#!/usr/bin/env python3
from datetime import datetime
import backtrader as bt
from termcolor import colored
from config import DEVELOPMENT, COIN_TARGET, COIN_REFER, ENV, PRODUCTION, DEBUG
from utils import send_telegram_message
class StrategyBase(bt.Strategy):
def __init__(self):
self.order = None
self.last_operation = "SELL"
self.status = "DISCONNECTED"
self.bar_executed = 0
self.buy_price_close = None
self.soft_sell = False
self.hard_sell = False
self.log("Base strategy initialized")
def reset_sell_indicators(self):
self.soft_sell = False
self.hard_sell = False
self.buy_price_close = None
def notify_data(self, data, status, *args, **kwargs):
self.status = data._getstatusname(status)
print(self.status)
if status == data.LIVE:
self.log("LIVE DATA - Ready to trade")
def short(self):
if self.last_operation == "SELL":
return
if ENV == DEVELOPMENT:
self.log("Sell ordered: $%.2f" % self.data0.close[0])
return self.sell()
cash, value = self.broker.get_wallet_balance(COIN_TARGET)
amount = value*0.99
self.log("Sell ordered: $%.2f. Amount %.6f %s - $%.2f USDT" % (self.data0.close[0],
amount, COIN_TARGET, value), True)
return self.sell(size=amount)
def long(self):
if self.last_operation == "BUY":
return
self.log("Buy ordered: $%.2f" % self.data0.close[0], True)
self.buy_price_close = self.data0.close[0]
price = self.data0.close[0]
if ENV == DEVELOPMENT:
return self.buy()
cash, value = self.broker.get_wallet_balance(COIN_REFER)
amount = (value / price) * 0.99 # Workaround to avoid precision issues
self.log("Buy ordered: $%.2f. Amount %.6f %s. Ballance $%.2f USDT" % (self.data0.close[0],
amount, COIN_TARGET, value), True)
return self.buy(size=amount)
def notify_order(self, order):
if order.status in [order.Submitted, order.Accepted]:
# Buy/Sell order submitted/accepted to/by broker - Nothing to do
self.log('ORDER ACCEPTED/SUBMITTED')
self.order = order
return
if order.status in [order.Expired]:
self.log('BUY EXPIRED', True)
elif order.status in [order.Completed]:
if order.isbuy():
self.last_operation = "BUY"
self.log(
'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
(order.executed.price,
order.executed.value,
order.executed.comm), True)
if ENV == PRODUCTION:
print(order.__dict__)
else: # Sell
self.last_operation = "SELL"
self.reset_sell_indicators()
self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
(order.executed.price,
order.executed.value,
order.executed.comm), True)
# Sentinel to None: new orders allowed
elif order.status in [order.Canceled, order.Margin, order.Rejected]:
self.log('Order Canceled/Margin/Rejected: Status %s - %s' % (order.Status[order.status],
self.last_operation), True)
self.order = None
def notify_trade(self, trade):
if not trade.isclosed:
return
color = 'green'
if trade.pnl < 0:
color = 'red'
self.log(colored('OPERATION PROFIT, GROSS %.2f, NET %.2f' % (trade.pnl, trade.pnlcomm), color), True)
def log(self, txt, send_telegram=False, color=None):
if not DEBUG:
return
value = datetime.now()
if len(self) > 0:
value = self.data0.datetime.datetime()
if color:
txt = colored(txt, color)
print('[%s] %s' % (value.strftime("%d-%m-%y %H:%M"), txt))
if send_telegram:
send_telegram_message(txt)
