dabo/dabo/analyze.sh

#!/bin/bash

. /etc/bash/gaboshlib.include

g_nice

function g_echo_note {
 [ -z "$1" ] && return 0
 echo -en "\033[97m$(tail -n1 ${g_tmp}/$tmpfile | cut -d, -f1) \033[36mNOTE:"
 cat <<< "$@"
 echo -en "\033[0m"
}

function analyze {
  local file=$1
  tmpfile=$(basename "${file}")

  . /etc/bash/gaboshlib/g_percentage-diff.bashfunc
  . dabo/functions/check_buy_conditions.sh
  . dabo/functions/check_sell_conditions.sh
  . dabo/functions/get_vars_from_csv.sh
  . dabo/dabo-bot.conf
  . dabo-bot.conf
  . analyze.conf

  
  [ "${ANALYZE_VERBOSE}" -eq "0" ] ||  g_echo "Analyzing file: $file"
  
  # cleanup
  f_SELL=1
  f_BUY=""
  >${g_tmp}/${tmpfile}
  >${g_tmp}/result-${tmpfile}

  rm -f ${g_tmp}/open-${tmpfile}
  rm -f ${g_tmp}/interim-${tmpfile}
  rm -f ${g_tmp}/output-${tmpfile}

  ORIGIFS="$IFS"
  IFS=$'\n'
  local f_strategy

  #lines=$(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,' | wc -l)
  #if [ $lines -lt 40 ]
  #then
  #  g_echo "Only $lines lines for given timeframe (${ANALYZE_TIME}) in $file - ignoring files with less then 40!"
  #  return 1
  #fi

  for line in $(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,')
  do
    IFS="$ORIGIFS"
    current=$(echo $line | cut -d, -f2)
    time=$(echo $line | cut -d, -f1 | cut -d: -f1,2)
    echo "$line" >>${g_tmp}/${tmpfile}
    if [ -f "${g_tmp}/open-${tmpfile}" ]
    then
      for f_strategy in $(find strategies -name "sell.*.conf" -type f)
      do
        if [ "${ANALYZE_VERBOSE}" -eq "0" ]
        then
          check_sell_conditions ${g_tmp}/${tmpfile} "${f_strategy}" >>${g_tmp}/output-${tmpfile} 2>&1
        else
          check_sell_conditions ${g_tmp}/${tmpfile} "${f_strategy}" 2>&1 | tee -a ${g_tmp}/output-${tmpfile}
        fi
      done
    fi
    if ! [ -f "${g_tmp}/open-${tmpfile}" ]
    then
      f_market_performance=$(grep "^$time" data/botdata/MARKET_PERFORMANCE | tail -n1 | cut -d: -f4 | cut -d"%" -f1 | sed 's/ *//')
      for f_strategy in $(find strategies -name "buy.*.conf" -type f)
      do
        if [ "${ANALYZE_VERBOSE}" -eq "0" ]
        then
          check_buy_conditions ${g_tmp}/${tmpfile} "${f_strategy}" >>${g_tmp}/output-${tmpfile} 2>&1 || break
        else
          check_buy_conditions ${g_tmp}/${tmpfile} "${f_strategy}" 2>&1 | tee -a ${g_tmp}/output-${tmpfile}
        fi
      done
    fi
  done

  # sell at the end to have a final result.
  if [ -f ${g_tmp}/open-${tmpfile} ]
  then
    f_SELL="SELL ${f_ASSET}: End of file/data" 
    echo "SELL: $(tail -n1 ${g_tmp}/${tmpfile} | cut -d, -f1) === ${f_SELL}" >>${g_tmp}/output-${tmpfile} 2>&1
    result=$(g_percentage-diff ${BUY_PRICE} ${current})
    result=$(echo "${result}-${FEE}" | bc | sed 's/^\./0./; s/^-\./-0./')
    echo "$result" >>${g_tmp}/result-${tmpfile}
    echo "RESULT: ${result}% (${BUY_PRICE} -> ${current})" >>${g_tmp}/output-${tmpfile}
    rm -f ${g_tmp}/open-${tmpfile}
    rm -f ${g_tmp}/interim-${tmpfile}
  fi

  complete_result=0
  for result in $(cat ${g_tmp}/result-${tmpfile})
  do
    complete_result=$(echo "$complete_result+$result" | bc -l | sed 's/^\./0./; s/^-\./-0./' | xargs printf "%.2f")
  done
  echo "COMPLETE RESULT $file analyze-${analyzedate}/${tmpfile}.log: ${complete_result}%" | tee -a ${g_tmp}/output-${tmpfile}
  echo "=====================================" >>${g_tmp}/output-${tmpfile}
  echo "${complete_result}" >>${g_tmp}/overall-result-${tmpfile}
  
  cat ${g_tmp}/output-${tmpfile} >"analyze-${analyzedate}/${tmpfile}.log"

}

for conf in dabo-bot.conf analyze.conf
do
  . $conf
  cat $conf
done

if [ "${ANALYZE_BATCH}" -eq "0" ]
then
  cores=$(cat /proc/cpuinfo | grep "^processor.*:" | tail -n1 | perl -pe 's/processor.*: //')
  echo -n "parallel -j${cores} bash -c --" >/tmp/parallel-$$
fi

analyzedate="$(date +%Y-%m-%d--%H-%M-%S)"
mkdir "analyze-${analyzedate}"
cp dabo-bot.conf analyze.conf analyze-${analyzedate}/
cp -r strategies analyze-${analyzedate}/

for file in $@
do
  echo "${file}" | egrep -q "BALANCE|MSCI-WORLD-INDEX" && continue

  lines=$(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,' | wc -l)
  if [ $lines -lt 40 ]
  then
    g_echo "Only $lines lines for given timeframe (${ANALYZE_TIME}) in $file - ignoring files with less then 40!"
    continue
  fi


  if [ "${ANALYZE_BATCH}" -eq "0" ] 
  then
    echo -n " \"analyze ${file}\"" >>/tmp/parallel-$$
  else
    analyze ${file}
  fi
done

if [ "${ANALYZE_BATCH}" -eq "0" ]
then
  export -f g_echo_note
  export g_tmp
  export analyzedate
  . /tmp/parallel-$$
fi



echo "OVERALL RESULT: $(cat ${g_tmp}/overall-result-* | awk '{ SUM += $1 } END { printf("%2.2f", SUM) }')%" | tee analyze-${analyzedate}/overall-result.log
cat analyze-${analyzedate}/*.history.csv.log >analyze-${analyzedate}/analyze-overall.log
echo "" | tee -a analyze-${analyzedate}/overall-result.log
echo "Trades: $(grep "BUY: " analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "Trade results positive: $(grep "^RESULT: " analyze-${analyzedate}/analyze-overall.log |  grep ": [0-9]" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "Trade results negative: $(grep "^RESULT: " analyze-${analyzedate}/analyze-overall.log |  grep ": -" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "Trade results neutral: $(grep "^RESULT: " analyze-${analyzedate}/analyze-overall.log |  grep ": 0.00" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "" | tee -a analyze-${analyzedate}/overall-result.log
echo "Interim results: $(grep "INTERIM RESULT: " analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "Interim results positive: $(grep "INTERIM RESULT: [0-9]" analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "Interim results negative: $(grep "INTERIM RESULT: -" analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "" | tee -a analyze-${analyzedate}/overall-result.log
echo "First interim result after BUY positive: $(grep "BUY: " -A6 analyze-${analyzedate}/analyze-overall.log |  grep "INTERIM RESULT: [0-9]" | grep -v "0.00" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "First interim result after BUY negative: $(grep "BUY: " -A6 analyze-${analyzedate}/analyze-overall.log |  grep "INTERIM RESULT: -" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
echo "First interim result after BUY neutral 0.00: $(grep "BUY: " -A6 analyze-${analyzedate}/analyze-overall.log |  grep "INTERIM RESULT: -" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log

echo "

Complete Results" >>analyze-${analyzedate}/overall-result.log
grep "COMPLETE RESULT " analyze-${analyzedate}/analyze-overall.log | grep -v ": 0%" >>analyze-${analyzedate}/overall-result.log

echo "

Trades" >>analyze-${analyzedate}/overall-result.log
egrep "BUY: |SELL: " analyze-${analyzedate}/analyze-overall.log >>analyze-${analyzedate}/overall-result.log