Michael Egger
GitHub
commit
43133f0f81
12
analyze.py
12
analyze.py
|
|
@ -1,7 +1,7 @@
|
|||
import time
|
||||
from datetime import timedelta
|
||||
import arrow
|
||||
import logging
|
||||
import arrow
|
||||
import requests
|
||||
from pandas.io.json import json_normalize
|
||||
from stockstats import StockDataFrame
|
||||
|
|
@ -89,7 +89,7 @@ def get_buy_signal(pair):
|
|||
return False
|
||||
|
||||
signal = latest['underpriced'] == 1
|
||||
logger.debug('buy_trigger: {} (pair={}, signal={})'.format(latest['date'], pair, signal))
|
||||
logger.debug('buy_trigger: %s (pair=%s, signal=%s)', latest['date'], pair, signal)
|
||||
return signal
|
||||
|
||||
|
||||
|
|
@ -107,8 +107,8 @@ def plot_dataframe(dataframe, pair):
|
|||
import matplotlib.pyplot as plt
|
||||
|
||||
# Three subplots sharing x axe
|
||||
f, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
|
||||
f.suptitle(pair, fontsize=14, fontweight='bold')
|
||||
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
|
||||
fig.suptitle(pair, fontsize=14, fontweight='bold')
|
||||
ax1.plot(dataframe.index.values, dataframe['close'], label='close')
|
||||
ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)')
|
||||
ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)')
|
||||
|
|
@ -129,8 +129,8 @@ def plot_dataframe(dataframe, pair):
|
|||
|
||||
# Fine-tune figure; make subplots close to each other and hide x ticks for
|
||||
# all but bottom plot.
|
||||
f.subplots_adjust(hspace=0)
|
||||
plt.setp([a.get_xticklabels() for a in f.axes[:-1]], visible=False)
|
||||
fig.subplots_adjust(hspace=0)
|
||||
plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
|
||||
plt.show()
|
||||
|
||||
|
||||
|
|
|
|||
45
main.py
45
main.py
|
|
@ -1,5 +1,4 @@
|
|||
#!/usr/bin/env python
|
||||
import json
|
||||
import logging
|
||||
import threading
|
||||
import time
|
||||
|
|
@ -7,20 +6,16 @@ import traceback
|
|||
from datetime import datetime
|
||||
from json import JSONDecodeError
|
||||
from requests import ConnectionError
|
||||
|
||||
from wrapt import synchronized
|
||||
|
||||
from analyze import get_buy_signal
|
||||
|
||||
logging.basicConfig(level=logging.DEBUG,
|
||||
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
from persistence import Trade, Session
|
||||
from exchange import get_exchange_api
|
||||
from rpc.telegram import TelegramHandler
|
||||
from utils import get_conf
|
||||
|
||||
logging.basicConfig(level=logging.DEBUG,
|
||||
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
__author__ = "gcarq"
|
||||
__copyright__ = "gcarq 2017"
|
||||
|
|
@ -28,8 +23,8 @@ __license__ = "GPLv3"
|
|||
__version__ = "0.8.0"
|
||||
|
||||
|
||||
conf = get_conf()
|
||||
api_wrapper = get_exchange_api(conf)
|
||||
CONFIG = get_conf()
|
||||
api_wrapper = get_exchange_api(CONFIG)
|
||||
|
||||
|
||||
@synchronized
|
||||
|
|
@ -64,13 +59,13 @@ class TradeThread(threading.Thread):
|
|||
while not _should_stop:
|
||||
try:
|
||||
self._process()
|
||||
except (ConnectionError, JSONDecodeError, ValueError) as e:
|
||||
msg = 'Got {} during _process()'.format(e.__class__.__name__)
|
||||
except (ConnectionError, JSONDecodeError, ValueError) as error:
|
||||
msg = 'Got {} during _process()'.format(error.__class__.__name__)
|
||||
logger.exception(msg)
|
||||
finally:
|
||||
Session.flush()
|
||||
time.sleep(25)
|
||||
except (RuntimeError, json.decoder.JSONDecodeError) as e:
|
||||
except (RuntimeError, JSONDecodeError) as e:
|
||||
TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
|
||||
logger.exception('RuntimeError. Stopping trader ...')
|
||||
finally:
|
||||
|
|
@ -85,10 +80,10 @@ class TradeThread(threading.Thread):
|
|||
"""
|
||||
# Query trades from persistence layer
|
||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||
if len(trades) < conf['max_open_trades']:
|
||||
if len(trades) < CONFIG['max_open_trades']:
|
||||
# Create entity and execute trade
|
||||
try:
|
||||
Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
|
||||
Session.add(create_trade(float(CONFIG['stake_amount']), api_wrapper.exchange))
|
||||
except ValueError:
|
||||
logger.exception('ValueError during trade creation')
|
||||
for trade in trades:
|
||||
|
|
@ -110,7 +105,7 @@ class TradeThread(threading.Thread):
|
|||
trade.open_order_id = None
|
||||
# Check if this trade can be marked as closed
|
||||
if close_trade_if_fulfilled(trade):
|
||||
logger.info('No open orders found and trade is fulfilled. Marking {} as closed ...'.format(trade))
|
||||
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
|
||||
continue
|
||||
|
||||
# Check if we can sell our current pair
|
||||
|
|
@ -145,7 +140,7 @@ def handle_trade(trade):
|
|||
if not trade.is_open:
|
||||
raise ValueError('attempt to handle closed trade: {}'.format(trade))
|
||||
|
||||
logger.debug('Handling open trade {} ...'.format(trade))
|
||||
logger.debug('Handling open trade %s ...', trade)
|
||||
# Get current rate
|
||||
current_rate = api_wrapper.get_ticker(trade.pair)['bid']
|
||||
current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
|
||||
|
|
@ -154,7 +149,7 @@ def handle_trade(trade):
|
|||
currency = trade.pair.split('_')[1]
|
||||
balance = api_wrapper.get_balance(currency)
|
||||
|
||||
for duration, threshold in sorted(conf['minimal_roi'].items()):
|
||||
for duration, threshold in sorted(CONFIG['minimal_roi'].items()):
|
||||
duration, threshold = float(duration), float(threshold)
|
||||
# Check if time matches and current rate is above threshold
|
||||
time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
|
||||
|
|
@ -172,7 +167,7 @@ def handle_trade(trade):
|
|||
TelegramHandler.send_msg(message)
|
||||
return
|
||||
else:
|
||||
logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2)))
|
||||
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
|
||||
except ValueError:
|
||||
logger.exception('Unable to handle open order')
|
||||
|
||||
|
|
@ -183,11 +178,11 @@ def create_trade(stake_amount: float, exchange):
|
|||
:param stake_amount: amount of btc to spend
|
||||
:param exchange: exchange to use
|
||||
"""
|
||||
logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
|
||||
whitelist = conf[exchange.name.lower()]['pair_whitelist']
|
||||
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
|
||||
whitelist = CONFIG[exchange.name.lower()]['pair_whitelist']
|
||||
# Check if btc_amount is fulfilled
|
||||
if api_wrapper.get_balance(conf['stake_currency']) < stake_amount:
|
||||
raise ValueError('stake amount is not fulfilled (currency={}'.format(conf['stake_currency']))
|
||||
if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
|
||||
raise ValueError('stake amount is not fulfilled (currency={}'.format(CONFIG['stake_currency']))
|
||||
|
||||
# Remove currently opened and latest pairs from whitelist
|
||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||
|
|
@ -197,7 +192,7 @@ def create_trade(stake_amount: float, exchange):
|
|||
for trade in trades:
|
||||
if trade.pair in whitelist:
|
||||
whitelist.remove(trade.pair)
|
||||
logger.debug('Ignoring {} in pair whitelist'.format(trade.pair))
|
||||
logger.debug('Ignoring %s in pair whitelist', trade.pair)
|
||||
if not whitelist:
|
||||
raise ValueError('No pair in whitelist')
|
||||
|
||||
|
|
@ -232,7 +227,7 @@ def create_trade(stake_amount: float, exchange):
|
|||
|
||||
|
||||
if __name__ == '__main__':
|
||||
logger.info('Starting freqtrade {}'.format(__version__))
|
||||
logger.info('Starting freqtrade %s', __version__)
|
||||
TelegramHandler.listen()
|
||||
while True:
|
||||
time.sleep(0.5)
|
||||
|
|
|
|||
|
|
@ -36,10 +36,10 @@ def authorized_only(command_handler):
|
|||
|
||||
chat_id = int(conf['telegram']['chat_id'])
|
||||
if int(update.message.chat_id) == chat_id:
|
||||
logger.info('Executing handler: {} for chat_id: {}'.format(command_handler.__name__, chat_id))
|
||||
logger.info('Executing handler: %s for chat_id: %s', command_handler.__name__, chat_id)
|
||||
return command_handler(*args, **kwargs)
|
||||
else:
|
||||
logger.info('Rejected unauthorized message from: {}'.format(update.message.chat_id))
|
||||
logger.info('Rejected unauthorized message from: %s', update.message.chat_id)
|
||||
return wrapper
|
||||
|
||||
|
||||
|
|
@ -80,7 +80,7 @@ class TelegramHandler(object):
|
|||
*Close Profit:* `{close_profit}`
|
||||
*Current Profit:* `{current_profit}%`
|
||||
*Open Order:* `{open_order}`
|
||||
""".format(
|
||||
""".format(
|
||||
trade_id=trade.id,
|
||||
pair=trade.pair,
|
||||
market_url=api_wrapper.get_pair_detail_url(trade.pair),
|
||||
|
|
@ -136,7 +136,7 @@ class TelegramHandler(object):
|
|||
*Latest Trade opened:* `{latest_trade_date}`
|
||||
*Avg. Duration:* `{avg_duration}`
|
||||
*Best Performing:* `{best_pair}: {best_rate}%`
|
||||
""".format(
|
||||
""".format(
|
||||
profit_btc=round(sum(profit_amounts), 8),
|
||||
profit=round(sum(profits), 2),
|
||||
trade_count=len(trades),
|
||||
|
|
@ -304,10 +304,10 @@ class TelegramHandler(object):
|
|||
bot = bot or TelegramHandler.get_updater(conf).bot
|
||||
try:
|
||||
bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=parse_mode)
|
||||
except NetworkError as e:
|
||||
except NetworkError as error:
|
||||
# Sometimes the telegram server resets the current connection,
|
||||
# if this is the case we send the message again.
|
||||
logger.warning('Got Telegram NetworkError: {}! trying one more time'.format(e.message))
|
||||
logger.warning('Got Telegram NetworkError: %s! Trying one more time.', error.message)
|
||||
bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=parse_mode)
|
||||
except Exception:
|
||||
logger.exception('Exception occurred within Telegram API')
|
||||
|
|
|
|||
18
utils.py
18
utils.py
|
|
@ -17,8 +17,8 @@ def get_conf(filename='config.json'):
|
|||
"""
|
||||
global _cur_conf
|
||||
if not _cur_conf:
|
||||
with open(filename) as fp:
|
||||
_cur_conf = json.load(fp)
|
||||
with open(filename) as file:
|
||||
_cur_conf = json.load(file)
|
||||
validate_conf(_cur_conf)
|
||||
return _cur_conf
|
||||
|
||||
|
|
@ -40,11 +40,11 @@ def validate_conf(conf):
|
|||
if not isinstance(conf.get('minimal_roi'), dict):
|
||||
raise ValueError('minimal_roi must be a dict')
|
||||
|
||||
for i, (minutes, threshold) in enumerate(conf.get('minimal_roi').items()):
|
||||
for index, (minutes, threshold) in enumerate(conf.get('minimal_roi').items()):
|
||||
if not isinstance(minutes, str):
|
||||
raise ValueError('minimal_roi[{}].key must be a string'.format(i))
|
||||
raise ValueError('minimal_roi[{}].key must be a string'.format(index))
|
||||
if not isinstance(threshold, float):
|
||||
raise ValueError('minimal_roi[{}].value must be a float'.format(i))
|
||||
raise ValueError('minimal_roi[{}].value must be a float'.format(index))
|
||||
|
||||
if conf.get('telegram'):
|
||||
telegram = conf.get('telegram')
|
||||
|
|
@ -95,7 +95,7 @@ def validate_bittrex_pairs(pairs):
|
|||
data = Bittrex(None, None).get_markets()
|
||||
if not data['success']:
|
||||
raise RuntimeError('BITTREX: {}'.format(data['message']))
|
||||
available_markets = [m['MarketName'].replace('-', '_')for m in data['result']]
|
||||
for p in pairs:
|
||||
if p not in available_markets:
|
||||
raise ValueError('Invalid pair: {}'.format(p))
|
||||
available_markets = [market['MarketName'].replace('-', '_')for market in data['result']]
|
||||
for pair in pairs:
|
||||
if pair not in available_markets:
|
||||
raise ValueError('Invalid pair: {}'.format(pair))
|
||||
|
|
|
|||
Loading…
Reference in New Issue