from kraken_bot.TradingStrategy import TradingStrategy from kraken_bot.KrakenOrder import KrakenOrder class MyStrategy(TradingStrategy): def __init__(self): super().__init__() 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') ].iloc[0] if market.altname not in market_analysis.index: self.orders.append(KrakenOrder( ordertype = 'market', type = 'sell', pair = market.altname, 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