Merge pull request #87 from auto-trading-temp-name/master

Master to algo

.github/workflows/docker.yml

@@ -4,7 +4,6 @@ on:
   push:
     branches:
       - 'master'
-      - 'transaction-service'
 
 jobs:
   docker:

src/app.py

@@ -16,4 +16,4 @@
 app.add_url_rule('/signals', view_func=signals.signals)
 
 if __name__ == '__main__':
-	app.run()
+	app.run(debug=True)

src/backtest_module.py

@@ -14,6 +14,7 @@ def backtest(algorithm: str,
 	transactions = []
 	start_balance = balance
 	shares = 0
+	price = 0
 
 	for index, price in enumerate(prices, 1):
 		signal, strength = algorithm_output(algorithm, prices[0:index], backtest=True)

src/price.py

@@ -12,16 +12,16 @@
 price_collector_interval = 5
 supported_intervals = [5, 15, 30, 60, 240, 1440, 10080]
 
-default_coin = 'WETH'
-supported_coins = ['WETH']
+default_pair = 'USDC-WETH'
+supported_pairs = ['USDC-WETH']
 
 def is_supported_interval(interval: int) -> bool:
 	global supported_intervals
 	return interval in supported_intervals
 
-def is_supported_coin(coin: str) -> bool:
-	global supported_coins
-	return coin in supported_coins
+def is_supported_pair(pair: str) -> bool:
+	global supported_pairs
+	return pair in supported_pairs
 
 def get_using_interval() -> int:
 	if has_request_context():
@@ -30,12 +30,12 @@ def get_using_interval() -> int:
 			return interval
 	return default_interval
 
-def get_using_coin() -> str:
+def get_using_pair() -> str:
 	if has_request_context():
-		coin = request.args.get('coin')
-		if is_supported_coin(coin):
-			return coin
-	return default_coin
+		pair = request.args.get('pair')
+		if is_supported_pair(pair):
+			return pair
+	return default_pair
 
 def get_prices(interval, pair):
 	if not interval or not pair:
@@ -44,7 +44,7 @@ def get_prices(interval, pair):
 	if not is_supported_interval(interval):
 		raise Exception(f'Unsupported Interval: {interval}')
 
-	if not is_supported_coin(pair):
+	if not is_supported_pair(pair):
 		raise Exception(f'Unsupported Pair: {pair}')
 
 	slicing_ratio = int(interval / price_collector_interval)

src/views/backtest.py

@@ -3,7 +3,7 @@
 from ipaddress import ip_address
 from utils import get_algorithms
 from flask import request
-from price import get_prices, get_using_coin, get_using_interval
+from price import get_prices, get_using_pair, get_using_interval
 
 mpl.use('Agg')
 
@@ -15,7 +15,7 @@ def backtest_view(algorithm_name: str):
 	visualize = request.args.get('plot', type=bool, default=False)
 
 	try:
-		prices, timestamps = get_prices(interval, get_using_coin())
+		prices, timestamps = get_prices(interval, get_using_pair())
 	except Exception as error:
 		return str(error), 400
 

src/views/plot.py

@@ -1,4 +1,4 @@
-from price import get_prices, get_using_coin, get_using_interval, is_supported_interval
+from price import get_prices, get_using_pair, get_using_interval
 import matplotlib.pyplot as plt
 import matplotlib as mpl
 import numpy as np
@@ -15,7 +15,7 @@
 
 def plot(algorithm_name: str):
 	interval = get_using_interval()
-	pair = get_using_coin()
+	pair = get_using_pair()
 	interactive = request.args.get('interactive', type=bool, default=False)
 
 	if algorithm_name not in ['price', *get_algorithms()]:

src/views/signals.py

@@ -13,21 +13,19 @@ def signals():
 	if not ip_address(request.remote_addr).is_private:
 		return 'Forbidden', 403
 
-	# require explicit interval and coin instead of using get_using_x()
+	# require explicit interval and pair instead of using get_using_x()
 	interval = request.args.get('interval', type=int)
-	coin = request.args.get('coin', type=str)
+	pair = request.args.get('pair', type=str)
 
 	try:
-		prices, _ = get_prices(interval=interval, pair=coin)
+		prices, _ = get_prices(interval=interval, pair=pair)
 	except Exception as error:
 		return str(error), 400
 
-	# Convert list of algorithms into {name: signal}
 	algorithms = get_algorithms()
-
 	base = dict(map(lambda x: algorithm_output(*x), zip(algorithms, [prices] * len(algorithms))))
 
-	signals = {k: v[0] for (k, v) in base.items()}
-	# strengths = {k: v[1] for (k, v) in base.items()}
+	# @TODO replace amount with user specified max instead of 10
+	signals = [{'algorithm': k, 'signal': v[0], 'amount': v[1] * 10} for (k, v) in base.items()]
 
 	return signals