japonicus.py

#!/bin/python

from time import sleep
from random import choice, randrange
from subprocess import Popen, PIPE
from threading import Thread
from Settings import getSettings
from evolution_generations import gekko_generations

import datetime
from os import chdir, path, listdir
chdir(path.dirname(path.realpath(__file__)))

from japonicus_options import options, args
import web
import promoterz
from version import VERSION
settings = getSettings()
#from evolution_bayes import gekko_bayesian

gekko_server = None
web_server = None
TITLE ="""\tGEKKO
     ██╗ █████╗ ██████╗  ██████╗ ███╗   ██╗██╗ ██████╗██╗   ██╗███████╗
     ██║██╔══██╗██╔══██╗██╔═══██╗████╗  ██║██║██╔════╝██║   ██║██╔════╝
     ██║███████║██████╔╝██║   ██║██╔██╗ ██║██║██║     ██║   ██║███████╗
██   ██║██╔══██║██╔═══╝ ██║   ██║██║╚██╗██║██║██║     ██║   ██║╚════██║
╚█████╔╝██║  ██║██║     ╚██████╔╝██║ ╚████║██║╚██████╗╚██████╔╝███████║
 ╚════╝ ╚═╝  ╚═╝╚═╝      ╚═════╝ ╚═╝  ╚═══╝╚═╝ ╚═════╝ ╚═════╝ ╚══════╝"""

if options.spawn_gekko:
   if options.genetic_algorithm or options.bayesian_optimization:
        gekko_args = ['node',
                     '--max-old-space-size=8192',
                     settings['Global']['gekkoPath']+'/web/server.js']

        gekko_server = Popen(gekko_args, stdin=PIPE, stdout=PIPE)
        sleep(2)

if options.spawn_web:
   #web_args = ['python', 'web.py']
   #web_server = Popen(web_args, stdin=PIPE, stdout=PIPE)
   print("WEBSERVER MODE")
   APP = web.run_server()
   P = Thread(target=APP.server.run, kwargs={'debug':False, 'host':'0.0.0.0'})
   P.start()

   sleep(2)
else:
   APP = None
   
markzero_time = datetime.datetime.now()

try:
   print(TITLE)
except UnicodeEncodeError:
   print("\nJAPONICUS\n")
   
print('\t' * 8 + 'v%.2f' % VERSION)
print()
print("The profits reported here are the profit beyond market price change;\n"+\
      "\ti.e. shown profit =  <backtest profit> - <market profit in evaluated candlestick period>;")


if options.genetic_algorithm:
   GenerationMethod = 'chromosome' if options.chromosome_mode else 'oldschool'
   if options.indicator_mode:
      EvaluationMode = 'indicator'
      AllIndicators = getSettings()['indicators']
      TargetParameters=  {}
      for K in AllIndicators.keys():
         if type(AllIndicators[K]) != dict:
            TargetParameters[K] = AllIndicators[K]
         elif AllIndicators[K]['active']:
            TargetParameters[K] = AllIndicators[K]
            TargetParameters[K]['active'] = (0,1)
      if not TargetParameters:
         exit("Bad configIndicators!")

   else:
      if options.random_strategy:
         Strategy = ""
         GekkoStrategyFolder = listdir(settings['Global']['gekkoPath']+'/strategies')
         while Strategy+'.js' not in GekkoStrategyFolder:
            if Strategy:
               print("Strategy %s descripted on settings but not found on strat folder."\
                     % Strategy)
            Strategy = choice(list(settings['strategies'].keys()))
            print("> %s" % Strategy)

      elif options.strategy:
         Strategy = options.strategy
      else:
         exit("No strategy specified! Use --strat or go --help")
      EvaluationMode = Strategy
      TargetParameters = getSettings()['strategies'][Strategy]

   for s in range(options.repeater):
      gekko_generations(TargetParameters, GenerationMethod, EvaluationMode, web=APP)

elif options.bayesian_optimization:
   import evolution_bayes
   
   for s in range(options.repeater):
      evolution_bayes.gekko_bayesian(options.strategy)

deltatime = datetime.datetime.now() - markzero_time
print("Run took %i seconds." % deltatime.seconds)

if options.spawn_web:
    print('Statistics info server still runs...')