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\ No newline at end of file diff --git a/config2.json b/config2.json index d1b6ea747..f07b4e16f 100644 --- a/config2.json +++ b/config2.json @@ -33,8 +33,8 @@ "ccxt_config": {}, "ccxt_async_config": {}, "pair_whitelist": [ - "SOL/USDT", - "BTC/USDT" + "SOL/USDT", + "BTC/USDT" ], "pair_blacklist": [ "BNB/.*" diff --git a/freq_data_cleaner.py b/freq_data_cleaner.py new file mode 100644 index 000000000..09d76f81a --- /dev/null +++ b/freq_data_cleaner.py @@ -0,0 +1,40 @@ +import json +import datetime +import time +import os +import sys +from user_data.strategies.util import BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH, BACKTEST_YEAR, BACKTEST_MONTH_INDEX + +def clean_json(): + print("clean_json: json_path = " + BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) + file = open(BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) + list = [] + data = json.load(file) + for datas in data: + unix = datas[0]/1000 + unix = int(unix) + date = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(int(unix))) + date = datetime.datetime.strptime(str(date), "%Y-%m-%d %H:%M:%S") + year = date.year + month = date.month + if year == int(BACKTEST_YEAR) and month == int(BACKTEST_MONTH_INDEX): + list.append(datas) + json_object = json.dumps(list) + file.close() + write_to_json(json_object) + +def write_to_json(json_object): + print("write_to_json: json_path = " + BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) + with open("temp.json", "w") as outfile: + outfile.write(json_object) + os.rename("temp.json", BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) + +if len(sys.argv) < 4: + exit("""Incorrect number of arguments. + python3 freq_data_cleaner.py [json_file] [month index] [year] + """) +else: + BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH = sys.argv[1] + BACKTEST_MONTH_INDEX = sys.argv[2] + BACKTEST_YEAR = sys.argv[3] + clean_json() \ No newline at end of file diff --git a/user_data/strategies/Strategy002.py b/user_data/strategies/Strategy002.py index 224f1430a..8684520b6 100644 --- a/user_data/strategies/Strategy002.py +++ b/user_data/strategies/Strategy002.py @@ -18,6 +18,7 @@ import threading from user_data.strategies.util import IS_BACKTEST, launcher, back_tester + class Strategy002(IStrategy): """ Strategy 002 @@ -163,6 +164,7 @@ class Strategy002(IStrategy): :return bool: When True is returned, then the buy-order is placed on the exchange. False aborts the process """ + print("............................................................................"+str(current_time)) mode = "test" coin = pair.split("/")[0] brain = "Freq_" + self.__class__.__name__ @@ -172,3 +174,4 @@ class Strategy002(IStrategy): threading.Thread(target=launcher, args=(mode, coin, brain)).start() return True + diff --git a/user_data/strategies/util.py b/user_data/strategies/util.py index d9b5f2ea0..51eb5fa4c 100644 --- a/user_data/strategies/util.py +++ b/user_data/strategies/util.py @@ -1,9 +1,12 @@ import subprocess import threading +BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH = "" +BACKTEST_YEAR = 2020 +BACKTEST_MONTH_INDEX = 9 IS_BACKTEST = False - -EXECUTION_PATH = "/root/workspace/execution/" +WORKSPACE_PATH = "workspace2" if IS_BACKTEST else "workspace" +EXECUTION_PATH = "/root/" + WORKSPACE_PATH + "/execution/" def launcher(mode, coin, brain): @@ -13,5 +16,6 @@ def _perform_launcher(mode, coin, brain): subprocess.call("python3 "+EXECUTION_PATH+"launcher.py " + mode + " " + coin + " " + brain, shell=True) def back_tester(date_time, coin, brain): - date_time = date_time.replace(" ", "#") - subprocess.call("python3 " +EXECUTION_PATH+ "back_tester.py " + date_time + " " + coin + " " + brain + "0.45 3", shell=True) + date = str(date_time) + date = date.replace(" ", "#") + subprocess.call("python3 "+ EXECUTION_PATH + "back_tester.py " + date + " " + coin + " " + brain + " 0.45 3", shell=True)