v0.0.16

2024-09-23 20:24:38 -04:00
parent 77bcf19f15
commit 52693cda96
2 changed files with 51 additions and 3 deletions
--- a/kraken_bot/HighLowCutoff.py
+++ b/kraken_bot/HighLowCutoff.py
@@ -0,0 +1,46 @@
+from kraken_bot.TradingStrategy import TradingStrategy
+from kraken_bot.KrakenOrder import KrakenOrder
+
+class HighLowCutoff(TradingStrategy):
+    def __init__(self, investment_count, investment_volume, target_gain, max_loss):
+        super().__init__(investment_count, investment_volume)
+        self.target_gain = self.investment_volume * (1 + target_gain)
+        self.max_loss = self.investment_volume * (1 - max_loss)
+
+    def update(self, tradable_asset_pairs, ohlc_data, market_analysis, account_balance):
+        self.orders = []
+        investment_count = len(account_balance) - 1
+        for asset in account_balance[(account_balance.index != 'ZUSD')].index:
+            market = tradable_asset_pairs[
+                    (tradable_asset_pairs.base == asset) &
+                    (tradable_asset_pairs.quote == 'ZUSD')
+                    ]
+            ohlc, last = ohlc_data[market.index[0]]
+            last_close = ohlc.iloc[-1].close
+            value = account_balance.loc[asset].vol * last_close
+            if (value <= self.max_loss) or (value >= self.target_gain):
+                self.orders.append(KrakenOrder(
+                    ordertype = 'market',
+                    type = 'sell',
+                    pair = market.index[0],
+                    volume = account_balance.loc[asset].vol,
+                    validate = False
+                    ))
+                investment_count -= 1
+        new_investments = []
+        while investment_count < self.investment_count:
+            for market in market_analysis.index:
+                base = tradable_asset_pairs.loc[market].base
+                if base not in account_balance.index and base not in new_investments:
+                    ohlc, last = ohlc_data[market]
+                    volume = self.investment_volume / ohlc.iloc[-2].close
+                    self.orders.append(KrakenOrder(
+                        ordertype = 'market',
+                        type = 'buy',
+                        pair = market,
+                        volume = volume,
+                        validate = False
+                        ))
+                    new_investments.append(base)
+                    investment_count += 1
+                    break