Merge pull request #619 from Drakkar-Software/dev

master merge

Evaluator/TA/trend_evaluator/__init__.py

@@ -1 +1 @@
-from .trend import DoubleMovingAverageTrendEvaluator, EMADivergenceTrendEvaluator, DeathAndGoldenCrossEvaluator
+from .trend import DoubleMovingAverageTrendEvaluator, EMADivergenceTrendEvaluator, DeathAndGoldenCrossEvaluator, SuperTrendEvaluator

Evaluator/TA/trend_evaluator/config/SuperTrendEvaluator.json

@@ -0,0 +1,4 @@
+{
+	"factor": 3,
+	"length": 10
+}

Evaluator/TA/trend_evaluator/config/SuperTrendEvaluator_schema.json

@@ -0,0 +1,19 @@
+{
+  "type": "object",
+  "title": "SuperTrendEvaluator",
+  "properties": {
+    "factor": {
+      "title": "Factor",
+      "type": "number",
+      "minimum": 0,
+      "default": 3
+    },
+    "length": {
+      "title": "Length",
+      "type": "number",
+      "multipleOf": 1,
+      "minimum": 1,
+      "default": 10
+    }
+  }
+}

Evaluator/TA/trend_evaluator/metadata.json

@@ -1,6 +1,6 @@
 {
   "version": "1.2.0",
   "origin_package": "OctoBot-Default-Tentacles",
-  "tentacles": ["DoubleMovingAverageTrendEvaluator", "EMADivergenceTrendEvaluator", "DeathAndGoldenCrossEvaluator"],
+  "tentacles": ["DoubleMovingAverageTrendEvaluator", "EMADivergenceTrendEvaluator", "DeathAndGoldenCrossEvaluator", "SuperTrendEvaluator"],
   "tentacles-requirements": []
 }

Evaluator/TA/trend_evaluator/resources/SuperTrendEvaluator.md

@@ -0,0 +1,2 @@
+SuperTrendEvaluator is a trend-following indicator based on Average True Range [ATR](https://www.tradingview.com/scripts/averagetruerange/). The calculation of its single line combines trend detection and volatility. It can be used to detect changes in trend direction and to position stops.
+Evaluates -1 if it's a uptrend else 1 if it's a downtrend.

Evaluator/TA/trend_evaluator/trend.py

@@ -27,6 +27,80 @@
 import tentacles.Evaluator.Util as EvaluatorUtil
 
 
+class SuperTrendEvaluator(evaluators.TAEvaluator):
+    FACTOR = "factor"
+    LENGTH = "length"
+    PREV_UPPER_BAND = "prev_upper_band"
+    PREV_LOWER_BAND = "prev_lower_band"
+    PREV_SUPERTREND = "prev_supertrend"
+    PREV_ATR = "prev_atr"
+
+    def __init__(self, tentacles_setup_config):
+        super().__init__(tentacles_setup_config)
+        self.config = tentacles_manager_api.get_tentacle_config(tentacles_setup_config, self.__class__)
+        self.factor = self.config.get(self.FACTOR, 3)
+        self.length = self.config.get(self.LENGTH, 10)
+        self.eval_note = commons_constants.START_PENDING_EVAL_NOTE
+        self.previous_value = {}
+
+    async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency: str,
+                             symbol: str, time_frame, candle, inc_in_construction_data):
+        exchange_symbol_data = self.get_exchange_symbol_data(exchange, exchange_id, symbol)
+        high = trading_api.get_symbol_high_candles(exchange_symbol_data, time_frame,
+                                                   include_in_construction=inc_in_construction_data)
+        low = trading_api.get_symbol_low_candles(exchange_symbol_data, time_frame,
+                                                 include_in_construction=inc_in_construction_data)
+        close = trading_api.get_symbol_close_candles(exchange_symbol_data, time_frame,
+                                                     include_in_construction=inc_in_construction_data)
+        self.eval_note = commons_constants.START_PENDING_EVAL_NOTE
+        if len(close) > self.length:
+            await self.evaluate(cryptocurrency, symbol, time_frame, candle, high, low, close)
+        await self.evaluation_completed(cryptocurrency, symbol, time_frame,
+                                        eval_time=evaluators_util.get_eval_time(full_candle=candle,
+                                                                                time_frame=time_frame))
+
+    async def evaluate(self, cryptocurrency, symbol, time_frame, candle, high, low, close):
+        hl2 = EvaluatorUtil.CandlesUtil.HL2(high, low)[-1]
+        atr = tulipy.atr(high, low, close, self.length)[-1]
+
+        previous_value = self.get_previous_value(symbol, time_frame)
+
+        upper_band = hl2 + self.factor * atr
+        lower_band = hl2 - self.factor * atr
+        prev_upper_band = previous_value.get(self.PREV_UPPER_BAND, 0)
+        prev_lower_band = previous_value.get(self.PREV_LOWER_BAND, 0)
+
+        lower_band = lower_band if (lower_band > prev_lower_band or close[-2] < prev_lower_band) else prev_lower_band
+        upper_band = upper_band if (upper_band < prev_upper_band or close[-2] > prev_upper_band) else prev_upper_band
+
+        prev_super_trend = previous_value.get(self.PREV_SUPERTREND, 0)
+
+        if previous_value.get(self.PREV_ATR, None) is None:
+            self.eval_note = -1
+        elif prev_super_trend == prev_upper_band:
+            self.eval_note = 1 if close[-1] > upper_band else -1
+        else:
+            self.eval_note = -1 if close[-1] < lower_band else 1
+
+        previous_value[self.PREV_ATR] = atr
+        previous_value[self.PREV_UPPER_BAND] = upper_band
+        previous_value[self.PREV_LOWER_BAND] = lower_band
+        previous_value[self.PREV_SUPERTREND] = lower_band if self.eval_note == 1 else upper_band
+        return
+
+    def get_previous_value(self, symbol, time_frame):
+        try:
+            previous_symbol_value = self.previous_value[symbol]
+        except KeyError:
+            self.previous_value[symbol] = {}
+            previous_symbol_value = self.previous_value[symbol]
+        try:
+            return previous_symbol_value[time_frame]
+        except KeyError:
+            previous_symbol_value[time_frame] = {}
+            return previous_symbol_value[time_frame]
+
+
 class DeathAndGoldenCrossEvaluator(evaluators.TAEvaluator):
     FAST_LENGTH = "fast_length"
     SLOW_LENGTH = "slow_length"
@@ -46,24 +120,19 @@ async def ohlcv_callback(self, exchange: str, exchange_id: str,
                              cryptocurrency: str, symbol: str, time_frame, candle, inc_in_construction_data):
 
         close = trading_api.get_symbol_close_candles(self.get_exchange_symbol_data(exchange, exchange_id, symbol),
-                                                           time_frame,
-                                                           include_in_construction=inc_in_construction_data)
+                                                     time_frame,
+                                                     include_in_construction=inc_in_construction_data)
         volume = trading_api.get_symbol_volume_candles(self.get_exchange_symbol_data(exchange, exchange_id, symbol),
-                                                            time_frame,
-                                                           include_in_construction=inc_in_construction_data)
+                                                       time_frame,
+                                                       include_in_construction=inc_in_construction_data)
         self.eval_note = commons_constants.START_PENDING_EVAL_NOTE
         if len(close) > self.slow_length:
             await self.evaluate(cryptocurrency, symbol, time_frame, candle, close, volume)
         await self.evaluation_completed(cryptocurrency, symbol, time_frame,
                                         eval_time=evaluators_util.get_eval_time(full_candle=candle,
                                                                                 time_frame=time_frame))
 
-
     async def evaluate(self, cryptocurrency, symbol, time_frame, candle, candle_data, volume_data):
-
-        ma1 = None
-        ma2 = None
-
         if self.fast_ma_type == "vwma":
             ma1 = tulipy.vwma(candle_data, volume_data, self.fast_length)[-1]
         elif self.fast_ma_type == "lsma":
@@ -84,7 +153,6 @@ async def evaluate(self, cryptocurrency, symbol, time_frame, candle, candle_data
             self.eval_note = 1
 
 
-
 # evaluates position of the current (2 unit) average trend relatively to the 5 units average and 10 units average trend
 class DoubleMovingAverageTrendEvaluator(evaluators.TAEvaluator):
 

Services/Interfaces/web_interface/__init__.py

@@ -20,11 +20,13 @@
 import abc
 import flask
 import os.path
+from flask_caching import Cache
 
 import tentacles.Services.Interfaces.web_interface.api as api
 import octobot_commons.logging as bot_logging
 
 server_instance = flask.Flask(__name__)
+cache = Cache(config={"CACHE_TYPE": "SimpleCache"})
 
 
 class Notifier:
@@ -47,8 +49,9 @@ def register_notifier(notification_key, notifier):
 DATA_COLLECTOR_NOTIFICATION_KEY = "data_collector_notifications"
 DASHBOARD_NOTIFICATION_KEY = "dashboard_notifications"
 
-# Override system configuration content types
 import tentacles.Services.Interfaces.web_interface.flask_util as flask_util
+
+# Override system configuration content types
 flask_util.init_content_types()
 server_instance.json_encoder = flask_util.Jsonifier
 
@@ -128,9 +131,11 @@ def send_general_notifications(**kwargs):
 def send_backtesting_status(**kwargs):
     _send_notification(BACKTESTING_NOTIFICATION_KEY, **kwargs)
 
+
 def send_data_collector_status(**kwargs):
     _send_notification(DATA_COLLECTOR_NOTIFICATION_KEY, **kwargs)
 
+
 def send_new_trade(dict_new_trade, is_simulated):
     if is_simulated:
         _send_notification(DASHBOARD_NOTIFICATION_KEY, simulated_trades=[dict_new_trade])
@@ -173,4 +178,3 @@ def get_errors_count():
 
 def flush_errors_count():
     bot_logging.reset_errors_count()
-

Services/Interfaces/web_interface/advanced_templates/advanced_layout.html

@@ -37,7 +37,7 @@
 
         <!-- Editable -->
         <link rel="stylesheet" href="{{ url_for('static', filename='css/bootstrap-editable.css', u=LAST_UPDATED_STATIC_FILES) }}">
-        <link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/select2/4.0.13/css/select2.min.css" integrity="sha384-KZO2FRYNmIHerhfYMjCIUaJeGBRXP7CN24SiNSG+wdDzgwvxWbl16wMVtWiJTcMt" crossorigin="anonymous"/>
+        <link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/select2@4.1.0-rc.0/dist/css/select2.min.css" integrity="sha384-OXVF05DQEe311p6ohU11NwlnX08FzMCsyoXzGOaL+83dKAb3qS17yZJxESl8YrJQ" crossorigin="anonymous">
 
         <!-- Own -->
         <link rel="stylesheet" href="{{ url_for('static', filename='css/style.css', u=LAST_UPDATED_STATIC_FILES) }}">
@@ -60,7 +60,7 @@
 
         <script src="https://cdn.datatables.net/1.10.22/js/jquery.dataTables.min.js" integrity="sha384-XnTxmviuqUy3cHBf+lkYWuTSDlhxCDxd9RgSo5zvzsCq93P9xNa6eENuAITCwxNh" crossorigin="anonymous"></script>
         <script src="https://cdn.jsdelivr.net/npm/[email protected]/dist/js/bootstrap-select.min.js" integrity="sha384-SfMwgGnc3UiUUZF50PsPetXLqH2HSl/FmkMW/Ja3N2WaJ/fHLbCHPUsXzzrM6aet"  crossorigin="anonymous"></script>
-        <script src="https://cdnjs.cloudflare.com/ajax/libs/select2/4.0.13/js/select2.min.js" integrity="sha384-JnbsSLBmv2/R0fUmF2XYIcAEMPHEAO51Gitn9IjL4l89uFTIgtLF1+jqIqqd9FSk" crossorigin="anonymous"></script>
+        <script src="https://cdn.jsdelivr.net/npm/select2@4.1.0-rc.0/dist/js/select2.min.js" integrity="sha384-d3UHjPdzJkZuk5H3qKYMLRyWLAQBJbby2yr2Q58hXXtAGF8RSNO9jpLDlKKPv5v3" crossorigin="anonymous"></script>
 
         <script src="{{ url_for('static', filename='js/lib/bootstrap-editable.min.js', u=LAST_UPDATED_STATIC_FILES) }}"></script>
         <script src="{{ url_for('static', filename='js/common/cst.js', u=LAST_UPDATED_STATIC_FILES) }}"></script>

Services/Interfaces/web_interface/advanced_templates/advanced_matrix.html

@@ -8,8 +8,29 @@ <h1>
         </h1>
     </div>
     <div class="card-body">
+        <div class="container-fluid row mx-0">
+            <div class="col-md-3 mb-3">
+                Evaluators :
+                <select class="mx-0 selectpicker" id="evaluatorsSelect" data-width="50%" data-window-padding="25" multiple>
+                </select>
+            </div>
+            <div class="col-md-3 mb-3">
+                Timeframes :
+                <select class="mx-0 selectpicker" id="timeframesSelect" data-width="50%" data-window-padding="25" multiple>
+                </select>
+            </div>
+            <div class="col-md-3 mb-3">
+                Symbols :
+                <select class="mx-0 selectpicker" id="symbolsSelect" data-width="50%" data-window-padding="25" multiple>
+                </select>
+            </div>
+            <div class="col-md-3 mb-3">
+                Exchanges :
+                <select class="mx-0 selectpicker" id="exchangesSelect" data-width="50%" data-window-padding="25" multiple>
+                </select>
+            </div>
+        </div>
         <table class="table table-striped table-bordered table-sm table-hover table-responsive-lg" id="matrixDataTable">
-          <caption>Select data file(s) to use</caption>
           <thead>
             <tr>
                 <th scope="col">Evaluator</th>
@@ -53,5 +74,5 @@ <h1>
 {% endblock %}
 
 {% block additional_scripts %}
-<script>$('#matrixDataTable').DataTable();</script>
+<script src="{{ url_for('static', filename='js/components/advanced_matrix.js', u=LAST_UPDATED_STATIC_FILES) }}"></script>
 {% endblock additional_scripts %}

Services/Interfaces/web_interface/api/__init__.py

@@ -18,12 +18,18 @@
 
 api = flask.Blueprint('api', __name__, url_prefix='/api', template_folder="")
 
+from tentacles.Services.Interfaces.web_interface.api import config
 from tentacles.Services.Interfaces.web_interface.api import exchanges
 from tentacles.Services.Interfaces.web_interface.api import metadata
 from tentacles.Services.Interfaces.web_interface.api import trading
 from tentacles.Services.Interfaces.web_interface.api import user_commands
 
 
+from tentacles.Services.Interfaces.web_interface.api.config import (
+    get_config_currency,
+    set_config_currency,
+    change_reference_market_on_config_currencies,
+)
 from tentacles.Services.Interfaces.web_interface.api.exchanges import (
     is_compatible_account,
 )
@@ -42,7 +48,6 @@
     user_command,
 )
 
-
 __all__ = [
     "is_compatible_account",
     "version",
@@ -53,4 +58,7 @@
     "refresh_portfolio",
     "currency_list",
     "user_command",
+    "get_config_currency",
+    "set_config_currency",
+    "change_reference_market_on_config_currencies",
 ]

Services/Interfaces/web_interface/api/config.py

@@ -0,0 +1,47 @@
+#  Drakkar-Software OctoBot-Interfaces
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+
+import flask
+
+import octobot_services.interfaces.util as interfaces_util
+import tentacles.Services.Interfaces.web_interface.api as api
+import tentacles.Services.Interfaces.web_interface.login as login
+import tentacles.Services.Interfaces.web_interface.models as models
+import tentacles.Services.Interfaces.web_interface.util as util
+
+
+@api.api.route('/get_config_currency', methods=["GET"])
+@login.login_required_when_activated
+def get_config_currency():
+    return flask.jsonify(models.format_config_symbols(interfaces_util.get_edited_config()))
+
+
+@api.api.route('/set_config_currency', methods=["POST"])
+@login.login_required_when_activated
+def set_config_currency():
+    request_data = flask.request.get_json()
+    success, reply = models.update_config_currencies(request_data["currencies"],
+                        replace=(request_data.get("action", "update") == "replace"))
+    return util.get_rest_reply(flask.jsonify(reply)) if success else util.get_rest_reply(reply, 500)
+
+
+@api.api.route('/change_reference_market_on_config_currencies', methods=["POST"])
+@login.login_required_when_activated
+def change_reference_market_on_config_currencies():
+    request_data = flask.request.get_json()
+    success, reply = models.change_reference_market_on_config_currencies(request_data["old_base_currency"],
+                                                                         request_data["new_base_currency"])
+    return util.get_rest_reply(flask.jsonify(reply)) if success else util.get_rest_reply(reply, 500)

Services/Interfaces/web_interface/constants.py

@@ -16,7 +16,8 @@
 
 
 # utility URLs
-CURRENCIES_LIST_URL = "https://api.coingecko.com/api/v3/coins/list"
+# top 250 sorted currencies (expects a page id at the end)
+CURRENCIES_LIST_URL = "https://api.coingecko.com/api/v3/coins/markets?vs_currency=usd&order=market_cap_desc&per_page=250&page="
 
 # config keys
 CONFIG_WATCHED_SYMBOLS = "watched_symbols"

Services/Interfaces/web_interface/flask_util/content_types_management.py

@@ -1,3 +1,19 @@
+#  Drakkar-Software OctoBot-Interfaces
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+
 import mimetypes
 
 

Services/Interfaces/web_interface/models/__init__.py

@@ -93,6 +93,8 @@
     REQUIREMENTS_KEY,
     SYMBOL_KEY,
     ID_KEY,
+    change_reference_market_on_config_currencies,
+    update_config_currencies,
 )
 from tentacles.Services.Interfaces.web_interface.models.dashboard import (
     parse_get_symbol,
@@ -258,4 +260,6 @@
     "get_symbols_values",
     "get_full_candle_history_exchange_list",
     "get_other_history_exchange_list",
+    "change_reference_market_on_config_currencies",
+    "update_config_currencies",
 ]