more pure bash to speed up things
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@ -63,13 +63,21 @@ function analyze {
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f_market_performace_array[${f_market_perf_date}]=${f_market_perf}
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done
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# go through data of time
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local f_lines
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mapfile -t f_lines <<<$(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,')
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for line in "${f_lines[@]}"
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local f_line
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# for line in "${f_lines[@]}"
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for f_line in "${f_lines[@]}"
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do
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f_sell_score=""
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f_buy_score=""
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# ad line to last lines array...
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f_last_lines_array+=("${f_line}")
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# ... and stop here until 4 elements are present
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[ -z "${f_last_lines_array[3]}" ] && continue
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echo "$line" >>${g_tmp}/${tmpfile}
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# get vars
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get_vars_from_csv ${g_tmp}/${tmpfile} || continue
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@ -85,8 +93,7 @@ function analyze {
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f_market_performance_before=${f_market_performance}
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echo "MARKET_PERF=$f_market_performance"
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#echo "$line" >>${g_tmp}/${tmpfile}
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#echo " ${line},${f_market_performance}" | perl -pe 's/([0-9].[0-9][0-9][0-9][0-9][0-9][0-9])[0-9]+/$1/g' | column -t -s, >>${g_tmp}/output-${tmpfile}
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#echo " ${f_line},${f_market_performance}" | perl -pe 's/([0-9].[0-9][0-9][0-9][0-9][0-9][0-9])[0-9]+/$1/g' | column -t -s, >>${g_tmp}/output-${tmpfile}
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if [ -f "${g_tmp}/open-${tmpfile}" ]
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then
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if [ "${ANALYZE_VERBOSE}" -eq "0" ]
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@ -122,7 +129,7 @@ function analyze {
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f_interim=$(g_calc "${f_interim}-${FEE}")
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fi
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fi
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echo "$line,${f_market_performance},${f_score},${f_buy_score},${f_sell_score},${f_intrade},${f_interim}" >>analyze-${analyzedate}/chart-${tmpfile}
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echo "$f_line,${f_market_performance},${f_score},${f_buy_score},${f_sell_score},${f_intrade},${f_interim}" >>analyze-${analyzedate}/chart-${tmpfile}
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# Chart Part End
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done
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@ -28,7 +28,7 @@ function check_sell_conditions {
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f_TRADE_HIST_FILE_INTERIM=$(echo ${f_TRADE_HIST_FILE} | sed 's/-open\.history\.csv$/-interim.history.csv/')
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f_BUY_PRICE=$(grep -i ',BUY,' $f_TRADE_HIST_FILE | tail -n1 | cut -d, -f5)
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else
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# analyze
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# analyze
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f_BUY_PRICE=${BUY_PRICE}
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f_TRADE_HIST_FILE="${g_tmp}/open-${tmpfile}"
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f_TRADE_HIST_FILE_INTERIM="${g_tmp}/interim-${tmpfile}"
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@ -120,32 +120,6 @@ function check_sell_conditions_strategy {
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local f_BUY_PRICE="$5"
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local f_BUY_PRICE_LAST_RATE_DIFF="$6"
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########## Obsolete Code #############
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#
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# # never occur rsi defaults to suppress error messages if no values from strategy given
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# local SELL_RSI5_SIGNAL_UNTIL="0"
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# local SELL_RSI14_SIGNAL_UNTIL="0"
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# local SELL_RSI21_SIGNAL_UNTIL="0"
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# local SELL_RSI60_SIGNAL_UNTIL="0"
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# local SELL_RSI120_SIGNAL_UNTIL="0"
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# local SELL_RSI240_SIGNAL_UNTIL="0"
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# local SELL_RSI420_SIGNAL_UNTIL="0"
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# local SELL_RSI720_SIGNAL_UNTIL="0"
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# local SELL_RSI5_SIGNAL_FROM="101"
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# local SELL_RSI14_SIGNAL_FROM="101"
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# local SELL_RSI21_SIGNAL_FROM="101"
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# local SELL_RSI60_SIGNAL_FROM="101"
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# local SELL_RSI120_SIGNAL_FROM="101"
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# local SELL_RSI240_SIGNAL_FROM="101"
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# local SELL_RSI420_SIGNAL_FROM="101"
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# local SELL_RSI720_SIGNAL_FROM="101"
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#
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# # never occur rsi defaults to suppress error messages if no values from strategy given
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# local SELL_MACD_RELATION_FROM="-101"
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#
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# # default
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# local SELL_HOLD_IF_RESULT_NEGATIVE="0"
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f_do_sell=""
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# run strategy
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@ -170,121 +144,4 @@ function check_sell_conditions_strategy {
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return 0
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fi
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########## Obsolete Code #############
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#
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# # check if the result (profit/loss until now) is lowering and sell if too low ()
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# if [ -f ${f_TRADE_HIST_FILE_INTERIM} ]
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# then
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# if [ -n "$SELL_IF_LAST_RATE_LOWER_THEN" ]
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# then
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# local f_BUY_PRICE_2ND_LAST_RATE_DIFF=$(tail -n2 ${f_TRADE_HIST_FILE_INTERIM} | head -n1)
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# local f_diff_result=$(echo "${f_BUY_PRICE_LAST_RATE_DIFF} - (${f_BUY_PRICE_2ND_LAST_RATE_DIFF})" | bc | sed 's/^\./0./; s/^-\./-0./')
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# if [ $(echo "${f_diff_result} < ${SELL_IF_LAST_RATE_LOWER_THEN}" | bc -l) -ne 0 ] && [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} > ${FEE}" | bc -l) -ne 0 ]
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# then
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# f_SELL="Loss between last (${f_BUY_PRICE_LAST_RATE_DIFF}%) and 2nd last (${f_BUY_PRICE_2ND_LAST_RATE_DIFF}%) rate/result more then ${SELL_IF_LAST_RATE_LOWER_THEN}% (${f_diff_result}%)"
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# fi
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# fi
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#
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# if [ -n "$SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD" ]
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# then
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# # Sell if the last X time units is lower then FEE
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# if [ $(cat ${f_TRADE_HIST_FILE_INTERIM} | wc -l) -ge ${SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD} ]
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# then
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# if [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} < ${FEE}" | bc -l) -ne 0 ]
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# then
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# f_SELL="Result (${f_BUY_PRICE_LAST_RATE_DIFF}%) in more then ${SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD} is under ${FEE}"
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# fi
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# fi
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# fi
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# fi
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#
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# # Sell on MACD Condition
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# if [ -n "$SELL_MACD_RELATION_FROM" ]
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# then
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# if [ $(echo "${f_macd_histogram_relation} < ${SELL_MACD_RELATION_FROM}" | bc -l) -ne 0 ]
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# then
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# f_SELL="MACD condition met"
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# fi
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# fi
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#
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# # Sell on RSI conditions
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# if \
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# [ ${f_rsi5} -le ${SELL_RSI5_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi14} -le ${SELL_RSI14_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi21} -le ${SELL_RSI21_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi60} -le ${SELL_RSI60_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi120} -le ${SELL_RSI120_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi240} -le ${SELL_RSI240_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi420} -le ${SELL_RSI420_SIGNAL_UNTIL} ] && \
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# [ ${f_rsi720} -le ${SELL_RSI720_SIGNAL_UNTIL} ]&& \
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# [ ${f_rsi5} -ge ${SELL_RSI5_SIGNAL_FROM} ] && \
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# [ ${f_rsi14} -ge ${SELL_RSI14_SIGNAL_FROM} ] && \
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# [ ${f_rsi21} -ge ${SELL_RSI21_SIGNAL_FROM} ] && \
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# [ ${f_rsi60} -ge ${SELL_RSI60_SIGNAL_FROM} ] && \
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# [ ${f_rsi120} -ge ${SELL_RSI120_SIGNAL_FROM} ] && \
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# [ ${f_rsi240} -ge ${SELL_RSI240_SIGNAL_FROM} ] && \
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# [ ${f_rsi420} -ge ${SELL_RSI420_SIGNAL_FROM} ] && \
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# [ ${f_rsi720} -ge ${SELL_RSI720_SIGNAL_FROM} ]
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# then
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# f_SELL="RSI conditions met"
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# fi
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#
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#
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# # Take profit after positive results
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# if [ -n "${TAKE_PROFIT_CHECK_AFTER_POSTITIVE_RESULTS}" ] && [ -n "${TAKE_PROFIT_CHECK_AT_FEE_PLUS}" ] && [ -n "${TAKE_PROFIT_CHECK_AT_FACTOR}" ]
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# then
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# if [ $(grep -v "^-" ${f_TRADE_HIST_FILE_INTERIM} | wc -l) -ge ${TAKE_PROFIT_CHECK_AFTER_POSTITIVE_RESULTS} ]
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# then
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# # Only if result larger then fee
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# if [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} > (${FEE}+${TAKE_PROFIT_CHECK_AT_FEE_PLUS})" | bc -l) -ne 0 ]
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# then
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# # Take profit if interim result falls over 20% (/1.25) from the highest result
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# local f_highest_profit=$(grep -v "^-" ${f_TRADE_HIST_FILE_INTERIM} | LANG=en_US.UTF-8 sort -n | tail -n1)
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# local f_take_profit=$(echo "${f_highest_profit} / ${TAKE_PROFIT_CHECK_AT_FACTOR}" | bc -l)
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# [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} < ${f_take_profit}" | bc -l) -ne 0 ] && f_SELL="taking profit"
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# fi
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# fi
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# fi
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#
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#
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# # Take loss
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# if [ -n "${TAKE_LOSS_CHECK_AFTER_NEGATIVE_RESULTS}" ] && [ -n "${TAKE_LOSS_CHECK_AT_FEE_PLUS}" ] && [ -n "${TAKE_LOSS_CHECK_AT_FACTOR}" ]
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# then
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# if [ $(tail -n${TAKE_LOSS_CHECK_AFTER_NEGATIVE_RESULTS} ${f_TRADE_HIST_FILE_INTERIM} | grep "^-" | wc -l) -ge ${TAKE_LOSS_CHECK_AFTER_NEGATIVE_RESULTS} ]
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# then
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# # if result larger then fee
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# if [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} > (${FEE}+${TAKE_LOSS_CHECK_AT_FEE_PLUS})" | bc -l) -ne 0 ]
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# then
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# f_SELL="taking profit by loss before"
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# else
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# # on loss
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# local f_highest_loss=$(grep "^-" ${f_TRADE_HIST_FILE_INTERIM} | LANG=en_US.UTF-8 sort -n | head -n1)
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# local f_take_loss=$(echo "${f_highest_loss} / ${TAKE_LOSS_CHECK_AT_FACTOR}" | bc -l)
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# [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} > ${f_take_loss}" | bc -l) -ne 0 ] && f_SELL="taking loss"
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# fi
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# fi
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# fi
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#
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#
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#
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# # hold on negative result
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# if [ "${SELL_HOLD_IF_RESULT_NEGATIVE}" -gt 0 ]
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# then
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# if [ $(echo "(${f_BUY_PRICE_LAST_RATE_DIFF} + -${FEE}) < 0" | bc -l) -ne 0 ]
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# then
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# echo " Result negative - holding (INTERIM RESULT ${f_BUY_PRICE_LAST_RATE_DIFF}% - FEE ${FEE}% < 0 --> Ignoring ${f_SELL}"
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# f_SELL=""
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# fi
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# fi
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#
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#
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# # check for SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE
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# if [ -n "${SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE}" ]
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# then
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# if [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} < ${SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE}" | bc -l) -ne 0 ]
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# then
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# f_SELL="SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE(${SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE}%) > Last rate (${f_BUY_PRICE_LAST_RATE_DIFF}%)"
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# fi
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# fi
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}
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@ -12,7 +12,7 @@ function get_vars_from_csv {
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f_market_performance="-50"
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fi
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f_all_vars="f_market_performance=${f_market_performance}"
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# read last 4 lines in array if not given
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if [ -z "${f_last_lines_array}" ]
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then
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