Merge pull request #1232 from Drakkar-Software/dev

Dev merge

Evaluator/TA/trend_evaluator/resources/DeathAndGoldenCrossEvaluator.md

@@ -1,4 +1,7 @@
 DeathAndGoldenCrossEvaluator is based on two [moving averages](https://www.investopedia.com/terms/m/movingaverage.asp), by default one of **50** periods and other one of **200**.
 
 If the fast moving average is above the slow moving average, this indicates a bull market (signal: -1) When this happens it's called a [Golden Cross](https://www.investopedia.com/terms/g/goldencross.asp).
-Inversely, if it's the fast moving average which is above the slow moving average this indicates a bear market (signal: 1). When this happens it's called a [Death Cross](https://www.investopedia.com/terms/d/deathcross.asp)
+Inversely, if it's the fast moving average which is above the slow moving average this indicates a bear market (signal: 1). When this happens it's called a [Death Cross](https://www.investopedia.com/terms/d/deathcross.asp)
+
+This evaluator will always produce a value of `0` except right after a golden or death cross 
+is found, in this case a `-1` or `1` value will be produced.

Evaluator/TA/trend_evaluator/trend.py

@@ -147,31 +147,45 @@ async def ohlcv_callback(self, exchange: str, exchange_id: str,
                                                        time_frame,
                                                        include_in_construction=inc_in_construction_data)
         self.eval_note = commons_constants.START_PENDING_EVAL_NOTE
-        if len(close) > self.slow_length:
+        if len(close) > max(self.slow_length, self.fast_length):
             await self.evaluate(cryptocurrency, symbol, time_frame, candle, close, volume)
         await self.evaluation_completed(cryptocurrency, symbol, time_frame,
                                         eval_time=evaluators_util.get_eval_time(full_candle=candle,
                                                                                 time_frame=time_frame))
 
     async def evaluate(self, cryptocurrency, symbol, time_frame, candle, candle_data, volume_data):
         if self.fast_ma_type == "vwma":
-            ma1 = tulipy.vwma(candle_data, volume_data, self.fast_length)[-1]
+            fast_ma = tulipy.vwma(candle_data, volume_data, self.fast_length)
         elif self.fast_ma_type == "lsma":
-            ma1 = tulipy.linreg(candle_data, self.fast_length)[-1]
+            fast_ma = tulipy.linreg(candle_data, self.fast_length)
         else:
-            ma1 = getattr(tulipy, self.fast_ma_type)(candle_data, self.fast_length)[-1]
+            fast_ma = getattr(tulipy, self.fast_ma_type)(candle_data, self.fast_length)
 
         if self.slow_ma_type == "vwma":
-            ma2 = tulipy.vwma(candle_data, volume_data, self.slow_length)[-1]
+            slow_ma = tulipy.vwma(candle_data, volume_data, self.slow_length)
         elif self.slow_ma_type == "lsma":
-            ma2 = tulipy.linreg(candle_data, self.slow_length)[-1]
+            slow_ma = tulipy.linreg(candle_data, self.slow_length)
         else:
-            ma2 = getattr(tulipy, self.slow_ma_type)(candle_data, self.slow_length)[-1]
-
-        if ma1 > ma2:
-            self.eval_note = -1
-        elif ma1 < ma2:
-            self.eval_note = 1
+            slow_ma = getattr(tulipy, self.slow_ma_type)(candle_data, self.slow_length)
+
+        if min(len(fast_ma), len(slow_ma)) < 2:
+            # can't compute crosses: not enough data
+            self.logger.debug(f"Not enough data to compute crosses, skipping {symbol} {time_frame} evaluation")
+            return
+
+        just_crossed = (
+            fast_ma[-1] > slow_ma[-1] and fast_ma[-2] < slow_ma[-2]
+        ) or (
+            fast_ma[-1] < slow_ma[-1] and fast_ma[-2] > slow_ma[-2]
+        )
+        if just_crossed:
+            # crosses happen when the fast_ma and fast_ma just crossed, therefore when it happened on the last candle
+            if fast_ma[-1] > slow_ma[-1]:
+                # golden cross
+                self.eval_note = -1
+            elif fast_ma[-1] < slow_ma[-1]:
+                # death cross
+                self.eval_note = 1
 
 
 # evaluates position of the current (2 unit) average trend relatively to the 5 units average and 10 units average trend

Services/Interfaces/web_interface/models/configuration.py

@@ -50,6 +50,7 @@
 import octobot_commons.symbols as commons_symbols
 import octobot_commons.display as display
 import octobot_commons.errors as commons_errors
+import octobot_commons.aiohttp_util as aiohttp_util
 import octobot_commons
 import octobot_backtesting.api as backtesting_api
 import octobot.community as community
@@ -1140,7 +1141,7 @@ async def _fetch_currency_logo(session, data_provider, currency_id):
 
 
 async def _fetch_missing_currency_logos(data_provider, currency_ids):
-    async with aiohttp.ClientSession() as session:
+    async with aiohttp_util.ssl_fallback_aiohttp_client_session("https://coingecko.com") as session:
         await asyncio.gather(
             *(
                 _fetch_currency_logo(session, data_provider, currency_id)