implement price utils & caching

not added to algorithms yet

algorithms/custom_bollinger_rsi.py

@@ -1,9 +1,9 @@
 from .bollinger_bands import algorithm as bollinger_bands
 from .rsi import algorithm as rsi
 
-def algorithm(prices, rsi_window=13, bollinger_window=30):
-	upper_band, lower_band, middle_band = bollinger_bands(prices, window_size=bollinger_window)
-	rsi_line = rsi(prices, window_size=rsi_window)
+def algorithm(prices, window_size_rsi=13, window_size_bollinger_bands=30):
+	upper_band, lower_band, middle_band = bollinger_bands(prices, window_size=window_size_bollinger_bands)
+	rsi_line = rsi(prices, window_size=window_size_rsi)
 
 	return upper_band, lower_band, middle_band, rsi_line
 

environment.yml

@@ -3,124 +3,61 @@ channels:
   - conda-forge
   - defaults
 dependencies:
-  - _libgcc_mutex=0.1=conda_forge
-  - _openmp_mutex=4.5=2_kmp_llvm
-  - binutils_linux-64=2.28.1=he4fe6c7_1
-  - blas=1.1=openblas
-  - brotli=1.0.9=h5eee18b_7
-  - brotli-bin=1.0.9=h5eee18b_7
-  - bzip2=1.0.8=h7b6447c_0
-  - ca-certificates=2023.08.22=h06a4308_0
-  - contourpy=1.0.5=py310hdb19cb5_0
-  - cycler=0.11.0=pyhd3eb1b0_0
-  - cyrus-sasl=2.1.28=h9c0eb46_1
-  - dbus=1.13.18=hb2f20db_0
-  - expat=2.5.0=h6a678d5_0
-  - fontconfig=2.14.1=h4c34cd2_2
-  - fonttools=4.25.0=pyhd3eb1b0_0
-  - freetype=2.12.1=h4a9f257_0
-  - gcc_linux-64=7.2.0=hc7b1ceb_1
-  - giflib=5.2.1=h5eee18b_3
-  - glib=2.69.1=h4ff587b_1
-  - gst-plugins-base=1.14.1=h6a678d5_1
-  - gstreamer=1.14.1=h5eee18b_1
-  - icu=58.2=he6710b0_3
-  - jpeg=9e=h5eee18b_1
-  - kiwisolver=1.4.4=py310h6a678d5_0
-  - krb5=1.20.1=h568e23c_1
-  - lcms2=2.12=h3be6417_0
-  - ld_impl_linux-64=2.38=h1181459_1
-  - lerc=3.0=h295c915_0
-  - libbrotlicommon=1.0.9=h5eee18b_7
-  - libbrotlidec=1.0.9=h5eee18b_7
-  - libbrotlienc=1.0.9=h5eee18b_7
-  - libclang=14.0.6=default_hc6dbbc7_1
-  - libclang13=14.0.6=default_he11475f_1
-  - libcups=2.4.2=ha637b67_0
-  - libdeflate=1.17=h5eee18b_1
-  - libedit=3.1.20221030=h5eee18b_0
-  - libevent=2.1.12=h8f2d780_0
-  - libffi=3.3=he6710b0_2
-  - libgcc-ng=13.2.0=h807b86a_2
-  - libgfortran-ng=13.2.0=h69a702a_2
-  - libgfortran5=13.2.0=ha4646dd_2
-  - libllvm14=14.0.6=hef93074_0
-  - libopenblas=0.3.24=pthreads_h413a1c8_0
-  - libpng=1.6.39=h5eee18b_0
-  - libpq=12.15=h37d81fd_1
-  - libstdcxx-ng=11.2.0=h1234567_1
-  - libta-lib=0.4.0=hd590300_2
-  - libtiff=4.5.1=h6a678d5_0
-  - libuuid=1.41.5=h5eee18b_0
-  - libwebp=1.3.2=h11a3e52_0
-  - libwebp-base=1.3.2=h5eee18b_0
-  - libxcb=1.15=h7f8727e_0
-  - libxkbcommon=1.0.1=h5eee18b_1
-  - libxml2=2.10.4=hcbfbd50_0
-  - libxslt=1.1.37=h2085143_0
-  - llvm-openmp=14.0.6=h9e868ea_0
-  - lz4-c=1.9.4=h6a678d5_0
-  - matplotlib=3.7.2=py310h06a4308_0
-  - matplotlib-base=3.7.2=py310h1128e8f_0
-  - munkres=1.1.4=py_0
-  - mysql=5.7.24=he378463_2
-  - ncurses=6.4=h6a678d5_0
-  - nspr=4.35=h6a678d5_0
-  - nss=3.89.1=h6a678d5_0
-  - numpy=1.26.0=py310heeff2f4_0
-  - numpy-base=1.26.0=py310h8a23956_0
-  - openblas=0.3.24=pthreads_h7a3da1a_0
-  - openjpeg=2.4.0=h3ad879b_0
-  - openssl=1.1.1w=h7f8727e_0
-  - packaging=23.1=py310h06a4308_0
-  - pcre=8.45=h295c915_0
-  - pillow=10.0.1=py310ha6cbd5a_0
-  - pip=23.2.1=py310h06a4308_0
-  - ply=3.11=py310h06a4308_0
-  - pyparsing=3.0.9=py310h06a4308_0
-  - pyqt=5.15.7=py310h6a678d5_1
-  - python=3.10.0=h12debd9_5
-  - python-dateutil=2.8.2=pyhd3eb1b0_0
-  - python_abi=3.10=2_cp310
-  - qt-main=5.15.2=h5b8104b_9
-  - qt-webengine=5.15.9=h9ab4d14_7
-  - qtwebkit=5.212=h3fafdc1_5
-  - readline=8.2=h5eee18b_0
-  - setuptools=68.0.0=py310h06a4308_0
-  - sip=6.6.2=py310h6a678d5_0
-  - six=1.16.0=pyhd3eb1b0_1
-  - sqlite=3.41.2=h5eee18b_0
-  - ta-lib=0.4.28=py310h1f7b6fc_0
-  - tk=8.6.12=h1ccaba5_0
-  - toml=0.10.2=pyhd3eb1b0_0
-  - tornado=6.3.3=py310h5eee18b_0
-  - tzdata=2023c=h04d1e81_0
-  - wheel=0.41.2=py310h06a4308_0
-  - xz=5.4.2=h5eee18b_0
-  - zlib=1.2.13=h5eee18b_0
-  - zstd=1.5.5=hc292b87_0
+  - bzip2=1.0.8
+  - ca-certificates=2023.7.22
+  - intel-openmp=2023.2.0
+  - libblas=3.9.0
+  - libcblas=3.9.0
+  - libffi=3.4.4
+  - liblapack=3.9.0
+  - libta-lib=0.4.0
+  - mkl=2020.4
+  - openssl=3.0.11
+  - pip=23.2.1
+  - python=3.10.13
+  - python_abi=3.10
+  - setuptools=68.0.0
+  - sqlite=3.41.2
+  - ta-lib=0.4.19
+  - tk=8.6.12
+  - vc=14.2
+  - vs2015_runtime=14.27.29016
+  - wheel=0.41.2
+  - xz=5.4.2
+  - zlib=1.2.13
   - pip:
-      - blinker==1.6.3
+      - async-timeout==4.0.3
+      - blinker==1.6.2
       - certifi==2023.7.22
+      - charset-normalizer==3.3.0
+      - click==8.1.7
+      - colorama==0.4.6
+      - contourpy==1.1.1
+      - cycler==0.12.0
       - dnspython==2.4.2
-      - flask==3.0.0
-      - hiredis==2.2.3
+      - flask==2.3.3
+      - fonttools==4.43.0
       - idna==3.4
-      - importlib-metadata==6.8.0
       - itsdangerous==2.1.2
       - jinja2==3.1.2
+      - kiwisolver==1.4.5
       - markupsafe==2.1.3
-      - platformdirs==3.11.0
+      - matplotlib==3.8.0
+      - numpy==1.26.0
+      - packaging==23.1
+      - pandas==2.1.1
+      - pillow==10.0.1
       - pyjwt==2.8.0
       - pymongo==4.5.0
-      - pyqt5-sip==12.11.0
+      - pyparsing==3.1.1
+      - python-dateutil==2.8.2
       - python-dotenv==1.0.0
-      - redis==5.0.1
+      - pytz==2023.3.post1
+      - redis==5.0.0
       - requests==2.31.0
-      - tomli==2.0.1
-      - urllib3==2.0.6
-      - waitress==2.1.2
-      - werkzeug==3.0.0
-      - yapf==0.40.2
-      - zipp==3.17.0
-prefix: /home/celestial/anaconda3/envs/auto-trading
+      - schedule==1.2.1
+      - six==1.16.0
+      - tzdata==2023.3
+      - urllib3==2.0.5
+      - werkzeug==2.3.7
+prefix: C:\Users\Celestial2\miniconda3\envs\auto-trading

plot.py

@@ -1,12 +1,10 @@
-import json
 import numpy as np
 import matplotlib.pyplot as plt
 from price import get_prices
 from plots.bollinger_bands import plot as boillinger_bands
 from plots.rsi import plot as rsi
 
-config = json.load(open('config.json', 'r'))
-prices = get_prices(address=config['address'] if 'address' in config else None)
+prices = get_prices()
 
 # RSI
 plt.subplot(221)

plots/bollinger_bands.py

@@ -3,8 +3,8 @@
 from algorithms.bollinger_bands import algorithm as boillinger_bands
 import plots.colors as colors
 
-def plot(prices):
-	upper_band, lower_band, middle_band = boillinger_bands(prices)
+def plot(prices, **kwargs):
+	upper_band, lower_band, middle_band = boillinger_bands(prices, **kwargs)
 
 	indicies = np.arange(0, upper_band.shape[0])
 	sliced_prices = prices[:upper_band.shape[0]]

plots/custom_bollinger_rsi.py

@@ -1,19 +1,19 @@
 import numpy as np
 import matplotlib.pyplot as plt
+import plots.colors as colors
 from matplotlib.gridspec import GridSpec
 from algorithms.custom_bollinger_rsi import algorithm as custom_bollinger_rsi
 from plots.rsi import plot as rsi
 from plots.bollinger_bands import plot as bollinger_bands
-import plots.colors as colors
 
-def plot(prices):
+def plot(prices, **kwargs):
 	gs = GridSpec(3, 1, figure=plt.gcf())
 
 	plt.subplot(gs[0, :])
 	indicies = np.arange(0, prices.shape[0])
 	plt.plot(indicies, prices, color=colors.mainline())
 
-	upper_band, lower_band, middle_band, rsi_line = custom_bollinger_rsi(prices)
+	upper_band, lower_band, middle_band, rsi_line = custom_bollinger_rsi(prices, **kwargs)
 	sliced_prices = prices[:min(upper_band.shape[0], rsi_line.shape[0])]
 	indicies = np.arange(0, indicies.shape[0])
 

plots/rsi.py

@@ -3,8 +3,8 @@
 from algorithms.rsi import algorithm as rsi
 import plots.colors as colors
 
-def plot(prices):
-	rsi_line = rsi(prices)
+def plot(prices, **kwargs):
+	rsi_line = rsi(prices, **kwargs)
 	indicies = np.arange(0, rsi_line.shape[0])
 
 	plt.plot(indicies, rsi_line, color=colors.mainline())

price.py

@@ -1,14 +1,60 @@
+import schedule, os, time
 import numpy as np
 from requests import get
+from redis import from_url
+from dotenv import load_dotenv
+from threading import Thread
+
+load_dotenv()
+redis = from_url(os.environ['REDIS_URI'])
 
 # {60 300 900  3600   21600  86400}
 #  1m 5m  15m  1h     6h     1d
 #  5h 25h 3d3h 12d12h 2mo15d 10mo
-def get_prices(pair, interval=21600):
+def get_prices(pair='ETH-USD', interval=21600):
 	ohlc = get(f'https://api.exchange.coinbase.com/products/{pair}/candles?granularity={interval}').json()
 	ticker = get(f'https://api.exchange.coinbase.com/products/{pair}/ticker').json()
 
 	current = float(ticker['price'])
 	prices = [point[4] for point in ohlc]
 
 	return np.flip([current, *prices])
+
+def get_cached_prices(interval=21600):
+	np.array(redis.lrange(f'prices:{interval}', 0, -1))
+
+def get_periods(period_size, period_type, interval):
+	if period_type == 'months':
+		period_multiplier = 30 * 24 * 60 * 60
+	elif period_type == 'weeks':
+		period_multiplier = 7 * 24 * 60 * 60
+	elif period_type == 'days':
+		period_multiplier = 24 * 60 * 60
+	elif period_type == 'hours':
+		period_multiplier = 60 * 60
+	elif period_type == 'minutes':
+		period_multiplier = 60
+	elif period_type == 'seconds':
+		period_multiplier = 1
+	period_seconds = period_size * period_multiplier
+
+	return period_seconds / interval
+
+# Price Caching
+cachedIntervals = [60, 300, 3600, 21600]
+
+def cache_prices():
+	for interval in cachedIntervals:
+		print(f'Caching prices for {interval}')
+		prices = get_prices(interval=interval)
+		redis.lpush(f'prices:{interval}', *prices)
+
+schedule.every(1).minutes.do(cache_prices)
+
+def job_loop():
+	while True:
+		schedule.run_pending()
+		time.sleep(1)
+
+thread = Thread(target=job_loop, daemon=True)
+thread.start()

views/internal_checker.py

@@ -1,4 +1,4 @@
-import jwt, json, os
+import jwt, os
 from redis import from_url
 from price import get_prices
 from ipaddress import ip_address
@@ -31,8 +31,7 @@ def internal_checker():
 	if jwt_decoded['event'] != 'auth':
 		return 'Unauthorized', 401
 
-	config = json.load(open('config.json', 'r'))
-	prices = get_prices(config['pair'], interval=config['interval'])
+	prices = get_prices()
 
 	# Convert list of algorithms into {name: signal}
 	algorithms = get_algorithms()

views/plot.py

@@ -1,17 +1,16 @@
-import io, json
+import io
 import matplotlib
 import matplotlib.pyplot as plt
 import plots.colors as colors
 from utils import get_algorithms
-from price import get_prices
+from price import get_cached_prices
 from importlib import import_module
 from utils import get_algorithms
 
 matplotlib.use('Agg')
 
 def plot(algorithm):
-	config = json.load(open('config.json', 'r'))
-	prices = get_prices(config['pair'], interval=config['interval'])
+	prices = get_cached_prices()
 
 	if algorithm not in ['price', *get_algorithms()]:
 		return 'Invalid Algorithm', 404