-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathsetup.py
More file actions
101 lines (95 loc) · 3.29 KB
/
setup.py
File metadata and controls
101 lines (95 loc) · 3.29 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
from setuptools import setup, find_packages
setup(
name="autrade",
version="0.1.0",
packages=find_packages(),
install_requires=[
"aiohttp",
"pandas",
"ta",
"python-telegram-bot",
"python-binance",
"matplotlib",
"seaborn"
],
author="Your Name",
author_email="your.email@example.com",
description="""
Automated Trading Bot for Cryptocurrency Markets
Data Sources and Parameters:
1. Market Data (from Binance API):
- OHLCV (Open, High, Low, Close, Volume) data
- Current price and order book data
- Account balance and position information
- Trade history and execution details
2. Technical Indicators:
- RSI (Relative Strength Index): 14-period default
- EMA (Exponential Moving Average): 20 and 50 periods
- Bollinger Bands: 20-period with 2 standard deviations
- ATR (Average True Range): 14-period for volatility
3. Trading Parameters:
- Entry/Exit signals based on:
* RSI levels (30/70 for conservative, 45/55 for moderate)
* EMA crossovers (20/50 period)
* Bollinger Band breakouts
* Candle patterns (Engulfing, Marubozu, Hammer, Shooting Star)
- Risk Management:
* Position sizing based on ATR and account balance
* Take Profit and Stop Loss levels using ATR ratios
* Maximum daily trades limit
* Consecutive losses limit
* Spread monitoring
4. Performance Metrics:
- PnL (Profit and Loss) tracking
- ROI (Return on Investment) calculation
- Win rate statistics
- Trade duration monitoring
- Volume analysis (current vs 10-period average)
5. Additional Features:
- Telegram notifications for trade signals and updates
- CSV logging of all trades with detailed metrics:
* Timestamp and Symbol information
* Trade Details:
- Side (BUY/SELL)
- Entry and Exit prices
- Quantity and Leverage
- PnL and ROI percentages
- Trade duration
- Close reason (TP/SL)
* Account Metrics:
- Balance
- Margin used
- Margin call price
- Take profit and Stop loss levels
* Technical Analysis:
- ATR and Spread
- Signal mode
- RSI, EMA20, EMA50 values
- Bollinger Bands (upper/lower)
- Candle colors (is_green/is_red)
* Volume Analysis:
- Current volume
- 10-period volume average
* Trade Timing:
- Entry and Exit timestamps
* Signal Information:
- Trading signal
- Reason for entry
- 5-minute price change
- BB width
- Trend strength
- Candle pattern
- Entry confidence score
- Real-time position monitoring
- Automated summary reports (hourly/daily)
""",
long_description=open("README.md").read(),
long_description_content_type="text/markdown",
url="https://github.com/yourusername/autrade",
classifiers=[
"Programming Language :: Python :: 3",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
],
python_requires=">=3.7",
)