289 lines
11 KiB
Bash
Executable File
289 lines
11 KiB
Bash
Executable File
#!/bin/bash
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# cleanup
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rm -r /tmp/parallel-* /tmp/overall-result-* /tmp/g_analyze.sh-*
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. /etc/bash/gaboshlib.include
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## Chart Part
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#. dabo/functions/genchart.sh
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## Chart Part End
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g_nice
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function g_echo_note {
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[ -z "$1" ] && return 0
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echo -en "\033[97m$(tail -n1 ${g_tmp}/$tmpfile | cut -d, -f1) \033[36mNOTE:"
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cat <<< "$@"
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echo -en "\033[0m"
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}
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function analyze {
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local file=$1
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g_basename ${file}
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tmpfile=${g_basename_result}
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. /etc/bash/gaboshlib.include
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g_tmp="$2"
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#for bashfunc in $(find /etc/bash/gaboshlib -type f -name "g_*.bashfunc" -o -name "g_*.sh")
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#do
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# . "$bashfunc"
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#done
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. dabo/functions/check_buy_conditions.sh
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. dabo/functions/check_sell_conditions.sh
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. dabo/functions/get_vars_from_csv.sh
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. dabo/functions/score.sh
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. dabo/dabo-bot.conf
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. dabo-bot.conf
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. analyze.conf
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[ "${ANALYZE_VERBOSE}" -eq "0" ] || g_echo "Analyzing file: $file"
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# cleanup
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f_SELL=1
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f_BUY=""
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>${g_tmp}/${tmpfile}
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>${g_tmp}/result-${tmpfile}
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#rm -rf ${g_tmp}/open-${tmpfile}
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rm -rf ${g_tmp}/interim-${tmpfile}
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rm -rf ${g_tmp}/output-${tmpfile}
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# Chart Part
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#echo "$(head -n1 ${file}),Market Perrormance,Score,Buy Score,Sell Score,InTrade,Inetrim Result" >analyze-${analyzedate}/chart-${tmpfile}
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# Chart Part End
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# create market performance array of timeframe
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for f_market_perf_line in $(cat data/botdata/MARKET_PERFORMANCE.csv | cut -d, -f1,2 | sed 's/:[0-9][0-9],/,/; s/ /-/g; s/:/-/g')
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do
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f_market_perf_date=${f_market_perf_line%,*}
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f_market_perf_date=${f_market_perf_date//[^0-9]/}
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[ -z "$f_market_perf_date" ] && continue
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echo "DTAE=$f_market_perf_date"
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f_market_perf_date=${f_market_perf_date::-1}
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f_market_perf=${f_market_perf_line#*,}
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f_market_performace_array[${f_market_perf_date}]=${f_market_perf}
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done
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# go through data of time
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local f_lines
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local f_chart_array
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mapfile -t f_lines <<<$(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,')
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local f_line
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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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# get time from market_performance
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local f_time="${f_date%:*}"
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f_time="${f_time//[^0-9]/}"
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f_time="${f_time::-1}"
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echo "TIME=$f_time"
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# get market_performance from array with time
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f_market_performance=${f_market_performace_array[${f_time}]}
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[ -z "${f_market_performance}" ] && f_market_performance=${f_market_performance_before}
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f_market_performance_before=${f_market_performance}
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g_num_valid_number "${f_market_performance}" || f_market_performance=0
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#echo "MARKET_PERF=$f_market_performance"
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#if [ -f "${g_tmp}/open-${tmpfile}" ]
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if [ -n "${f_open_trade}" ]
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then
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if [ "${ANALYZE_VERBOSE}" -eq "0" ]
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then
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check_sell_conditions ${g_tmp}/${tmpfile} >>${g_tmp}/output-${tmpfile}
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else
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check_sell_conditions ${g_tmp}/${tmpfile}
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fi
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else
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if [ "${ANALYZE_VERBOSE}" -eq "0" ]
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then
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check_buy_conditions ${g_tmp}/${tmpfile} >>${g_tmp}/output-${tmpfile}
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else
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check_buy_conditions ${g_tmp}/${tmpfile}
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fi
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fi
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## Chart Part
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#local f_intrade=0
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#local f_score=${f_buy_score}
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#local f_interim="0"
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#[ -z "${f_buy_score}" ] && f_buy_score=0
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#if [ -z "${f_sell_score}" ]
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#then
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# f_sell_score=0
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#else
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# f_score=${f_sell_score}
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# f_intrade=1
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# f_interim=${f_real_result}
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#fi
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#f_chart_array+=("$f_line,${f_market_performance},${f_score},${f_buy_score},${f_sell_score},${f_intrade},${f_interim}")
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## Chart Part End
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done
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## Chart Part
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#printf '%s\n' "${f_chart_array[@]}" >>analyze-${analyzedate}/chart-${tmpfile}
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#cat analyze-${analyzedate}/chart-${tmpfile}
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## Chart Part End
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# sell at the end to have a final result.
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#if [ -f ${g_tmp}/open-${tmpfile} ]
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if [ -n "${f_open_trade}" ]
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then
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f_SELL="SELL ${f_ASSET}: End of file/data"
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echo "SELL: $(tail -n1 ${g_tmp}/${tmpfile} | cut -d, -f1) === ${f_SELL}" >>${g_tmp}/output-${tmpfile} 2>&1
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g_percentage-diff ${BUY_PRICE} ${f_price}
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#result=$(g_percentage-diff ${BUY_PRICE} ${f_price})
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g_calc "${g_percentage_diff_result}-${FEE}"
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result=${g_calc_result}
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echo "$result" >>${g_tmp}/result-${tmpfile}
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echo "RESULT: ${result}% (${BUY_PRICE} -> ${f_price})" >>${g_tmp}/output-${tmpfile}
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#rm -f ${g_tmp}/open-${tmpfile}
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unset f_open_trade
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rm -f ${g_tmp}/interim-${tmpfile}
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fi
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complete_result=0
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for result in $(cat ${g_tmp}/result-${tmpfile})
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do
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g_calc "$complete_result+$result"
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complete_result=$(echo ${g_calc_result} | xargs printf "%.2f")
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done
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g_percentage-diff $(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,' | head -n1 | cut -d, -f2) $(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,' | tail -n1 | cut -d, -f2)
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hodlresult=${g_percentage_diff_result}
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echo "COMPLETE:RESULT:$(basename "$file" | cut -d. -f1):: ${complete_result}% HODL:${hodlresult}% analyze-${analyzedate}/${tmpfile}.log $file" | perl -pe 's/ /\t/g; s/:/ /g' | tee -a ${g_tmp}/output-${tmpfile}
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echo "=====================================" >>${g_tmp}/output-${tmpfile}
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echo "${complete_result}" >>/tmp/overall-result-${tmpfile}
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cat ${g_tmp}/output-${tmpfile} >"analyze-${analyzedate}/${tmpfile}.log"
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## Chart Part
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# if [ -s "analyze-${analyzedate}/chart-${tmpfile}" ]
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# then
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# #g_echo "generating chart for $file from analyze-${analyzedate}/chart-${tmpfile}"
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# echo "<html><head>
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#<meta charset='UTF-8'>
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#<meta name='viewport' content='width=device-width, initial-scale=1'>
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#<link rel='stylesheet' type='text/css' href='../data/browser.css'>
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#<link rel='stylesheet' type='text/css' href='../data/charts.min.css'>
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#<title>analyze.sh ${ANALYZE_TIME}</title>
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#</head>
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#<body>
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#<h1>analyze.sh ${ANALYZE_TIME}</h1>
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#" >analyze-${analyzedate}/chart-${tmpfile}.html
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# echo "Price, EMA, Levels" >>analyze-${analyzedate}/chart-${tmpfile}.html
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# genchart analyze-${analyzedate}/chart-${tmpfile} 500 2,25,26,27,28,29,30,31,32,33,34,35,4,36,37,38,39 green,DarkSlateGrey,DarkSlateGrey,Gold,DarkOrange,DarkOrange,GoldenRod,GoldenRod,GoldenRod,GoldenRod,DarkOrange,DarkOrange,MidnightBlue,Indigo,DarkSlateBlue,DodgerBlue,DeepSkyBlue >>analyze-${analyzedate}/chart-${tmpfile}.html
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# echo "Score" >>analyze-${analyzedate}/chart-${tmpfile}.html
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# genchart analyze-${analyzedate}/chart-${tmpfile} 500 42,46,45,41 Green,Red,Orange >>analyze-${analyzedate}/chart-${tmpfile}.html
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# #echo "Sell Score" >>analyze-${analyzedate}/chart-${tmpfile}.html
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# #genchart analyze-${analyzedate}/chart-${tmpfile} 500 42 green,blue >>analyze-${analyzedate}/chart-${tmpfile}.html
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# echo "MACD" >>analyze-${analyzedate}/chart-${tmpfile}.html
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# genchart analyze-${analyzedate}/chart-${tmpfile} 500 8,6,7 >>analyze-${analyzedate}/chart-${tmpfile}.html
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# echo "RSIs" >>analyze-${analyzedate}/chart-${tmpfile}.html
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# genchart analyze-${analyzedate}/chart-${tmpfile} 500 10,11,12,14,15,16,17,13 >>analyze-${analyzedate}/chart-${tmpfile}.html
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# echo "</body></html>">>analyze-${analyzedate}/chart-${tmpfile}.html
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# fi
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## Chart Part END
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}
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for conf in dabo-bot.conf analyze.conf
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do
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. $conf
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cat $conf
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done
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if [ "${ANALYZE_BATCH}" -eq "0" ]
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then
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cores=$(cat /proc/cpuinfo | grep "^processor.*:" | tail -n1 | perl -pe 's/processor.*: //')
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echo -n "parallel -j${cores} bash -c --" >/tmp/parallel-$$
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fi
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analyzedate="$(date +%Y-%m-%d--%H-%M-%S)"
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mkdir "analyze-${analyzedate}"
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cp dabo-bot.conf analyze.conf analyze-${analyzedate}/
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cp -r strategies analyze-${analyzedate}/
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analyzecounter=0
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## Chart Part
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#[ -e data/charts.min.css ] || wget -q https://raw.githubusercontent.com/ChartsCSS/charts.css/main/dist/charts.min.css -O data/charts.min.css
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## Chart Part End
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for file in $@
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do
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echo "${file}" | egrep -q "BALANCE|-INDEX" && continue
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lines=$(egrep "^${ANALYZE_TIME}" "$file" | grep -v ',,' | wc -l)
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if [ $lines -lt 150 ]
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then
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g_echo "Only $lines lines for given timeframe (${ANALYZE_TIME}) in $file - ignoring files with less then 150!"
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continue
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fi
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if [ "${ANALYZE_BATCH}" -eq "0" ]
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then
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echo -n " \"analyze ${file} ${g_tmp}\"" >>/tmp/parallel-$$
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else
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analyze ${file} ${g_tmp}
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fi
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done
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if [ "${ANALYZE_BATCH}" -eq "0" ]
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then
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export -f g_echo_note
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export g_tmp
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export analyzedate
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. /tmp/parallel-$$
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fi
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analyzecounter=$(cat /tmp/overall-result-* | egrep -v "^0$" | wc -l)
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echo "OVERALL RESULT (average): $(cat /tmp/overall-result-* | awk "{ SUM += \$1 / ${analyzecounter} } END { printf(\"%2.2f\", SUM) }")%" | tee analyze-${analyzedate}/overall-result.log
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echo "OVERALL RESULT: $(cat /tmp/overall-result-* | awk '{ SUM += $1 } END { print SUM }')%" | tee analyze-${analyzedate}/overall-result.log
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cat analyze-${analyzedate}/*.history.csv.log >analyze-${analyzedate}/analyze-overall.log
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echo "" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Trades: $(grep "BUY: " analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Trade results positive: $(grep "^RESULT: " analyze-${analyzedate}/analyze-overall.log | grep ": [0-9]" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Trade results negative: $(grep "^RESULT: " analyze-${analyzedate}/analyze-overall.log | grep ": -" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Trade results neutral: $(grep "^RESULT: " analyze-${analyzedate}/analyze-overall.log | grep ": 0.00" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Interim results: $(grep "INTERIM RESULT: " analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Interim results positive: $(grep "INTERIM RESULT: [0-9]" analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "Interim results negative: $(grep "INTERIM RESULT: -" analyze-${analyzedate}/analyze-overall.log | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "" | tee -a analyze-${analyzedate}/overall-result.log
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echo "First interim result after BUY positive: $(grep "BUY: " -A5 analyze-${analyzedate}/analyze-overall.log | grep "^INTERIM RESULT: [0-9]" | grep -v "0.00" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "First interim result after BUY negative: $(grep "BUY: " -A5 analyze-${analyzedate}/analyze-overall.log | grep "^INTERIM RESULT: -" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "First interim result after BUY neutral 0.00: $(grep "BUY: " -A5 analyze-${analyzedate}/analyze-overall.log | grep "^INTERIM RESULT: 0.00" | wc -l)" | tee -a analyze-${analyzedate}/overall-result.log
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echo "
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Complete Results" >>analyze-${analyzedate}/overall-result.log
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grep "COMPLETE:RESULT:" analyze-${analyzedate}/analyze-overall.log >>analyze-${analyzedate}/overall-result.log
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echo "
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Trades" >>analyze-${analyzedate}/overall-result.log
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egrep "BUY: |SELL: " analyze-${analyzedate}/analyze-overall.log >>analyze-${analyzedate}/overall-result.log
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