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include ema

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This commit is contained in:
gcarq 2017-05-24 23:28:40 +02:00
parent 1d55b7d452
commit b7f2a144e4
2 changed files with 25 additions and 18 deletions
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38
analyze.py
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@ -21,7 +21,7 @@ def get_ticker_dataframe(pair):
:param pair: pair as str in format BTC_ETH or BTC-ETH :param pair: pair as str in format BTC_ETH or BTC-ETH
:return: StockDataFrame :return: StockDataFrame
""" """
minimum_date = arrow.now() - timedelta(hours=2) minimum_date = arrow.now() - timedelta(hours=12)
url = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks' url = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks'
headers = { headers = {
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36', 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36',
@ -61,7 +61,9 @@ def populate_trends(dataframe):
:return: StockDataFrame with populated trends :return: StockDataFrame with populated trends
""" """
dataframe.loc[ dataframe.loc[
(dataframe['stochrsi'] < 0.20), 'underpriced' (dataframe['stochrsi'] < 0.20)
& (dataframe['close_60_ema'] > (1 + 0.005) * dataframe['close_120_ema']),
'underpriced'
] = 1 ] = 1
dataframe.loc[dataframe['underpriced'] == 1, 'buy'] = dataframe['close'] dataframe.loc[dataframe['underpriced'] == 1, 'buy'] = dataframe['close']
return dataframe return dataframe
@ -90,25 +92,25 @@ def plot_dataframe(dataframe, pair):
""" """
# Three subplots sharing x axe # Three subplots sharing x axe
f, (ax1, ax2, ax3) = plt.subplots(3, sharex=True) f, (ax1, ax2) = plt.subplots(2, sharex=True)
f.suptitle(pair, fontsize=14, fontweight='bold') f.suptitle(pair, fontsize=14, fontweight='bold')
ax1.plot(dataframe.index.values, dataframe['close'], label='close') ax1.plot(dataframe.index.values, dataframe['close'], label='close')
ax1.plot(dataframe.index.values, dataframe['close_12_ema'], label='EMA(12)') ax1.plot(dataframe.index.values, dataframe['close_60_ema'], label='EMA(60)')
ax1.plot(dataframe.index.values, dataframe['close_26_ema'], label='EMA(26)') ax1.plot(dataframe.index.values, dataframe['close_120_ema'], label='EMA(120)')
# ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell') # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
ax1.plot(dataframe.index.values, dataframe['buy'], 'bo', label='buy') ax1.plot(dataframe.index.values, dataframe['buy'], 'bo', label='buy')
ax1.legend() ax1.legend()
ax2.plot(dataframe.index.values, dataframe['macd'], label='MACD') #ax2.plot(dataframe.index.values, dataframe['macd'], label='MACD')
ax2.plot(dataframe.index.values, dataframe['macds'], label='MACDS') #ax2.plot(dataframe.index.values, dataframe['macds'], label='MACDS')
ax2.plot(dataframe.index.values, dataframe['macdh'], label='MACD Histogram') #ax2.plot(dataframe.index.values, dataframe['macdh'], label='MACD Histogram')
ax2.plot(dataframe.index.values, [0] * len(dataframe.index.values)) #ax2.plot(dataframe.index.values, [0] * len(dataframe.index.values))
ax2.legend() #ax2.legend()
ax3.plot(dataframe.index.values, dataframe['stochrsi'], label='StochRSI') ax2.plot(dataframe.index.values, dataframe['stochrsi'], label='StochRSI')
ax3.plot(dataframe.index.values, [0.80] * len(dataframe.index.values)) ax2.plot(dataframe.index.values, [0.80] * len(dataframe.index.values))
ax3.plot(dataframe.index.values, [0.20] * len(dataframe.index.values)) ax2.plot(dataframe.index.values, [0.20] * len(dataframe.index.values))
ax3.legend() ax2.legend()
# Fine-tune figure; make subplots close to each other and hide x ticks for # Fine-tune figure; make subplots close to each other and hide x ticks for
# all but bottom plot. # all but bottom plot.
@ -120,6 +122,10 @@ def plot_dataframe(dataframe, pair):
if __name__ == '__main__': if __name__ == '__main__':
while True: while True:
pair = 'BTC_ANT' pair = 'BTC_ANT'
for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']: #for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']:
get_buy_signal(pair) #get_buy_signal(pair)
dataframe = get_ticker_dataframe(pair)
dataframe = populate_trends(dataframe)
plot_dataframe(dataframe, pair)
time.sleep(60) time.sleep(60)

5
main.py
View File

@ -80,7 +80,8 @@ class TradeThread(threading.Thread):
@staticmethod @staticmethod
def _process(): def _process():
""" """
Queries the persistence layer for new trades and handles them Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None :return: None
""" """
# Query trades from persistence layer # Query trades from persistence layer
@ -214,7 +215,7 @@ def create_trade(stake_amount: float, exchange):
pair = p pair = p
break break
else: else:
raise ValueError('No buy signal from pairs: {}'.format(','.join(whitelist))) raise ValueError('No buy signal from pairs: {}'.format(', '.join(whitelist)))
open_rate = api_wrapper.get_ticker(pair)['ask'] open_rate = api_wrapper.get_ticker(pair)['ask']
amount = stake_amount / open_rate amount = stake_amount / open_rate