values, run strategies, fixes

doc update vars
2024-08-25 13:58:33 +02:00 · 2024-08-25 11:49:02 +02:00
9 changed files with 131 additions and 154 deletions
--- a/README.md
+++ b/README.md
@ -218,14 +218,22 @@ and add Key on your matrix-Server to the authorized_keys of the matrix-User


 Create Secrets file for your API Key(s)
-```
-# for OneTrading.com (ex BitpandaPro)
-echo 'local API_TOKEN=YOUR_VERY_LOOOOOOONNNNGGGG_API_TOKEN_FROM_BITPANDA' >dabo/.bitpanda-secrets
-chmod 400 dabo/.bitpanda-secrets

-# or for Binance
-echo 'local API_SECRET="YOUR_LONG_API_SECRET_FROM_BINANCE"
-local API_KEY="YOUR_LONG_API_KEY_FROM_BINANCE" '>dabo/.binance-secrets
+- file: dabo/.CCXT-ID-secrets
+
+CCXI-ID see: https://github.com/ccxt/ccxt
+
+
+Examples:
+```
+# for Phemex 
+echo 'local API_SECRET="YOUR_API_SECRET_FROM_PHEMEX"
+local API_KEY="YOUR_API_KEY_FROM_BINANCE"
+chmod 400 dabo/.phemex-secrets
+
+# for Binance
+echo 'local API_SECRET="YOUR_API_SECRET_FROM_BINANCE"
+local API_KEY="YOUR_API_KEY_FROM_BINANCE" '>dabo/.binance-secrets
 chmod 400 dabo/.binance-secrets
 ```

@ -319,106 +327,48 @@ The access rights to this file should be set to the minimum necessary for securi

 ## Strategies

-You can put your own code into the strateghies it will be sourced by the bot.
+You can put your own code into the strategies it will be sourced by the bot.

-You can use available variables to set and read things.
+You can use available variables to read (and set) values.

-### Variables to set
+### Variables with current market values

-You can simply use the following varaibles to define things:
+#### Large associative arrays v and vr (reverse)
+
+${v[SYMBOL_TIMEFRAME_ITEM_NUMBER]}
+
+- SYMBOL: Crypto-Symbol for examle ETHUSDT or ECONOMY_DXY ECONOMY_DOWJONES ECONOMY_SP500 ECONOMY_NASDAQ ECONOMY_MSCIEAFE ECONOMY_10YRTREASURY ECONOMY_OIL ECONOMY_GOLD ECONOMY_MSCIWORLD ECONOMY_OILGAS ECONOMY_KRE ECONOMY_EUR-USD
+- TIMEFRAME: 5m,15m,1h,4h,1d,1w
+- ITEM: date,open,high,low,close,volume,change,ath,ema12,ema26,ema50,ema100,ema200,ema400,ema800,rsi5,rsi14,rsi21,macd,macd_ema9_signal,macd_histogram,macd_histogram_signal,macd_histogram_max,macd_histogram_strength
+- NUMBER: 0=latest; 1=second latest
+
+Examples:
+```
+${v[ECONOMY_NASDAQ_1h_close_0]}
+${v[ECONOMY_SP500_rsi14_0]}
+${v[ETHUSDT_1w_ema200_0]}
+${v[ETHUSDT_1w_macd_histogram_signal_1]}
+${v[SOLUSDT_levels_1d]}
+$v[$[SOLUSDT_levels_1d_next_up]}
+$v[$[ETHUSDT_levels_1w_next_down]}

 ```
-local GOOD_MARKET_PERFORMANCE_INDEX

-local BUY_RSI5_SIGNAL_UNTIL
-local BUY_RSI14_SIGNAL_UNTIL
-local BUY_RSI21_SIGNAL_UNTIL
-local BUY_RSI60_SIGNAL_UNTIL
-local BUY_RSI120_SIGNAL_UNTIL
-local BUY_RSI240_SIGNAL_UNTIL
-local BUY_RSI420_SIGNAL_UNTIL
-local BUY_RSI720_SIGNAL_UNTIL
-
-local BUY_RSI5_SIGNAL_FROM
-local BUY_RSI14_SIGNAL_FROM
-local BUY_RSI21_SIGNAL_FROM
-local BUY_RSI60_SIGNAL_FROM
-local BUY_RSI120_SIGNAL_FROM
-local BUY_RSI240_SIGNAL_FROM
-local BUY_RSI420_SIGNAL_FROM
-local BUY_RSI720_SIGNAL_FROM
-
-local BUY_MACD_RELATION_FROM
-local BUY_MACD_RELATION_TO
-
-local BUY_MIN_PRICE_CHANGE_LAST_1_DAY
-local BUY_MIN_PRICE_CHANGE_LAST_7_DAY
-local BUY_MIN_PRICE_CHANGE_LAST_14_DAY
-local BUY_MIN_PRICE_CHANGE_LAST_30_DAY
-
-local BUY_MINGROWTH_PERIOD
-local BUY_MINGROWTH
+Show all available:
+```
+for x in "${!v[@]}"; do printf "[%q]=%q\n" "$x" "${v[$x]}" ; done
 ```

-### Variables with current values from the CSV files
+#### Current price from exchange 
+
+${f_tickers_array[SYMBOL]}
 ```
-# date from current timeframe
-${f_date}
-
-# current price
-${f_price}
-# price change percentage from timeframe before
-${f_price_change}
-
-# EMA
-${f_ema12}
-${f_ema26}
-${f_ema50}
-${f_ema100}
-${f_ema200}
-${f_ema800}
-
-# MACD with EMA 12/16/9
-${f_macd_histogram}
-${f_macd_signal_relation}
-${f_macd_histogram_relation}
-${f_macd_histogram_signal}
-
-# RSI from last ?? timeframes
-${f_rsi5}
-${f_rsi14}
-${f_rsi21}
-${f_rsi720}
-${f_rsi60}
-${f_rsi120}
-${f_rsi240}
-${f_rsi420}
-
-# Price change from coingecko.com
-${f_price_change_1_day}
-${f_price_change_7_day}
-${f_price_change_14_day}
-${f_price_change_30_day}
-${f_price_change_1_year}
-
-# Market Capitalization change from coingecko.com
-${f_marketcap_change_1_day}
-
-# Ranges, Pivpot Point and Fibonacci based support and resist levels support/resist2 aka as "Golden Pocket"
-${f_range_periods}
-${f_lowest_in_range}
-${f_highest_in_range}
-${f_pivot_point}
-${f_support1}
-${f_resist1}
-${f_golden_pocket_support}
-${f_golden_pocket_resist}
-${f_golden_pocket65_support}
-${f_golden_pocket65_resist}
-${f_support3}
-${f_resist3}
+${f_tickers_array[SOLUSDT]}
+${f_tickers_array[ETH${CURRENCY}]}
 ```

+
+
 ## Future ideas/featrues
 - Crypto preferences (While/Blacklist for certain currencies)
 - Overview trades/profits/losses for tax declaration
--- a/dabo/dabo-bot.conf
+++ b/dabo/dabo-bot.conf
@ -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"
--- a/dabo/dabo-bot.sh
+++ b/dabo/dabo-bot.sh
@ -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

--- a/dabo/fetch-ohlcv-candles-indicators.sh
+++ b/dabo/fetch-ohlcv-candles-indicators.sh
@ -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"
--- a/dabo/functions/currency_converter.sh
+++ b/dabo/functions/currency_converter.sh
@ -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
 
--- a/dabo/functions/get_symbols_ticker.sh
+++ b/dabo/functions/get_symbols_ticker.sh
@ -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

--- a/dabo/functions/get_values.sh
+++ b/dabo/functions/get_values.sh
@ -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
 }

--- a/dabo/functions/run_strategies.sh
+++ b/dabo/functions/run_strategies.sh
@ -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

 }

--- a/docker-compose.yml
+++ b/docker-compose.yml
@ -293,3 +293,5 @@ services:
          cpus: '1'
          memory: 128M

+
+
Author	SHA1	Message	Date
olli	7e5a95aafc	values, run strategies, fixes	2024-08-25 13:58:33 +02:00
olli	6cf5d8502f	doc update vars	2024-08-25 11:49:02 +02:00