Genius Yield’s Trading Strategies Competition - Combined rsi bollinger strategy (incl. optional Fear & Greed Index + extras)

.vscode/settings.json

@@ -0,0 +1,19 @@
+{
+  "cSpell.words": [
+    "addstrategy",
+    "ALTCOINS",
+    "arange",
+    "backtrader",
+    "Bollinger",
+    "Cardano",
+    "cerebro",
+    "Doji",
+    "fgcior",
+    "fgis",
+    "Keltner",
+    "lovelaces",
+    "talipp",
+    "tgens"
+  ],
+  "pylint.args": ["--max-line-length=120", "--disable=missing-module-docstring"]
+}

Dockerfile

@@ -11,15 +11,35 @@ ENV PYTHONUNBUFFERED=1
 
 WORKDIR /app
 
+# Install dependencies
+RUN apt-get update && apt-get install -y \
+    dos2unix \
+    wget \
+    unzip \
+    curl \
+    gnupg \
+    --no-install-recommends
+
+# Install Chrome
+RUN curl -fsSL https://dl-ssl.google.com/linux/linux_signing_key.pub | apt-key add - && \
+    echo "deb [arch=amd64] http://dl.google.com/linux/chrome/deb/ stable main" > /etc/apt/sources.list.d/google-chrome.list && \
+    apt-get update && \
+    apt-get install -y google-chrome-stable && \
+    rm -rf /var/lib/apt/lists/*
+
+# Download ChromeDriver
+RUN CHROME_DRIVER_VERSION=`curl -sS chromedriver.storage.googleapis.com/LATEST_RELEASE` && \
+    wget -O /tmp/chromedriver.zip "https://chromedriver.storage.googleapis.com/${CHROME_DRIVER_VERSION}/chromedriver_linux64.zip" && \
+    unzip /tmp/chromedriver.zip -d /usr/local/bin/ && \
+    rm /tmp/chromedriver.zip
+
 # Create a non-privileged user that the app will run under.
 # See https://docs.docker.com/go/dockerfile-user-best-practices/
 ARG UID=10001
 RUN adduser \
     --disabled-password \
     --gecos "" \
-    --home "/nonexistent" \
     --shell "/sbin/nologin" \
-    --no-create-home \
     --uid "${UID}" \
     appuser
 
@@ -33,15 +53,15 @@ RUN --mount=type=cache,target=/root/.cache/pip \
 
 # Copy the source code into the container.
 COPY *.py .
-COPY strategies/* strategies/
+COPY src/ src/
 COPY bot-api.yaml .
 COPY requirements.txt .
 COPY .flaskenv .
 
 # Copy the bash scripts into the container.
 COPY *.sh .
+RUN dos2unix *.sh
 RUN chmod +x *.sh
-
 RUN /bin/bash -c /app/generate_client.sh
 
 # Expose the port that the application listens on.

Makefile

@@ -22,10 +22,22 @@ start-b:
 	docker compose up -d --build strategy_b
 	docker compose logs -f strategy_b
 
+start-c:
+	docker compose up -d --build strategy_c
+	docker compose logs -f strategy_c
+
+start-fgis:
+	docker compose up -d --build fear_and_greed_index_strategy
+	docker compose logs -f fear_and_greed_index_strategy
+
 start-bb:
 	docker compose up -d --build bollinger_bands_strategy
 	docker compose logs -f bollinger_bands_strategy
 
+start-crbs:
+	docker compose up -d --build combined_rsi_bollinger_strategy
+	docker compose logs -f combined_rsi_bollinger_strategy
+
 server-logs:
 	docker compose logs -f server
 

app.py

@@ -1,22 +1,22 @@
-from client import AuthenticatedClient
-from client.models import ErrorResponse, Settings
-from client.api.settings import get_settings
-from client.types import Response
-from typing import cast, Union
-from flask import Flask, jsonify
-import threading
-import time
+import importlib
+import logging
 import os
 import sys
-import importlib
-import yaml
+import threading
 import time
-from api import Api
-from api import ApiException
 from datetime import datetime
-import logging
+from typing import Union, cast
+
+import yaml
+from client import AuthenticatedClient
+from client.api.settings import get_settings
+from client.models import ErrorResponse, Settings
+from client.types import Response
+from flask import Flask, jsonify
 from flask_wtf.csrf import CSRFProtect
 
+from api import Api, ApiException
+
 # Spin up Flask Application
 app = Flask(__name__)
 
@@ -48,7 +48,7 @@ def health_check():
     return jsonify(status='healthy', message='Service is up and running!')
 
 def load_strategy(strategy_class):
-    module = importlib.import_module(f".{strategy_class}", ".strategies")
+    module = importlib.import_module(f".{strategy_class}", ".src.strategies")
     if hasattr(module, 'init'):
         module.init()
     strategy_class_ref  = getattr(module, strategy_class)

compose.yaml

@@ -14,7 +14,7 @@ services:
         coreProvider:
           maestroToken: <<CORE_MAESTRO_API_KEY>>
           turboSubmit: false
-        networkId: "mainnet" # supported: mainnet ot preprod
+        networkId: "mainnet" # supported: mainnet or preprod
         logging:
           - type: {tag: stderr}
             severity: "Debug" # Options: Debug, Info, Warning or Error
@@ -33,7 +33,7 @@ services:
     environment:
       BACKEND_URL: http://server:8082
       SERVER_API_KEY: ${SERVER_API_KEY}
-      EXECUTION_DELAY: 90 # Time period in seconds to wait between strategy exeuctions
+      EXECUTION_DELAY: 90 # Time period in seconds to wait between strategy executions
       STARTUP_DELAY: 1 # Time period in seconds to wait for the backend to start
       RETRY_DELAY: 20 # Time period in seconds to wait before retrying to reach the backend
       CONFIRMATION_DELAY: 90
@@ -49,7 +49,7 @@ services:
     environment:
       BACKEND_URL: http://server:8082
       SERVER_API_KEY: ${SERVER_API_KEY}
-      EXECUTION_DELAY: 15 # Time period in seconds to wait between strategy exeuctions
+      EXECUTION_DELAY: 15 # Time period in seconds to wait between strategy executions
       STARTUP_DELAY: 1 # Time period in seconds to wait for the backend to start
       RETRY_DELAY: 20 # Time period in seconds to wait before retrying to reach the backend
       CONFIRMATION_DELAY: 90
@@ -59,13 +59,54 @@ services:
         setting_2: 567 ms
     depends_on:
       - server
+  strategy_c:
+    build:
+      context: .
+    environment:
+      BACKEND_URL: http://server:8082
+      SERVER_API_KEY: ${SERVER_API_KEY}
+      EXECUTION_DELAY: 30 # Time period in seconds to wait between strategy executions
+      STARTUP_DELAY: 1 # Time period in seconds to wait for the backend to start
+      RETRY_DELAY: 20 # Time period in seconds to wait before retrying to reach the backend
+      CONFIRMATION_DELAY: 90
+      STRATEGY: strategy_c
+      CONFIG: |
+        ASSET_PAIR: "asset1266q2ewhgul7jh3xqpvjzqarrepfjuler20akr-asset1xdz4yj4ldwlpsz2yjgjtt9evg9uskm8jrzjwhj"
+        START_TIME: "2023-06-15T19:19:56.462Z"
+        END_TIME: "2024-06-15T19:19:56.462Z"
+        BIN_INTERVAL: "1d"
+    depends_on:
+      - server
+  fear_and_greed_index_strategy:
+    build:
+      context: .
+    environment:
+      BACKEND_URL: http://server:8082
+      SERVER_API_KEY: ${SERVER_API_KEY}
+      EXECUTION_DELAY: 60 # Time period in seconds to wait between strategy executions
+      STARTUP_DELAY: 1 # Time period in seconds to wait for the backend to start
+      RETRY_DELAY: 20 # Time period in seconds to wait before retrying to reach the backend
+      CONFIRMATION_DELAY: 90
+      STRATEGY: fear_and_greed_index_strategy
+      CONFIG: |
+        BASE_ASSET: lovelace
+        # GENS for MAINNET:
+        TARGET_ASSET: dda5fdb1002f7389b33e036b6afee82a8189becb6cba852e8b79b4fb.0014df1047454e53
+        # tGENS for PRERPOD:
+        # TARGET_ASSET: c6e65ba7878b2f8ea0ad39287d3e2fd256dc5c4160fc19bdf4c4d87e.7447454e53
+        POSITION_SIZE_LOVELACES: 1000000
+        STD_DEV_MULTIPLIER: 1.5
+        PERIOD: 5
+        FEAR_AND_GREED_INDEX_THRESHOLD: 60
+    depends_on:
+      - server
   bollinger_bands_strategy:
     build:
       context: .
     environment:
       BACKEND_URL: http://server:8082
       SERVER_API_KEY: ${SERVER_API_KEY}
-      EXECUTION_DELAY: 20 # Time period in seconds to wait between strategy exeuctions
+      EXECUTION_DELAY: 20 # Time period in seconds to wait between strategy executions
       STARTUP_DELAY: 1 # Time period in seconds to wait for the backend to start
       RETRY_DELAY: 20 # Time period in seconds to wait before retrying to reach the backend
       CONFIRMATION_DELAY: 90
@@ -81,3 +122,30 @@ services:
         PERIOD: 5
     depends_on:
       - server
+  combined_rsi_bollinger_strategy:
+    build:
+      context: .
+    environment:
+      BACKEND_URL: http://server:8082
+      SERVER_API_KEY: ${SERVER_API_KEY}
+      EXECUTION_DELAY: 60 # Time period in seconds to wait between strategy executions
+      STARTUP_DELAY: 1 # Time period in seconds to wait for the backend to start
+      RETRY_DELAY: 20 # Time period in seconds to wait before retrying to reach the backend
+      CONFIRMATION_DELAY: 90
+      STRATEGY: combined_rsi_bollinger_strategy
+      CONFIG: |
+        BASE_ASSET: lovelace
+        # GENS for MAINNET:
+        TARGET_ASSET: dda5fdb1002f7389b33e036b6afee82a8189becb6cba852e8b79b4fb.0014df1047454e53
+        # tGENS for PRERPOD:
+        # TARGET_ASSET: c6e65ba7878b2f8ea0ad39287d3e2fd256dc5c4160fc19bdf4c4d87e.7447454e53
+        POSITION_SIZE_LOVELACES: 1000000
+        RSI_PERIOD: 10  # Shorter period for quicker signals
+        RSI_OVERBOUGHT: 65  # Lower threshold for overbought
+        RSI_OVERSOLD: 35  # Higher threshold for oversold
+        BB_PERIOD: 20  # Standard period
+        BB_STD_DEV: 1.8  # Tighter bands for volatility
+        USE_FEAR_AND_GREED: true
+        FEAR_AND_GREED_INDEX_THRESHOLD: 60
+    depends_on:
+      - server

requirements.txt

@@ -1,5 +1,9 @@
+backtrader==1.9.78.123
+beautifulsoup4==4.12.3
 flask==3.0
+Flask-WTF==1.2.1
 gunicorn==22.0.0
 openapi-python-client==0.19.1
+selenium==4.21.0
 talipp==2.2.0
-Flask-WTF==1.2.1
+webdriver-manager==4.0.1