Merge branch 'master' into algorithms

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:
-		strength = ( rsi[-1] - high ) * ( 1 / low ) 
+		strength = (rsi[-1] - high) * (1 / low)
 		return 'sell', strength
 	elif rsi[-1] < low:
 		strength = 1 - rsi[-1] * (1 / low)

config.json

@@ -1,3 +1 @@
-{
-	"pair": "ETH/USD"
-}
+{}

plot.py

@@ -1,61 +1,23 @@
+import json
 import numpy as np
 import matplotlib.pyplot as plt
 from price import get_prices
-from algorithms.bollinger_bands import algorithm as boillinger_bands
-from algorithms.rsi import algorithm as rsi
-from algorithms.macd import algorithm as macd
+from plots.bollinger_bands import plot as boillinger_bands
+from plots.rsi import plot as rsi
 
-# @TODO split plotting off into another algorithm function. def plot(subplot, prices, data)
+config = json.load(open('config.json', 'r'))
+prices = get_prices(address=config['address'] if 'address' in config else None)
 
-prices = get_prices('ETH/USD', interval=1440)
-
-upper_band, lower_band, middle_band = boillinger_bands(prices)
-rsi_data = rsi(prices)
-macd, signal = macd(prices)
-
-bb_indicies = np.arange(0, upper_band.shape[0])
-rsi_indicies = np.arange(0, rsi_data.shape[0])
-macd_indicies = np.arange(0, macd.shape[0])
-
-## Boillinger Bands
+# RSI
 plt.subplot(221)
+rsi(prices)
 
-bb_sliced_prices = prices[:upper_band.shape[0]]
-plt.fill_between(bb_indicies, upper_band, lower_band, color='grey', alpha=0.3)
-
-# Price/SMA
-plt.plot(bb_indicies, bb_sliced_prices, color='plum')
-plt.plot(bb_indicies, middle_band, color='mediumpurple')
-
-# Buy/Sell Signals
-bb_upper_condition = bb_sliced_prices >= upper_band
-bb_lower_condition = bb_sliced_prices <= lower_band
-
-plt.scatter(bb_indicies[bb_upper_condition], bb_sliced_prices[bb_upper_condition], color='lightcoral')
-plt.scatter(bb_indicies[bb_lower_condition], bb_sliced_prices[bb_lower_condition], color='darkturquoise')
-
-## RSI
+# Boillinger Bands
 plt.subplot(222)
-plt.plot(rsi_indicies, rsi_data, color='plum')
-
-# Thresholds
-rsi_upper = np.full(rsi_data.shape, 70)
-rsi_lower = np.full(rsi_data.shape, 30)
-
-plt.fill_between(rsi_indicies, rsi_upper, rsi_lower, color='grey', alpha=0.3)
-plt.plot(rsi_indicies, rsi_upper, linestyle='dashed', color='lightcoral')
-plt.plot(rsi_indicies, rsi_lower, linestyle='dashed', color='darkturquoise')
+boillinger_bands(prices)
 
-## MACD
+# Prices
 plt.subplot(223)
-
-macd_upper_condition = macd > signal
-macd_lower_condition = macd < signal
-
-plt.scatter(macd_indicies[macd_upper_condition], signal[macd_upper_condition], color='darkturquoise')
-plt.scatter(macd_indicies[macd_lower_condition], signal[macd_lower_condition], color='lightcoral')
-
-plt.plot(signal, color='plum')
-plt.plot(macd, color='mediumpurple')
+plt.plot(np.arange(0, prices.shape[0]), prices)
 
 plt.show()

price.py

@@ -8,4 +8,4 @@ def get_prices(pair, interval=15):
 	current = float(list(ticker['result'].values())[0]['c'][0])
 	prices = [float(point[4]) for point in list(ohlc['result'].values())[0]]
 
-	return np.array([current, *prices])
+	return np.array([*prices, current])

views/plot.py

@@ -1,4 +1,4 @@
-import io
+import io, json
 import matplotlib
 import matplotlib.pyplot as plt
 import plots.colors as colors
@@ -10,7 +10,8 @@
 matplotlib.use('Agg')
 
 def plot(algorithm):
-	prices = get_prices('ETH/USD', interval=1440)
+	config = json.load(open('config.json', 'r'))
+	prices = get_prices(config['pair'], interval=1440)
 
 	if algorithm not in get_algorithms():
 		return 'Invalid Algorithm', 404