我进口
technicals.py
进入
bot.py
想要重用变量吗
sl
和
tp
从类实例
process_candles
.
如果给定一个常数
sl
和
总磷
在里面
机器人程序。py
,脚本可以运行。然而,理想的结果是获得可变的
sl
和
总磷
这是在类实例中计算的
加工蜡烛
从…起
技术性的。py
.
一小条
技术性的。py
详情如下:
df['PAIR'] = self.pair
decision = NONE
tp = 0
sl = 0
if c[-2]>o[-2]:
if ca[-1]>h[-2]+0.0010:
decision = BUY
tp = ca[-1]+0.010
sl = l[-2]-0.010
elif o[-2]>c[-2]:
if cb[-1]<l[-2]-0.0010:
decision = SELL
tp = cb[-1]-0.010
sl = h[-2]+0.010
else:
decision = NONE
一小条
机器人程序。py
def process_pairs(self):
trades_to_make = []
for pair in self.trade_pairs:
if self.timings[pair].ready == True:
self.log_message(f"Ready to trade {pair}")
techs = Technicals(self.settings[pair], self.api, pair, GRANULARITY, log=self.tech_log)
decision = techs.get_trade_decision(self.timings[pair].last_candle)
print ("process decision")
print (decision)
units = decision * self.settings[pair].units
#tp = "154"
#sl = "153"
if units != 0:
trades_to_make.append({'pair': pair, 'units': units,'take_profit':tp, 'stop_loss':sl})
全文如下:
技术性的。py
import pandas as pd
import numpy as np
from defs import BUY, SELL, NONE
class Technicals():
def __init__(self, settings, api, pair, granularity, log=None):
self.settings = settings
self.log = log
self.api = api
self.pair = pair
self.granularity = granularity
def log_message(self, msg):
if self.log is not None:
self.log.logger.debug(msg)
def fetch_candles(self, row_count, candle_time):
status_code, df = self.api.fetch_candles(self.pair, count=row_count, granularity=self.granularity)
if df is None:
self.log_message(f"Error fetching candles for pair:{self.pair} {candle_time}, df None")
return None
elif df.iloc[-1].time != candle_time:
self.log_message(f"Error fetching candles for pair:{self.pair} {candle_time} vs {df.iloc[-1].time}")
return None
else:
return df
def process_candles(self, df):
open = df.mid_o
o = np.array(open,dtype='float')
#print (o)
high = df.mid_h
h = np.array(high,dtype='float')
#print (h)
low = df.mid_l
l = np.array(low,dtype='float')
#print (l)
close = df.mid_c
c = np.array(close,dtype='float')
print (c)
close_ask = df.ask_c
ca = np.array(close_ask,dtype='float')
print (ca)
close_bid = df.bid_c
cb = np.array(close_bid,dtype='float')
print (cb)
df['PAIR'] = self.pair
decision = NONE
tp = 0
sl = 0
if c[-2]>o[-2]:
if ca[-1]>h[-2]+0.0010:
decision = BUY
tp = ca[-1]+0.010
sl = l[-2]-0.010
elif o[-2]>c[-2]:
if cb[-1]<l[-2]-0.0010:
decision = SELL
tp = cb[-1]-0.010
sl = h[-2]+0.010
else:
decision = NONE
log_cols = ['time','volume','PAIR','bid_c','ask_c','mid_o','mid_h','mid_l','mid_c']
self.log_message(f"Processed_df\n{df[log_cols].tail(3)}")
self.log_message(f"Trade_decision:{decision}")
self.log_message("")
return decision
def get_trade_decision(self, candle_time):
max_rows = self.settings.long_ma + 2
self.log_message("")
self.log_message(f"get_trade_decision() pair:{self.pair} max_rows:{max_rows}")
df = self.fetch_candles(max_rows, candle_time)
print ("xxxx")
print (df)
if df is not None:
return self.process_candles(df)
print("get trade decision")
print(self.process_candles(df))
return NONE
机器人程序。py
import pprint
import time
from settings import Settings
from log_wrapper import LogWrapper
from timing import Timing
from oanda_api import OandaAPI
from technicals import Technicals
from defs import NONE, BUY, SELL
from trade_manager import TradeManager
GRANULARITY = "M1"
SLEEP = 10.0
class TradingBot():
def __init__(self):
self.log = LogWrapper("Bot")
self.tech_log = LogWrapper("Technicals")
self.trade_log = LogWrapper("Trade")
self.trade_pairs = Settings.get_pairs()
self.settings = Settings.load_settings()
self.api = OandaAPI()
self.trade_manager = TradeManager(self.api, self.settings, self.trade_log)
self.timings = { p: Timing(self.api.last_complete_candle(p, GRANULARITY)) for p in self.trade_pairs }
self.log_message(f"Bot started with\n{pprint.pformat(self.settings)}")
self.log_message(f"Bot Timings\n{pprint.pformat(self.timings)}")
print (self.api)
def log_message(self, msg):
self.log.logger.debug(msg)
def update_timings(self):
for pair in self.trade_pairs:
current = self.api.last_complete_candle(pair, GRANULARITY)
self.timings[pair].ready = False
if current > self.timings[pair].last_candle:
self.timings[pair].ready = True
self.timings[pair].last_candle = current
self.log_message(f"{pair} new candle {current}")
def process_pairs(self):
trades_to_make = []
for pair in self.trade_pairs:
if self.timings[pair].ready == True:
self.log_message(f"Ready to trade {pair}")
techs = Technicals(self.settings[pair], self.api, pair, GRANULARITY, log=self.tech_log)
decision = techs.get_trade_decision(self.timings[pair].last_candle)
print ("process decision")
print (decision)
units = decision * self.settings[pair].units
#tp = "154"
#sl = "153"
if units != 0:
trades_to_make.append({'pair': pair, 'units': units,'take_profit':tp, 'stop_loss':sl})
if len(trades_to_make) > 0:
print("bot")
print(trades_to_make)
self.trade_manager.place_trades(trades_to_make)
def run(self):
while True:
self.update_timings()
self.process_pairs()
time.sleep(SLEEP)
if __name__ == "__main__":
b = TradingBot()
b.run()
defs。py
API_KEY = "xxxx"
ACCOUNT_ID = "xyz"
OANDA_URL = 'https://api-fxpractice.oanda.com/v3'
SECURE_HEADER = {
'Authorization': f'Bearer {API_KEY}',
'Content-Type': 'application/json'
}
BUY = 1
SELL = -1
NONE = 0
