222 lines
8.2 KiB
Bash
222 lines
8.2 KiB
Bash
function check_sell_conditions {
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local f_ASSET_HIST_FILE="$1"
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f_ASSET=$(basename ${f_ASSET_HIST_FILE} | cut -d\. -f1)
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### from here: check for defined state to sell
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f_SELL=""
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# get data
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get_vars_from_csv ${f_ASSET_HIST_FILE} || return 1
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f_echo_prefix="SELL ${f_ASSET}@${CURRENCY}:${f_price} - "
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### check current result
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if [ -n "${BOT}" ]
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then
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f_TRADE_HIST_FILE="$(ls -1tr trade-histories/trade-*${f_ASSET}-open.history.csv | tail -n1)"
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if ! [ -s "${f_TRADE_HIST_FILE}" ]
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then
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g_echo_note "${f_echo_prefix}No trade history file (${f_TRADE_HIST_FILE}) found - ignoring"
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return 0
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fi
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f_TRADE_HIST_FILE_INTERIM=$(echo ${f_TRADE_HIST_FILE} | sed 's/-open\.history\.csv$/-interim.history.csv/')
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local f_BUY_PRICE=$(grep ',BUY' $f_TRADE_HIST_FILE | tail -n1 | cut -d, -f5)
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local f_BUY_PRICE_LAST_RATE_DIFF=$(g_percentage-diff ${f_BUY_PRICE} ${f_price})
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# Store for overview
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echo ${f_BUY_PRICE_LAST_RATE_DIFF} >DIFF_BUY_PRICE_${f_ASSET}
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else
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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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f_BUY_PRICE_LAST_RATE_DIFF=$(g_percentage-diff ${BUY_PRICE} ${f_price})
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f_BUY_PRICE=${BUY_PRICE}
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result=${f_BUY_PRICE_LAST_RATE_DIFF}
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echo "${f_last_line}"
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echo "INTERIM RESULT: ${f_BUY_PRICE_LAST_RATE_DIFF}%"
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fi
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# store new interim result
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echo ${f_BUY_PRICE_LAST_RATE_DIFF} >>${f_TRADE_HIST_FILE_INTERIM}
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# Check for filled buy conditions - if filled don't sell
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if ! check_buy_conditions ${f_ASSET_HIST_FILE} SELL
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then
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g_echo_note "${f_echo_prefix}Buy-Conditions met - Dont Sell"
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return 0
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fi
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# run strategies
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local f_strategy_path=../../strategies
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[ -z "${BOT}" ] && f_strategy_path=strategies
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for f_strategy in $(find ${f_strategy_path} -name "sell.*.conf" -type f)
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do
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f_echo_prefix="SELL ${f_ASSET}@${CURRENCY}:${f_price}:${f_strategy} - "
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check_sell_conditions_strategy ${f_ASSET_HIST_FILE} ${f_strategy} ${f_TRADE_HIST_FILE} ${f_TRADE_HIST_FILE_INTERIM} ${f_BUY_PRICE} ${f_BUY_PRICE_LAST_RATE_DIFF}
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if [ -n "$f_SELL" ]
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then
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f_SELL="${f_echo_prefix}${f_SELL}"
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break
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fi
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done
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### Sell or not sell?
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# BOT
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if [ -n "$f_SELL" ] && [ -n "${BOT}" ]
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then
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g_echo_note "$f_SELL"
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echo "${f_last_line},${f_ASSET}" >>trade.log
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f_ASSET=$(echo ${f_ASSET} | sed "s/${CURRENCY}//")
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# binance_convert ${f_ASSET} ${CURRENCY} ${f_QUANTITY} sell "${f_SELL}"
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if [ ${STOCK_EXCHANGE} = "BINANCE" ]
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then
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binance_convert ${f_ASSET} ${CURRENCY} ${f_QUANTITY} sell "${f_SELL}" ${f_QUANTITY_CURRENCY} || \
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do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_SELL}"
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else
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do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_SELL}"
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fi
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fi
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# ANALYZE
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if [ -n "${f_SELL}" ] && [ -z "${BOT}" ]
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then
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echo "SELL: $(tail -n1 ${f_ASSET_HIST_FILE} | cut -d, -f1)"
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echo "${csv_headline},Marketperformace
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${f_last_line}" | cut -d, -f 2-22 | perl -pe 's/([0-9].[0-9][0-9][0-9][0-9][0-9][0-9])[0-9]+/$1/g' | perl -pe 's/((?<=,)|(?<=^)),/ ,/g;' | column -t -s,
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echo "${f_SELL}"
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result=$(g_percentage-diff ${BUY_PRICE} ${current})
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result=$(echo "${result}-${FEE}" | bc | sed 's/^\./0./; s/^-\./-0./')
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echo "${result}" >>${g_tmp}/result-${tmpfile}
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rm -f "${f_TRADE_HIST_FILE}"
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rm -f "${f_TRADE_HIST_FILE_INTERIM}"
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echo "RESULT: ${result}% (${BUY_PRICE} -> ${current})"
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fi
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}
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function check_sell_conditions_strategy {
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local f_ASSET_HIST_FILE="$1"
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local f_strategy="$2"
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local f_TRADE_HIST_FILE="$3"
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local f_TRADE_HIST_FILE_INTERIM="$4"
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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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# 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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# 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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# default
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local SELL_HOLD_IF_RESULT_NEGATIVE="0"
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# run strategy
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if [ -s "${f_strategy}" ]
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then
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. "${f_strategy}" || return 0
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else
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g_echo_note "${f_echo_prefix}Strategy file not found"
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return 1
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fi
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[ -n "${BOT}" ] && g_echo_note "${f_echo_prefix}Running SELL checks"
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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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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 ${SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD} ]
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then
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#local f_BUY_PRICE_XND_LAST_RATE_DIFF=$(tail -n${SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD} ${f_TRADE_HIST_FILE_INTERIM} | head -n1)
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#local f_diff_result=$(echo "${f_BUY_PRICE_LAST_RATE_DIFF} - (${f_BUY_PRICE_XND_LAST_RATE_DIFF})" | bc)
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#if [ $(echo "${f_diff_result} < ${FEE}" | bc -l) -ne 0 ]
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if [ $(echo "${f_BUY_PRICE_LAST_RATE_DIFF} < ${FEE}" | bc -l) -ne 0 ]
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then
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#f_SELL="Loss between last rate (${f_BUY_PRICE_LAST_RATE_DIFF}%) in ${SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD} time units before more then ${FEE} (${f_diff_result}%)"
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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 ${FEE}"
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fi
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fi
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fi
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fi
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# Sell on MACD Condition
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if [ -n "$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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# 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 ${SELL_RSI720_SIGNAL_FROM} ]
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then
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f_SELL="RSI conditions met"
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fi
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# hold on negative result
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if [ "${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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g_echo_note "Result negative - holding (INTERIM RESULT ${f_BUY_PRICE_LAST_RATE_DIFF}% - FEE ${FEE}% < 0"
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f_SELL=""
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fi
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fi
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# check for SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE
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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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}
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