algorithm update (#26)

* rename profit/bot_net_worth to worth
change how worth works

* fix bollinger bands

* add (disabled) timestamps to worth plot

* Automated YAPF Formatting

* rename indicies to arange

* change graph colors and make them transparent

* Automated YAPF Formatting

* hopefully fix segfaults

* update environment.yml

* add dockerfile
update packages

* Create docker.yml

* update server port to 80

* remove builds from environment package
allow for arm64 to install them

* clean conda before installing in dockerfile

* remove multiplatform (switched servers to x86)

* add ta-lib submodule

* remove unnecesary clean
add gcc to environment to build ta-libn propperly

* remove environment stuff from .dockerignore

* modify dockerfile

* change exported port from 5000 to 80

* make rsi  conform to signal()

* add price plot
update rsi variable names

* add price as algorithm

* use redis uri instead of localhost for redis

* simple mod

* algo sync with mongo

---------

Co-authored-by: CelestialCrafter <[email protected]>
Co-authored-by: github-actions <[email protected]>

.dockerignore

@@ -0,0 +1,151 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/#use-with-ide
+.pdm.toml
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/

.github/workflows/docker.yml

@@ -0,0 +1,48 @@
+name: Docker
+
+on:
+  push:
+    branches:
+      - 'master'
+
+jobs:
+  docker:
+    runs-on: ubuntu-latest
+    permissions:
+      contents: read
+      packages: write
+    env:
+      REGISTRY: ghcr.io
+      IMAGE_NAME: ${{ github.repository }}
+    steps:
+      -
+        name: Check out the repo
+        uses: actions/checkout@v4
+      -
+        name: Create env file
+        run: |
+          echo '${{ toJSON(secrets) }}' | jq -r 'to_entries | map("\(.key)=\"\(.value)\"") | @sh' | tr ' ' '\n' | tr -d \' > .env
+      -
+        name: Set up Docker Buildx
+        uses: docker/setup-buildx-action@v3
+      -
+        name: Log in to the Container registry
+        uses: docker/login-action@v3
+        with:
+          registry: ${{ env.REGISTRY }}
+          username: ${{ github.actor }}
+          password: ${{ secrets.GITHUB_TOKEN }}
+      -
+        name: Extract metadata (tags, labels) for Docker
+        id: meta
+        uses: docker/metadata-action@v5
+        with:
+          images: ${{ env.REGISTRY }}/${{ env.IMAGE_NAME }}
+      -
+        name: Build and push
+        uses: docker/build-push-action@v5
+        with:
+          context: .
+          push: true
+          tags: ${{ steps.meta.outputs.tags }}
+          labels: ${{ steps.meta.outputs.labels }}

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "ta-lib"]
+	path = ta-lib
+	url = https://github.com/TA-Lib/ta-lib

Dockerfile

@@ -0,0 +1,8 @@
+FROM continuumio/miniconda3
+WORKDIR /app
+COPY environment.yml .
+RUN conda env create -f environment.yml
+
+COPY . .
+EXPOSE 80
+CMD ["conda", "run", "--no-capture-output", "-n", "auto-trading", "waitress-serve", "--port=80", "--call", "app:get_app"]

algorithms/bollinger_bands.py

@@ -5,7 +5,7 @@ def algorithm(prices, window_size=20, standard_deviations=2):
 	return upper_band, lower_band, middle_band
 
 def signal(prices, data):
-	upper_band, lower_band, middle_band, prices = data
+	upper_band, lower_band, middle_band = data
 	if prices[-1] > upper_band[-1]:
 		return 'sell', 1
 	elif prices[-1] < lower_band[-1]:

algorithms/rsi.py

@@ -6,7 +6,7 @@ def algorithm(prices, window_size=14):
 def signal(prices, data, high=70, low=30):
 	rsi = data
 	if rsi[-1] > high:
-		return 'sell'
+		return 'sell', 0.5
 	elif rsi[-1] < low:
-		return 'buy'
-	return 'no_action'
+		return 'buy', 0.5
+	return 'no_action', 0

app.py

@@ -1,7 +1,7 @@
 from dotenv import load_dotenv
 from flask import Flask
 from werkzeug.middleware.proxy_fix import ProxyFix
-from views import bot_net_worth, internal_checker, plot
+from views import internal_checker, plot, worth
 
 load_dotenv()
 
@@ -10,6 +10,10 @@
 
 app.add_url_rule('/plot/<algorithm>', view_func=plot.plot)
 app.add_url_rule('/internal_checker', view_func=internal_checker.internal_checker)
-app.add_url_rule('/profit/<bot_id>', view_func=bot_net_worth.bot_net_worth)
+app.add_url_rule('/worth/<bot_id>', view_func=worth.worth)
 
-app.run()
+if __name__ == '__main__':
+	app.run()
+
+def get_app():
+	return app