debug

quick_trade/trading_sys.py

@@ -19,7 +19,7 @@
 import random
 import time
 import typing
-from typing import Dict, List, Tuple, Any
+from typing import Dict, List, Tuple, Any, Iterable
 
 import numpy as np
 import pandas as pd
@@ -78,6 +78,8 @@ class Trader(object):
     __last_take_profit: float
     returns_strategy_diff: List[float]
     sec_interval: int
+    supports: Dict[int, float]
+    resistances: Dict[int, float]
 
     def __init__(self,
                  ticker: str = 'BTC/USDT',
@@ -286,6 +288,7 @@ def strategy_diff(self, frame_to_diff: pd.Series, *args, **kwargs) -> utils.PRED
         """
         self.returns = list(np.digitize(frame_to_diff.diff(), bins=[0]))
         self.set_open_stop_and_take()
+        self.set_credit_leverages()
         return self.returns
 
     def strategy_buy_hold(self, *args, **kwargs) -> utils.PREDICT_TYPE_LIST:
@@ -682,6 +685,19 @@ def strategy_ichimoku(self,
         self.set_open_stop_and_take()
         return self.returns
 
+    def crossover(self, fast: Iterable, slow: Iterable):
+        self.returns = []
+        for s, f in zip(slow, fast):
+            if s < f:
+                self.returns.append(utils.BUY)
+            elif s > f:
+                self.returns.append(utils.SELL)
+            else:
+                self.returns.append(utils.EXIT)
+        self.set_credit_leverages()
+        self.set_open_stop_and_take()
+        return self.returns
+
     def inverse_strategy(self, swap_tpop_take: bool = True, *args, **kwargs) -> utils.PREDICT_TYPE_LIST:
         """
         makes signals inverse:
@@ -761,13 +777,17 @@ def backtest(self,
                 seted,
                 credit_lev,
                 high,
-                low) in enumerate(zip(self.returns[:-1],
+                low,
+                next_h,
+                next_l) in enumerate(zip(self.returns[:-1],
                                       self.stop_losses[:-1],
                                       self.take_profits[:-1],
                                       seted_[:-1],
                                       self.credit_leverages[:-1],
                                       data_high[:-1],
-                                      data_low[:-1])):
+                                      data_low[:-1],
+                                      data_high[1:],
+                                      data_low[1:])):
 
             if seted is not np.nan:
                 if oldsig != utils.EXIT:
@@ -785,7 +805,8 @@ def backtest(self,
                 exit_take_stop = False
                 ignore_breakout = True
 
-            if min(stop_loss, take_profit) < low <= high < max(stop_loss, take_profit) or ignore_breakout:
+            next_breakout = min(stop_loss, take_profit) < next_l <= next_h < max(stop_loss, take_profit)
+            if (min(stop_loss, take_profit) < low <= high < max(stop_loss, take_profit) and next_breakout) or ignore_breakout:
                 diff = data_column[e + 1] - data_column[e]
             else:
                 exit_take_stop = True
@@ -1600,3 +1621,14 @@ def find_all_talib_patterns(self, *args, **kwargs):
         patterns = map(utils.anti_set_, patterns)
         self.set_open_stop_and_take()
         return self.multi_strategy_collider(*patterns, mode='super')
+
+    def get_support_resistanse(self) -> Dict[str, Dict[int, float]]:
+        lows = self.df['Low'].values
+        highs = self.df['High'].values
+        for i in range(2, len(lows)-2):
+            if lows[i-2] >= lows[i-1] >= lows[i] <= lows[i+1] <= lows[i+2]:
+                self.supports[i] = lows[i]
+            if highs[i-2] <= highs[i-1] <= highs[i] >= highs[i+1] >= highs[i+2]:
+                self.resistances[i] = highs[i]
+        return {'resistance': self.resistances,
+                'supports': self.supports}

quick_trade/utils.py

@@ -1,7 +1,6 @@
 import datetime as dt
 import json
 import logging
-import os
 from typing import Any, List, Union
 
 import numpy as np
@@ -23,10 +22,6 @@
 SELL: PREDICT_TYPE = 0
 EXIT: PREDICT_TYPE = 2
 
-IEX_TOKEN: str = 'Tpk_a4bc3e95d4c94810a3b2d4138dc81c5d'
-
-os.environ['IEX_API_VERSION'] = 'iexcloud-sandbox'
-os.environ['IEX_TOKEN'] = IEX_TOKEN
 __author__: str = 'Vlad Kochetov'
 __credits__: List[str] = ["Hemerson Tacon -- Stack overflow",
                           "hpaulj -- Stack overflow",
@@ -42,7 +37,7 @@
                           "https://teletype.in/@cozy_codespace/Hk70-Ntl4 -- heroku and threading problems",
                           "https://stackoverflow.com/questions/57838939/handling-exceptions-with-bulk-api-requests --"
                           "IEX token"]
-__version__: str = "4.2.2"
+__version__: str = "4.3"
 
 SCATTER_SIZE: float = 12.0
 SCATTER_ALPHA: float = 1.0

requirements.txt

@@ -1,7 +1,7 @@
-plotly
-pykalman
-numpy
-pandas
+plotly==4.14.3
+pykalman==0.9.5
+numpy==1.20.3
+pandas==1.2.4
 ta==0.7.0
-scipy
-ccxt
+scipy==1.6.3
+ccxt==1.50.66

setup.py

@@ -11,21 +11,21 @@
     author='Vlad Kochetov',
     author_email='[email protected]',
     packages=setuptools.find_packages(),
-    version='4.2.2',
+    version='4.3',
     description='Trading system for cryto, forex, stocks and others',
     long_description=long_desc,
     long_description_content_type="text/markdown",
     url='https://github.com/VladKochetov007/quick_trade',
     install_requires=[
-        'plotly',
-        'pykalman',
-        'numpy',
-        'pandas',
-        'ta==0.7.0',
-        'scipy',
-        'ccxt',
+        'plotly==4.14.3'
+        'pykalman==0.9.5'
+        'numpy==1.20.3'
+        'pandas==1.2.4'
+        'ta==0.7.0'
+        'scipy==1.6.3'
+        'ccxt==1.50.66'
     ],
-    download_url='https://github.com/VladKochetov007/quick_trade/archive/4.2.tar.gz',
+    download_url='https://github.com/VladKochetov007/quick_trade/archive/4.3.tar.gz',
     keywords=[
         'technical-analysis',
         'python3',