I have removed you attachment(.py) file as there Api keys visible.
(Sep-26-2022, 03:41 PM)Pizzlew Wrote: CMD just seem to open for a couple seconds
You most first open cmd then run code.
There is lot to install,do you now how
pip works?
This code look like someone testing stuff out,and may not work probably.
Here is code without Api keys.
#!/usr/bin/env python
# coding: utf-8
# In[1]:
import sys, os
def override_where():
""" overrides certifi.core.where to return actual location of cacert.pem"""
# change this to match the location of cacert.pem
return os.path.abspath("cacert.pem")
# is the program compiled?
if hasattr(sys, "frozen"):
import certifi.core
os.environ["REQUESTS_CA_BUNDLE"] = override_where()
certifi.core.where = override_where
# delay importing until after where() has been replaced
import requests.utils
import requests.adapters
# replace these variables in case these modules were
# imported before we replaced certifi.core.where
requests.utils.DEFAULT_CA_BUNDLE_PATH = override_where()
requests.adapters.DEFAULT_CA_BUNDLE_PATH = override_where()
# In[2]:
from binance.client import Client
from binance import ThreadedWebsocketManager
import pandas as pd
import datetime
from datetime import timedelta
import numpy as np
import time
import talib
import dateparser
import dateparser.data.date_translation_data.en
import websockets.legacy
# In[ ]:
# In[3]:
class LongShortTrader():
def __init__ (self, symbol, bar_length, parameters, units, position = 0):
self.symbol = symbol
self.bar_length = bar_length
#self.data = pd.DataFrame(columns = ["Open", "High","Low","Close","Volume","Complete"])
self.available_intervals = ["1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h"]
self.units = units
self.position = position
self.trades = 0 #NEW
self.trade_values = [] #NEW
################################# add strategy specific attributes ##################################
self.sma = parameters[0]
self.timeperiod = parameters[1]
self.dev = parameters[2]
#####################################################################################################
def __repr__(self):
return "Shreya Bot| Symbol : {}, Bar Length : {}".format(self.symbol, self.bar_length)
def start_trading(self, historical_days):
self.twm = ThreadedWebsocketManager()
self.twm.start()
if self.bar_length in self.available_intervals:
self.get_most_recent(symbol = self.symbol, interval = self.bar_length, days = historical_days)
print(50* "-" + "\n")
print("Connected to Binance | Starting Trading")
print(50* "-" + "\n")
self.twm.start_kline_socket(callback = self.stream_candles, symbol = self.symbol, interval = self.bar_length)
self.twm.join()
# "else" to be added later in the course
def get_most_recent(self, symbol, interval, days):
now = datetime.datetime.utcnow()
past = str(now - timedelta(days = days))
bars = client.get_historical_klines(symbol = symbol, interval = interval,
start_str = past, end_str = None, limit = 1000)
#preparing our dataframe
df = pd.DataFrame(bars)
df["Date"] = pd.to_datetime(df.iloc[:,0], unit = "ms")
df.columns = ["Open Time", "Open", "High", "Low", "Close", "Volume", "Close Time",
"Quote Asset Volume", "Number of Trades", "Taker Buy Base Asset Volume",
"Taker Buy Quote Asset Volume", "Ignore", "Date"]
df = df[["Date","Open", "High", "Low", "Close", "Volume"]].copy()
df.set_index("Date", inplace = True)
for column in df.columns:
df[column] = pd.to_numeric(df[column], errors = "coerce")
df["Complete"] = [ True for row in range(len(df) - 1)] + [False]
self.data = df
def stream_candles(self, msg):
'''
define how to process the incoming web socket messages
'''
#extract the required items from msg
event_time = pd.to_datetime(msg["E"], unit = "ms")
start_time = pd.to_datetime(msg["k"]["t"], unit = "ms")
first = float(msg["k"]["o"])
high = float(msg["k"]["h"])
low = float(msg["k"]["l"])
close = float(msg["k"]["c"])
volume = float(msg["k"]["v"])
complete = msg["k"]["x"]
'''
# stop trading session
if self.trades == 50:
self.twm.stop()
if self.position == 1:
order = client.create_order(symbol = self.symbol, side = "SELL", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING NEUTRAL AND STOP")
self.position = 0
#elif self.position == -1:
order = client.create_order(symbol = self.symbol, side = "BUY", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING NEUTRAL AND STOP")
self.position = 0
else:
print("STOPPING ROBOT")
'''
#more examples
#if self.trades = x
#if event_time >= datetime.datetime(2021, 11, 4, 9, 55)
#if self.cum_profits >= x
#execute the entire stop strategy
#Print out
#print(".", end = "", flush = False) #just print something to get a feedback (everything Okay!)
#for x in range (0,5):
print("\r" , "SHREYA BOT RUNNING" + ".......", end =" ")
#print(".", end = "", flush = True) #just print something to get a feedback (everything Okay!)
#feed df (add new bar / update latest bar)
self.data.loc[start_time] = [first, high, low, close, volume, complete]
#prepare features and define strategy/trading positions whenever the latest bar is complete
if complete == True:
self.define_strategy()
self.execute_trades()
def define_strategy(self): #strategy specific
df = self.data.copy()
#*****************************. define your strategy here *************************************#
df = df[["Close", "Volume"]].copy()
df["Returns"] = np.log(df.Close.div(df.Close.shift(1))) #adding our returns
df["SMA"] = df.Close.rolling(window=self.sma).mean()
df["UpperBB"], df["MiddleBB"], df["LowerBB"] = talib.BBANDS(df["Close"], timeperiod=self.timeperiod, nbdevup=self.dev, nbdevdn=self.dev, matype=0)
## Buy Condition
buycond1 = df["Close"] > df["SMA"]
buycond2 = df["SMA"].shift(1) < df["SMA"]
buycond5 = df["SMA"].shift(2) < df["SMA"].shift(1)
buycond6 = df["SMA"].shift(3) < df["SMA"].shift(2)
buycond7 = df["SMA"].shift(4) < df["SMA"].shift(3)
buycond8 = df["SMA"].shift(5) < df["SMA"].shift(4)
buycond9 = df["SMA"].shift(6) < df["SMA"].shift(5)
buycond10 = df["SMA"].shift(7) < df["SMA"].shift(6)
buycond11 = df["Close"] < df["UpperBB"]
## Sell condition
sellcond1 = df["Close"] < df["SMA"]
sellcond2 = df["SMA"].shift(1) > df["SMA"]
sellcond5 = df["SMA"].shift(2) > df["SMA"].shift(1)
sellcond6 = df["SMA"].shift(3) > df["SMA"].shift(2)
sellcond7 = df["SMA"].shift(4) > df["SMA"].shift(3)
sellcond8 = df["SMA"].shift(5) > df["SMA"].shift(4)
sellcond9 = df["SMA"].shift(6) > df["SMA"].shift(5)
sellcond10 = df["SMA"].shift(7) > df["SMA"].shift(6)
sellcond11 = df["Close"] > df["LowerBB"]
#Trading Position
df["Position"] = 0
df.loc[buycond2 & buycond5 & buycond6 & buycond7 & buycond8 & buycond9 & buycond10 & buycond11, "Position"] = 1
df.loc[sellcond2 & sellcond5 & sellcond6 & sellcond7 & sellcond8 & sellcond9 & sellcond10 & sellcond11, "Position"] = -1
#################################################################################################
self.prepared_data = df.copy()
def execute_trades(self):
if self.prepared_data["Position"].iloc[-1] == 1: #if the position is long -> go/stay long
if self.position == 0:
order = client.create_order(symbol = self.symbol, side = "BUY", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING LONG")
elif self.position == -1:
order = client.create_order(symbol = self.symbol, side = "BUY", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING NEUTRAL")
time.sleep(0.1)
order = client.create_order(symbol = self.symbol, side = "BUY", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING LONG")
self.position = 1
elif self.prepared_data["Position"].iloc[-1] == 0: #if the position is neutral -> go/stay neutral
if self.position == 1:
order = client.create_order(symbol = self.symbol, side = "SELL", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING NEUTRAL")
elif self.position == -1:
order = client.create_order(symbol = self.symbol, side = "BUY", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING NEUTRAL")
self.position = 0
if self.prepared_data["Position"].iloc[-1] == -1: #if the position is short -> go/stay short
if self.position == 0:
order = client.create_order(symbol = self.symbol, side = "SELL", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING SHORT")
elif self.position == 1:
order = client.create_order(symbol = self.symbol, side = "SELL", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING NEUTRAL")
time.sleep(0.1)
order = client.create_order(symbol = self.symbol, side = "SELL", type = "MARKET", quantity = self.units)
self.report_trade(order, "GOING SHORT")
self.position = -1
def report_trade(self, order, going):
#extract data from order object
side = order["side"]
time = pd.to_datetime(order["transactTime"], unit = "ms")
base_units = float(order["executedQty"])
quote_units = float(order["cummulativeQuoteQty"])
price = round(quote_units / base_units, 5)
#calculating trading profits
self.trades += 1
if side == "BUY":
self.trade_values.append(-quote_units)
elif side == "SELL":
self.trade_values.append(quote_units)
if self.trades % 2 == 0:
real_profit = round(np.sum(self.trade_values[-2:]), 3)
self.cum_profits = round(np.sum(self.trade_values), 3)
else:
real_profit = 0
self.cum_profits = round(np.sum(self.trade_values[:-1]), 3)
#print trade report
print(2* "\n" + 100* "-")
print("{} | {}".format(time, going))
print("{} Base Units = {} | Quote Units = {} | Price = {} ".format(time, base_units, quote_units, price))
print("{} Profit = {} | cumProfits = {}".format(time, real_profit, self.cum_profits))
print(100* "-" + "\n")
# In[ ]:
# In[ ]:
# In[4]:
#api_key = "xxxxx"
#secret_key = "xxxxx"
print("Shreya Spot Trading Bot Activated...")
api_key = input("ENTER YOUR API KEY: ")
secret_key = input("ENTER YOUR BINANCE SECRET KEY : ")
tradk = input("ENTER YOUR EMAIL : ")
tradkp = input("ENTER YOUR PASSWORD : ")
units = input("ENTER YOUR TRADING VOLUME (MIN | 0.01 MAX = 10) : ")
test_value = input("ARE YOU TRADING ON Testnet OR Livenet? : ")
if test_value == "Testnet":
testnet = True
elif test_value == "Livenet":
testnet = False
else:
print("Type either \"Testnet\" or \"livenet\"")
test_value = input("ARE YOU TRADING ON Testnet OR Livenet? : ")
client = Client(api_key = api_key, api_secret = secret_key, tld = "com", testnet = testnet)
trader = LongShortTrader(symbol = "BTCUSDT", bar_length = "1h", parameters = (850, 295, 5), units = units)
print(trader)
#print("Shreya Robot Ended Successfully")
trader.start_trading(historical_days = 2)
