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fix analyze.sh for multiple strategies

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This commit is contained in:
olli 2023-05-10 09:29:53 +02:00
parent 12d1dc08bc
commit f59ce6054f
3 changed files with 63 additions and 24 deletions
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5
README.md
View File

@ -186,6 +186,11 @@ Logs/Output:
docker compose logs -f
```
Update:
```
git pull -f --all
```
dabo-bot.sh is the bot that trades and collects the quotes and analyze.sh is the tool with which you can try out strategies with the historical data.
The configuration files are called dabo-bot.conf and analyze.conf. analyze.sh also uses bot.conf but its variables are overwritten by analyze.conf if duplicated.

7
dabo/analyze.conf
View File

@ -1,6 +1,11 @@
# Default Config file for Dabo-Bot. Pleasse don't change!
# Timeframe analyze should be run egrep Regex possible
ANALYZE_TIME="^2023-04-17"
. bot.conf
# Verbosity
ANALYZE_VERBOSE=0
# Run in batch mode and noch in parallel (usually only for debugging purposes)
ANALYZE_BATCH=0

65
dabo/analyze.sh
View File

@ -16,13 +16,15 @@ function analyze {
tmpfile=$(basename "${file}")
. /etc/bash/gaboshlib/g_percentage-diff.bashfunc
. functions/check_buy_conditions.sh
. functions/check_sell_conditions.sh
. functions/get_vars_from_csv.sh
. 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
. dabo-bot.override.conf
. analyze.conf
touch ${g_tmp}/output-${tmpfile}
tail -f ${g_tmp}/output-${tmpfile} &
#g_echo "Analyzing file: $file"
@ -38,27 +40,38 @@ function analyze {
ORIGIFS="$IFS"
IFS=$'\n'
local f_strategy
for line in $(egrep "^${ANALYZE_TIME}" "$file")
do
IFS="$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
check_sell_conditions ${g_tmp}/${tmpfile} >>${g_tmp}/output-${tmpfile} 2>&1
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" htdocs/botdata/MARKET_PERFORMANCE | tail -n1 | cut -d: -f4 | cut -d"%" -f1 | sed 's/ *//')
f_market_performance=$(grep "^$time" data/botdata/MARKET_PERFORMANCE | tail -n1 | cut -d: -f4 | cut -d"%" -f1 | sed 's/ *//')
[ -z "${f_market_performance}" ] && continue
if [ $(echo "${f_market_performance} < ${GOOD_MARKET_PERFORMANCE_INDEX}" | bc -l) -eq 0 ]
for f_strategy in $(find strategies -name "buy.*.conf" -type f)
do
if [ "${ANALYZE_VERBOSE}" -eq "0" ]
then
check_buy_conditions ${g_tmp}/${tmpfile} >>${g_tmp}/output-${tmpfile} 2>&1 || break
check_buy_conditions ${g_tmp}/${tmpfile} "${f_strategy}" >>${g_tmp}/output-${tmpfile} 2>&1 || break
else
g_echo_note "bad market (${f_market_performance} < ${GOOD_MARKET_PERFORMANCE_INDEX}) - Price: $current" >>${g_tmp}/output-${tmpfile} 2>&1
( check_buy_conditions ${g_tmp}/${tmpfile} "${f_strategy}" 2>&1 || break ) | tee -a ${g_tmp}/output-${tmpfile}
fi
done
fi
done
@ -88,26 +101,42 @@ function analyze {
}
. bot.conf
. dabo/dabo-bot.conf
. dabo-bot.conf
. analyze.conf
set | grep ^[A-Z].*=[-0-9]
cores=$(cat /proc/cpuinfo | grep "^processor.*:" | tail -n1 | perl -pe 's/processor.*: //')
echo -n "parallel -j${cores} bash -c --" >/tmp/parallel-$$
if [ "${ANALYZE_BATCH}" -eq "0" ]
then
cores=$(cat /proc/cpuinfo | grep "^processor.*:" | tail -n1 | perl -pe 's/processor.*: //')
echo -n "parallel -j${cores} bash -c --" >/tmp/parallel-$$
fi
analyzedate="$(date +%Y-%m-%d--%H-%M-%S)"
mkdir "analyze-${analyzedate}"
cp bot.conf analyze.conf analyze-${analyzedate}/
cp dabo-bot.conf analyze.conf analyze-${analyzedate}/
cp -r strategies analyze-${analyzedate}/
for file in $@
do
echo "${file}" | grep -q "BALANCE" && continue
if [ "${ANALYZE_BATCH}" -eq "0" ]
then
echo -n " \"analyze ${file}\"" >>/tmp/parallel-$$
else
analyze ${file}
fi
done
export -f g_echo_note
export g_tmp
export analyzedate
. /tmp/parallel-$$
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