algorizer/template.py at main · germangar/algorizer · GitHub

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from algorizer import ta
from algorizer import trade
from algorizer import constants as c
from algorizer import stream_c, timeframe_c, generatedSeries_c, marker_c, line_c, candle_c
# from algorizer import pivots_c, pivot_c # only needed if you use ta.pivots
from algorizer import plot, histogram, createMarker, removeMarker, createLine, removeLine


def runCloseCandle( timeframe:timeframe_c, open, high, low, close, volume, top, bottom ):
    '''
    A candle was closed. Execute the strategy logic
    '''
    barindex = timeframe.barindex
    ta.SMA(close, 200).plot()
    ta.RSI(close, 14).plot('subpanel')


def event( stream:stream_c, event:str, param, numparams ):
    '''
    Handle events generated by the framework
    '''
    if event == "tick":
        '''
        A realtime price update was received.
        candle : a cancle_c containing the OHLCV values of the latest price.
        '''
        if not stream.running: # is backtesting
            return

        candle:candle_c = param

        ## Show remaining candle time and open position info on the console status line.
        ## You can remove this if you don't want it.
        candle.updateRemainingTime()
        message = f"{stream.symbol.split(':')[0]} [{candle.remainingTimeStr()}]"
        longpos = trade.getActivePosition(c.LONG)
        if longpos:
            moreMsg = f" long:{longpos.collateral:.1f}({longpos.get_unrealized_pnl_percentage():.1f}%)"
            message += moreMsg
        shortpos = trade.getActivePosition(c.SHORT)
        if shortpos:
            moreMsg = f" short:{shortpos.collateral:.1f}({shortpos.get_unrealized_pnl_percentage():.1f}%)"
            message += moreMsg
        stream.setStatusLineMsg(message)
        return

    elif event == "broker_event":
        '''
        info = {
                "order_type": order_type,                           # c.BUY / c.SELL (1/-1)
                "order_quantity": quantity,                         # Notional. Already scaled by leverage
                "order_quantity_dollars": quantity_dollars,         # Notional. Already scaled by leverage
                "position_type": self.type,                         # c.LONG / c.SHORT (1/-1)
                "position_size": position_size_base,                # Notional. Already scaled by leverage
                "position_size_dollars": position_size_dollars,     # Notional. Already scaled by leverage
                "leverage": leverage,
                "price": price,
                "source": [ 'order', 'liquidation_trigger', 'takeprofit_trigger', 'stoploss_trigger', 'takeprofit_create', 'stoploss_create' ]
            }
        '''
        if not stream.running: # is backtesting
            return

        source = param['source']
        if source == 'takeprofit_create' or source == 'stoploss_create':
            return

        order_type = param['order_type']
        position_size = param['position_size'] * param['position_type']
        leverage = param['leverage']
        order_quantity_dollars = param['order_quantity_dollars'] / leverage # whook by default expects unleveraged collateral in the order

        # Example of an alert for my webhook 'whook': https://github.com/germangar/whook
        account = ""
        url = 'http://localhost:80/whook'
        if position_size == 0:
            message = f"{account} {stream.symbol} close"
        else:
            order = 'buy' if order_type == c.LONG else 'sell'
            message = f"{account} {stream.symbol} {order} {order_quantity_dollars:.4f}$ {leverage}x"
        if url and message:
            import requests
            req = requests.post( url, data=message.encode('utf-8'), headers={'Content-Type': 'text/plain; charset=utf-8'} )
            print( f"Alert sent:  Status: {req.status_code}  Response: {req.text}" )

    elif event == "cli_command":
        '''
        Handle custom console commands.
        '''
        assert( isinstance(param, tuple) and len(param) == numparams)
        cmd, args = param
        # command "chart [timeframe] opens the chart window"
        if cmd == 'chart' or cmd == 'c':
            stream.createWindow( args )


if __name__ == '__main__':

    # configure the strategy before creating the stream
    # the backtest will happen at stream initialization
    trade.strategy.hedged = False
    trade.strategy.currency_mode = 'USD' # 'BASE' for base currency mode
    trade.strategy.order_size = 1000
    trade.strategy.max_position_size = 2000
    trade.strategy.liquidity = 10000
    trade.strategy.leverage_long = 1
    trade.strategy.leverage_short = 1

    stream = stream_c( 'BTC/USDT:USDT', 'binance', ['1h'], [runCloseCandle], event, 25000 )

    stream.registerPanel('subpanel', 1.0, 0.2, background_color="#313131ac" )
    stream.createWindow( '1h' )

    trade.print_summary_stats()
    trade.print_pnl_by_period_summary()

    stream.run()