Revert to working version

app.py

@@ -1,46 +1,32 @@
-import backtrader
-import krakenex
 import logging
 import os
 
+from kraken_bot.KrakenBot import KrakenBot
+from kraken_bot.LinearRegression import LinearRegression
+from kraken_bot.HighLowCutoff import HighLowCutoff
 from dotenv import load_dotenv
-from pykrakenapi import KrakenAPI
-from time import sleep
-
-from kraken_bot.MovingAverageCrossOver import MA_CrossOver
 
 load_dotenv()
-token = os.getenv('KRAKEN_API_TOKEN')
-secret = os.getenv('KRAKEN_API_SEC')
-tier = os.getenv('KRAKEN_API_TIER', 'Pro')
-asset_pair = os.getenv('KRAKEN_TRADABLE_ASSET_PAIR', 'XBTUSD')
-interval = int(os.getenv('KRAKEN_DATA_INTERVAL', 60))
-percents = float(os.getenv('CEREBRO_SIZER_PERCENTS', 50))
 
 logger = logging.getLogger(__name__)
-kraken = KrakenAPI(krakenex.API(token, secret), tier)
-cerebro = backtrader.Cerebro()
 
-market = kraken.get_tradable_asset_pairs(pair=asset_pair).iloc[0]
+model = LinearRegression(
-sleep(kraken.factor)
+        r_value_target = float(os.getenv('R_VALUE_TARGET'))
-cerebro.broker.setcommission(commission=market.fees[0][1]/100)
+        )
-
+strategy = HighLowCutoff(
-ohlc, last = kraken.get_ohlc_data(asset_pair, interval=interval, since=None, ascending=True)
+        investment_count = int(os.getenv('INVESTMENT_COUNT')),
-sleep(kraken.factor)
+        investment_volume = float(os.getenv('INVESTMENT_VOLUME')),
-cerebro.adddata(backtrader.feeds.PandasData(dataname=ohlc))
+        target_gain = float(os.getenv('TARGET_GAIN')),
-
+        max_loss = float(os.getenv('MAX_LOSS'))
-account_balance = kraken.get_trade_balance(asset='ZUSD').loc['eb'].ZUSD
+        )
-sleep(kraken.factor)
+bot = KrakenBot(
-cerebro.broker.setcash(account_balance)
+        token = os.getenv('KRAKEN_API_TOKEN'),
-cerebro.addsizer(backtrader.sizers.PercentSizer, percents=percents)
+        secret = os.getenv('KRAKEN_API_SEC'),
-
+        tier = 'Pro',
-cerebro.addstrategy(MA_CrossOver)
+        model = model,
+        trading_strategy = strategy
+        )
 
 if __name__ == '__main__':
-    start_balance = cerebro.broker.getvalue()
+    bot.update(full=True)
-    print('Starting Portfolio Value: %.6f' % start_balance)
+    bot.execute()
-    x = cerebro.run()
-    end_balance = cerebro.broker.getvalue()
-    print('Final Portfolio Value: %.6f' % end_balance)
-    print('Percent change: %.6f' % (((end_balance - start_balance)/start_balance) * 100))
-    cerebro.plot(style='candlestick')

kraken_bot/KrakenBot.py

@@ -77,3 +77,28 @@ class KrakenBot(KrakenAPI):
                 order.close_price, order.close_price2, order.deadline, order.validate, order.otp)
         self.log.info(order)
         self.update()
+
+    def update(self, full=False):
+        self.log.debug(f"update: full={full}")
+        self._update_tradable_asset_pairs()
+        self._filter_tradable_asset_pairs()
+        self._update_account_balance()
+        self._filter_account_balance()
+        self._update_trade_balance()
+        if full:
+            self._update_ohlc_data()
+            self.model.update(
+                    self.tradable_asset_pairs,
+                    self.ohlc_data
+                    )
+            self.trading_strategy.update(
+                    self.tradable_asset_pairs,
+                    self.ohlc_data,
+                    self.model.analysis,
+                    self.account_balance
+                    )
+
+    def execute(self):
+        self.log.debug(f"execute")
+        for order in self.trading_strategy.orders:
+            self._add_standard_order(order)