values, run strategies, fixes

This commit is contained in:
olli 2024-08-25 13:58:33 +02:00
parent 6cf5d8502f
commit 7e5a95aafc
8 changed files with 85 additions and 58 deletions

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@ -10,7 +10,7 @@ STOCK_EXCHANGE="NONE"
FEE="0.5"
# Interval in seconds - Should not be lower then 300
INTERVAL="900"
INTERVAL="300"
## Currency used for trading
CURRENCY="USDT"

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@ -17,8 +17,6 @@
# You should have received a copy of the GNU General Public License
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
. /dabo/dabo-prep.sh
### MAIN ###
@ -31,12 +29,12 @@ export FULL_LOOP=1
echo $0 | grep -q "dabo-bot\.sh" && BOT=1
# cleanup trashlines in asset-histories (possibly generated by kill further of this progress)
find asset-histories -name "*.csv" -type f | while read csv_file
do
csv_timestamp=$(ls --time-style='+%Y%m%d%H%M' -l "${csv_file}" | cut -d" " -f6)
sed -i "/[0-9]$(date +%Y)-/d" "${csv_file}"
touch -t ${csv_timestamp} "${csv_file}"
done
#find asset-histories -name "*.csv" -type f | while read csv_file
#do
# csv_timestamp=$(ls --time-style='+%Y%m%d%H%M' -l "${csv_file}" | cut -d" " -f6)
# sed -i "/[0-9]$(date +%Y)-/d" "${csv_file}"
# touch -t ${csv_timestamp} "${csv_file}"
#done
# run endless loop
@ -47,7 +45,7 @@ do
then
rm -f firstloop
else
LOOP_INTERVAL=30 # 60s max free coingecko API interval + 30s puffer
LOOP_INTERVAL=30
time_to_interval=$((${LOOP_INTERVAL} - $(date +%s) % ${LOOP_INTERVAL}))
time_to_full_interval=$((${INTERVAL} - $(date +%s) % ${INTERVAL}))
# Check for next general interval
@ -73,24 +71,25 @@ do
# Timestamp
export f_timestamp=$(g_date_print)
# get minute interval for find -mmin
INTERVAL_MIN=$(echo "${INTERVAL}/60-1" | bc -l | sed -r 's/^(-?)\./\10./' | cut -d\. -f1)
[ -z "${INTERVAL_MIN}" ] && INTERVAL_MIN=1
####### TODO -> Funktionen überarbeiten ############
### get general market data
# Get coingecko data
get_coingecko_data
# Get current MarketData
get_marketdata
# Check the situation on the market
if ! market_performance
then
f_market_performance=$(cat MARKET_PERFORMANCE_LATEST)
fi
#
# # get minute interval for find -mmin (used by get_marketdata market_performance
# INTERVAL_MIN=$(echo "${INTERVAL}/60-1" | bc -l | sed -r 's/^(-?)\./\10./' | cut -d\. -f1)
# [ -z "${INTERVAL_MIN}" ] && INTERVAL_MIN=1
#
# ### get general market data
# # Get coingecko data
# get_coingecko_data
#
# # Get current MarketData
# get_marketdata
#
# # Check the situation on the market
# if ! market_performance
# then
# f_market_performance=$(cat MARKET_PERFORMANCE_LATEST)
# fi
####### TODO -> Funktionen überarbeiten ENDE ###########
@ -115,8 +114,8 @@ do
# Get current positions
[ ${FULL_LOOP} = 1 ] && get_positions || continue
## Buy something?
#[ ${FULL_LOOP} = 1 ] && check_for_buy
## Run strategies
[ ${FULL_LOOP} = 1 ] && run_strategies
done

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@ -31,12 +31,14 @@ do
# Reload Config
. ../../dabo-bot.conf
. ../../dabo-bot.override.conf
# notify failed yahoo downloads
[ "$interval" = "1d" ] && cat *USD_* *ECONOMY* 2>/dev/null | notify.sh -s "Failed Yahoo downloads"
# Timestamp
export f_timestamp=$(g_date_print)
# get candles and indicators
get_ohlcv-candles $interval
[ -n "$seconds" ] && sleeptime=$(( ( ($seconds - $(TZ=UTC printf "%(%s)T") % $seconds) % $seconds + 2 )))
#[[ $interval = 4h ]] &&
#[[ $interval = 4h ]] && sleeptime=??
[ "$interval" = "1d" ] && sleeptime=$(($(TZ=UTC date +%s -d "tomorrow 0:00") - $(date +%s) +2 ))
[ "$interval" = "1w" ] && sleeptime=$(($(TZ=UTC date +%s -d "next monday 0:00") - $(date +%s) +2 ))
g_echo_note "Waiting $sleeptime seconds until next run"

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@ -136,7 +136,7 @@ function currency_converter {
return $?
fi
fi
g_echo_warn "didn't find rate for ${f_currency}-${f_currency_target} - '${FUNCNAME} $@'"
g_echo_note "didn't find rate for ${f_currency}-${f_currency_target} - '${FUNCNAME} $@'"
return 1
fi

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@ -86,6 +86,7 @@ function get_symbols_ticker {
g_array CCXT_TICKERS-$STOCK_EXCHANGE f_tickers_array_ref
local f_ticker f_symbol f_price
declare -Ag f_tickers_array
declare -Ag v
for f_ticker in "${f_tickers_array_ref[@]}"
do
f_symbol=${f_ticker%%:*}
@ -94,6 +95,7 @@ function get_symbols_ticker {
f_price=${f_ticker/*,/}
g_num_exponential2normal $f_price && f_price=$g_num_exponential2normal_result
f_tickers_array[$f_symbol]=$f_price
v[${f_symbol}_price]=$f_price
done
fi

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@ -19,6 +19,7 @@
function get_values {
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
local f_assets="$@"
f_assets=${f_assets//:$CURRENCY/}
@ -36,11 +37,11 @@ function get_values {
fi
done
# get current prices
# get current prices from exchange
get_symbols_ticker
# get values from csv files
f_first=true
for f_asset in $f_assets BTC${CURRENCY} $f_eco_assets
for f_asset in $f_assets BTC${CURRENCY} $f_eco_assets
do
# read latest ohlcv data and indicators per timeframe to vars
@ -52,32 +53,51 @@ function get_values {
f_histfile="asset-histories/${f_asset}.history.${f_time}.csv"
if ! [ -s "$f_histfile" ]
then
g_echo_warn "file $f_histfile emty or does not exist"
g_echo_note "file $f_histfile emty or does not exist"
f_return=1
continue
fi
f_columns="${f_prefix}date,${f_prefix}open,${f_prefix}high,${f_prefix}low,${f_prefix}close,${f_prefix}volume,${f_prefix}change,${f_prefix}ath,${f_prefix}ema12,${f_prefix}ema26,${f_prefix}ema50,${f_prefix}ema100,${f_prefix}ema200,${f_prefix}ema400,${f_prefix}ema800,${f_prefix}rsi5,${f_prefix}rsi14,${f_prefix}rsi21,${f_prefix}macd,${f_prefix}macd_ema9_signal,${f_prefix}macd_histogram,${f_prefix}macd_histogram_signal,${f_prefix}macd_histogram_max,${f_prefix}macd_histogram_strength"
g_read_csv "${f_histfile}" 1 "$f_columns"
g_read_csv "${f_histfile}" 2 "$f_columns"
done
# read current levels and price
f_levelsfile="asset-histories/${f_asset}.history.csv.levels"
if [ "$f_first" = "true" ]
then
[ -s "$f_levelsfile" ] && v_levels="$(cat "$f_levelsfile")"
v_price=${f_tickers_array[$f_asset]}
else
[ -s "$f_levelsfile" ] && declare -g v_${f_asset}_levels="$(cat "$f_levelsfile")"
[[ $f_asset =~ ECONOMY ]] || declare -g v_${f_asset}_price="${f_tickers_array[$f_asset]}"
fi
# read current levels
#v[${f_asset}_price]=${f_tickers_array[$f_asset]}
for f_time in 1w 1d
do
f_levelsfile="asset-histories/${f_asset}.history.${f_time}.csv.levels"
if [ -s "$f_levelsfile" ]
then
# get levels
g_array "$f_levelsfile" f_levels " "
v[${f_asset}_levels_$f_time]="${f_levels[*]}"
# add current price and sort
f_levels+=("${v[${f_asset}_price]}")
IFS=$'\n' f_levels_sorted=($(sort -n <<<"${f_levels[*]}"))
# find current price and +- one for upper lower price
for ((i=0; i<${#f_levels_sorted[@]}; i++)); do
if [ "${f_levels_sorted[$i]}" = "${v[${f_asset}_price]}" ]
then
v[${f_asset}_levels_${f_time}_next_up]=${f_levels_sorted[i+1]}
v[${f_asset}_levels_${f_time}_next_down]=${f_levels_sorted[i-1]}
break
fi
done
fi
done
unset f_first
done
for i in "${!v[@]}"
do
echo "\${v[$i]}"
done | sort >values.new
mv values.new values
set 2>&1 | grep ^v_ | grep -v ^v_csv_array_associative >values
return $f_return
}

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@ -18,26 +18,28 @@
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
function strategy {
function run_strategies {
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
local f_strategy
unset s_score
unset s_SYMBOLS
#find
#. "${f_strategy}" || return 1
get_values
get_symbols_ticker
get_values ${f_symbols_array_trade[*]}
for f_symbol in "${f_symbols_array_trade[@]}"
for f_strategy in $(find /dabo/strategies -type f -name "*strategy*")
do
echo $f_symbol
get_values $f_symbol
if ! bash -n "${f_strategy}" >$g_tmp/strat_bash_error 2>&1
then
g_echo_error "Error in ${f_strategy} $(cat $g_tmp/strat_bash_error)"
continue
fi
g_echo_note "Runnign strategy ${f_strategy}"
. "${f_strategy}" || g_echo_warn "Failed ${f_strategy}"
done
echo "Score: $s_score"
echo $s_score_hist
}

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@ -293,3 +293,5 @@ services:
cpus: '1'
memory: 128M