-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathtest_hma.py
1350 lines (1098 loc) · 54.3 KB
/
test_hma.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
import json
import numpy as np
import requests
import pandas as pd
import scipy.stats as stats
from datetime import datetime
import time
import schedule
from threading import Thread
from pathlib import Path
import constant as cons
import botfunction as func
import indicator as ind
from botclass import BinanceCandlePrice as candleClass
from botclass import BinanceSymbol as symbolClass
from botclass import BinanceBookTicker as tickerClass
from botclass import Trade as tradeClass
from botclass import TickerData
from botclass import BinanceOrderBook as orderBookClass
import notify as tlg
import logging
import winsound
SIDE_BUY = 'BUY'
SIDE_SELL = 'SELL'
STATUS_BUY = 0
STATUS_SELL = 1
STATUS_STOP = 2
BTC_CANDLE_INTERVAL = "15m"
BTC_CANDLE_COUNT = 40
BTC_FAST_PERIOD = 25
BTC_SIGNAL = False
BTC_INNER_SIGNAL = False
BTC_RED_ALERT = False
BTC_GREEN_ALERT = False
BTC_SLOPE = float(0.0)
BTC_STD_DEV_UP = float(2.0)
BTC_STD_DEV_DOWN = float(2.0)
BTC_GREEN_THRESHOLD = float(1.5) # yüzde
BTC_RED_THRESHOLD = float(1.5) # yüzde
CANDLE_INTERVAL = "2h" # Okunacak mum verisi periyodu
CANDLE_COUNT = 168 # 33 # Okunacak mum verisi adeti
MAX_TRADE_LIMIT = float(100)
LIMIT_FACTOR = float(5)
BB_PERIOD = 25
BB_STD_DEV = 2.5
LR_PERIOD = 18
LR_LOWER_BAND = float(2.0)
LR_UPPER_BAND = float(2.0)
ATR_PERIOD = 6
ATR_STOP_FACTOR = float(0.5)
COMMISSION_RATE = float(0.00075) # %0.075
ZSCORE_PERIOD = 18
ZSCORE_DOWN_RANGE = float(-2.0)
ZSCORE_LIMIT_DOWN = float(-2.3)
ZSCORE_LIMIT_UP = float(2.3)
EMA_PERIOD = CANDLE_COUNT - 1
HMA_FAST_PERIOD = 10 # 96
HMA_SLOW_PERIOD = 154 # 154
MACD_FAST = 10
MACD_SLOW = 26
MACD_SIGNAL = 9
RISK_REWARD_RATIO = float(1.5)
FIRST_PROFIT_TARGET = float(1.0) # 2.0
FIRST_PROFIT_STOP_TRAIL = float(0.5) # %0.5
PROFIT_TARGET = float(1.0) # 2.0
PROFIT_STOP_TRAIL = float(0.7) # 0.8
PROFIT_STRATEGY_26 = float(0.5)
PROFIT_STRATEGY_27 = float(0.7)
PROFIT_STRATEGY_34 = float(2.0)
PROFIT_STRATEGY_36 = float(1.5)
PROFIT_STRATEGY_38 = float(1.5)
PROFIT_STRATEGY_39 = float(2.0)
PROFIT_STRATEGY_40 = float(2.0)
IS_LOG = True
IS_PRINT = True
IS_ALARM = False
TEST_NAME = "ZSCORE"
glbExplanation = ""
logging.basicConfig(filename="debug_test_hma", level=logging.INFO, format='(%(threadName)-5s) %(message)s', )
#region Yardımcı Fonksiyonlar
def log(msg=None):
if IS_LOG is True:
logging.info(msg=msg)
if IS_PRINT is True:
print(msg, flush=True)
if IS_ALARM is True:
alarm()
def alarm():
frequency = 2000
duration = 500
winsound.Beep(frequency, duration)
#endregion
#region Diğer Fonksiyonlar
def readSummary(dbCursor=None):
trade = tradeClass()
res = trade.readProfitSummary(dbCursor=dbCursor)
return res
def get_candle_data(dbCursor=None, session=None, url=None, symbol=None, interval=None, limit=None):
candle = candleClass()
candle.dbCursor = dbCursor
bars = candle.getDataWithSession(session=session, url=url, symbol=symbol, candleInterval=interval, limit=limit)
return bars
def convert_dataframe(bars=None):
"""
Mum verilerinin ilk 6 kolonu "date", "open", "high", "low", "close", "volume" muhafaza edilir.
Diğer kolonlar silinir.
DataFrame e çevrilen data geri dönülür.
"""
for line in bars:
del line[6:]
df = pd.DataFrame(bars, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
return df
def position_control(dbCursor=None, symbol=None, status=None):
trade = tradeClass()
row = trade.readTrade(dbCursor=dbCursor, symbol=symbol, status=status)
if (row is None) or (len(row) <= 0):
return False, row
return True, row
def get_ticker_info(session=None, url=None, symbol=None):
status = False
bidPrice = None
bidQty = None
askPrice = None
askQty = None
ticker = tickerClass()
ticker.symbols = [symbol]
tickerRows = ticker.getDataWithSession(session=session, url=url)
if tickerRows is None:
status = False
return status, bidPrice, bidQty, askPrice, askQty
for tickerRow in tickerRows:
status = True
bidPrice = float(tickerRow["bidPrice"])
bidQty = float(tickerRow["bidQty"])
askPrice = float(tickerRow["askPrice"])
askQty = float(tickerRow["askQty"])
return status, bidPrice, bidQty, askPrice, askQty
def get_stop_price(stopType=None, coinTicker=None, tickSize=None):
stopPrice = None
stopHeight = None
if stopType == cons.STOP_TYPE_LR:
stopPrice = coinTicker.lows[-2]
if stopPrice > coinTicker.lows[-1]:
stopPrice = coinTicker.lows[-1]
if stopType == cons.STOP_TYPE_PREVIOUS_LOW:
stopPrice = coinTicker.lows[-2]
if stopPrice > coinTicker.lows[-1]:
stopPrice = coinTicker.lows[-1]
if stopType == cons.STOP_TYPE_PROFIT:
stopPrice = coinTicker.lows[-2]
if stopPrice > coinTicker.lows[-1]:
stopPrice = coinTicker.lows[-1]
if stopType == cons.STOP_TYPE_VOLUME:
stopPrice = coinTicker.lows[-1]
if stopType == cons.STOP_TYPE_TRAILING:
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows,
closePrices=coinTicker.closes, period=ATR_PERIOD)
atrIndicator = func.round_tick_size(price=atr[-2], tick_size=tickSize)
stopPrice = coinTicker.lows[-2]
if ATR_STOP_FACTOR > 0:
stopPrice = stopPrice - (atrIndicator * ATR_STOP_FACTOR)
else:
stopPrice = stopPrice - atrIndicator
"""
Stop fiyatının coin in minumum artım miktarına (tick size) göre ayarlanır.
Minimum artım miktarından fazla olan digitler silinir.
Örnek: Stop: 0.2346328 ise ve tick_size: 0.0001 ise stop: 0.2346 yapılır.
"""
stopPrice = func.round_tick_size(price=stopPrice, tick_size=tickSize)
stopHeight = coinTicker.lows[-2] - stopPrice
stopHeight = func.round_tick_size(price=stopHeight, tick_size=tickSize)
log(f" Stop Price: {stopPrice} Stop Height: {stopHeight} Under Low: %{round((stopHeight/stopPrice)*100, 3)}")
return stopPrice, stopHeight
def get_stop_price_under_target(currentPrice=None, buyingPrice=None, profitTarget=None,
tickSize=None, strategy=None) -> (float):
log(f" currentPrice:{currentPrice} buyingPrice:{buyingPrice} profitTarget:{profitTarget} tickSize:{tickSize}")
stopProfitLevel = profitTarget - PROFIT_TARGET
stopProfitLevel = stopProfitLevel - PROFIT_STOP_TRAIL
log(f" profitTarget: {profitTarget} stopProfitLevel: {stopProfitLevel} ")
newStop = buyingPrice + (stopProfitLevel * buyingPrice)/100
newStop = func.round_tick_size(price=newStop, tick_size=tickSize)
log(f" newStop: {newStop}")
return newStop
def insert_trade_table(dbCursor=None, symbol=None, buySell=None, price=None, buyLot=None, buyAmount=None,
buyCommission=None, stopPrice=None, stopType=None, stopHeight=None,
sellTarget=None, period=None, periodTime=None, currentPeriodTime=None,
signalName=None, explanation=None, profitTarget=None, strategy=None):
trade = tradeClass()
trade.symbol = symbol
trade.period = period
trade.period_time = periodTime
trade.current_period_time = currentPeriodTime
trade.explanation = explanation
trade.buy_date = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
trade.buy_price = price
trade.buy_lot = buyLot
trade.buy_amount = buyAmount
trade.buy_commission = buyCommission
trade.stop_price = stopPrice
trade.stop_type = stopType
trade.stop_height = stopHeight
trade.stop_change_count = 0
trade.buy_signal_name = signalName
trade.sell_target = sellTarget
trade.status = STATUS_BUY
trade.profit_target = profitTarget
trade.strategy = strategy
trade.btc_signal = int(BTC_SIGNAL)
trade.btc_inner_signal = int(BTC_INNER_SIGNAL)
trade.btc_red_alert = int(BTC_RED_ALERT)
trade.btc_green_alert = int(BTC_GREEN_ALERT)
trade.addTrade(dbCursor=dbCursor)
def update_trade_table(dbCursor=None, symbol=None, buySell=None, price=None, sellLot=None, sellAmount=None,
sellCommission=None, signalName=None, oldStatus=None, newStatus=None):
trade = tradeClass()
trade.symbol = symbol
if buySell == SIDE_BUY:
trade.buy_date = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
trade.buy_price = price
trade.buy_signal_name = signalName
if buySell == SIDE_SELL:
trade.sell_date = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
trade.sell_price = price
trade.sell_signal_name = signalName
trade.sell_lot = sellLot
trade.sell_amount = sellAmount
trade.sell_commission = sellCommission
trade.updateTrade(dbCursor=dbCursor, symbol=symbol, oldStatus=oldStatus, newStatus=newStatus)
def update_stop_price(dbCursor=None, symbol=None, stopPrice=None, stopChangeCount=None):
trade = tradeClass()
trade.updateStopPrice(dbCursor=dbCursor, symbol=symbol, stopPrice=stopPrice,
stopChangeCount=stopChangeCount,
status=STATUS_BUY)
def update_stop_price_and_current_period(dbCursor=None, symbol=None, stopPrice=None,
currentPeriodTime=None, stopChangeCount=None):
trade = tradeClass()
trade.updateStopPriceAndCurrentPeriod(dbCursor=dbCursor, symbol=symbol, stopPrice=stopPrice,
currentPeriodTime=currentPeriodTime, stopChangeCount=stopChangeCount,
status=STATUS_BUY)
def update_profit_target(dbCursor=None, symbol=None, profitTarget=None):
trade = tradeClass()
trade.updateProfitTarget(dbCursor=dbCursor, symbol=symbol, profitTarget=profitTarget, status=STATUS_BUY)
def stop_control(currentPrice=None, stopPrice=None) -> (bool):
if currentPrice < stopPrice:
log(f" STOP StopPrice: {stopPrice} CurrentPrice: {currentPrice}")
return True
return False
def profit_control(coinTicker=None, currentPrice=None, buyingPrice=None, targetProfit= None, strategy=None) -> (bool):
# BTC_RED_ALERT = True ise alınmış olan coinler o anki fiyattan satılır.
# if BTC_RED_ALERT == True:
# log(f" ****** BTC_RED_ALERT: {BTC_RED_ALERT} ******")
# return True
# BTC_INNER_SIGNAL = False ise coin alış fiyatına göre belli bir (örn: %0.6)
# fiyatın üzerine çıkmış ise satılır.
# if BTC_INNER_SIGNAL is True:
# return False
# curColor = ind.get_candle_color(open=coinTicker.opens[-1], close=coinTicker.closes[-1])
# if curColor == cons.CANDLE_GREEN:
# return False
# if strategy == 34 or strategy == 35 or strategy == 36 or strategy == 37 or strategy == 38 or strategy == 39:
if currentPrice > buyingPrice:
# buyStopRatio = func.calculate_ratio(buyingPrice, stopPrice)
profit = func.calculate_ratio(currentPrice, buyingPrice)
if BTC_RED_ALERT == True:
log(f" BTC_RED_ALERT True: {BTC_RED_ALERT}")
log(f" PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
log(f" Sell PROFIT > 0 - targetProfit: %{targetProfit} profit: %{profit}")
return True
# if (BTC_SIGNAL == False) and (profit > float(0.3)):
# log(f" BTC_SIGNAL False: {BTC_SIGNAL}")
# log(f" PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
# log(f" Sell PROFIT > 0 - targetProfit: %{targetProfit} profit: %{profit}")
# return True
if strategy == 34:
if profit >= PROFIT_STRATEGY_34: # target:
log(f" %{PROFIT_STRATEGY_34} PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
log(f" profit: %{profit}")
return True
if strategy == 36:
if profit >= PROFIT_STRATEGY_36: # target:
log(f" %{PROFIT_STRATEGY_36} PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
log(f" profit: %{profit}")
return True
if strategy == 38:
if profit >= PROFIT_STRATEGY_38: # target:
log(f" %{PROFIT_STRATEGY_38} PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
log(f" profit: %{profit}")
return True
if strategy == 39:
if profit >= PROFIT_STRATEGY_39: # target:
log(f" %{PROFIT_STRATEGY_39} PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
log(f" profit: %{profit}")
return True
if (profit >= targetProfit):
log(f" RISK_REWARD_RATIO: %{RISK_REWARD_RATIO} PROFIT BuyingPrice: {buyingPrice} CurrentPrice: {currentPrice}")
log(f" targetProfit: %{targetProfit} profit: %{profit}")
return True
return False
def profit_target_control(currentPrice=None, buyingPrice=None, profitTarget=None, strategy=None) -> (bool, float):
profitTargetLevel = PROFIT_TARGET
newProfitTarget = profitTarget
profit = func.calculate_ratio(currentPrice, buyingPrice)
if profit > profitTarget:
newProfitTarget += profitTargetLevel
while profit >= newProfitTarget:
newProfitTarget += profitTargetLevel
return True, newProfitTarget
return False, newProfitTarget
def control_btc(symbol=None, coinTicker=None, tickSize=None):
global BTC_SIGNAL
global BTC_INNER_SIGNAL
global BTC_GREEN_ALERT
global BTC_RED_ALERT
global BTC_SLOPE
curColor = ind.get_candle_color(open=coinTicker.opens[-1], close=coinTicker.closes[-1])
prev1Color = ind.get_candle_color(open=coinTicker.opens[-2], close=coinTicker.closes[-2])
prev2Color = ind.get_candle_color(open=coinTicker.opens[-3], close=coinTicker.closes[-3])
curClose = coinTicker.closes[-1]
curLow = coinTicker.lows[-1]
curHigh = coinTicker.highs[-1]
fastHMA = ind.get_hma(data=coinTicker.closes, period=BTC_FAST_PERIOD)
if fastHMA[-1] > fastHMA[-2]:
BTC_SIGNAL = True
BTC_INNER_SIGNAL = True
else:
BTC_SIGNAL = False
BTC_INNER_SIGNAL = False
"""
Mumun boyu bir yöne eşik değerini geçmiş ise ALARM (RED veya GREEN) aktif olur.
Mumun renge terse dönünceye kadar ALARM aktif olarak kalır.
"""
threshold = func.calculate_ratio(curHigh, curLow)
if curColor == cons.CANDLE_GREEN:
if threshold >= BTC_GREEN_THRESHOLD:
BTC_GREEN_ALERT = True
BTC_RED_ALERT = False
if curColor == cons.CANDLE_RED:
if threshold >= BTC_RED_THRESHOLD:
BTC_GREEN_ALERT = False
BTC_RED_ALERT = True
# Mumun rengi terse dönünceye kadar ALARM aktif olarak kalır.
if BTC_GREEN_ALERT is True:
if curColor == cons.CANDLE_GREEN:
BTC_GREEN_ALERT = True
else:
BTC_GREEN_ALERT = False
if BTC_RED_ALERT is True:
if curColor == cons.CANDLE_RED:
BTC_RED_ALERT = True
else:
BTC_RED_ALERT = False
#endregion
#region Strategies
def control_strategy_29(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
global glbExplanation
glbExplanation = ""
slowHMA = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
fastHMA = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
isCrossOver = func.cross_over(fastHMA, slowHMA)
if isCrossOver == False:
return False, float(0.0)
if coinTicker.closes[-1] < slowHMA[-1]:
return False, float(0.0)
if (fastHMA[-1] > fastHMA[-2]) and (slowHMA[-1] < slowHMA[-2]):
# message = ""
# message = message + f"{symbol} HMA Fast crossover slow\n Price:{coinTicker.closes[-1]}"
# tlg.sendNotification(connSession=session, notification=message)
log(f" {symbol} HMA Fast crosssover slow Price:{coinTicker.closes[-1]} *S29*")
stopHMA = func.round_tick_size(slowHMA[-1], tick_size=tickSize)
return True, stopHMA
return False, float(0.0)
def control_strategy_30(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
global glbExplanation
glbExplanation = ""
slowHMA = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
fastHMA = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
isDeepTurn = func.deep_turn(fastHMA)
if isDeepTurn == False:
return False, float(0.0)
rsi = ind.get_rsi(prices=fastHMA, timePeriod=HMA_FAST_PERIOD)
rsiSMA = ind.sma(rsi, period=HMA_FAST_PERIOD)
if rsi[-1] > float(70.0):
return False, float(0.0)
if rsi[-1] < rsiSMA[-1]:
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes, period=HMA_FAST_PERIOD)
stopPrice = coinTicker.lows[-1] - (atr[-1] * 0.5)
# if coinTicker.lows[-1] < coinTicker.lows[-2]:
# stopPrice = coinTicker.lows[-1] - atr[-1]
# else:
# stopPrice = coinTicker.lows[-2] - atr[-2]
# message = ""
# message = message + f"{symbol} HMA Fast deep turn \nRSI < RSISMA\nPrice:{coinTicker.closes[-1]}"
# tlg.sendNotification(connSession=session, notification=message)
log(f" {symbol} HMA Fast deep turn: Price: {coinTicker.closes[-1]} *S30*")
log(f" RSI < RSISMA :{rsi[-1]} < {rsiSMA[-1]} ")
return True, stopPrice
return False, float(0.0)
def control_strategy_31(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
global glbExplanation
glbExplanation = ""
slowHMA = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
fastHMA = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
rsi = ind.get_rsi(prices=fastHMA, timePeriod=HMA_FAST_PERIOD)
rsiSMA = ind.sma(data=rsi, period=HMA_FAST_PERIOD)
isCrossOver = func.cross_over(rsi, rsiSMA)
if isCrossOver == False:
return False, float(0.0)
isDeepTurn = False
curIndex = 0
while isDeepTurn == False:
curIndex -= 1
prevIndex = curIndex - 1
cur = fastHMA[curIndex]
prev = fastHMA[prevIndex]
if prev > cur:
isDeepTurn = True
if isDeepTurn == True:
if coinTicker.lows[curIndex] < coinTicker.lows[curIndex-1]:
stopPrice = coinTicker.lows[curIndex]
else:
stopPrice = coinTicker.lows[curIndex-1]
message = ""
# message = message + f"{symbol} HMA rsi X rsiSMA \n Price:{coinTicker.closes[-1]}"
# tlg.sendNotification(connSession=session, notification=message)
log(f" {symbol} HMA rsi X rsiSMA *S31*")
log(f" Price: {coinTicker.closes[-1]} Stop Price: {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_32(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Hızlı ve yavaş HMA (hull moving average) değerlerinin RSI ları hesaplanır.
Yavaş RSI nın SMA ile ortalaması hesaplanır.
Strateji:
- SMA 70 in altında olacak.
- Hızlı RSI 70 in altında olacak.
- SMA ile hesaplanan ortalamanın eğimi POZITIF olacak
- hızlı RSI dipten dönüş yapmış olacak
"""
global glbExplanation
glbExplanation = ""
slowHMA = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
fastHMA = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
fastRSI = ind.get_rsi(prices=fastHMA, timePeriod=HMA_FAST_PERIOD)
slowRSI = ind.get_rsi(prices=slowHMA, timePeriod=HMA_SLOW_PERIOD)
slowRsiSMA = ind.sma(data=slowRSI, period=HMA_SLOW_PERIOD)
isFastDeepTurn = func.deep_turn(fastRSI)
isSMASlope = func.slope(slowRsiSMA)
if slowRsiSMA[-1] > float(50.0):
return False, float(0.0)
if fastRSI[-1] > float(50.0):
return False, float(0.0)
if isSMASlope == True:
if isFastDeepTurn == True:
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
lp = coinTicker.lows[-1] if coinTicker.lows[-1] < coinTicker.lows[-2] else coinTicker.lows[-2]
stopPrice = lp - (atr[-2] * 0.5)
# message = f"{symbol} S32 \n Price:{coinTicker.closes[-1]}"
# tlg.sendNotification(connSession=session, notification=message)
log(f" {symbol} slowSMA Slope POZITIF, fastRSI Deep Turn *S32*")
log(f" slowSMA < 70, fastRSI < 70 *S32*")
log(f" Price: {coinTicker.closes[-1]} Stop Price: {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_33(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Hızlı ve yavaş HMA (hull moving average) değerlerinin RSI ları hesaplanır.
Yavaş RSI nın SMA ile ortalaması hesaplanır.
Strateji:
- SMA 30 in altında olacak.
- Hızlı RSI 30 in altında olacak.
- SMA ile hesaplanan ortalamanın eğimi NEGATİF olacak
- hızlı RSI dipten dönüş yapmış olacak
"""
global glbExplanation
glbExplanation = ""
slowHMA = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
fastHMA = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
fastRSI = ind.get_rsi(prices=fastHMA, timePeriod=HMA_FAST_PERIOD)
slowRSI = ind.get_rsi(prices=slowHMA, timePeriod=HMA_SLOW_PERIOD)
slowRsiSMA = ind.sma(data=slowRSI, period=HMA_SLOW_PERIOD)
isFastDeepTurn = func.deep_turn(fastRSI)
isSMASlope = func.slope(slowRsiSMA)
if slowRsiSMA[-1] > float(30.0):
return False, float(0.0)
if fastRSI[-1] > float(30.0):
return False, float(0.0)
# if isSMASlope == False:
if isFastDeepTurn == True:
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
lp = coinTicker.lows[-1] if coinTicker.lows[-1] < coinTicker.lows[-2] else coinTicker.lows[-2]
stopPrice = lp - (atr[-2] * 0.5)
# message = f"{symbol} S33 \n Price:{coinTicker.closes[-1]}"
# tlg.sendNotification(connSession=session, notification=message)
log(f" {symbol} slowSMA Slope NEGATIF, fastRSI Deep Turn *S33*")
log(f" slowSMA < 30, fastRSI < 30 *S33*")
log(f" Price: {coinTicker.closes[-1]} Stop Price: {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_34(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Strateji:
- hmaRSI(fast) dipten dönüş.
- hmaRSI[-2] <= 10
"""
global glbExplanation
glbExplanation = ""
hma = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
hmaRSI = ind.get_rsi(prices=hma, timePeriod=HMA_FAST_PERIOD)
isDeepTurn = func.deep_turn(hmaRSI) and (hmaRSI[-2] <= 15.0)
if (isDeepTurn == True):
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
stopPrice = coinTicker.lows[-2] - (atr[-2] * 0.5)
log(f" {symbol} HMARSI Deep Turn *S34*")
log(f" hmaRSIPrev <= 15: {hmaRSI[-2]}")
log(f" Price: {coinTicker.closes[-1]} Stop Price: {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_35(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Strateji:
- MACD hızlı yavaşı YUKARI keser
- hmaRSI DİPTEM dönüş.
- SAR YEŞİL (low un altında)
"""
global glbExplanation
glbExplanation = ""
fastMacd, slowMacd, histMacd = ind.get_macd(data=coinTicker.closes, fastPeriod=MACD_FAST,
slowPeriod=MACD_SLOW, signalPeriod=MACD_SIGNAL)
isCrossOverMACD = func.cross_over(fastMacd, slowMacd)
isHistMACDUp = (histMacd[-1] > 0) and (histMacd[-1] > histMacd[-2])
hma = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
hmaRSI = ind.get_rsi(prices=hma, timePeriod=HMA_FAST_PERIOD)
isDeepTurnRSI = func.deep_turn(hmaRSI)
sar = ind.get_sar(high=coinTicker.highs, low=coinTicker.lows, acceleration=0.02, maximum=0.2)
isSarTurnUp = (sar[-1] <= coinTicker.lows[-1]) and (sar[-2] > coinTicker.lows[-2])
isPrice = coinTicker.closes[-1] <= coinTicker.highs[-2]
if (isCrossOverMACD == True) and (isDeepTurnRSI == True) and (isSarTurnUp == True) and (isHistMACDUp == True) and (isPrice == True):
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
stopPrice = sar[-1]
log(f" {symbol} CrossOverMACD( fast: {fastMacd[-1]}, slow: {slowMacd[-1]}) *S35*")
log(f" DeepTurnRSI {hmaRSI[-1]} ")
log(f" SARTurnUp {sar[-1]} low:{coinTicker.lows[-1]}")
log(f" histMACD > 0 {histMacd[-1]}")
log(f" Stop Price: (sar) {stopPrice}")
log(f" Price: {coinTicker.closes[-1]}")
return True, stopPrice
return False, float(0.0)
def control_strategy_36(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Strateji:
- hmaRSI dipten dönüş.
- SAR yukarı trend.
- SAR yukarı trend baslangıç noktasına uzaklık 4 periyot noktasından küçük.
"""
global glbExplanation
glbExplanation = ""
sar = ind.get_sar(high=coinTicker.highs, low=coinTicker.lows, acceleration=0.02, maximum=0.2)
sarDiff = sar - coinTicker.lows
hma = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
hmaRSI = ind.get_rsi(prices=hma, timePeriod=HMA_FAST_PERIOD)
fastMacd, slowMacd, histMacd = ind.get_macd(data=coinTicker.closes, fastPeriod=MACD_FAST,
slowPeriod=MACD_SLOW, signalPeriod=MACD_SIGNAL)
isHistMACDUp = (histMacd[-1] > 0) and (histMacd[-1] > histMacd[-2])
isDeepTurn = func.deep_turn(hmaRSI)
isSarUp = sar[-1] <= coinTicker.lows[-1]
# sarUpCount = 0
# if isSarUp == True:
# sarUpCount = sarUpTrendCount(data=sarDiff)
if (isDeepTurn == True) and (isSarUp == True) and (isHistMACDUp == True) and (hmaRSI[-1] < 75.0):
# stopPrice = sar[-1]
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
log(f" {symbol} HMARSI Deep Turn {hmaRSI[-1]} *S36*")
log(f" SAR Up {sar[-1]} low: {coinTicker.lows[-1]}")
log(f" Price: {coinTicker.closes[-1]}")
hmaSlow = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
isHMASlowUp = func.slope(hmaSlow)
if (isHMASlowUp == True):
stopPrice = sar[-1]
log(f" Stop Price: (sar) {stopPrice}")
else:
stopPrice = coinTicker.lows[-2] - (atr[-2] * 0.5)
log(f" Stop Price: (atr) {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_37(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Strateji:
- hmaRSI(fast) dipten dönüş.
- hmaRSI < 75
- SAR yukarı trend.
- Slow HMA Trend yukarı
- Fiyat Slow HMA nın üstünde
"""
global glbExplanation
glbExplanation = ""
sar = ind.get_sar(high=coinTicker.highs, low=coinTicker.lows, acceleration=0.02, maximum=0.2)
sarDiff = sar - coinTicker.lows
hma = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
hmaRSI = ind.get_rsi(prices=hma, timePeriod=HMA_FAST_PERIOD)
hmaSlow = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
isSlowUp = func.slope(hmaSlow)
isDeepTurn = func.deep_turn(hmaRSI)
isSarUp = sar[-1] <= coinTicker.lows[-1]
isPrice = coinTicker.closes[-1] <= coinTicker.highs[-2]
if (isDeepTurn == True) and (isSarUp == True) and (isSlowUp == True) and (coinTicker.closes[-1] > hmaSlow[-1]) \
and (hmaRSI[-1] < 75.0) and (isPrice == True):
# stopPrice = sar[-1]
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
stopPrice = coinTicker.lows[-2] - (atr[-2] * 0.5)
log(f" {symbol} HMARSI Deep Turn *S37*")
log(f" SAR Up {sar[-1]} ")
log(f" HMA Slow Slope Up {hmaSlow[-1]} ")
log(f" Price > hmaSlow: {coinTicker.closes[-1]} > {hmaSlow[-1]}")
log(f" hmaRSI < 75: {hmaRSI[-1]}")
log(f" Stop Price: (atr*0.5) {stopPrice}")
log(f" Price: {coinTicker.closes[-1]} ")
return True, stopPrice
return False, float(0.0)
def control_strategy_38(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
"""
Strateji:
- SAR kırmızıdan yeşile dönüş.
- HMA(154) yukarı trend
- SAR yukarı trend.
- MACD Hist > 0 (YEŞİL)
- Fiyat > HMA(154)
"""
global glbExplanation
glbExplanation = ""
sar = ind.get_sar(high=coinTicker.highs, low=coinTicker.lows, acceleration=0.02, maximum=0.2)
sarDiff = sar - coinTicker.lows
isSarTurnUp = (sar[-1] <= coinTicker.lows[-1]) and (sar[-2] > coinTicker.lows[-2])
hma = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
isHmaSlopeUp = func.slope(hma)
fastMacd, slowMacd, histMacd = ind.get_macd(data=coinTicker.closes, fastPeriod=MACD_FAST,
slowPeriod=MACD_SLOW, signalPeriod=MACD_SIGNAL)
isHistMACDUp = (histMacd[-1] > 0) and (histMacd[-1] > histMacd[-2])
isPrice = coinTicker.closes[-1] <= coinTicker.highs[-2]
# if (isSarTurnUp == True) and (isHmaSlopeUp == True) and (coinTicker.closes[-1] > hma[-1]) and (histMacd[-1] > 0):
if (isSarTurnUp == True) and (isHmaSlopeUp == True) and (isHistMACDUp == True) and (isPrice == True) :
# stopPrice = sar[-1]
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
stopPrice = coinTicker.lows[-2] - (atr[-2] * 0.5)
log(f" {symbol} SAR Turn Up {sar[-1]} <= {coinTicker.lows[-1]} AND {sar[-2]} > {coinTicker.lows[-2]} *S38*")
log(f" HMA(154) Slope Up, {hma[-1]} > {hma[-2]}")
log(f" StopPrice atr*0.5 {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_39(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
hma = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
curCandleColor = ind.get_candle_color(open=coinTicker.opens[-1], close=coinTicker.closes[-1])
prevCandleColor = ind.get_candle_color(open=coinTicker.opens[-2], close=coinTicker.closes[-2])
isPrevOnLine = (prevCandleColor == cons.CANDLE_GREEN) and (coinTicker.lows[-2] <= hma[-2] <= coinTicker.highs[-2])
isRatio = False
if coinTicker.closes[-1] > hma[-1]:
ratio = func.calculate_ratio(coinTicker.closes[-1], hma[-1])
isRatio = ratio <= 1.5
isPrice = coinTicker.closes[-1] <= coinTicker.highs[-2]
if (isPrevOnLine == True) and (curCandleColor == cons.CANDLE_GREEN) and (coinTicker.lows[-1] > hma[-1]) \
and (isPrice == True) and (isRatio == True):
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
stopPrice = coinTicker.lows[-2] - (atr[-2] * 0.5)
log(f" {symbol} isPrevOnLine HMA {coinTicker.lows[-2]} <= {hma[-2]} <= {coinTicker.highs[-2]} *S39*")
# log(f" HMA(154) Slope Up, {hma[-1]} > {hma[-2]}")
log(f" StopPrice atr*0.5 {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_40(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
hmaSlow = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
isHmaSlopeUp = func.slope(hmaSlow)
hmaFast = ind.get_hma(data=coinTicker.closes, period=HMA_FAST_PERIOD)
hmaFastRSI = ind.get_rsi(prices=hmaFast, timePeriod=HMA_FAST_PERIOD)
isHmaDeepTurn = func.deep_turn(hmaFastRSI) and (hmaFastRSI[-1] < 50.0)
isPrice = coinTicker.closes[-1] <= coinTicker.highs[-2]
if (isHmaSlopeUp == True) and (isHmaDeepTurn == True) and (isPrice == True):
atr = ind.get_atr(highPrices=coinTicker.highs, lowPrices=coinTicker.lows, closePrices=coinTicker.closes,
period=HMA_FAST_PERIOD)
stopPrice = coinTicker.lows[-2] - (atr[-2] * 0.5)
if coinTicker.closes[-1] > hmaSlow[-1]:
stopPrice = hmaSlow[-1]
log(f" Stop Price: hmaSlow: {stopPrice}")
log(f" {symbol} HMA Slow Slope Up {hmaSlow[-1]} *S40*")
log(f" HMA Fast RSI Deep Turn And < 50 {hmaFastRSI[-1]} ")
log(f" Price {coinTicker.closes[-1]} ")
log(f" Stop Price: {stopPrice}")
return True, stopPrice
return False, float(0.0)
def control_strategy_41(session=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float):
hma = ind.get_hma(data=coinTicker.closes, period=HMA_SLOW_PERIOD)
isHmaDeepTurn = func.deep_turn(hma)
isPreviousCandleCloseOverHma = coinTicker.lows[-2] > hma[-2]
isCurrentCandleLowOverHma = coinTicker.lows[-1] > hma[-1]
if (isHmaDeepTurn == True) and (isPreviousCandleCloseOverHma == True) and (isCurrentCandleLowOverHma == True):
stopPrice = hma[-1]
return True, stopPrice
return False, float(0.0)
#endregion
def control_buy_signal(dbCursor=None, session=None, url=None, symbol=None, coinTicker=None, tickSize=None) -> (bool, float, int):
# if BTC_RED_ALERT == True:
# return False, 0.0, 0
#
# if BTC_SIGNAL == False and BTC_GREEN_ALERT == False:
# return False, 0.0, 0
# signal, stopLine = control_strategy_29(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 29
#
# signal, stopLine = control_strategy_30(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 30
#
# signal, stopLine = control_strategy_31(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 31
#
# signal, stopLine = control_strategy_32(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 32
#
# signal, stopLine = control_strategy_33(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 33
#
# signal, stopLine = control_strategy_34(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 34
# signal, stopLine = control_strategy_35(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 35
# signal, stopLine = control_strategy_36(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 36
# signal, stopLine = control_strategy_37(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 37
#
# signal, stopLine = control_strategy_38(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 38
# signal, stopLine = control_strategy_39(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
# if signal == True:
# return True, stopLine, 39
signal, stopLine = control_strategy_41(session=session, symbol=symbol, coinTicker=coinTicker, tickSize=tickSize)
if signal == True:
return True, stopLine, 41
return False, 0.0, 0
#region Threads
def buy(connSession=None):
log(f"BUY Thread Start")
db = func.connectDB()
dbCursor = db.cursor()
binanceConfig = func.readConfig(filename="config.ini", section="binance")
url_candle = binanceConfig["url_historical"] + binanceConfig["url_candle_historical"]
url_book_ticker = binanceConfig["url_base"] + binanceConfig["url_book_ticker"]
url_order_book = binanceConfig["url_base"] + binanceConfig["url_order_book"]
symbol = symbolClass()
while True:
start_time = time.time()
symbolRows = symbol.readAll(dbCursor=dbCursor, exchangeId=1, quoteAsset='USDT')
symbolRows = symbol.readAllByGroup(dbCursor=dbCursor, exchangeId=1, quoteAsset='USDT', marketGroup=1)
if symbolRows is None:
continue
for symbolRow in symbolRows:
item = json.loads(symbolRow[0])
coinSymbol = item['symbol']
tickSize = float(item['tick_size'])
stepSize = float(item['step_size'])
""" Coine ait işlemde olan bir kayıt var ise tekrar alış yapılmaz """
isPosition, positionRow = position_control(dbCursor=dbCursor, symbol=coinSymbol, status=STATUS_BUY)
if isPosition == True:
continue
""" Coin mum verileri okunur """
candleBars = get_candle_data(dbCursor=dbCursor, session=connSession, url=url_candle, symbol=coinSymbol,
interval=CANDLE_INTERVAL,
limit=CANDLE_COUNT)
if (candleBars is None) or (len(candleBars) < CANDLE_COUNT):
continue
df = convert_dataframe(bars=candleBars)
date_kline = df['date']
open_prices = df['open']
high_prices = df['high']
low_prices = df['low']
closing_prices = df['close']
volume_values = df['volume']
opens = open_prices.to_numpy(dtype=float)
highs = high_prices.to_numpy(dtype=float)
lows = low_prices.to_numpy(dtype=float)
closes = closing_prices.to_numpy(dtype=float)
volumes = volume_values.to_numpy(dtype=float)
dates = date_kline.to_numpy(dtype=datetime)
coinTicker = TickerData(opens=opens, highs=highs, lows=lows, closes=closes, volumes=volumes, dates=dates)
global glbExplanation
glbExplanation = ""
buySignal, stopLine, strategy = control_buy_signal(dbCursor=dbCursor, session=connSession,
symbol=coinSymbol, url=url_candle,
coinTicker=coinTicker, tickSize=tickSize)
if buySignal == False: