import random import numpy as np import talib class Indicator: def __init__(self, name, indicator_type, properties): # Initialise all indicators with some default properties. self.name = name self.properties = properties self.properties['type'] = indicator_type if 'value' not in properties: self.properties['value'] = 0 if 'visible' not in properties: self.properties['visible'] = True class Volume(Indicator): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) def calculate(self, candles, num_results=800): return candles.get_volume(self.properties['type']) class SMA(Indicator): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) if 'color' not in properties: self.properties['color'] = f"#{random.randrange(0x1000000):06x}" if 'period' not in properties: self.properties['period'] = 20 def calculate(self, candles, num_results=800): # These indicators do computations over period number of price data points. # So we need at least that plus what ever amount of results needed. num_cv = self.properties['period'] + num_results closing_data = candles.get_latest_close_values(num_cv) if len(closing_data) < num_cv: print(f'Could not calculate {self.properties["type"]} for time period of {self.properties["period"]}') print('Not enough data available') return # Initialize two arrays to hold a list of closing values and # a list of timestamps associated with these values closes = [] ts = [] # Isolate all the closing values and timestamps from # the dictionary object for each in closing_data: closes.append(each['close']) ts.append(each['time']) # Convert the list of closes to a numpy array np_real_data = np.array(closes, dtype=float) # Pass the closing values and the period parameter to talib i_values = None if self.properties['type'] == 'SMA': i_values = talib.SMA(np_real_data, self.properties['period']) if self.properties['type'] == 'RSI': i_values = talib.RSI(np_real_data, self.properties['period']) if self.properties['type'] == 'EMA': i_values = talib.EMA(np_real_data, self.properties['period']) if self.properties['type'] == 'LREG': i_values = talib.LINEARREG(np_real_data, self.properties['period']) # Combine the new data with the timestamps # Warning: The first of rsi values are . # But they should get trimmed off todo get rid of try except *just debugging info try: i_values = i_values[-num_results:] except Exception: raise ValueError(f'error: {self.properties.type} {i_values}') ts = ts[-num_results:] r_data = [] for each in range(len(i_values)): r_data.append({'time': ts[each], 'value': i_values[each]}) return {"type": self.properties['type'], "data": r_data} class EMA(SMA): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) class RSI(SMA): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) class LREG(SMA): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) class ATR(SMA): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) def calculate(self, candles, num_results=800): # These indicators do computations over period number of price data points. # So we need at least that plus what ever amount of results needed. num_cv = self.properties.period + num_results high_data = candles.get_latest_high_values(num_cv) low_data = candles.get_latest_low_values(num_cv) close_data = candles.get_latest_close_values(num_cv) if len(close_data) < num_cv: print(f'Couldn\'t calculate {self.properties.type} for time period of {self.properties.period}') print('Not enough data availiable') return # Initialize 4 arrays to hold a list of h/l/c values and # a list of timestamps associated with these values highs = [] lows = [] closes = [] ts = [] # Isolate all the values and timestamps from # the dictionary objects for each in high_data: highs.append(each['high']) for each in low_data: lows.append(each['low']) for each in close_data: closes.append(each['close']) ts.append(each['time']) # Convert the lists to a numpy array np_highs = np.array(highs, dtype=float) np_lows = np.array(lows, dtype=float) np_closes = np.array(closes, dtype=float) # Pass the closing values and the period parameter to talib atr = talib.ATR(high=np_highs, low=np_lows, close=np_closes, timeperiod=self.properties.period) # Combine the new data with the timestamps # Warning: The first ( -1) of values are . # But they should get trimmed off atr = atr[-num_results:] ts = ts[-num_results:] r_data = [] for each in range(len(atr)): # filter out nan values if np.isnan(atr[each]): continue r_data.append({'time': ts[each], 'value': atr[each]}) return {"type": self.properties.type, "data": r_data} class BolBands(Indicator): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) ul_col = f"#{random.randrange(0x1000000):06x}" if 'period' not in properties: self.properties['period'] = 50 if 'color_1' not in properties: self.properties['color_1'] = ul_col if 'color_2' not in properties: self.properties['color_2'] = f"#{random.randrange(0x1000000):06x}" if 'color_3' not in properties: self.properties['color_3'] = ul_col if 'value1' not in properties: self.properties['value1'] = 0 if 'value2' not in properties: self.properties['value2'] = 0 if 'value3' not in properties: self.properties['value3'] = 0 if 'devup' not in properties: self.properties['devup'] = 2 if 'devdn' not in properties: self.properties['devdn'] = 2 if 'ma' not in properties: self.properties['ma'] = 1 def calculate(self, candles, num_results=800): # These indicators do computations over period number of price data points. # So we need at least that plus what ever amount of results needed. # Acceptable values for ma in the talib.BBANDS # {'SMA':0,'EMA':1, 'WMA' : 2, 'DEMA' : 3, 'TEMA' : 4, 'TRIMA' : 5, 'KAMA' : 6, 'MAMA' : 7, 'T3' : 8} num_cv = self.properties['period'] + num_results closing_data = candles.get_latest_close_values(num_cv) if len(closing_data) < num_cv: print(f'Couldn\'t calculate {self.properties["type"]} for time period of {self.properties["period"]}') print('Not enough data availiable') return # Initialize two arrays to hold a list of closing values and # a list of timestamps associated with these values closes = [] ts = [] # Isolate all the closing values and timestamps from # the dictionary object for each in closing_data: closes.append(each['close']) ts.append(each['time']) # Convert the list of closes to a numpy array np_real_data = np.array(closes, dtype=float) # Pass the closing values and the period parameter to talib upper, middle, lower = talib.BBANDS(np_real_data, timeperiod=self.properties['period'], # number of non-biased standard deviations from the mean nbdevup=self.properties['devup'], nbdevdn=self.properties['devdn'], # Moving average type: simple moving average here matype=self.properties['ma']) # Combine the new data with the timestamps # Warning: The first ( -1) of values are . # But they should get trimmed off i_values_u = upper[-num_results:] i_values_m = middle[-num_results:] i_values_l = lower[-num_results:] ts = ts[-num_results:] r_data_u = [] r_data_m = [] r_data_l = [] for each in range(len(i_values_u)): # filter out nan values if np.isnan(i_values_u[each]): continue r_data_u.append({'time': ts[each], 'value': i_values_u[each]}) r_data_m.append({'time': ts[each], 'value': i_values_m[each]}) r_data_l.append({'time': ts[each], 'value': i_values_l[each]}) r_data = [r_data_u, r_data_m, r_data_l] return {"type": self.properties['type'], "data": r_data} class MACD(Indicator): def __init__(self, name, indicator_type, properties): super().__init__(name, indicator_type, properties) if 'fast_p' not in properties: self.properties['fast_p'] = 12 if 'slow_p' not in properties: self.properties['slow_p'] = 26 if 'signal_p' not in properties: self.properties['signal_p'] = 9 if 'macd' not in properties: self.properties['macd'] = 0 if 'signal' not in properties: self.properties['signal'] = 0 if 'hist' not in properties: self.properties['hist'] = 0 if 'color_1' not in properties: self.properties['color_1'] = f"#{random.randrange(0x1000000):06x}" if 'color_2' not in properties: self.properties['color_2'] = f"#{random.randrange(0x1000000):06x}" def calculate(self, candles, num_results=800): # These indicators do computations over a period number of price data points. # So we need at least that plus what ever amount of results needed. # It seems it needs num_of_nans = (slow_p) - 2) + signal_p # TODO: slow_p or fast_p which ever is greater should be used in the calc below. # TODO but i am investigating this. if self.properties['fast_p'] > self.properties['slow_p']: raise ValueError('Error I think: TODO: calculate_macd()') num_cv = (self.properties['slow_p'] - 2) + self.properties['signal_p'] + num_results closing_data = candles.get_latest_close_values(num_cv) if len(closing_data) < num_cv: print(f'Couldn\'t calculate {self.properties["type"]} for time period of {self.properties["slow_p"]}') print('Not enough data available') return # Initialize two arrays to hold a list of closing values and # a list of timestamps associated with these values closes = [] ts = [] # Isolate all the closing values and timestamps from # the dictionary object for each in closing_data: closes.append(each['close']) ts.append(each['time']) # Convert the list of closes to a numpy array np_real_data = np.array(closes, dtype=float) # Pass the closing values and the period parameter to talib macd, signal, hist = talib.MACD( np_real_data, self.properties['fast_p'], self.properties['slow_p'], self.properties['signal_p']) # Combine the new data with the timestamps # Warning: The first ( -1) of values are . # But they should get trimmed off macd = macd[-num_results:] if len(macd) == 1: print('looks like after slicing') print(macd) signal = signal[-num_results:] hist = hist[-num_results:] ts = ts[-num_results:] r_macd = [] r_signal = [] r_hist = [] for each in range(len(macd)): # filter out nan values if np.isnan(macd[each]): continue r_macd.append({'time': ts[each], 'value': macd[each]}) r_signal.append({'time': ts[each], 'value': signal[each]}) r_hist.append({'time': ts[each], 'value': hist[each]}) r_data = [r_macd, r_signal, r_hist] return {"type": self.properties['type'], "data": r_data} class Indicators: def __init__(self, candles, config): # Object containing Price and candle data. self.candles = candles # A reference to a dictionary of indicators and properties. # This is updated when a new indicator is created, so it's state should save. self.indicator_list = config.indicator_list # Dictionary of indicators objects self.indicators = {} # This fill above two dicts self.create_loaded_indicators() # Create a List of all available indicator types self.indicator_types = [ ] for i in self.indicator_list: if self.indicator_list[i]['type'] in self.indicator_types: continue self.indicator_types.append(self.indicator_list[i]['type']) # A list of values to use with bolenger bands self.bb_ma_val = {'SMA': 0, 'EMA': 1, 'WMA': 2, 'DEMA': 3, 'TEMA': 4, 'TRIMA': 5, 'KAMA': 6, 'MAMA': 7, 'T3': 8} def create_loaded_indicators(self): for each in self.indicator_list: self.create_indicator(each, self.indicator_list[each]['type'], self.indicator_list[each]) @staticmethod def get_indicator_defaults(): """Set the default settings for each indicator""" indicator_list = { 'SMA 21': {'type': 'SMA', 'period': 21, 'visible': True, 'color': f"#{random.randrange(0x1000000):06x}", 'value': 0}, 'EMA 50': {'type': 'EMA', 'period': 50, 'visible': True, 'color': f"#{random.randrange(0x1000000):06x}", 'value': 0}, 'EMA 100': {'type': 'EMA', 'period': 100, 'visible': True, 'color': f"#{random.randrange(0x1000000):06x}", 'value': 0}, 'SMA 200': {'type': 'SMA', 'period': 200, 'visible': True, 'color': f"#{random.randrange(0x1000000):06x}", 'value': 0}, 'RSI 14': {'type': 'RSI', 'period': 14, 'visible': True, 'color': f"#{random.randrange(0x1000000):06x}", 'value': 0}, 'RSI 8': {'type': 'RSI', 'period': 8, 'visible': True, 'color': f"#{random.randrange(0x1000000):06x}", 'value': 0}, 'Bolenger': {'color_1': '#5ad858', 'color_2': '#f0f664', 'color_3': '#5ad858', 'devdn': 2, 'devup': 2, 'ma': 1, 'period': 20, 'type': 'BOLBands', 'value': 0, 'value1': '38691.58', 'value2': '38552.36', 'value3': '38413.14', 'visible': 'True'}, 'vol': {'type': 'Volume', 'visible': True, 'value': 0} } return indicator_list def get_indicator_list(self): # Returns a list of all the indicator object in this class instance if not self.indicator_list: raise ValueError('get_indicator_list(): No indicators in the list') return self.indicator_list def get_enabled_indicators(self): """ Loop through all indicators and return a list of indicators marked visible """ enabled_indicators = [] i_list = self.get_indicator_list() for indctr in i_list: if i_list[indctr]['visible']: enabled_indicators.append(indctr) return enabled_indicators def get_indicator_data(self, symbol=None, interval=None, num_results=800): # Loop through all the indicators. If enabled, run the appropriate # update function. Return all the results as a dictionary object. if symbol is not None: print(symbol) print('get_indicator_data() no symbol implementation') if interval is not None: print(interval) print('get_indicator_data() no interval implementation') # Get a list of indicator objects and a list of enabled indicators names. i_list = self.indicators enabled_i = self.get_enabled_indicators() result = {} # Loop through all indicator objects in i_list for each_i in i_list: # If the indicator's not enabled skip to next each_i if each_i not in enabled_i: continue result[each_i] = i_list[each_i].calculate(self.candles, num_results) return result def delete_indicator(self, indicator): del self.indicator_list[indicator] del self.indicators[indicator] def create_indicator(self, name, itype, properties): if itype == 'SMA': self.indicators[name] = SMA(name, itype, properties) if itype == 'EMA': self.indicators[name] = EMA(name, itype, properties) if itype == 'RSI': self.indicators[name] = RSI(name, itype, properties) if itype == 'LREG': self.indicators[name] = LREG(name, itype, properties) if itype == 'ATR': self.indicators[name] = ATR(name, itype, properties) if itype == 'BOLBands': self.indicators[name] = BolBands(name, itype, properties) if itype == 'MACD': self.indicators[name] = MACD(name, itype, properties) if itype == 'Volume': self.indicators[name] = Volume(name, itype, properties) if name not in self.indicator_list: # If we are loading from file it would already exist in here before creation. self.indicator_list[name] = properties return def update_indicators(self): return self.get_indicator_data(self, num_results=1)