Merge remote-tracking branch 'origin/develop' into develop

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()

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
 
+

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
-
+WORKSPACE_PATH = "workspace2" if IS_BACKTEST else "workspace"
-EXECUTION_PATH = "/root/workspace/execution/"
+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(" ", "#") 	
+    date = str(date_time)
-    subprocess.call("python3 " +EXECUTION_PATH+ "back_tester.py " + date_time + " " + coin + " " + brain + "0.45 3", shell=True)
+    date = date.replace(" ", "#")
+    subprocess.call("python3 "+ EXECUTION_PATH + "back_tester.py " + date + " " + coin + " " + brain + " 0.45 3", shell=True)