Merge pull request #33 from auto-trading-temp-name/algorithms

custom_bollinger_rsi, and price plots

algorithms/custom_bollinger_rsi.py

@@ -0,0 +1,18 @@
+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)
+
+	return upper_band, lower_band, middle_band, rsi_line
+
+def signal(prices, data):
+	price = prices[-1]
+	upper_band, lower_band, middle_band, rsi_line = data
+
+	if price >= lower_band[-1] and 30 >= rsi_line[-1]:
+		return 'buy', 0.5
+
+	if price >= upper_band[-1] and rsi_line[-1] >= 70:
+		return 'sell', 1

plots/custom_bollinger_rsi.py

@@ -0,0 +1,30 @@
+import numpy as np
+import matplotlib.pyplot as plt
+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):
+	gs = GridSpec(2, 2, 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)
+	sliced_prices = prices[:min(upper_band.shape[0], rsi_line.shape[0])]
+	indicies = np.arange(0, indicies.shape[0])
+
+	upper_condition = (prices >= upper_band) & (rsi_line >= 70)
+	lower_condition = (prices >= lower_band) & (30 >= rsi_line)
+	plt.scatter(indicies[upper_condition], sliced_prices[upper_condition], color=colors.upper())
+	plt.scatter(indicies[lower_condition], sliced_prices[lower_condition], color=colors.lower())
+
+	plt.subplot(gs[-1, :1])
+	rsi(prices)
+	plt.subplot(gs[-1, 1:2])
+	bollinger_bands(prices)
+
+	return plt

plots/rsi.py

@@ -4,14 +4,14 @@
 import plots.colors as colors
 
 def plot(prices):
-	data = rsi(prices)
-	indicies = np.arange(0, data.shape[0])
+	rsi_line = rsi(prices)
+	indicies = np.arange(0, rsi_line.shape[0])
 
-	plt.plot(indicies, data, color=colors.mainline())
+	plt.plot(indicies, rsi_line, color=colors.mainline())
 
 	# Thresholds
-	upper = np.full(data.shape, 70)
-	lower = np.full(data.shape, 30)
+	upper = np.full(rsi_line.shape, 70)
+	lower = np.full(rsi_line.shape, 30)
 
 	plt.fill_between(indicies, upper, lower, color='grey', alpha=0.3)
 	plt.plot(indicies, upper, linestyle='dashed', color=colors.upper())

views/plot.py

@@ -13,14 +13,17 @@ def plot(algorithm):
 	config = json.load(open('config.json', 'r'))
 	prices = get_prices(config['pair'], interval=config['interval'])
 
-	if algorithm not in get_algorithms():
+	if algorithm not in ['price', *get_algorithms()]:
 		return 'Invalid Algorithm', 404
 	import_module(f'plots.{algorithm}').plot(prices)
 
-	ax = plt.gca()
-	ax.tick_params(color=colors.outline(), labelcolor=colors.outline())
-	for spine in ax.spines.values():
-		spine.set_edgecolor(colors.outline())
+	axes = plt.gcf().get_axes()
+	for axis in axes:
+		axis.tick_params(color=colors.outline(), labelcolor=colors.outline())
+		for spine in axis.spines.values():
+			spine.set_edgecolor(colors.outline())
+
+	plt.tight_layout()
 
 	# Save plot into buffer instead of the FS
 	svg_buffer = io.StringIO()