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return default ticker values if symbol not in config
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This change will allow to always process lines for each coin, so that in
prove-backtesting we will have full coin state between backtesting runs.
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@Azulinho
Azulinho committed Jun 27, 2023
1 parent 6a14365 commit 82c26a7
Showing 1 changed file with 147 additions and 35 deletions.
182 changes: 147 additions & 35 deletions lib/bot.py
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Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,33 @@
limiter = Limiter(rate)


def get_ticker_with_default(tickers, symbol, key) -> str:
"""returns ticker values with default if symbol doesn't exist"""

if symbol not in tickers:
if key == "BUY_AT_PERCENTAGE":
return "-99999999"
if key == "SELL_AT_PERCENTAGE":
return "+99999999"
if key == "STOP_LOSS_AT_PERCENTAGE":
return "-99999999"
if key == "TRAIL_TARGET_SELL_PERCENTAGE":
return "-1"
if key == "TRAIL_RECOVERY_PERCENTAGE":
return "-1"
if key == "SOFT_LIMIT_HOLDING_TIME":
return "99999999999999"
if key == "HARD_LIMIT_HOLDING_TIME":
return "999999999999999999999"
if key == "NAUGHTY_TIMEOUT":
return "999999999999999999"
if key == "KLINES_TREND_PERIOD":
return "3d"
if key == "KLINES_SLICE_PERCENTAGE_CHANGE":
return "+99999999"
return str(tickers[symbol][key])


class Bot:
"""Bot Class"""

Expand Down Expand Up @@ -1127,19 +1154,39 @@ def clear_coin_stats(self, coin: Coin) -> None:

coin.holding_time = 1
coin.buy_at_percentage = add_100(
float(self.tickers[coin.symbol]["BUY_AT_PERCENTAGE"])
float(
get_ticker_with_default(
self.tickers, coin.symbol, "BUY_AT_PERCENTAGE"
)
)
)
coin.sell_at_percentage = add_100(
float(self.tickers[coin.symbol]["SELL_AT_PERCENTAGE"])
float(
get_ticker_with_default(
self.tickers, coin.symbol, "SELL_AT_PERCENTAGE"
)
)
)
coin.stop_loss_at_percentage = add_100(
float(self.tickers[coin.symbol]["STOP_LOSS_AT_PERCENTAGE"])
float(
get_ticker_with_default(
self.tickers, coin.symbol, "STOP_LOSS_AT_PERCENTAGE"
)
)
)
coin.trail_target_sell_percentage = add_100(
float(self.tickers[coin.symbol]["TRAIL_TARGET_SELL_PERCENTAGE"])
float(
get_ticker_with_default(
self.tickers, coin.symbol, "TRAIL_TARGET_SELL_PERCENTAGE"
)
)
)
coin.trail_recovery_percentage = add_100(
float(self.tickers[coin.symbol]["TRAIL_RECOVERY_PERCENTAGE"])
float(
get_ticker_with_default(
self.tickers, coin.symbol, "TRAIL_RECOVERY_PERCENTAGE"
)
)
)
coin.bought_at = float(0)
coin.dip = float(0)
Expand Down Expand Up @@ -1284,17 +1331,13 @@ def load_coins(self) -> None:
with open(coins_state_file, "rt") as f:
objects: dict[str, Any] = dict(json.loads(f.read()))
for symbol in objects.keys(): # pylint: disable=C0206
# discard any coins for which we don't have tickers info
# if we don't, init_or_update_coin() would raise and error
# as we would be missing the BUY/SELL percentages
if symbol in self.tickers:
self.init_or_update_coin(
objects[symbol], load_klines=load_klines
)
self.init_or_update_coin(
objects[symbol], load_klines=load_klines
)

# pylint: disable=consider-using-dict-items
for k, v in objects[symbol].items():
setattr(self.coins[symbol], k, v)
# pylint: disable=consider-using-dict-items
for k, v in objects[symbol].items():
setattr(self.coins[symbol], k, v)

logging.warning(f"coins contains {str(self.coins.keys())}")

Expand All @@ -1319,35 +1362,63 @@ def load_coins(self) -> None:
logging.warning(f"overriding values from config for: {symbols}")
for symbol in self.coins: # pylint: disable=C0206
self.coins[symbol].buy_at_percentage = add_100(
self.tickers[symbol]["BUY_AT_PERCENTAGE"]
get_ticker_with_default(
self.tickers, symbol, "BUY_AT_PERCENTAGE"
)
)

self.coins[symbol].sell_at_percentage = add_100(
self.tickers[symbol]["SELL_AT_PERCENTAGE"]
get_ticker_with_default(
self.tickers, symbol, "SELL_AT_PERCENTAGE"
)
)

self.coins[symbol].stop_loss_at_percentage = add_100(
self.tickers[symbol]["STOP_LOSS_AT_PERCENTAGE"]
get_ticker_with_default(
self.tickers, symbol, "STOP_LOSS_AT_PERCENTAGE"
)
)

self.coins[symbol].soft_limit_holding_time = int(
self.tickers[symbol]["SOFT_LIMIT_HOLDING_TIME"]
get_ticker_with_default(
self.tickers, symbol, "SOFT_LIMIT_HOLDING_TIME"
)
)

self.coins[symbol].hard_limit_holding_time = int(
self.tickers[symbol]["HARD_LIMIT_HOLDING_TIME"]
get_ticker_with_default(
self.tickers, symbol, "HARD_LIMIT_HOLDING_TIME"
)
)

self.coins[symbol].trail_target_sell_percentage = add_100(
self.tickers[symbol]["TRAIL_TARGET_SELL_PERCENTAGE"]
get_ticker_with_default(
self.tickers, symbol, "TRAIL_TARGET_SELL_PERCENTAGE"
)
)

self.coins[symbol].trail_recovery_percentage = add_100(
self.tickers[symbol]["TRAIL_RECOVERY_PERCENTAGE"]
get_ticker_with_default(
self.tickers, symbol, "TRAIL_RECOVERY_PERCENTAGE"
)
)

self.coins[symbol].klines_trend_period = str(
self.tickers[symbol]["KLINES_TREND_PERIOD"]
get_ticker_with_default(
self.tickers, symbol, "KLINES_TREND_PERIOD"
)
)

self.coins[symbol].klines_slice_percentage_change = float(
self.tickers[symbol]["KLINES_SLICE_PERCENTAGE_CHANGE"]
get_ticker_with_default(
self.tickers, symbol, "KLINES_SLICE_PERCENTAGE_CHANGE"
)
)

self.coins[symbol].naughty_timeout = int(
self.tickers[symbol]["NAUGHTY_TIMEOUT"]
get_ticker_with_default(
self.tickers, symbol, "NAUGHTY_TIMEOUT"
)
)

# log some info on the coins in our wallet at boot
Expand Down Expand Up @@ -1527,17 +1598,58 @@ def process_line(
symbol,
float(date),
float(market_price),
float(self.tickers[symbol]["BUY_AT_PERCENTAGE"]),
float(self.tickers[symbol]["SELL_AT_PERCENTAGE"]),
float(self.tickers[symbol]["STOP_LOSS_AT_PERCENTAGE"]),
float(self.tickers[symbol]["TRAIL_TARGET_SELL_PERCENTAGE"]),
float(self.tickers[symbol]["TRAIL_RECOVERY_PERCENTAGE"]),
int(self.tickers[symbol]["SOFT_LIMIT_HOLDING_TIME"]),
int(self.tickers[symbol]["HARD_LIMIT_HOLDING_TIME"]),
int(self.tickers[symbol]["NAUGHTY_TIMEOUT"]),
str(self.tickers[symbol]["KLINES_TREND_PERIOD"]),
float(self.tickers[symbol]["KLINES_SLICE_PERCENTAGE_CHANGE"]),
float(
get_ticker_with_default(
self.tickers, symbol, "BUY_AT_PERCENTAGE"
)
),
float(
get_ticker_with_default(
self.tickers, symbol, "SELL_AT_PERCENTAGE"
)
),
float(
get_ticker_with_default(
self.tickers, symbol, "STOP_LOSS_AT_PERCENTAGE"
)
),
float(
get_ticker_with_default(
self.tickers, symbol, "TRAIL_TARGET_SELL_PERCENTAGE"
)
),
float(
get_ticker_with_default(
self.tickers, symbol, "TRAIL_RECOVERY_PERCENTAGE"
)
),
int(
get_ticker_with_default(
self.tickers, symbol, "SOFT_LIMIT_HOLDING_TIME"
)
),
int(
get_ticker_with_default(
self.tickers, symbol, "HARD_LIMIT_HOLDING_TIME"
)
),
int(
get_ticker_with_default(
self.tickers, symbol, "NAUGHTY_TIMEOUT"
)
),
str(
get_ticker_with_default(
self.tickers, symbol, "KLINES_TREND_PERIOD"
)
),
float(
get_ticker_with_default(
self.tickers, symbol, "KLINES_SLICE_PERCENTAGE_CHANGE"
)
),
)

if self.check_for_delisted_coin(symbol):
return
else:
Expand Down

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