folio.buy_coin(sym, p)
except:
print("error buying or selling")
#skip the hold case because we just dont buy or sell hehe
end_prices[sym] = self.hs.currentHists[sym]["close"].iloc[-1]
#self.trade_hist["date"] = self.hs.currentHists[sym]["date"].iloc[-1]
self.trade_hist["date"] = time.time()
self.trade_hist["portfoliovalue"] = self.folio.get_total_btc_value_no_sell(end_prices)[0]
self.trade_hist["portfolio"] = self.folio.ledger
self.trade_hist["percentchange"] = ((self.trade_hist["portfoliovalue"] - self.folio.start)/self.folio.start)*100
print(self.trade_hist)
print(self.folio.ledger)
self.db.insert(self.trade_hist)
self.trade_hist = {}
'''
if(self.trade_hist["portfoliovalue"] > self.folio.start *1.1):
self.folio.start = self.folio.get_total_btc_value(end_prices)[0]
'''
if datetime.now() >= self.end_ts:
port_info = self.folio.get_total_btc_value(end_prices)
print("total val: ", port_info[0], "btc balance: ", port_info[1])
return
else:
print(self.get_current_balance())
for t in range(2):
time.sleep(self.ticker_len/2)
#print(self.folio.ledger)
self.refresh_data
self.poloTrader()
class LiveTrader:
params = {"initial_depth": 4,
"max_depth": 4,
"variance_threshold": 0.00013,
"band_threshold": 0.00013,
"iteration_level": 3,
"division_threshold": 0.00013,
"max_weight": 8.0,
"activation": "tanh"}
# Config for CPPN.
config = neat.config.Config(neat.genome.DefaultGenome, neat.reproduction.DefaultReproduction,
neat.species.DefaultSpeciesSet, neat.stagnation.DefaultStagnation,
'config_trader')
def __init__(self, ticker_len, target_percent, hd):
self.polo = Poloniex(key, secret)
self.hist_depth = hd
self.target_percent = target_percent
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*55))
self.hs = HistWorker()
self.refresh_data()
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnBalances()
self.sellCoins()
self.set_target()
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.make_shapes()
self.leaf_names = []
self.db = tinydb.database("live_hist/memories.json")
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_'+str(l))
self.leaf_names.append('leaf_two_'+str(l))
#self.load_net()
self.poloTrader()
def load_net(self):
#file = open("./champ_gens/thot-checkpoint-13",'rb')
g = neat.Checkpointer.restore_checkpoint("./champ_gens/thot-checkpoint-25")
best_fit = 0.0
for gx in g.population:
if g.population[gx].fitness != None:
if g.population[gx].fitness > best_fit:
bestg = g.population[gx]
g = bestg
#file.close()
[the_cppn] = create_cppn(g, self.config, self.leaf_names, ['cppn_out'])
self.cppn = the_cppn
def refresh_data(self):
self.hs.pull_polo_live(20)
self.hs.combine_live_frames(self.hist_depth)
def make_shapes(self):
self.in_shapes = []
self.out_shapes = []
sign = 1
for ix in range(1,self.outputs+1):
sign = sign *-1
self.out_shapes.append((0.0-(sign*.005*ix), -1.0, -1.0))
for ix2 in range(1,(self.inputs//self.outputs)+1):
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 1.0))
def get_one_bar_input_2d(self,end_idx=10):
master_active = []
for x in range(0, self.hist_depth):
active = []
#print(self.outputs)
for y in range(0, self.outputs):
sym_data = self.hs.hist_shaped[y][self.hist_depth-x]
#print(len(sym_data))
active += sym_data.tolist()
master_active.append(active)
#print(active)
return master_active
def closeOrders(self):
try:
orders = self.polo.returnOpenOrders()
except:
print('error getting open orers')
time.sleep(360)
self.closeOrder()
for o in orders:
if orders[o] != []:
try:
ordnum = orders[o][0]['orderNumber']
self.polo.cancelOrder(ordnum)
except:
print('error closing')
def sellCoins(self):
for b in self.tickers:
if(b[:3] == "BTC"):
price = self.get_price(b)
price = price - (price * .005)
self.sell_coin(b, price)
def buy_coin(self, coin, price):
amt = self.target / price
if(self.bal['BTC'] > self.target):
self.polo.buy(coin, price, amt, fillOrKill=1)
print("buying: ", coin)
return
def sell_coin(self, coin, price):
amt = self.bal[coin[4:]]
if (amt*price > .0001):
try:
self.polo.sell(coin, price, amt,fillOrKill=1)
print("selling this shit: ", coin)
except:
print('error selling', coin)
return
def reset_tickers(self):
try:
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnBalances()
except:
time.sleep(360)
self.reset_tickers()
return
def get_price(self, coin):
return self.tickers[coin]['last']
def set_target(self):
total = 0
full_bal = self.polo.returnCompleteBalances()
for x in full_bal:
total += full_bal[x]["btcValue"]
self.target = total*self.target_percent
def poloTrader(self):
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network_nd('paper_net.png')
net.reset()
for n in range(1, self.hist_depth+1):
out = net.activate(active[self.hist_depth-n])
#print(len(out))
rng = len(out)
#rng = iter(shuffle(rng))
self.reset_tickers()
for x in np.random.permutation(rng):
sym = self.hs.coin_dict[x]
#print(out[x])
try:
if(out[x] < -.5):
print("selling: ", sym)
p = self.get_price('BTC_'+sym)
price = p -(p*.01)
self.sell_coin('BTC_'+sym, price)
elif(out[x] > .5):
print("buying: ", sym)
self.target_percent = .1 + out[x] - .45
p = self.get_price('BTC_'+sym)
price = p*1.01
self.buy_coin('BTC_'+sym, price)
except:
print('error', sym)
#skip the hold case because we just dont buy or sell hehe
if datetime.now() >= self.end_ts:
return
else:
time.sleep(self.ticker_len)
self.refresh_data()
#self.closeOrders()
self.poloTrader()
class PaperTrader:
params = {"initial_depth": 3,
"max_depth": 4,
"variance_threshold": 0.00013,
"band_threshold": 0.0000013,
"iteration_level": 3,
"division_threshold": 0.00013,
"max_weight": 8.0,
"activation": "tanh"}
# Config for CPPN.
config = neat.config.Config(neat.genome.DefaultGenome, neat.reproduction.DefaultReproduction,
neat.species.DefaultSpeciesSet, neat.stagnation.DefaultStagnation,
'config_trader')
def __init__(self, ticker_len, start_amount, histdepth):
self.in_shapes = []
self.out_shapes = []
self.trade_hist = {}
self.polo = Poloniex()
self.hist_depth = histdepth
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*24))
self.start_amount = start_amount
self.hs = HistWorker()
self.refresh_data()
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
#self.make_shapes()
self.folio = CryptoFolio(start_amount, list(self.hs.currentHists.keys()))
self.leaf_names = []
for ix in range(1,self.inputs+1):
sign = sign *-1
self.in_shapes.append((0.0-(sign*.005*ix), -1.0, 0.0+(sign*.005*ix)))
self.out_shapes.append((0.0, 1.0, 0.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_'+str(l))
self.leaf_names.append('leaf_two_'+str(l))
self.load_net()
print(self.hs.coin_dict)
self.poloTrader()
def refresh_data(self):
self.hs.pull_polo_live(12*30)
self.hs.combine_live_frames(12*30)
def load_net(self):
#file = open("./champ_gens/thot-checkpoint-13",'rb')
g = neat.Checkpointer.restore_checkpoint("./champ_gens/thot-checkpoint-25")
best_fit = 0.0
for gx in g.population:
if g.population[gx].fitness != None:
if g.population[gx].fitness > best_fit:
bestg = g.population[gx]
g = bestg
#file.close()
[the_cppn] = create_cppn(g, self.config, self.leaf_names, ['cppn_out'])
self.cppn = the_cppn
def make_shapes(self):
self.in_shapes = []
self.out_shapes = []
sign = 1
for ix in range(1,self.outputs+1):
sign = sign *-1
self.out_shapes.append((0.0-(sign*.005*ix), -1.0, -1.0))
for ix2 in range(1,(self.inputs//self.outputs)+1):
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 1.0))
def reset_tickers(self):
try:
self.tickers = self.polo.returnTicker()
except:
time.sleep(360)
self.reset_tickers()
return
def get_price(self, coin):
return self.tickers[coin]['last']
def get_current_balance(self):
#self.refresh_data()
c_prices = {}
for s in self.hs.currentHists.keys():
if s != 'BTC':
c_prices[s] = self.hs.currentHists[s]['close'].iloc[-1]
return self.folio.get_total_btc_value_no_sell(c_prices)
def get_one_bar_input_2d(self,end_idx=10):
master_active = []
for x in range(0, self.hist_depth):
active = []
#print(self.outputs)
for y in range(0, self.outputs):
sym_data = self.hs.hist_shaped[y][self.hist_depth-x]
#print(len(sym_data))
active += sym_data.tolist()
master_active.append(active)
#print(active)
return master_active
def poloTrader(self):
try:
trade_df = pd.read_json("./live_hist/json_hist.json")
except:
trade_df = pd.DataFrame()
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network_nd('paper_net.png')
net.reset()
for n in range(1, self.hist_depth+1):
out = net.activate(active[self.hist_depth-n])
#print(len(out))
rng = len(out)
#rng = iter(shuffle(rng))
self.reset_tickers()
for x in np.random.permutation(rng):
sym = self.hs.coin_dict[x]
#print(out[x])
try:
if(out[x] < -.5):
p = self.get_price('BTC_'+sym)
print("selling: ", sym)
self.folio.sell_coin(sym, p)
elif(out[x] > .5):
p = self.get_price('BTC_'+sym)
print("buying: ", sym)
self.folio.buy_coin(sym, p)
else:
except:
print("error buying or selling")
#skip the hold case because we just dont buy or sell hehe
end_prices[sym] = self.hs.currentHists[sym]["close"].iloc[-1]
self.trade_hist["date"] = datetime.now()
self.trade_hist["portfoliovalue"] = self.folio.get_total_btc_value_no_sell(end_prices)[0]
self.trade_hist["portfolio"] = self.folio.ledger
self.trade_hist["percentchange"] = ((self.trade_hist["portfoliovalue"] - self.folio.start)/sefl.folio.start)*100
trade_df.append(self.trade_hist)
trade_df.to_json("./live_hist/json_hist.json")
'''
if(self.trade_hist["portfoliovalue"] > self.folio.start *1.1):
self.folio.start = self.folio.get_total_btc_value(end_prices)[0]
'''
if datetime.now() >= self.end_ts:
port_info = self.folio.get_total_btc_value(end_prices)
print("total val: ", port_info[0], "btc balance: ", port_info[1])
return
else:
print(self.get_current_balance())
for t in range(2):
self.refresh_data
p_vals = self.get_current_balance()
print("current value: ", p_vals[0], "current btc holdings: ", p_vals[1])
time.sleep(self.ticker_len/2)
#print(self.folio.ledger)
self.poloTrader()
