def logging_changes(temporalities, strategy, crypto):
logging_message(
"-------------------------------------------------------------------> %s actualizado"
% crypto)
message = '%s %s RSI:\n' % (temporalities['micro']['1m']['trade']['close'],
temporalities['micro']['1m']['fingerprint'])
for size in strategy['available_sizes']:
length = get_type_trade(size, temporalities)
rsi = temporalities[length][size]['trade']['RSI']
message += "%s %s |" % ('🟢' if rsi else '🔴', size.ljust(3))
for size in strategy['value_sizes']:
length = get_type_trade(size, temporalities)
t = temporalities[length][size]['analysis']['mid']['trend']
vt = temporalities[length][size]['analysis']['mid']['volume_trend']
s = temporalities[length][size]['analysis']['mid']['support']
r = temporalities[length][size]['analysis']['mid']['resistance']
b = temporalities[length][size]['analysis']['mid']['secure_buy']
p = temporalities[length][size]['analysis']['mid']['profit']
pv = temporalities[length][size]['analysis']['mid']['profit_value']
v = temporalities[length][size]['analysis']['mid']['volume']
sl = temporalities[length][size]['analysis']['mid']['stop_loss']
m = temporalities[length][size]['analysis']['mid']['mean']
message += "\n%s | t: %s | vt: %s | b: %s | v: %s | s: %s | r: %s | p: %s | pv: %s | sl: %s | m: %s" % (
size.ljust(3), ' 🟢 ' if t else ' 🔴 ',
' 🟢 ' if vt else ' 🔴 ', ' 🟢 ' if b else ' 🔴 ',
' 🟢 ' if v else ' 🔴 ', s, r, p, pv, sl, m)
logging_message(message)
def update_indicators(self, size, last_row):
length = get_type_trade(size, self.temporalities)
self.temporalities[length][size]['fingerprint'] = last_row['time']
self.temporalities[length][size][
'last_minute'] = datetime.datetime.strptime(
str(self.temporalities['micro']['1m']['fingerprint']),
'%Y-%m-%d %H:%M:%S').minute
self.temporalities[length][size]['trend'] = last_row['trend']
self.temporalities[length][size]['trade']['high'] = last_row['high']
self.temporalities[length][size]['trade']['low'] = last_row['low']
self.temporalities[length][size]['trade']['close'] = last_row['close']
self.temporalities[length][size]['trade']['RSI'] = last_row['RSIs']
self.temporalities[length][size]['trade']['RSIs'] = last_row['RSI_ups']
self.temporalities[length][size]['trade']['RSI_value'] = last_row[
'RSI']
self.temporalities[length][size]['trade']['bbm'] = last_row['bb_bbm']
self.temporalities[length][size]['trade']['bm_trend'] = last_row['b_m']
self.temporalities[length][size]['trade']['bbh'] = last_row['bb_bbh']
self.temporalities[length][size]['trade']['bbl'] = last_row['bb_bbl']
self.temporalities[length][size]['trade']['pvt'] = last_row['pvt']
self.temporalities[length][size]['trade']['pvt_t'] = last_row['pvt_t']
self.temporalities[length][size]['trade']['mean_f'] = last_row['f']
self.temporalities[length][size]['trade']['Momentum'] = last_row[
'momentum_s']
self.temporalities[length][size]['trade']['Momentums'] = last_row[
'momentum_ups']
self.temporalities[length][size]['trade']['Momentum_value'] = last_row[
'momentum']
self.temporalities[length][size]['trade']['variation'] = last_row[
'close_variation']
self.temporalities[length][size]['trade']['time'] = last_row[
'momentum_t']
self.temporalities[length][size]['trade']['ema'] = last_row['buy_ema']
def check_rsi(temporalities, available_sizes):
for size in available_sizes:
length = get_type_trade(size, temporalities)
if temporalities[length][size]['trade']['RSI']:
continue
else:
return False
return True
def start(self, chat_ids=None):
if not self.process_is_started:
self.chat_ids = chat_ids
self.process_is_started = True
while True:
for size, options in self.configuration.items():
if size in self.strategy['available_sizes']:
data = get_binance_symbol_data(symbol=self.symbol,
kline_size=size,
auto_increment=False,
save=False,
sma=options['days_s'])
options['data'] = analysis(
df=data,
ma_f=options['sma_f'],
ma_s=options['sma_s'],
period=self.strategy['period'][self.crypto])
df = options['data']
last_row = df.iloc[-1, :]
self.update_indicators(last_row=last_row, size=size)
length = get_type_trade(size, self.temporalities)
time.sleep(2)
vp = get_volume_profile(df)
self.temporalities[length][size][
'analysis'] = get_volume_analisys(
vp, self.temporalities[length][size]['trade']
['close'])
# set_risk(self.crypto, trades, self.trade)
# self.evaluate_trend()
if self.first_iteration:
self.decide(testing=False)
time.sleep(2)
logging_changes(temporalities=self.temporalities,
strategy=self.strategy,
crypto=self.crypto)
self.trade['last_risk'] = self.trade['risk']
self.trade['last_trend'] = self.trade['trend']
time.sleep(2)
self.first_iteration = True
else:
# send_messages(trade=self.trade, chat_ids=self.chat_ids, message="Monitoreando %s " % self.crypto)
print('Ya se ha iniciado el monitoreo de %s' % self.symbol)
def check_if_update(size, crypto, strategy, temporalities):
if size not in strategy['available_sizes']:
return False
else:
try:
if size in strategy['reload_sizes']:
size = '1m'
current_time = datetime.datetime.utcnow()
period = size[-1]
t = int(size[:-1])
delta = None
full = True
if period == 'm':
full = True
delta = timedelta(minutes=t)
if period == 'h':
full = True
delta = timedelta(hours=t)
if period == 'd':
full = False
delta = timedelta(days=t)
if period == 'w':
full = False
delta = timedelta(weeks=t)
lt = str(temporalities[get_type_trade(
size, temporalities)][size]['fingerprint'])
if full:
last_time = datetime.datetime.strptime(lt, '%Y-%m-%d %H:%M:%S')
else:
last_time = datetime.datetime.strptime(lt, '%Y-%m-%d')
current_time = datetime.datetime(current_time.year,
current_time.month,
current_time.day)
updatable = current_time - delta
return True if updatable >= last_time else False
except Exception as e:
print("Error al revisar actualizaciones")
print(e)
return False
def load_test_data(items, trades, symbol):
for time, options in items:
df = pd.read_csv(get_file_name(symbol, time, 'sma-%s' % options['days_t']))
vp = get_volume_profile(df)
trades[get_type_trade(time, trades)][time]['data'] = df
trades[get_type_trade(time, trades)][time]['data_vp'] = vp
def backtesting(self, chat_ids, download=True):
self.chat_ids = chat_ids
print('Obteniendo Datos de %s' % self.crypto)
if download:
download_test_data(self.symbol,
self.configuration.items(),
self.indicators,
period=self.strategy['period'][self.crypto])
print('Cargando datos de %s' % self.crypto)
# Get Test Data
load_test_data(self.configuration.items(), self.temporalities,
self.symbol)
main = self.temporalities[get_type_trade(
'1m', self.temporalities)]['1m']['data']
tod = datetime.datetime.now()
d = datetime.timedelta(days=15)
timestamp = tod - d
print("Initial Analysis: ", timestamp, self.crypto)
main = main[main['timestamp'] >= str(timestamp)]
self.process_is_started = True
self.first_iteration = True
for index, row in main.iterrows():
print(self.temporalities['micro']['1m']['fingerprint'])
self.update_indicators(last_row=row, size='1m')
self.temporalities['micro']['1m'][
'analysis'] = get_volume_analisys(
self.temporalities['micro']['1m']['data_vp'],
self.temporalities['micro']['1m']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '5m', row['timestamp']),
size='5m')
self.temporalities['micro']['5m'][
'analysis'] = get_volume_analisys(
self.temporalities['micro']['5m']['data_vp'],
self.temporalities['micro']['5m']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '15m', row['timestamp']),
size='15m')
self.temporalities['short']['15m'][
'analysis'] = get_volume_analisys(
self.temporalities['short']['15m']['data_vp'],
self.temporalities['short']['15m']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '30m', row['timestamp']),
size='30m')
self.temporalities['short']['30m'][
'analysis'] = get_volume_analisys(
self.temporalities['short']['30m']['data_vp'],
self.temporalities['short']['30m']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '1h', row['timestamp']),
size='1h')
self.temporalities['medium']['1h'][
'analysis'] = get_volume_analisys(
self.temporalities['medium']['1h']['data_vp'],
self.temporalities['medium']['1h']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '4h', row['timestamp']),
size='4h')
self.temporalities['medium']['4h'][
'analysis'] = get_volume_analisys(
self.temporalities['medium']['4h']['data_vp'],
self.temporalities['medium']['4h']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '1d', row['timestamp']),
size='1d')
self.temporalities['large']['1d'][
'analysis'] = get_volume_analisys(
self.temporalities['large']['1d']['data_vp'],
self.temporalities['large']['1d']['trade']['close'])
self.update_indicators(last_row=get_last_row_dataframe_by_time(
self.temporalities, '1w', row['timestamp']),
size='1w')
self.temporalities['large']['1w'][
'analysis'] = get_volume_analisys(
self.temporalities['large']['1w']['data_vp'],
self.temporalities['large']['1w']['trade']['close'])
self.decide(testing=True)
df = pd.DataFrame(self.testing, columns=self.result_indicators)
print('Saved results')
df.to_csv('backtesting/trades_%s.csv' % self.symbol, index=False)
save_result(df=df, symbol=self.symbol, crypto=self.crypto)
show_stats(effectivity=self.effectivity,
crypto=self.crypto,
trade=self.trade,
chat_ids=self.chat_ids)
show_operative(trade=self.trade,
process_is_started=self.process_is_started,
symbol=self.symbol,
operative=self.operative,
chat_ids=self.chat_ids,
temporalities=self.temporalities)
self.operative = False