├── .gitignore ├── ATTRIBUTIONS.md ├── LICENSE ├── Makefile ├── README.md ├── algos └── old_algo.py ├── assets └── kloudtrader.png ├── back.ipynb ├── back.py ├── backtest.md ├── backtest └── 1.py ├── changelog.md ├── libkloudtrader ├── __init__.py ├── alert_me.py ├── algorithm.py ├── analysis.py ├── archive.py ├── backtest.py ├── crypto.py ├── crypto_operations.py ├── enumerables.py ├── exceptions.py ├── logs.py ├── options.py ├── processing.py ├── stocks.py └── test │ ├── backtest.py │ ├── parts.py │ └── performance.py ├── live.py ├── pypi.md ├── requirements.txt ├── setup.py ├── tests ├── Tests.md ├── __init__.py ├── test_alert_me.py ├── test_analysis.py ├── test_crypto.py ├── test_options.py └── test_stocks.py └── tox.ini /.gitignore: -------------------------------------------------------------------------------- 1 | #editor config 2 | .vscode/ 3 | .DS_Store 4 | # Created by https://www.gitignore.io/api/python 5 | 6 | ### Python ### 7 | # Byte-compiled / optimized / DLL files 8 | __pycache__/ 9 | *.py[cod] 10 | *$py.class 11 | 12 | # C extensions 13 | *.so 14 | 15 | # Distribution / packaging 16 | .Python 17 | build/ 18 | develop-eggs/ 19 | dist/ 20 | downloads/ 21 | eggs/ 22 | .eggs/ 23 | lib/ 24 | lib64/ 25 | parts/ 26 | sdist/ 27 | var/ 28 | wheels/ 29 | *.egg-info/ 30 | .installed.cfg 31 | *.egg 32 | MANIFEST 33 | Pipfile 34 | Pipfile.lock 35 | 36 | # PyInstaller 37 | # Usually these files are written by a python script from a template 38 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 39 | *.manifest 40 | *.spec 41 | 42 | # Installer logs 43 | pip-log.txt 44 | pip-delete-this-directory.txt 45 | 46 | # Unit test / coverage reports 47 | htmlcov/ 48 | .tox/ 49 | .nox/ 50 | .coverage 51 | .coverage.* 52 | .cache 53 | nosetests.xml 54 | coverage.xml 55 | *.cover 56 | .hypothesis/ 57 | .pytest_cache/ 58 | 59 | # Translations 60 | *.mo 61 | *.pot 62 | 63 | # Django stuff: 64 | *.log 65 | local_settings.py 66 | db.sqlite3 67 | 68 | # Flask stuff: 69 | instance/ 70 | .webassets-cache 71 | 72 | # Scrapy stuff: 73 | .scrapy 74 | 75 | # Sphinx documentation 76 | docs/_build/ 77 | 78 | # PyBuilder 79 | target/ 80 | 81 | # Jupyter Notebook 82 | .ipynb_checkpoints 83 | 84 | # IPython 85 | profile_default/ 86 | ipython_config.py 87 | 88 | # pyenv 89 | .python-version 90 | 91 | # celery beat schedule file 92 | celerybeat-schedule 93 | 94 | # SageMath parsed files 95 | *.sage.py 96 | 97 | # Environments 98 | .env 99 | .venv 100 | env/ 101 | venv/ 102 | ENV/ 103 | env.bak/ 104 | venv.bak/ 105 | 106 | # Spyder project settings 107 | .spyderproject 108 | .spyproject 109 | 110 | # Rope project settings 111 | .ropeproject 112 | 113 | # mkdocs documentation 114 | /site 115 | 116 | # mypy 117 | .mypy_cache/ 118 | .dmypy.json 119 | dmypy.json 120 | 121 | ### Python Patch ### 122 | .venv/ 123 | 124 | ### Python.VirtualEnv Stack ### 125 | # Virtualenv 126 | # http://iamzed.com/2009/05/07/a-primer-on-virtualenv/ 127 | [Bb]in 128 | [Ii]nclude 129 | [Ll]ib 130 | [Ll]ib64 131 | [Ll]ocal 132 | [Ss]cripts 133 | pyvenv.cfg 134 | pip-selfcheck.json 135 | 136 | #misc 137 | .vscode/ 138 | .DS_Store 139 | __pycache__/ 140 | .pytest_cache/ 141 | libkloudtrader/.mypy_cache 142 | .mypy_cache 143 | algo.py 144 | env.sh 145 | 146 | 147 | # End of https://www.gitignore.io/api/python 148 | 149 | 150 | -------------------------------------------------------------------------------- /ATTRIBUTIONS.md: -------------------------------------------------------------------------------- 1 | Attributions 2 | 3 | ### libkloudtrader uses the following libraries and packages: 4 | 1. [pandas](https://pandas.pydata.org/) 5 | 2. [boto3](https://boto3.amazonaws.com/v1/documentation/api/latest/index.html) 6 | 3. [requests](https://www.google.com/search?q=requests+python&rlz=1C5CHFA_enIN830IN830&oq=requests+python&aqs=chrome..69i57j69i60j69i61j0l3.7788j1j4&sourceid=chrome&ie=UTF-8) 7 | 4. [numpy](http://www.numpy.org/) 8 | 5. [empyrical](http://quantopian.github.io/empyrical/) 9 | 10 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | Apache License 2 | Version 2.0, January 2004 3 | http://www.apache.org/licenses/ 4 | 5 | TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 6 | 7 | 1. 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IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. 210 | -------------------------------------------------------------------------------- /Makefile: -------------------------------------------------------------------------------- 1 | install: 2 | pipenv install --dev 3 | 4 | lint: 5 | pipenv run pylint libkloudtrader 6 | 7 | format: 8 | pipenv run yapf -i --recursive libkloudtrader 9 | 10 | test: 11 | pipenv run pytest -s -v tests/ 12 | 13 | git: 14 | pipenv run yapf -i --recursive libkloudtrader 15 | git add -A 16 | git commit -m "$(message)" 17 | git push 18 | 19 | safe: 20 | pipenv run safety check 21 | 22 | typecheck: 23 | pipenv run pyre --source-directory libkloudtrader check 24 | 25 | run: 26 | pipenv run python algo.py 27 | 28 | tox: 29 | pipenv run tox 30 | 31 | algo: 32 | pipenv run python algo.py 33 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | 2 | 3 | # LibKloudTrader 4 | 5 | 6 | 7 | 8 | ![](https://img.shields.io/github/license/KloudTrader/libkloudtrader.svg) 9 | ![](https://img.shields.io/twitter/follow/KloudTrader.svg?label=Follow&style=social) 10 | ![](https://img.shields.io/badge/Linkedin-follow-blue.svg) 11 | ![](https://img.shields.io/badge/python-3.5%20%7C%203.6%20%7C%203.7-green.svg) 12 | ![](https://img.shields.io/badge/Chat-Slack-red.svg) 13 | ![](https://img.shields.io/badge/Follow-medium-orange.svg) 14 | 15 | KloudTrader's in-house trading framework optimized for computational finance and algortihmic trading. 📈📊📉 16 | 17 | Connect your trading models and conquer the markets. 18 | 19 | 20 | 21 | What does LibKLoudTrader offer? 22 | 23 | 1. Extremely simple to use trading APIs for U.S. Equity market. 24 | 25 | 2. All sorts of data: live market feed, historical price data, company information and much more. 26 | 27 | 3. Customized alert APIs for both sms and email. 28 | 29 | 4. A Wide range of functions for financial, technical, portfolio and risk analsyis. 30 | 31 | 5. Papertrading with virtual money upto $1 million. (Coming Soon) 32 | 33 | 6. Multi Crypto-Currency Trading and Data APIs. (Coming Soon) 34 | 35 | 7. Managed deployment of your trading algorithm on [Narwhal](https://kloudtrader.com/narwhal) without the hassle of dev-ops and tech support. 36 | 37 | 38 | 39 | Documentation for LibKloudTrader can be found here: https://docs.kloudtrader.com/ 40 | 41 | 42 | 43 | For questions, feedback and contributions: 44 | 45 | 1. [KloudTrader Community on slack](https://kloudtradercommunity.slack.com/messages/CDM1PKS81/) 46 | 47 | 2. [Github Issues](https://github.com/KloudTrader/libkloudtrader/issues) 48 | 49 | 50 | 51 | Note: This is a python client. More clients (R, Julia, Golang, C#, etc) coming soon. 52 | 53 | 54 | 55 | Notes for docs: 56 | Remove close_prices, open_prices, etc -------------------------------------------------------------------------------- /algos/old_algo.py: -------------------------------------------------------------------------------- 1 | import json 2 | 3 | import numpy as np 4 | import pandas as pd 5 | import requests 6 | 7 | from libkloudtrader.equities.data import ( 8 | ACCESS_TOKEN, 9 | STREAMING_API_URL, 10 | create_session, 11 | get_headers, 12 | ) 13 | from libkloudtrader.alert_me import sms_and_email 14 | from streamz import Stream 15 | 16 | 17 | def df_empty(columns, dtypes, index=None): 18 | assert len(columns) == len(dtypes) 19 | df = pd.DataFrame(index=index) 20 | for c, d in zip(columns, dtypes): 21 | df[c] = pd.Series(dtype=d) 22 | return df 23 | 24 | 25 | def get_quotes(symbol, sessionid): 26 | # gets market events 27 | payload = {"sessionid": sessionid, "symbols": str(symbol.upper())} 28 | r = requests.post( 29 | STREAMING_API_URL + "/v1/markets/events", 30 | params=payload, 31 | headers=get_headers(ACCESS_TOKEN), 32 | stream=True, 33 | ) 34 | print("Starting...") 35 | try: 36 | for data in r.iter_content(chunk_size=None, decode_unicode=True): 37 | # print(data) 38 | lines = data.decode("utf-8").replace("}{", "}\n{").split("\n") 39 | for line in lines: 40 | quotes = json.loads(line) 41 | # print(quotes) 42 | if quotes["type"] == "quote": 43 | # row = pd.DataFrame({"quote": float(quotes["ask"])}, index=[0]) 44 | stream.emit(quotes["ask"]) 45 | on_tick() 46 | except: 47 | raise Exception("Did not receive any data. Status Code: %d" % 48 | r.status_code) 49 | 50 | 51 | # price_table = pd.DataFrame(columns=["date", "quote"], index=[0]) 52 | # price_table = df_empty(columns=["date", "quote"], dtypes=[np.datetime64, np.float64]) 53 | price_table = pd.DataFrame(columns=["quote"]) 54 | # price_table.index = pd.to_datetime(price_table.index) 55 | # import pdb; pdb.set_trace() 56 | # print(price_table) 57 | stream = Stream() 58 | # price_stream = DataFrame(stream, example=price_table) 59 | 60 | 61 | def on_tick(): 62 | 63 | # print(quote["askdate"], quote["ask"]) 64 | # row = row.set_index(pd.DatetimeIndex(row["date"])) 65 | # price_table = price_table.set_index(pd.DatetimeIndex(price_table["date"])) 66 | # print(row) 67 | # print(price_stream) 68 | # stream.sink(print) 69 | # rows = price_stream.window(n=5).mean() 70 | # rows.stream.sink(print) 71 | # short_mavg = price_stream.quotu.sliding_window(n=2).mean() 72 | # long_mavg = price_stream.quote.sliding_window(n=5).mean() 73 | short_mavg = stream.sliding_window(n=2) 74 | long_mavg = stream.sliding_window(n=5) 75 | prices = short_mavg.zip(long_mavg).sink(crossover_condition) 76 | # import pdb; pdb.set_trace() 77 | # short_mavg.zip(long_mavg).stream.sink(print) 78 | 79 | 80 | def crossover_condition(price): 81 | short_mavg = np.mean(list(price[0])) 82 | long_mavg = np.mean(list(price[1])) 83 | print("short:", short_mavg) 84 | print("long:", long_mavg) 85 | # pass 86 | if (long_mavg - short_mavg) > 5: 87 | alert = "buy! SMA: {}, LMA: {}".format(short_mavg, long_mavg) 88 | print(alert) 89 | sms_and_email("+919871766213", "chetan@kloudtrader.com", alert) 90 | elif (short_mavg - long_mavg) > 3: 91 | alert = "sell! SMA: {}, LMA: {}".format(short_mavg, long_mavg) 92 | print(alert) 93 | sms_and_email("+919871766213", "chetan@kloudtrader.com", alert) 94 | 95 | 96 | get_quotes("AAPL", create_session(ACCESS_TOKEN)) 97 | -------------------------------------------------------------------------------- /assets/kloudtrader.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/NarrationBox/libkloudtrader/015e2779f80ba2de93be9fa6fd751412a9d5f492/assets/kloudtrader.png -------------------------------------------------------------------------------- /back.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "code", 5 | "execution_count": 5, 6 | "metadata": {}, 7 | "outputs": [ 8 | { 9 | "name": "stderr", 10 | "output_type": "stream", 11 | "text": [ 12 | "Tuesday, October 01, 2019 03:17:53 PM IST INFO: Starting Backtest for ba from 2019-09-24 09:30:00 to 2019-09-24 15:30:00 with initial capital = 100000\n", 13 | "Tuesday, October 01, 2019 03:17:56 PM IST INFO: Received Signals from ba\n" 14 | ] 15 | } 16 | ], 17 | "source": [ 18 | "from libkloudtrader.algorithm import *\n", 19 | "import libkloudtrader.analysis as analysis\n", 20 | "import pandas as pd\n", 21 | "import numpy as np\n", 22 | "\n", 23 | "\n", 24 | "\n", 25 | "def ba(backtest,data):\n", 26 | " '''\n", 27 | " data['high']=data.close.shift(1).rolling(window=5).max()\n", 28 | " data['low']=data.close.shift(1).rolling(window=5).min()\n", 29 | " data['avg']=analysis.ma(data.close,5)\n", 30 | " buy=(data.close>data.high)\n", 31 | " sell=(data.closedata.avg)\n", 34 | " if buy.tail(1).bool():\n", 35 | " backtest.buy(5)\n", 36 | " elif sell.tail(1).bool():\n", 37 | " backtest.sell(5)\n", 38 | "\n", 39 | " '''\n", 40 | " pass\n", 41 | " #rets=analysis.daily_returns(data.close)\n", 42 | " #data['volatility']=analysis.moving_volatility(rets,1)\n", 43 | " #data['slip']=data.high-data.close\n", 44 | " \n", 45 | "\n", 46 | "\n", 47 | " \n", 48 | "\n", 49 | "run_backtest(ba,['AAPL'],data=\"US_STOCKS_ohlcv\",start='2019-09-24 09:30:00',end='2019-09-24 15:30:00',data_interval='15m')" 50 | ] 51 | }, 52 | { 53 | "cell_type": "code", 54 | "execution_count": null, 55 | "metadata": {}, 56 | "outputs": [], 57 | "source": [] 58 | } 59 | ], 60 | "metadata": { 61 | "kernelspec": { 62 | "display_name": "Python 3", 63 | "language": "python", 64 | "name": "python3" 65 | }, 66 | "language_info": { 67 | "codemirror_mode": { 68 | "name": "ipython", 69 | "version": 3 70 | }, 71 | "file_extension": ".py", 72 | "mimetype": "text/x-python", 73 | "name": "python", 74 | "nbconvert_exporter": "python", 75 | "pygments_lexer": "ipython3", 76 | "version": "3.7.4" 77 | } 78 | }, 79 | "nbformat": 4, 80 | "nbformat_minor": 4 81 | } 82 | -------------------------------------------------------------------------------- /back.py: -------------------------------------------------------------------------------- 1 | from libkloudtrader.algorithm import * 2 | import libkloudtrader.analysis as analysis 3 | import pandas as pd 4 | import numpy as np 5 | 6 | 7 | 8 | def ba(backtest,data): 9 | 10 | data['high']=data.close.shift(1).rolling(window=5).max() 11 | data['low']=data.close.shift(1).rolling(window=5).min() 12 | data['avg']=analysis.ma(data.close,5) 13 | buy=(data.close>data.high) 14 | sell=(data.closedata.avg) 17 | if buy.tail(1).bool(): 18 | backtest.buy(5) 19 | elif sell.tail(1).bool(): 20 | backtest.sell(5) 21 | 22 | 23 | #rets=analysis.daily_returns(data.close) 24 | #data['volatility']=analysis.moving_volatility(rets,1) 25 | #data['slip']=data.high-data.close 26 | 27 | 28 | 29 | 30 | 31 | run_backtest(ba,['AAPL'],data="US_STOCKS_times_and_sale",start='2019-09-24 09:30:00',end='2019-09-24 15:30:00',data_interval='15m') -------------------------------------------------------------------------------- /backtest.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/NarrationBox/libkloudtrader/015e2779f80ba2de93be9fa6fd751412a9d5f492/backtest.md -------------------------------------------------------------------------------- /backtest/1.py: -------------------------------------------------------------------------------- 1 | import libkloudtrader.stocks as stocks -------------------------------------------------------------------------------- /changelog.md: -------------------------------------------------------------------------------- 1 | Changelog maintained from 17/06/2019 2 |
3 | 4 | Version 0.2: 5 | 6 | S. No.| Date | Changes/Additions/Fixes | 7 | ------|-----------------|-------------------------| 8 | 1 |18/06/2019 |access tokens moved to -------------------------------------------------------------------------------- /libkloudtrader/__init__.py: -------------------------------------------------------------------------------- 1 | """Init Libkloudtrader""" 2 | 3 | name = "libkloudtrader" 4 | __version__ = "1.0.0" 5 | -------------------------------------------------------------------------------- /libkloudtrader/alert_me.py: -------------------------------------------------------------------------------- 1 | '''Module for SMS and Email alert functions''' 2 | #pylint: disable = line-too-long, too-many-lines, no-name-in-module, import-error, multiple-imports, pointless-string-statement, wrong-import-order 3 | import os 4 | import boto3 5 | from botocore.exceptions import ClientError 6 | from libkloudtrader.logs import start_logger 7 | 8 | logger = start_logger(__name__) 9 | 10 | #Config 11 | AWS_ACCESS_KEY_ID = os.environ['ALERT_ME_AAKI'] 12 | AWS_SECRET_ACCESS_KEY = os.environ['ALERT_ME_ASAK'] 13 | AWS_DEFAULT_REGION = os.environ['ALERT_ME_ADR'] 14 | SNS_TOPIC_ARN = os.environ['ALERT_ME_STA'] 15 | 16 | 17 | def sms(number: str, message: str) -> str: 18 | '''Send SMS''' 19 | try: 20 | logger.info("Alert Created for {}...".format(number)) 21 | client = boto3.client("sns", 22 | aws_access_key_id=AWS_ACCESS_KEY_ID, 23 | aws_secret_access_key=AWS_SECRET_ACCESS_KEY, 24 | region_name=AWS_DEFAULT_REGION) 25 | topicarn = SNS_TOPIC_ARN 26 | client.subscribe(TopicArn=topicarn, Protocol='sms', Endpoint=number) 27 | client.publish(Message=message, TopicArn=topicarn) 28 | logger.info("Alert Created for {}".format(number)) 29 | return True 30 | except Exception as exception: 31 | logger.error('Oops! An error Occurred ⚠️') 32 | raise exception 33 | 34 | 35 | def email(email_id: str, 36 | message: str, 37 | sender: str = "alerts@kloudtrader.com", 38 | subject: str = "KloudTrader Narwhal Alerts") -> str: 39 | '''Send Email''' 40 | try: 41 | logger.info("Alert Created for {}...".format(email)) 42 | client = boto3.client('ses', region_name=AWS_DEFAULT_REGION) 43 | client.send_email( 44 | Destination={ 45 | 'ToAddresses': [ 46 | email_id, 47 | ], 48 | }, 49 | Message={ 50 | 'Body': { 51 | 'Text': { 52 | 'Charset': "UTF-8", 53 | 'Data': message, 54 | }, 55 | }, 56 | 'Subject': { 57 | 'Charset': "UTF-8", 58 | 'Data': subject, 59 | }, 60 | }, 61 | Source=sender, 62 | ) 63 | logger.info("Alert Created for {}".format(email_id)) 64 | return True 65 | except ClientError as exception: 66 | logger.error('Oops! An error Occurred ⚠️') 67 | raise exception.response['Error']['Message'] 68 | 69 | 70 | def sms_and_email(number: str, email_id: str, message: str) -> str: 71 | '''Send both SMS and Email at once''' 72 | try: 73 | sms(number, message) 74 | email(email_id, message) 75 | return True 76 | except Exception as exception: 77 | logger.error('Oops! An error Occurred ⚠️') 78 | raise exception 79 | -------------------------------------------------------------------------------- /libkloudtrader/algorithm.py: -------------------------------------------------------------------------------- 1 | from typing import Any, List 2 | import random 3 | import time 4 | import datetime 5 | import numpy as np 6 | import pandas as pd 7 | import libkloudtrader.stocks as stocks 8 | from libkloudtrader.exceptions import InvalidAlgorithmMode, EmptySymbolBucket, InvalidDataFeedType 9 | from libkloudtrader.enumerables import Data_Types 10 | import libkloudtrader.processing as processing 11 | from libkloudtrader.logs import start_logger 12 | import libkloudtrader.backtest as bt 13 | import libkloudtrader.crypto as crypto 14 | import libkloudtrader.analysis as analysis 15 | from tqdm import tqdm 16 | 17 | 18 | 19 | #pd.set_option('display.max_columns', None) # or 1000 20 | #pd.set_option('display.max_rows', None) # or 1000 21 | #pd.set_option('display.max_colwidth', -1) # or 199 22 | 23 | logger = start_logger(__name__, ignore_module='libkloudtrader.analysis') 24 | 25 | 26 | def run_backtest(strategy: str, 27 | symbol_bucket: List[str], 28 | data: str, 29 | start: Any, 30 | end: Any, 31 | data_interval:str="1d", 32 | preferred_price_point: str = 'close', 33 | preferred_benchmark: str = 'SPY', 34 | initial_capital: float = 100000, 35 | commission: float = 0, 36 | slippage=True): 37 | """Backtester function""" 38 | try: 39 | logger.info( 40 | 'Starting Backtest for {} from {} to {} with initial capital = {}'. 41 | format(strategy.__name__, start, end, initial_capital)) 42 | data_to_backtest_on = Data_Types[data].value 43 | for symbol in symbol_bucket: 44 | data_batch = data_to_backtest_on(symbol=symbol, 45 | start=start, 46 | end=end,interval=data_interval 47 | ) 48 | batch = processing.Buffer(len(data_batch), dtype=object) 49 | backtest=bt.Backtest(capital=100000,commission=1,enable_slippage=True) 50 | for datetime, bar in data_batch.iterrows(): 51 | batch.append(bar) 52 | backtest.update_bar(datetime,bar) 53 | data_batch = pd.DataFrame(batch) 54 | 55 | locals()['strategy'](backtest,data_batch) 56 | 57 | print(backtest.get_trade_log) 58 | del backtest 59 | 60 | 61 | ''' 62 | for symbol in symbol_bucket: 63 | data_batch = data_to_backtest_on(symbol, 64 | start, 65 | end, 66 | interval=data_interval) 67 | for symbol in symbol_bucket: 68 | 69 | 70 | a = bt.Backtest(locals()['strategy'](data_batch), 71 | preferred_price_point) 72 | print(a.preferred_price_point) 73 | 74 | signals=locals()['strategy'](data_batch) 75 | df=pd.DataFrame() 76 | df['buy']=signals['buy'] 77 | df['sell']=signals['sell'] 78 | df['short']=signals['short'] 79 | df['cover']=signals['cover'] 80 | ''' 81 | #bt = Backtest(locals()['strategy'](data_batch), strategy.__name__) 82 | #df=bt.signals 83 | #df['positions']=bt.positions 84 | #df['price']=bt.trades['price'] 85 | #df['trade volume']=bt.trades['vol'] 86 | #df['trade_price']=bt.trade_price 87 | #df['equity']=bt.equity 88 | #df['trades']=bt.trades 89 | #df['positions in '+symbol]=100*df['positions'] 90 | #print(bt.trades) 91 | 92 | #logger.info("Received Signals from {}".format(strategy.__name__)) 93 | 94 | except (KeyboardInterrupt, SystemExit): 95 | print('\n') 96 | logger.critical("User's keyboard prompt stopped {}".format( 97 | strategy.__name__)) 98 | except Exception as exception: 99 | logger.critical('Exiting {}...‼️'.format(strategy.__name__)) 100 | logger.error( 101 | 'Oops! Something went wrong while your algorithm was being backtested. ⚠️' 102 | ) 103 | raise exception 104 | exit() 105 | 106 | #print(return_data_from_enum(a,symbol,start, end)) 107 | #print(locals()[a](symbol, start, end)) 108 | 109 | 110 | def run_live(strategy: str, 111 | symbol_bucket: list, 112 | data_feed_type: str, 113 | exempted_states: list = [''], 114 | exempted_days:list=[''], 115 | exempted_dates:list=[''], 116 | batch_size: int = 1000, 117 | data_feed_delay: float = 1.0, 118 | fake_feed: bool = False): 119 | try: 120 | logger.info("{} is now entering the live markets. 📈\n".format( 121 | strategy.__name__)) 122 | [x.lower() for x in exempted_states] 123 | [x.lower() for x in exempted_days] 124 | if isinstance(symbol_bucket, list): 125 | symbol_bucket = np.array(symbol_bucket) 126 | elif type(symbol_bucket) not in (numpy.ndarray, list): 127 | raise TypeError('Symbol bucket must be a list or numpy array') 128 | if data_feed_type not in ('CRYPTO_live_feed', 'US_STOCKS_live_feed', 129 | 'CRYPTO_live_feed_level2'): 130 | raise InvalidDataFeedType( 131 | 'This Data Feed is not available for live trading.' 132 | ) 133 | if data_feed_type in ("CRYPTO_live_feed", 'CRYPTO_live_feed_level2'): 134 | data_feed_delay = crypto.exchange_attribute('rateLimit') 135 | data_feed = Data_Types[data_feed_type].value 136 | while stocks.intraday_status()['state'] not in exempted_states: #and datetime.datetime.now().strftime("%A").lower() not in exempted_days: 137 | batch = processing.Buffer(batch_size, dtype=object) 138 | while len(batch) < batch_size: 139 | for symbol in symbol_bucket: 140 | batch.append(data_feed(symbol, fake_feed=fake_feed)) 141 | data_batch = pd.DataFrame(batch) 142 | locals()['strategy'](data_batch) 143 | if len(batch) == batch_size: 144 | batch.popleft() 145 | time.sleep(data_feed_delay / 1000) 146 | except (KeyboardInterrupt, SystemExit): 147 | print('\n') 148 | logger.critical("User's keyboard prompt stopped {}".format( 149 | strategy.__name__)) 150 | except Exception as exception: 151 | logger.critical('Exiting {}...‼️'.format(strategy.__name__)) 152 | logger.error('Oops! Something went wrong ⚠️') 153 | raise exception 154 | exit() 155 | 156 | 157 | ''' 158 | def generate_positions_and_handle_portfolio(symbol, signals, data, commission, 159 | initial_capital, quantity): 160 | try: 161 | initial_capital = float(initial_capital) 162 | positions = pd.DataFrame(index=signals.index).fillna(0.0) 163 | positions['Positions in' + " " + 164 | symbol] = (quantity * signals['signal']) + commission 165 | portfolio = positions.multiply(data['close'], axis=0) 166 | poss_diff = positions.diff() 167 | portfolio['holdings'] = (positions.multiply(data['close'], 168 | axis=0)).sum(axis=1) 169 | return portfolio 170 | except Exception as exception: 171 | raise exception 172 | ''' 173 | -------------------------------------------------------------------------------- /libkloudtrader/archive.py: -------------------------------------------------------------------------------- 1 | '''archive''' 2 | ''' 3 | def hilbert_transform_inst_trendline(data): 4 | """Hilbert Transform - Instantaneous Trendline""" 5 | try: 6 | logger.info( 7 | 'Calculating Hilbert Transform - Instantaneous Trendline...') 8 | htit_data = talib.HT_TRENDLINE(data) 9 | return htit_data 10 | except Exception as exception: 11 | logger.error('Oops! An error Occurred ⚠️') 12 | raise exception 13 | 14 | 15 | def hilbert_transform_dom_cyc_per(data): 16 | """Hilbert Transform - Dominant Cycle Period""" 17 | try: 18 | logger.info('Calculating Hilbert Transform - Dominant Cycle Period') 19 | htdcp_data = talib.HT_DCPERIOD(data) 20 | return htdcp_data 21 | except Exception as exception: 22 | logger.error('Oops! An error Occurred ⚠️') 23 | raise exception 24 | 25 | 26 | def hilbert_transform_dom_cyc_phase(data): 27 | """Hilbert Transform - Dominant Cycle Phase""" 28 | try: 29 | logger.info('Calculating Hilbert Transform - Dominant Cycle Phase') 30 | htdcp_data = talib.HT_DCPHASE(data) 31 | return htdcp_data 32 | except Exception as exception: 33 | logger.error('Oops! An error Occurred ⚠️') 34 | raise exception 35 | 36 | 37 | def hilbert_transform_phasor_components(close): 38 | """Hilbert Transform - Phasor Components""" 39 | try: 40 | logger.info("Calculating Hilbert Transform - Phasor Components...") 41 | inphase_data, quadrature_data = talib.HT_PHASOR(close) 42 | df = pd.DataFrame() 43 | df['inphase'] = inphase_data 44 | df['quadrature'] = quadrature_data 45 | return df 46 | except Exception as exception: 47 | logger.error('Oops! An error Occurred ⚠️') 48 | raise exception 49 | 50 | 51 | def hilbert_transform_sine_wave(data): 52 | """Hilbert Transform - Sine Wave""" 53 | try: 54 | logger.info("Calculating Hilbert Transform - Sine Wave...") 55 | sine_data, leadsine_data = talib.HT_SINE(data) 56 | df = pd.DataFrame() 57 | df['sine'] = sine_data 58 | df['leadsine'] = leadsine_data 59 | return df 60 | except Exception as exception: 61 | logger.error('Oops! An error Occurred ⚠️') 62 | raise exception 63 | 64 | 65 | def hilbert_transform_trend_vs_cycle_mode(data): 66 | """Hilbert Transform - Trend vs cycle mode""" 67 | try: 68 | logger.info("Calculating Hilbert Transform - Trend vs cycle mode...") 69 | httc_data = talib.HT_TRENDMODE(data) 70 | return httc_data 71 | except Exception as exception: 72 | logger.error('Oops! An error Occurred ⚠️') 73 | raise exception 74 | 75 | 76 | def parabolic_sar(high, low, af_step=.02, af_max=.2): 77 | """Parabolic SAR""" 78 | try: 79 | logger.info('Calculating Parabolic SAR...') 80 | check_inputs_length(high, low) 81 | ps_data = talib.SAR(high, low, acceleration, maximum) 82 | return ps_data 83 | except Exception as exception: 84 | logger.error('Oops! An error Occurred ⚠️') 85 | raise exception 86 | 87 | def linear_regression(data, period): 88 | """Linear Regression""" 89 | try: 90 | logger.info( 91 | 'Calculating Linear Regression for period = {}'.format(period)) 92 | check_period_type(period) 93 | 94 | lr_data = talib.LINEARREG(data, timeperiod=period) 95 | return lr_data 96 | except Exception as exception: 97 | logger.error('Oops! An error Occurred ⚠️') 98 | raise exception 99 | 100 | 101 | def linear_regression_angle(data, period): 102 | """Linear Regression Angle""" 103 | try: 104 | logger.info( 105 | 'Calculating Linear Regression Angle for period = {}'.format( 106 | period)) 107 | check_period_type(period) 108 | 109 | lra_data = talib.LINEARREG_ANGLE(data, timeperiod=period) 110 | return lra_data 111 | except Exception as exception: 112 | logger.error('Oops! An error Occurred ⚠️') 113 | raise exception 114 | 115 | 116 | def linear_regression_intercept(data, period): 117 | """Linear Regression Intercept""" 118 | try: 119 | logger.info( 120 | 'Calculating Linear Regression Intercept for period = {}'.format( 121 | period)) 122 | check_period_type(period) 123 | 124 | lri_data = talib.LINEARREG_INTERCEPT(data, timeperiod=period) 125 | return lri_data 126 | except Exception as exception: 127 | logger.error('Oops! An error Occurred ⚠️') 128 | raise exception 129 | 130 | 131 | def linear_regression_slope(data, period): 132 | """Linear Regression Slope""" 133 | try: 134 | logger.info( 135 | 'Calculating Linear Regression Slope for period = {}'.format( 136 | period)) 137 | check_period_type(period) 138 | 139 | lrs_data = talib.LINEARREG_SLOPE(data, timeperiod=period) 140 | return lrs_data 141 | except Exception as exception: 142 | logger.error('Oops! An error Occurred ⚠️') 143 | raise exception 144 | 145 | def midpoint_over_period(data, period): 146 | """Midpoint over period""" 147 | try: 148 | logger.info( 149 | 'Calculating Midpoint Over Period for period = {}'.format(period)) 150 | check_period_type(period) 151 | 152 | mop = talib.MIDPOINT(data, timeperiod=period) 153 | return mop 154 | except Exception as exception: 155 | logger.error('Oops! An error Occurred ⚠️') 156 | raise exception 157 | 158 | 159 | def midpoint_price_over_period(high, low, period): 160 | """Midpoint price over period""" 161 | try: 162 | logger.info( 163 | 'Calculating Midpoint Price Over Period for period = {}'.format( 164 | period)) 165 | check_period_type(period) 166 | 167 | check_inputs_length(high, low) 168 | mpop = talib.MIDPRICE(high, low, timeperiod=period) 169 | return mpop 170 | except Exception as exception: 171 | logger.error('Oops! An error Occurred ⚠️') 172 | raise exception 173 | 174 | def absolute_price_oscillator(data, short_period, long_period, matype=0): 175 | """Absolute Price Oscillator""" 176 | try: 177 | logger.info( 178 | 'Calculating Absolute Price Oscillator for Short period = {} and Long period = {}' 179 | .format(short_period, long_period)) 180 | for period in (short_period, long_period): 181 | check_period_type(period) 182 | 183 | apo_data = talib.APO(data, short_period, long_period, matype=matype) 184 | return apo_data 185 | except Exception as exception: 186 | logger.error('Oops! An error Occurred ⚠️') 187 | raise exception 188 | 189 | def normalized_average_true_range(high, low, close, period): 190 | try: 191 | """Normalized Average True Range""" 192 | logger.info( 193 | 'Calculating Normalized Average True Range for period = {}'.format( 194 | period)) 195 | check_period_type(period) 196 | check_inputs_length(high, low, close) 197 | natr_data = talib.NATR(high, low, close, timeperiod=period) 198 | return natr_data 199 | except Exception as exception: 200 | logger.error('Oops! An error Occurred ⚠️') 201 | raise exception 202 | 203 | def true_range(high, low, close): 204 | """True Range""" 205 | try: 206 | logger.info('Calculating True Range...') 207 | check_inputs_length(high, low, close) 208 | 209 | except Exception as exception: 210 | logger.error('Oops! An error Occurred ⚠️') 211 | raise exception 212 | 213 | def balance_of_power(open, high, low, close): 214 | """Balance of Power""" 215 | try: 216 | logger.info("Calculating balance of Power...") 217 | check_inputs_length(open, high, low, close) 218 | bop_data = talib.BOP(open, high, low, close) 219 | return bop_data 220 | except Exception as exception: 221 | logger.error('Oops! An error Occurred ⚠️') 222 | raise exception 223 | 224 | 225 | def correlation_coefficient(high, low, period): 226 | """Correlation Coefficient""" 227 | try: 228 | logger.info( 229 | "Calculating Correlation Coefficient for period = {}".format( 230 | period)) 231 | check_period_type(period) 232 | check_inputs_length(high, low) 233 | cor_co_data = np.corrcoef(high,low)#talib.CORREL(high, low, timeperiod=period) 234 | return cor_co_data 235 | except Exception as exception: 236 | logger.error('Oops! An error Occurred ⚠️') 237 | raise exception 238 | 239 | def chaikin_oscillator(high, 240 | low, 241 | close, 242 | volume, 243 | short_period=3, 244 | long_period=10): 245 | """Chaiking oscillator""" 246 | try: 247 | logger.info( 248 | 'Calculating Chaikin Oscillator for short period = {} and long period = {}' 249 | .format(short_period, long_period)) 250 | check_inputs_length(high, low, close, volume) 251 | for period in (short_period, long_period): 252 | check_period_type(period) 253 | df = pd.DataFrame() 254 | df['chaikin_ad_line'] = talib.AD(high, low, close, volume) 255 | df['chaikin_oscillator'] = talib.ADOSC(high, 256 | low, 257 | close, 258 | volume, 259 | fastperiod=short_period, 260 | slowperiod=long_period) 261 | return df 262 | except Exception as exception: 263 | logger.error('Oops! An error Occurred ⚠️') 264 | raise exception 265 | 266 | def positive_directional_movement(high, low): 267 | """ 268 | Positive Directional Movement 269 | """ 270 | try: 271 | up_moves = [high[idx] - high[idx-1] for idx in range(1, len(high))] 272 | down_moves = [low[idx] - low[idx-1] for idx in range(1, len(low))] 273 | 274 | pdm = [] 275 | for idx in range(0, len(up_moves)): 276 | if up_moves[idx] > down_moves[idx] and up_moves[idx] > 0: 277 | pdm.append(up_moves[idx]) 278 | else: 279 | pdm.append(0) 280 | 281 | return pdm 282 | except Exception as exception: 283 | raise exception 284 | 285 | def negative_directional_movement(high, low): 286 | """ 287 | Negative Directional Movement 288 | """ 289 | up_moves = [high[idx] - high[idx-1] for idx in range(1, len(high))] 290 | down_moves = [low[idx] - low[idx-1] for idx in range(1, len(low))] 291 | 292 | ndm = [] 293 | for idx in range(0, len(down_moves)): 294 | if down_moves[idx] > up_moves[idx] and down_moves[idx] > 0: 295 | ndm.append(down_moves[idx]) 296 | else: 297 | ndm.append(0) 298 | 299 | return ndm 300 | 301 | def positive_directional_index(high, low, close, period, ignore_log=False): 302 | """positive directional index""" 303 | try: 304 | if ignore_log!=True: 305 | logger.info("Calculating Positive Directional Index for period = {}".format(period)) 306 | pdi = (100 * 307 | smma(positive_directional_movement(high, low), period) / 308 | atr(close, period) 309 | ) 310 | return pdi 311 | except Exception as exception: 312 | logger.error('Oops! An error Occurred ⚠️') 313 | raise exception 314 | 315 | 316 | def negative_directional_index(high, low, close, period,ignore_log=False): 317 | try: 318 | """negative directional index""" 319 | if ignore_log!=True: 320 | logger.info("Calculating Negative Directional Index for period = {}".format(period)) 321 | ndi = (100 * 322 | smma(negative_directional_movement(high, low), period) / 323 | atr(close, period) 324 | ) 325 | return ndi 326 | except Exception as exception: 327 | logger.error('Oops! An error Occurred ⚠️') 328 | raise exception 329 | 330 | 331 | def average_directional_index(high, low, close, period): 332 | """Average Directional Index""" 333 | try: 334 | logger.info( 335 | 'Calculating Average Directional Index for period = {}'. 336 | format(period)) 337 | check_period_type(period) 338 | check_inputs_length(high, low, close) 339 | 340 | avg_di = (abs((positive_directional_index(close, high, low, period,ignore_log=True) - negative_directional_index(close, high, low, period,ignore_log=True)) / 341 | (positive_directional_index( 342 | close, high, low, period,ignore_log=True) + 343 | negative_directional_index( 344 | close, high, low, period,ignore_log=True))) 345 | ) 346 | adx = 100 * smma(avg_di, period) 347 | return adx 348 | except Exception as exception: 349 | logger.error('Oops! An error Occurred ⚠️') 350 | raise exception 351 | 352 | 353 | def directional_movement_index(high, low, close, period): 354 | """Directional Movement Index""" 355 | try: 356 | logger.info( 357 | "Calculating Directional Movement Index for period = {}".format( 358 | period)) 359 | check_period_type(period) 360 | check_inputs_length(high, low, close) 361 | dmo_data = talib.DX(high, low, close, timeperiod=period) 362 | return dmo_data 363 | except Exception as exception: 364 | logger.error('Oops! An error Occurred ⚠️') 365 | raise exception 366 | 367 | 368 | def minus_directional_indicator(high, low, close, period): 369 | """Minus Directional Indicator""" 370 | try: 371 | logger.info( 372 | 'Calculating Minus Directional Indicator for period = {}'.format( 373 | period)) 374 | check_period_type(period) 375 | check_inputs_length(high, low, close) 376 | mdi_data = talib.MINUS_DI(high, low, close, timeperiod=period) 377 | return mdi_data 378 | except Exception as exception: 379 | logger.error('Oops! An error Occurred ⚠️') 380 | raise exception 381 | 382 | 383 | def minus_directional_movement(high, low, close, period): 384 | """Minus Directional Movement""" 385 | try: 386 | logger.info( 387 | 'Calculating Minus Directional Movement for period = {}'.format( 388 | period)) 389 | check_period_type(period) 390 | check_inputs_length(high, low, close) 391 | mdm_data = talib.MINUS_DM(high, low, timeperiod=period) 392 | return mdm_data 393 | except Exception as exception: 394 | logger.error('Oops! An error Occurred ⚠️') 395 | raise exception 396 | 397 | def plus_directional_indicator(high, low, close, period): 398 | """Plus Directional Indicator""" 399 | try: 400 | logger.info( 401 | 'Calcluating Plus Directional Indicator for period = {}'.format( 402 | period)) 403 | check_period_type(period) 404 | check_inputs_length(high, low, close) 405 | pdi_data = talib.PLUS_DI(high, low, close, timeperiod=period) 406 | return pdi_data 407 | except Exception as exception: 408 | logger.error('Oops! An error Occurred ⚠️') 409 | raise exception 410 | 411 | 412 | def plus_directional_movement(high, low, close, period): 413 | """Plus Directional Movement""" 414 | try: 415 | logger.info( 416 | 'Calcluating Plus Directional Movement for period = {}'.format( 417 | period)) 418 | check_period_type(period) 419 | check_inputs_length(high, low, close) 420 | pdm_data = talib.PLUS_DM(high, low, timeperiod=period) 421 | return pdm_data 422 | except Exception as exception: 423 | logger.error('Oops! An error Occurred ⚠️') 424 | raise exception 425 | 426 | ''' 427 | -------------------------------------------------------------------------------- /libkloudtrader/backtest.py: -------------------------------------------------------------------------------- 1 | ''' 2 | import pandas as pd 3 | from libkloudtrader.exceptions import InvalidPricePoint 4 | 5 | 6 | class Backtest(): 7 | def __init__(self, locals, preferred_price_point): 8 | self.buy_signal = locals['buy'] 9 | self.sell_signal = locals['sell'] 10 | self.cover_signal = locals['cover'] 11 | self.short_signal = locals['short'] 12 | self.data_to_bakctest_on = locals['data'] 13 | self.default_price = preferred_price_point 14 | if self.default_price.lower() not in ('open', 'high', 'low', 'close'): 15 | raise InvalidPricePoint( 16 | "Invalid price point. Please select a price point from 'open','high','low','close'" 17 | ) 18 | 19 | @property 20 | def signals(self): 21 | df = pd.DataFrame() 22 | df['buy'] = self.buy_signal 23 | df['sell'] = self.sell_signal 24 | df['cover'] = self.cover_signal 25 | df['short'] = self.short_signal 26 | return df 27 | 28 | @property 29 | def data(self): 30 | return self.data_to_bakctest_on 31 | 32 | @property 33 | def preferred_price_point(self): 34 | return self.default_price 35 | ''' 36 | import numpy as np 37 | import pandas as pd 38 | 39 | class Backtest(): 40 | def __init__(self,capital:float,commission:float,enable_slippage:bool): 41 | """Init backtest""" 42 | self.capital=capital 43 | self.bar=0 44 | self.position=0 45 | self.commission=commission 46 | self.enable_slippage=enable_slippage 47 | self.slippage=0.0 48 | self.asset_price=0.0 49 | self.trades_log=pd.DataFrame(columns=['datetime','trade_type','price','fill_price','order_cost','capital','position']) 50 | 51 | 52 | def buy(self,quantity): 53 | '''emulates a buy order''' 54 | self.capital-=self.order_cost 55 | self.update_positions(quantity) 56 | self.update_trade_logs(datetime=self.bar.datetime,trade_type='Buy',price=self.asset_price,fill_price=self.fill_price,order_cost=self.order_cost,capital=self.capital,position=self.position) 57 | #print('Bought {} of stocks @ {} but price is {}'.format(quantity,self.order_cost,self.bar.close)) 58 | 59 | 60 | def sell(self,quantity): 61 | '''emulates a sell order''' 62 | if self.position!=0: 63 | self.capital+=self.order_cost 64 | self.update_positions(-1*quantity) 65 | self.update_trade_logs(datetime=self.bar.datetime,trade_type='Sell',price=self.asset_price,fill_price=self.fill_price,order_cost=self.order_cost,capital=self.capital,position=self.position) 66 | #print('Sold {} of stocks @ {} but price is {}'.format(quantity,self.order_cost,self.bar.close)) 67 | else: 68 | print('No position to close') 69 | 70 | def update_trade_logs(self,datetime,trade_type,price,fill_price,order_cost,capital,position): 71 | df=pd.DataFrame([{'datetime':datetime,'trade_type':trade_type,'price':price,'fill_price':fill_price,'order_cost':order_cost,'capital':capital,'position':position}]) 72 | self.trades_log=self.trades_log.append(df) 73 | 74 | 75 | @property 76 | def get_trade_log(self): 77 | self.trades_log.set_index('datetime',inplace=True) 78 | return self.trades_log 79 | 80 | def update_bar(self,index,bar): 81 | self.bar=bar 82 | self.bar.datetime=index 83 | if 'price' in self.bar: 84 | self.asset_price=self.bar.price 85 | else: 86 | self.asset_price=self.bar.close 87 | 88 | def update_positions(self,quantity): 89 | self.position+=quantity 90 | 91 | @property 92 | def calculate_commission(self): 93 | return (self.commission/100)*self.fill_price 94 | 95 | 96 | @property 97 | def calculate_slippage(self): 98 | '''how is slippage calculated?''' 99 | '''slippage should not be more than 2% in most of the trades. so we generate a random percentage b/w 0-2.use that number as %age''' 100 | if self.enable_slippage: 101 | return np.random.uniform(low=0, high=0.02)*self.asset_price 102 | return 0.0 103 | 104 | @property 105 | def fill_price(self): 106 | return self.asset_price+self.calculate_slippage 107 | 108 | @property 109 | def order_cost(self): 110 | return self.fill_price+self.calculate_commission 111 | 112 | 113 | @property 114 | def getcapital(self): 115 | return self.capital 116 | 117 | @property 118 | def getbar(self): 119 | return self.bar 120 | 121 | @property 122 | def getposition(self): 123 | return self.position 124 | 125 | @property 126 | def get_portfolio(self): 127 | trade_log=self.get_trade_log 128 | portfolio=pd.DataFrame(index=trade_log.index) 129 | portfolio['holdings']=trade_log.position.multiply(trade_log.price) 130 | portfolio['cash']=trade_log.capital 131 | portfolio['total']=portfolio.cash+portfolio.holdings 132 | return portfolio -------------------------------------------------------------------------------- /libkloudtrader/crypto.py: -------------------------------------------------------------------------------- 1 | """Trading and Data APIs for Crypto Currencies""" 2 | import requests 3 | import os 4 | from typing import Any 5 | import datetime 6 | import pandas 7 | import asyncio 8 | from libkloudtrader.exceptions import BadRequest, InvalidCredentials 9 | from libkloudtrader.logs import start_logger 10 | from libkloudtrader.crypto_operations import * 11 | """Config starts""" 12 | 13 | logger = start_logger(__name__) 14 | 15 | CRYPTO_EXCHANGE = os.environ['CRYPTO_EXCHANGE'] 16 | CRYPTO_API_KEY = os.environ['CRYPTO_API_KEY'] 17 | CRYPTO_API_SECRET = os.environ['CRYPTO_API_SECRET'] 18 | CRYPTO_API_PASSWORD = os.environ['CRYPTO_API_PASSWORD'] 19 | CRYPTO_API_UID = os.environ['CRYPTO_API_UID'] 20 | CRYPTO_URL_LIVE = "https://api.kloudtrader.com/crypto/live" 21 | CRYPTO_URL_TEST = "https://api.kloudtrader.com/crypto/test" 22 | 23 | 24 | def crypto_get_headers(api_key, api_secret, exchange_password, exchange_uid): 25 | headers = { 26 | 'X-API-KEY': api_key, 27 | 'X-API-SECRET': api_secret, 28 | 'X-EXCHANGE-PASSWORD': exchange_password, 29 | 'X-EXCHANGE-UID': exchange_uid 30 | } 31 | return headers 32 | 33 | 34 | """Config ends""" 35 | """Data APis start""" 36 | 37 | 38 | def list_of_exchanges(test_mode: bool = False) -> list: 39 | """Get List of Exchanges available""" 40 | try: 41 | return ListOfExchanges(test_mode=test_mode) 42 | except Exception as exception: 43 | logger.error('Oops! An error Occurred ⚠️') 44 | raise exception 45 | 46 | 47 | def exchange_structure(exchange: str = CRYPTO_EXCHANGE) -> dict: 48 | """No Docs needed. Get the structure of an exchange""" 49 | try: 50 | check_exchange_existence(exchange=exchange) 51 | return ExchangeStructure(exchange=exchange) 52 | except Exception as exception: 53 | logger.error('Oops! An error Occurred ⚠️') 54 | raise exception 55 | 56 | 57 | def exchange_attribute(attribute: str, 58 | exchange: str = CRYPTO_EXCHANGE) -> dict: 59 | """No Docs needed. Return asked attribute of the given exchange""" 60 | try: 61 | check_exchange_existence(exchange=exchange) 62 | return ExchangeAttribute(attribute=attribute, exchange=exchange) 63 | except Exception as exception: 64 | logger.error('Oops! An error Occurred ⚠️') 65 | raise exception 66 | 67 | 68 | def markets(exchange: str = CRYPTO_EXCHANGE, rate_limit: bool = True) -> dict: 69 | """Get all the markets available in the exchange and their market structures""" 70 | try: 71 | check_exchange_existence(exchange=exchange) 72 | return asyncio.get_event_loop().run_until_complete( 73 | ExchangeMarkets(exchange=exchange, rate_limit=rate_limit)) 74 | except Exception as exception: 75 | logger.error('Oops! An error Occurred ⚠️') 76 | raise exception 77 | 78 | 79 | def market_structure(symbol: str, 80 | exchange: str = CRYPTO_EXCHANGE, 81 | rate_limit: bool = True) -> dict: 82 | """Get the market structure of a particular symbol""" 83 | try: 84 | check_exchange_existence(exchange=exchange) 85 | return asyncio.get_event_loop().run_until_complete( 86 | MarketStructure(symbol=symbol, 87 | exchange=exchange, 88 | rate_limit=rate_limit)) 89 | except Exception as exception: 90 | logger.error('Oops! An error Occurred ⚠️') 91 | raise exception 92 | 93 | 94 | def latest_price_info(symbol: str, 95 | exchange: str = CRYPTO_EXCHANGE, 96 | rate_limit: bool = True) -> dict: 97 | """Get quotes/ticker data for a given symbool from the given exchange""" 98 | try: 99 | check_exchange_existence(exchange=exchange) 100 | return asyncio.get_event_loop().run_until_complete( 101 | latestPriceInfo(symbol=symbol, 102 | exchange=exchange, 103 | rate_limit=rate_limit)) 104 | except Exception as exception: 105 | logger.error('Oops! An error Occurred ⚠️') 106 | raise exception 107 | 108 | 109 | def latest_price_info_for_all_symbols(exchange: str = CRYPTO_EXCHANGE, 110 | rate_limit: bool = True) -> dict: 111 | """Get quotes/ticker data for all symbols listed on an exchange""" 112 | try: 113 | check_exchange_existence(exchange=exchange) 114 | return asyncio.get_event_loop().run_until_complete( 115 | latestPriceInfoForAllSymbols(exchange=exchange, 116 | rate_limit=rate_limit)) 117 | except Exception as exception: 118 | logger.error('Oops! An error Occurred ⚠️') 119 | raise exception 120 | 121 | 122 | def ohlcv(symbol: str, 123 | start: Any, 124 | end: Any, 125 | interval: str = "1d", 126 | exchange: str = CRYPTO_EXCHANGE, 127 | dataframe: bool = True, 128 | rate_limit: bool = True) -> dict: 129 | """Get OHLCV/bar data. 130 | Most exchanges don't go very back in time. 131 | The very few that go need pagination which will be released soon. 132 | Some exchanges return data for today only if interval is very less like 1m, 5m, etc. 133 | Supported time interval: ["1m","5m","15m","30m","1h","1d","1w","1M"] 134 | %Y-%m-%d date format for "1d","1w","1M" and %Y-%m-%d %H:%M:%S for others 135 | """ 136 | try: 137 | check_exchange_existence(exchange=exchange) 138 | return asyncio.get_event_loop().run_until_complete( 139 | getOHLCV(symbol=symbol, 140 | start=start, 141 | end=end, 142 | interval=interval, 143 | exchange=exchange, 144 | dataframe=dataframe, 145 | rate_limit=rate_limit)) 146 | except Exception as exception: 147 | logger.error('Oops! An error Occurred ⚠️') 148 | raise exception 149 | 150 | 151 | def trades(symbol: str, 152 | number_of_data_points: int = 1, 153 | exchange: str = CRYPTO_EXCHANGE, 154 | rate_limit: bool = True): 155 | """Get recent trades for a particular trading symbol.""" 156 | try: 157 | check_exchange_existence(exchange=exchange) 158 | return asyncio.get_event_loop().run_until_complete( 159 | latestTrades(symbol=symbol, 160 | number_of_data_points=number_of_data_points, 161 | exchange=exchange, 162 | rate_limit=rate_limit)) 163 | except Exception as exception: 164 | logger.error('Oops! An error Occurred ⚠️') 165 | raise exception 166 | 167 | 168 | def latest_order_book_entry(symbol: str, 169 | exchange: str = CRYPTO_EXCHANGE, 170 | rate_limit: bool = True): 171 | """Get latest orderbook entry for a particular market trading symbol.""" 172 | try: 173 | check_exchange_existence(exchange=exchange) 174 | response = asyncio.get_event_loop().run_until_complete( 175 | getOrderBook(symbol=symbol, 176 | number_of_data_points=1, 177 | exchange=exchange, 178 | rate_limit=rate_limit)) 179 | latest_orderbook_entry_dict = {} 180 | latest_orderbook_entry_dict['symbol'] = symbol 181 | latest_orderbook_entry_dict['ask'] = response['asks'][0][0] if len( 182 | response['asks']) > 0 else None 183 | latest_orderbook_entry_dict['asksize'] = response['asks'][0][1] if len( 184 | response['asks']) > 0 else None 185 | latest_orderbook_entry_dict['bid'] = response['bids'][0][0] if len( 186 | response['bids']) > 0 else None 187 | latest_orderbook_entry_dict['bidsize'] = response['bids'][0][1] if len( 188 | response['bids']) > 0 else None 189 | latest_orderbook_entry_dict['datetime'] = response['datetime'] 190 | latest_orderbook_entry_dict['nonce'] = response['nonce'] 191 | return latest_orderbook_entry_dict 192 | except Exception as exception: 193 | logger.error('Oops! An error Occurred ⚠️') 194 | raise exception 195 | 196 | 197 | def latest_L2_order_book_entry(symbol: str, 198 | exchange: str = CRYPTO_EXCHANGE, 199 | rate_limit: bool = True): 200 | """Get latest orderbook entry for a particular market trading symbol.""" 201 | try: 202 | check_exchange_existence(exchange=exchange) 203 | response = asyncio.get_event_loop().run_until_complete( 204 | getOrderBookL2(symbol=symbol, 205 | number_of_data_points=1, 206 | exchange=exchange, 207 | rate_limit=rate_limit)) 208 | latest_orderbook_entry_dict = {} 209 | latest_orderbook_entry_dict['symbol'] = symbol 210 | latest_orderbook_entry_dict['ask'] = response['asks'][0][0] if len( 211 | response['asks']) > 0 else None 212 | latest_orderbook_entry_dict['asksize'] = response['asks'][0][1] if len( 213 | response['asks']) > 0 else None 214 | latest_orderbook_entry_dict['bid'] = response['bids'][0][0] if len( 215 | response['bids']) > 0 else None 216 | latest_orderbook_entry_dict['bidsize'] = response['bids'][0][1] if len( 217 | response['bids']) > 0 else None 218 | latest_orderbook_entry_dict['datetime'] = response['datetime'] 219 | latest_orderbook_entry_dict['nonce'] = response['nonce'] 220 | return latest_orderbook_entry_dict 221 | except Exception as exception: 222 | logger.error('Oops! An error Occurred ⚠️') 223 | raise exception 224 | 225 | 226 | def order_book(symbol: str, 227 | number_of_data_points: int = 1, 228 | exchange: str = CRYPTO_EXCHANGE, 229 | rate_limit: bool = True): 230 | """Get order book for a particular symbol.""" 231 | try: 232 | check_exchange_existence(exchange=exchange) 233 | return asyncio.get_event_loop().run_until_complete( 234 | getOrderBook(symbol=symbol, 235 | number_of_data_points=number_of_data_points, 236 | exchange=exchange, 237 | rate_limit=rate_limit)) 238 | except Exception as exception: 239 | logger.error('Oops! An error Occurred ⚠️') 240 | raise exception 241 | 242 | 243 | def L2_order_book(symbol: str, 244 | number_of_data_points: int = 1, 245 | exchange: str = CRYPTO_EXCHANGE, 246 | rate_limit: bool = True): 247 | """Level 2 (price-aggregated) order book for a particular symbol.""" 248 | try: 249 | check_exchange_existence(exchange=exchange) 250 | return asyncio.get_event_loop().run_until_complete( 251 | getOrderBookL2(symbol=symbol, 252 | number_of_data_points=number_of_data_points, 253 | exchange=exchange, 254 | rate_limit=rate_limit)) 255 | except Exception as exception: 256 | logger.error('Oops! An error Occurred ⚠️') 257 | raise exception 258 | 259 | 260 | def currencies(exchange: str = CRYPTO_EXCHANGE, 261 | rate_limit: bool = True) -> dict: 262 | """Get all Currencies available on an exchange""" 263 | try: 264 | check_exchange_existence(exchange=exchange) 265 | return asyncio.get_event_loop().run_until_complete( 266 | getCurrencies(exchange=exchange, rate_limit=rate_limit)) 267 | except Exception as exception: 268 | logger.error('Oops! An error Occurred ⚠️') 269 | raise exception 270 | 271 | 272 | """Data APis end""" 273 | """User APIs start""" 274 | 275 | 276 | def user_balance(exchange: str = CRYPTO_EXCHANGE, 277 | api_key: str = CRYPTO_API_KEY, 278 | api_secret: str = CRYPTO_API_SECRET, 279 | exchange_password: Any = CRYPTO_API_PASSWORD, 280 | exchange_uid: Any = CRYPTO_API_UID, 281 | test_mode: bool = False) -> Any: 282 | """Get your account balance""" 283 | try: 284 | if test_mode == True: 285 | url = CRYPTO_URL_TEST 286 | else: 287 | url = CRYPTO_URL_LIVE 288 | response = requests.post('{}/balance/{}'.format(url, exchange), 289 | headers=crypto_get_headers( 290 | api_key, api_secret, exchange_password, 291 | exchange_uid)) 292 | if response: 293 | return response.json() 294 | if response.status_code == 400: 295 | logger.error('Oops! An error Occurred ⚠️') 296 | raise BadRequest(response.text) 297 | if response.status_code == 401: 298 | logger.error('Oops! An error Occurred ⚠️') 299 | raise InvalidCredentials(response.text) 300 | except Exception as exception: 301 | logger.error('Oops! An error Occurred ⚠️') 302 | raise exception 303 | 304 | 305 | def user_ledger(currency_code: str, 306 | exchange: str = CRYPTO_EXCHANGE, 307 | api_key: str = CRYPTO_API_KEY, 308 | api_secret: str = CRYPTO_API_SECRET, 309 | exchange_password: Any = CRYPTO_API_PASSWORD, 310 | exchange_uid: Any = CRYPTO_API_UID, 311 | test_mode: bool = False) -> Any: 312 | """Get your latest ledger history""" 313 | try: 314 | if test_mode == True: 315 | url = CRYPTO_URL_TEST 316 | else: 317 | url = CRYPTO_URL_LIVE 318 | payload = {'currency_code': currency_code} 319 | response = requests.post('{}/ledger/{}'.format(url, exchange), 320 | headers=crypto_get_headers( 321 | api_key, api_secret, exchange_password, 322 | exchange_uid), 323 | json=payload) 324 | if response: 325 | return response.json() 326 | if response.status_code == 400: 327 | logger.error('Oops! An error Occurred ⚠️') 328 | raise BadRequest(response.text) 329 | if response.status_code == 401: 330 | logger.error('Oops! An error Occurred ⚠️') 331 | raise InvalidCredentials(response.text) 332 | except Exception as exception: 333 | logger.error('Oops! An error Occurred ⚠️') 334 | raise exception 335 | 336 | 337 | def user_trades(symbol: str, 338 | exchange: str = CRYPTO_EXCHANGE, 339 | api_key: str = CRYPTO_API_KEY, 340 | api_secret: str = CRYPTO_API_SECRET, 341 | exchange_password: Any = CRYPTO_API_PASSWORD, 342 | exchange_uid: Any = CRYPTO_API_UID, 343 | test_mode: bool = False): 344 | """Get your trades""" 345 | try: 346 | if test_mode == True: 347 | url = CRYPTO_URL_TEST 348 | else: 349 | url = CRYPTO_URL_LIVE 350 | payload = {'symbol': symbol.upper(), 'start': "", 'end': ""} 351 | response = requests.post('{}/my_trades/{}'.format(url, exchange), 352 | headers=crypto_get_headers( 353 | api_key, api_secret, exchange_password, 354 | exchange_uid), 355 | json=payload) 356 | if response: 357 | return response.json() 358 | if response.status_code == 400: 359 | logger.error('Oops! An error Occurred ⚠️') 360 | raise BadRequest(response.text) 361 | if response.status_code == 401: 362 | logger.error('Oops! An error Occurred ⚠️') 363 | raise InvalidCredentials(response.text) 364 | except Exception as exception: 365 | logger.error('Oops! An error Occurred ⚠️') 366 | raise exception 367 | 368 | 369 | def user_closed_orders(symbol: str, 370 | exchange: str = CRYPTO_EXCHANGE, 371 | api_key: str = CRYPTO_API_KEY, 372 | api_secret: str = CRYPTO_API_SECRET, 373 | exchange_password: Any = CRYPTO_API_PASSWORD, 374 | exchange_uid: Any = CRYPTO_API_UID, 375 | test_mode: bool = False) -> Any: 376 | """Get all of your closed orders""" 377 | try: 378 | if test_mode == True: 379 | url = CRYPTO_URL_TEST 380 | else: 381 | url = CRYPTO_URL_LIVE 382 | payload = {'symbol': symbol.upper(), 'start': "", 'end': ""} 383 | response = requests.post('{}/closed_orders/{}'.format(url, exchange), 384 | headers=crypto_get_headers( 385 | api_key, api_secret, exchange_password, 386 | exchange_uid), 387 | json=payload) 388 | if response: 389 | return response.json() 390 | if response.status_code == 400: 391 | logger.error('Oops! An error Occurred ⚠️') 392 | raise BadRequest(response.text) 393 | if response.status_code == 401: 394 | logger.error('Oops! An error Occurred ⚠️') 395 | raise InvalidCredentials(response.text) 396 | except Exception as exception: 397 | logger.error('Oops! An error Occurred ⚠️') 398 | raise exception 399 | 400 | 401 | def get_order(order_id: str, 402 | symbol: str, 403 | exchange: str = CRYPTO_EXCHANGE, 404 | api_key: str = CRYPTO_API_KEY, 405 | api_secret: str = CRYPTO_API_SECRET, 406 | exchange_password: Any = CRYPTO_API_PASSWORD, 407 | exchange_uid: Any = CRYPTO_API_UID, 408 | test_mode: bool = False) -> Any: 409 | """Get information about a specific order""" 410 | try: 411 | if test_mode == True: 412 | url = CRYPTO_URL_TEST 413 | else: 414 | url = CRYPTO_URL_LIVE 415 | payload = {'order_id': str(order_id), 'symbol': symbol.upper()} 416 | response = requests.post('{}/get_order/{}'.format(url, exchange), 417 | headers=crypto_get_headers( 418 | api_key, api_secret, exchange_password, 419 | exchange_uid), 420 | json=payload) 421 | if response: 422 | return response.json() 423 | if response.status_code == 400: 424 | logger.error('Oops! An error Occurred ⚠️') 425 | raise BadRequest(response.text) 426 | if response.status_code == 401: 427 | logger.error('Oops! An error Occurred ⚠️') 428 | raise InvalidCredentials(response.text) 429 | except Exception as exception: 430 | logger.error('Oops! An error Occurred ⚠️') 431 | raise exception 432 | 433 | 434 | def user_orders(symbol: str, 435 | exchange: str = CRYPTO_EXCHANGE, 436 | api_key: str = CRYPTO_API_KEY, 437 | api_secret: str = CRYPTO_API_SECRET, 438 | exchange_password: Any = CRYPTO_API_PASSWORD, 439 | exchange_uid: Any = CRYPTO_API_UID, 440 | test_mode: bool = False) -> Any: 441 | """Get all of your orders""" 442 | try: 443 | if test_mode == True: 444 | url = CRYPTO_URL_TEST 445 | else: 446 | url = CRYPTO_URL_LIVE 447 | payload = {'symbol': symbol.upper(), 'start': "", 'end': ""} 448 | response = requests.post('{}/get_orders/{}'.format(url, exchange), 449 | headers=crypto_get_headers( 450 | api_key, api_secret, exchange_password, 451 | exchange_uid), 452 | json=payload) 453 | if response: 454 | return response.json() 455 | if response.status_code == 400: 456 | logger.error('Oops! An error Occurred ⚠️') 457 | raise BadRequest(response.text) 458 | if response.status_code == 401: 459 | logger.error('Oops! An error Occurred ⚠️') 460 | raise InvalidCredentials(response.text) 461 | except Exception as exception: 462 | logger.error('Oops! An error Occurred ⚠️') 463 | raise exception 464 | 465 | 466 | def user_positions(exchange: str = CRYPTO_EXCHANGE, 467 | api_key: str = CRYPTO_API_KEY, 468 | api_secret: str = CRYPTO_API_SECRET, 469 | exchange_password: Any = CRYPTO_API_PASSWORD, 470 | exchange_uid: Any = CRYPTO_API_UID, 471 | test_mode: bool = False) -> Any: 472 | """get your positions""" 473 | try: 474 | if test_mode == True: 475 | url = CRYPTO_URL_TEST 476 | else: 477 | url = CRYPTO_URL_LIVE 478 | response = requests.post('{}/positions/{}'.format(url, exchange), 479 | headers=crypto_get_headers( 480 | api_key, api_secret, exchange_password, 481 | exchange_uid)) 482 | if response: 483 | return response.json() 484 | if response.status_code == 400: 485 | logger.error('Oops! An error Occurred ⚠️') 486 | raise BadRequest(response.text) 487 | if response.status_code == 401: 488 | logger.error('Oops! An error Occurred ⚠️') 489 | raise InvalidCredentials(response.text) 490 | except Exception as exception: 491 | logger.error('Oops! An error Occurred ⚠️') 492 | raise exception 493 | 494 | 495 | def create_deposit_address(currency_code: str, 496 | exchange: str = CRYPTO_EXCHANGE, 497 | api_key: str = CRYPTO_API_KEY, 498 | api_secret: str = CRYPTO_API_SECRET, 499 | exchange_password: Any = CRYPTO_API_PASSWORD, 500 | exchange_uid: Any = CRYPTO_API_UID, 501 | test_mode: bool = False) -> Any: 502 | """Not in docs yet. Needs to be tested. Create a deposit address""" 503 | try: 504 | if test_mode == True: 505 | url = CRYPTO_URL_TEST 506 | else: 507 | url = CRYPTO_URL_LIVE 508 | payload = {'currency_code': currency_code} 509 | response = requests.post( 510 | '{}/create_deposit_address/{}'.format(url, exchange), 511 | headers=crypto_get_headers(api_key, api_secret, exchange_password, 512 | exchange_uid), 513 | json=payload) 514 | if response: 515 | return response.json() 516 | if response.status_code == 400: 517 | logger.error('Oops! An error Occurred ⚠️') 518 | raise BadRequest(response.text) 519 | if response.status_code == 401: 520 | logger.error('Oops! An error Occurred ⚠️') 521 | raise InvalidCredentials(response.text) 522 | except Exception as exception: 523 | logger.error('Oops! An error Occurred ⚠️') 524 | raise exception 525 | 526 | 527 | def user_deposits(currency_code: str, 528 | exchange: str = CRYPTO_EXCHANGE, 529 | api_key: str = CRYPTO_API_KEY, 530 | api_secret: str = CRYPTO_API_SECRET, 531 | exchange_password: Any = CRYPTO_API_PASSWORD, 532 | exchange_uid: Any = CRYPTO_API_UID, 533 | test_mode: bool = False) -> Any: 534 | """Not in docs yet. Needs to be tested.Get your Deposits""" 535 | try: 536 | if test_mode == True: 537 | url = CRYPTO_URL_TEST 538 | else: 539 | url = CRYPTO_URL_LIVE 540 | payload = {'currency_code': currency_code} 541 | response = requests.post('{}/deposits/{}'.format(url, exchange), 542 | headers=crypto_get_headers( 543 | api_key, api_secret, exchange_password, 544 | exchange_uid), 545 | json=payload) 546 | if response: 547 | return response.json() 548 | if response.status_code == 400: 549 | logger.error('Oops! An error Occurred ⚠️') 550 | raise BadRequest(response.text) 551 | if response.status_code == 401: 552 | logger.error('Oops! An error Occurred ⚠️') 553 | raise InvalidCredentials(response.text) 554 | except Exception as exception: 555 | logger.error('Oops! An error Occurred ⚠️') 556 | raise exception 557 | 558 | 559 | def user_deposit_address(currency_code: str, 560 | exchange: str = CRYPTO_EXCHANGE, 561 | api_key: str = CRYPTO_API_KEY, 562 | api_secret: str = CRYPTO_API_SECRET, 563 | exchange_password: Any = CRYPTO_API_PASSWORD, 564 | exchange_uid: Any = CRYPTO_API_UID, 565 | test_mode: bool = False) -> Any: 566 | """Not in docs yet. Needs to be tested.Get your Deposit addresses""" 567 | try: 568 | if test_mode == True: 569 | url = CRYPTO_URL_TEST 570 | else: 571 | url = CRYPTO_URL_LIVE 572 | payload = {'currency_code': currency_code} 573 | response = requests.post('{}/deposit_address/{}'.format(url, exchange), 574 | headers=crypto_get_headers( 575 | api_key, api_secret, exchange_password, 576 | exchange_uid), 577 | json=payload) 578 | if response: 579 | return response.json() 580 | if response.status_code == 400: 581 | logger.error('Oops! An error Occurred ⚠️') 582 | raise BadRequest(response.text) 583 | if response.status_code == 401: 584 | logger.error('Oops! An error Occurred ⚠️') 585 | raise InvalidCredentials(response.text) 586 | except Exception as exception: 587 | logger.error('Oops! An error Occurred ⚠️') 588 | raise exception 589 | 590 | 591 | def user_withdrawls(currency_code: str, 592 | exchange: str = CRYPTO_EXCHANGE, 593 | api_key: str = CRYPTO_API_KEY, 594 | api_secret: str = CRYPTO_API_SECRET, 595 | exchange_password: Any = CRYPTO_API_PASSWORD, 596 | exchange_uid: Any = CRYPTO_API_UID, 597 | test_mode: bool = False) -> Any: 598 | """Not in docs yet. Needs to be tested.Get your withdrawls""" 599 | try: 600 | if test_mode == True: 601 | url = CRYPTO_URL_TEST 602 | else: 603 | url = CRYPTO_URL_LIVE 604 | payload = {'currency_code': currency_code} 605 | response = requests.post('{}/withdrawls/{}'.format(url, exchange), 606 | headers=crypto_get_headers( 607 | api_key, api_secret, exchange_password, 608 | exchange_uid), 609 | json=payload) 610 | if response: 611 | return response.json() 612 | if response.status_code == 400: 613 | logger.error('Oops! An error Occurred ⚠️') 614 | raise BadRequest(response.text) 615 | if response.status_code == 401: 616 | logger.error('Oops! An error Occurred ⚠️') 617 | raise InvalidCredentials(response.text) 618 | except Exception as exception: 619 | logger.error('Oops! An error Occurred ⚠️') 620 | raise exception 621 | 622 | 623 | def user_transactions(currency_code: str, 624 | exchange: str = CRYPTO_EXCHANGE, 625 | api_key: str = CRYPTO_API_KEY, 626 | api_secret: str = CRYPTO_API_SECRET, 627 | exchange_password: Any = CRYPTO_API_PASSWORD, 628 | exchange_uid: Any = CRYPTO_API_UID, 629 | test_mode: bool = False) -> Any: 630 | """Get your transactions""" 631 | try: 632 | if test_mode == True: 633 | url = CRYPTO_URL_TEST 634 | else: 635 | url = CRYPTO_URL_LIVE 636 | payload = {'currency_code': currency_code} 637 | response = requests.post('{}/transactions/{}'.format(url, exchange), 638 | headers=crypto_get_headers( 639 | api_key, api_secret, exchange_password, 640 | exchange_uid), 641 | json=payload) 642 | if response: 643 | return response.json() 644 | if response.status_code == 400: 645 | logger.error('Oops! An error Occurred ⚠️') 646 | raise BadRequest(response.text) 647 | if response.status_code == 401: 648 | logger.error('Oops! An error Occurred ⚠️') 649 | raise InvalidCredentials(response.text) 650 | except Exception as exception: 651 | logger.error('Oops! An error Occurred ⚠️') 652 | raise exception 653 | 654 | 655 | '''User APIs end''' 656 | '''Trading APIs begin''' 657 | 658 | 659 | def buy(symbol: str, 660 | quantity: Any, 661 | order_type: str = "market", 662 | price: Any = None, 663 | exchange: str = CRYPTO_EXCHANGE, 664 | api_key: str = CRYPTO_API_KEY, 665 | api_secret: str = CRYPTO_API_SECRET, 666 | exchange_password: Any = CRYPTO_API_PASSWORD, 667 | exchange_uid: Any = CRYPTO_API_UID, 668 | test_mode: bool = False) -> Any: 669 | """Create a buy order""" 670 | try: 671 | if test_mode == True: 672 | url = CRYPTO_URL_TEST 673 | else: 674 | url = CRYPTO_URL_LIVE 675 | payload = { 676 | 'symbol': symbol.upper(), 677 | 'quantity': quantity, 678 | 'order_type': order_type, 679 | 'limitPrice': price 680 | } 681 | response = requests.post('{}/buy/{}'.format(url, exchange), 682 | headers=crypto_get_headers( 683 | api_key, api_secret, exchange_password, 684 | exchange_uid), 685 | json=payload) 686 | if response: 687 | return response.json() 688 | if response.status_code == 400: 689 | logger.error('Oops! An error Occurred ⚠️') 690 | raise BadRequest(response.text) 691 | if response.status_code == 401: 692 | logger.error('Oops! An error Occurred ⚠️') 693 | raise InvalidCredentials(response.text) 694 | except Exception as exception: 695 | logger.error('Oops! An error Occurred ⚠️') 696 | raise exception 697 | 698 | 699 | def sell(symbol: str, 700 | quantity: Any, 701 | order_type: str = "market", 702 | price: Any = None, 703 | exchange: str = CRYPTO_EXCHANGE, 704 | api_key: str = CRYPTO_API_KEY, 705 | api_secret: str = CRYPTO_API_SECRET, 706 | exchange_password: Any = CRYPTO_API_PASSWORD, 707 | exchange_uid: Any = CRYPTO_API_UID, 708 | test_mode: bool = False) -> Any: 709 | """Create a sell order""" 710 | try: 711 | if test_mode == True: 712 | url = CRYPTO_URL_TEST 713 | else: 714 | url = CRYPTO_URL_LIVE 715 | payload = { 716 | 'symbol': symbol.upper(), 717 | 'quantity': quantity, 718 | 'order_type': order_type, 719 | 'limitPrice': price 720 | } 721 | response = requests.post('{}/sell/{}'.format(url, exchange), 722 | headers=crypto_get_headers( 723 | api_key, api_secret, exchange_password, 724 | exchange_uid), 725 | json=payload) 726 | if response: 727 | return response.json() 728 | if response.status_code == 400: 729 | logger.error('Oops! An error Occurred ⚠️') 730 | raise BadRequest(response.text) 731 | if response.status_code == 401: 732 | logger.error('Oops! An error Occurred ⚠️') 733 | raise InvalidCredentials(response.text) 734 | except Exception as exception: 735 | logger.error('Oops! An error Occurred ⚠️') 736 | raise exception 737 | 738 | 739 | def cancel_order(order_id: str, 740 | exchange: str = CRYPTO_EXCHANGE, 741 | api_key: str = CRYPTO_API_KEY, 742 | api_secret: str = CRYPTO_API_SECRET, 743 | exchange_password: Any = CRYPTO_API_PASSWORD, 744 | exchange_uid: Any = CRYPTO_API_UID, 745 | test_mode: bool = False) -> Any: 746 | """Cancel a specific order""" 747 | try: 748 | if test_mode == True: 749 | url = CRYPTO_URL_TEST 750 | else: 751 | url = CRYPTO_URL_LIVE 752 | payload = {'order_id': order_id} 753 | response = requests.post('{}/cancel_order/{}'.format(url, exchange), 754 | headers=crypto_get_headers( 755 | api_key, api_secret, exchange_password, 756 | exchange_uid), 757 | json=payload) 758 | if response: 759 | return response.json() 760 | if response.status_code == 400: 761 | logger.error('Oops! An error Occurred ⚠️') 762 | raise BadRequest(response.text) 763 | if response.status_code == 401: 764 | logger.error('Oops! An error Occurred ⚠️') 765 | raise InvalidCredentials(response.text) 766 | except Exception as exception: 767 | logger.error('Oops! An error Occurred ⚠️') 768 | raise exception 769 | 770 | 771 | '''Functions not in documentation''' 772 | 773 | 774 | def incoming_tick_data_handler(symbol: str, 775 | number_of_data_points: int = 1, 776 | fake_feed: bool = False): 777 | latest_orderbook_entry = order_book(symbol, number_of_data_points=1) 778 | latest_trades = trades(symbol, number_of_data_points=1) 779 | latest_price=latest_price_info(symbol) 780 | latest_orderbook_entry_dict = {} 781 | latest_orderbook_entry_dict['symbol'] = symbol 782 | latest_orderbook_entry_dict['ask'] = latest_orderbook_entry['asks'][0][ 783 | 0] if len(latest_orderbook_entry['asks']) > 0 else None 784 | latest_orderbook_entry_dict['asksize'] = latest_orderbook_entry['asks'][0][ 785 | 1] if len(latest_orderbook_entry['asks']) > 0 else None 786 | latest_orderbook_entry_dict['bid'] = latest_orderbook_entry['bids'][0][ 787 | 0] if len(latest_orderbook_entry['bids']) > 0 else None 788 | latest_orderbook_entry_dict['bidsize'] = latest_orderbook_entry['bids'][0][ 789 | 1] if len(latest_orderbook_entry['bids']) > 0 else None 790 | latest_orderbook_entry_dict['quotedate'] = latest_orderbook_entry[ 791 | 'datetime'] 792 | latest_orderbook_entry_dict['nonce'] = latest_orderbook_entry['nonce'] 793 | latest_orderbook_entry_dict['price'] = latest_trades[0]['price'] 794 | latest_orderbook_entry_dict['tradesize'] = latest_trades[0]['amount'] 795 | latest_orderbook_entry_dict['tradedate'] = latest_trades[0]['datetime'] 796 | latest_orderbook_entry_dict['open']=latest_price['open'] 797 | latest_orderbook_entry_dict['high']=latest_price['high'] 798 | latest_orderbook_entry_dict['low']=latest_price['low'] 799 | latest_orderbook_entry_dict['close']=latest_price['close'] 800 | return latest_orderbook_entry_dict 801 | 802 | 803 | def incoming_tick_data_handler_level2(symbol: str, 804 | number_of_data_points: int = 1, 805 | fake_feed: bool = False): 806 | latest_orderbook_entry = L2_order_book(symbol, number_of_data_points=1) 807 | latest_trades = trades(symbol, number_of_data_points=1) 808 | latest_orderbook_entry_dict = {} 809 | latest_orderbook_entry_dict['symbol'] = symbol 810 | latest_orderbook_entry_dict['ask'] = latest_orderbook_entry['asks'][0][ 811 | 0] if len(latest_orderbook_entry['asks']) > 0 else None 812 | latest_orderbook_entry_dict['asksize'] = latest_orderbook_entry['asks'][0][ 813 | 1] if len(latest_orderbook_entry['asks']) > 0 else None 814 | latest_orderbook_entry_dict['bid'] = latest_orderbook_entry['bids'][0][ 815 | 0] if len(latest_orderbook_entry['bids']) > 0 else None 816 | latest_orderbook_entry_dict['bidsize'] = latest_orderbook_entry['bids'][0][ 817 | 1] if len(latest_orderbook_entry['bids']) > 0 else None 818 | latest_orderbook_entry_dict['quotedate'] = latest_orderbook_entry[ 819 | 'datetime'] 820 | latest_orderbook_entry_dict['nonce'] = latest_orderbook_entry['nonce'] 821 | latest_orderbook_entry_dict['price'] = latest_trades[0]['price'] 822 | latest_orderbook_entry_dict['tradesize'] = latest_trades[0]['amount'] 823 | latest_orderbook_entry_dict['tradedate'] = latest_trades[0]['datetime'] 824 | return latest_orderbook_entry_dict 825 | -------------------------------------------------------------------------------- /libkloudtrader/crypto_operations.py: -------------------------------------------------------------------------------- 1 | from typing import Any 2 | import datetime 3 | import ccxt.async_support as ccxt 4 | import ccxt as non_async_ccxt 5 | from libkloudtrader.exceptions import InvlaidTimeInterval, FunctionalityNotSupported, BadRequest, OrderError, AccountError, AuthError, ResponseError, ExchangeError, NetworkError, InvalidCryptoExchange 6 | from libkloudtrader.logs import start_logger 7 | 8 | logger = start_logger(__name__) 9 | 10 | 11 | def check_exchange_existence(exchange: str) -> bool: 12 | try: 13 | if exchange in non_async_ccxt.exchanges: 14 | return True 15 | raise InvalidCryptoExchange('Exchange not supported as of now.') 16 | except Exception as exception: 17 | raise exception 18 | 19 | 20 | def ListOfExchanges(test_mode: bool) -> list: 21 | try: 22 | if test_mode: 23 | list_of_exchanges = non_async_ccxt.exchanges 24 | list_of_exchanges_with_test_mode = [] 25 | for exchange in list_of_exchanges: 26 | initiate_exchange = getattr(non_async_ccxt, exchange) 27 | exchange_class = initiate_exchange({ 28 | 'id': exchange, 29 | 'enableRateLimit': True 30 | }) 31 | if 'test' in exchange_class.urls: 32 | list_of_exchanges_with_test_mode.append(exchange) 33 | return list_of_exchanges_with_test_mode 34 | return non_async_ccxt.exchanges 35 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 36 | raise BadRequest(exception) 37 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 38 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 39 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 40 | raise OrderError(exception) 41 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 42 | ccxt.AccountSuspended) as exception: 43 | raise AccountError(exception) 44 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 45 | raise AuthtError(exception) 46 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 47 | raise ResponseError(exception) 48 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 49 | ccxt.ExchangeNotAvailable) as exception: 50 | logger.info( 51 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 52 | .format(exchange)) 53 | import time 54 | time.sleep(5) 55 | except ccxt.ExchangeError as exception: 56 | raise ExchangeError(exception) 57 | except Exception as exception: 58 | raise exception 59 | 60 | 61 | def ExchangeStructure(exchange: str) -> dict: 62 | """Get the structure of an exchange""" 63 | try: 64 | initiate_exchange = getattr(non_async_ccxt, exchange) 65 | exchange_class = initiate_exchange({ 66 | 'id': exchange, 67 | 'enableRateLimit': True 68 | }) 69 | return str(exchange_class.__dict__) 70 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 71 | raise BadRequest(exception) 72 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 73 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 74 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 75 | raise OrderError(exception) 76 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 77 | ccxt.AccountSuspended) as exception: 78 | raise AccountError(exception) 79 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 80 | raise AuthtError(exception) 81 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 82 | raise ResponseError(exception) 83 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 84 | ccxt.ExchangeNotAvailable) as exception: 85 | logger.info( 86 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 87 | .format(exchange)) 88 | import time 89 | time.sleep(5) 90 | except ccxt.ExchangeError as exception: 91 | raise ExchangeError(exception) 92 | except Exception as exception: 93 | raise exception 94 | 95 | 96 | def ExchangeAttribute(exchange: str, attribute: str) -> dict: 97 | """Get an attribute of the given exchange""" 98 | try: 99 | initiate_exchange = getattr(non_async_ccxt, exchange) 100 | exchange_class = initiate_exchange({ 101 | 'id': exchange, 102 | 'enableRateLimit': True 103 | }) 104 | exchange_attr = getattr(exchange_class, attribute) 105 | return exchange_attr 106 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 107 | raise BadRequest(exception) 108 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 109 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 110 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 111 | raise OrderError(exception) 112 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 113 | ccxt.AccountSuspended) as exception: 114 | raise AccountError(exception) 115 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 116 | raise AuthtError(exception) 117 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 118 | raise ResponseError(exception) 119 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 120 | ccxt.ExchangeNotAvailable) as exception: 121 | logger.info( 122 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 123 | .format(exchange)) 124 | import time 125 | time.sleep(5) 126 | except ccxt.ExchangeError as exception: 127 | raise ExchangeError(exception) 128 | except Exception as exception: 129 | raise exception 130 | 131 | 132 | async def ExchangeMarkets(exchange: str, rate_limit: str) -> dict: 133 | """Get all the markets on the given exchange""" 134 | try: 135 | init_exchange = getattr(ccxt, exchange) 136 | exchange_class = init_exchange({ 137 | 'id': exchange, 138 | 'enableRateLimit': rate_limit 139 | }) 140 | data = await exchange_class.loadMarkets(True) 141 | await exchange_class.close() 142 | return data 143 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 144 | await exchange_class.close() 145 | raise BadRequest(exception) 146 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 147 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 148 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 149 | await exchange_class.close() 150 | raise OrderError(exception) 151 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 152 | ccxt.AccountSuspended) as exception: 153 | await exchange_class.close() 154 | raise AccountError(exception) 155 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 156 | await exchange_class.close() 157 | raise AuthtError(exception) 158 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 159 | await exchange_class.close() 160 | raise ResponseError(exception) 161 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 162 | ccxt.ExchangeNotAvailable) as exception: 163 | await exchange_class.close() 164 | logger.info( 165 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 166 | .format(exchange)) 167 | import time 168 | time.sleep(5) 169 | except ccxt.ExchangeError as exception: 170 | await exchange_class.close() 171 | raise ExchangeError(exception) 172 | except Exception as exception: 173 | await exchange_class.close() 174 | raise exception 175 | 176 | 177 | async def MarketStructure(symbol: str, exchange: str, rate_limit: str) -> dict: 178 | """Get market structure of a symbol""" 179 | try: 180 | init_exchange = getattr(ccxt, exchange) 181 | exchange_class = init_exchange({ 182 | 'id': exchange, 183 | 'enableRateLimit': rate_limit 184 | }) 185 | data = await exchange_class.loadMarkets(True) 186 | await exchange_class.close() 187 | return data[symbol] 188 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 189 | await exchange_class.close() 190 | raise BadRequest(exception) 191 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 192 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 193 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 194 | await exchange_class.close() 195 | raise OrderError(exception) 196 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 197 | ccxt.AccountSuspended) as exception: 198 | vexchange_class.close() 199 | raise AccountError(exception) 200 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 201 | await exchange_class.close() 202 | raise AuthtError(exception) 203 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 204 | await exchange_class.close() 205 | raise ResponseError(exception) 206 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 207 | ccxt.ExchangeNotAvailable) as exception: 208 | await exchange_class.close() 209 | logger.info( 210 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 211 | .format(exchange)) 212 | import time 213 | time.sleep(5) 214 | except ccxt.ExchangeError as exception: 215 | await exchange_class.close() 216 | raise ExchangeError(exception) 217 | except Exception as exception: 218 | await exchange_class.close() 219 | raise exception 220 | 221 | 222 | async def getCurrencies(exchange: str, rate_limit: str) -> dict: 223 | """Get currencies on an exchange""" 224 | try: 225 | init_exchange = getattr(ccxt, exchange) 226 | exchange_class = init_exchange({ 227 | 'id': exchange, 228 | 'enableRateLimit': rate_limit 229 | }) 230 | if exchange_class.has['fetchCurrencies']: 231 | data = await exchange_class.fetchCurrencies() 232 | await exchange_class.close() 233 | return data 234 | await exchange_class.close() 235 | raise FunctionalityNotSupported( 236 | "Functionality not available for this exchange.") 237 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 238 | await exchange_class.close() 239 | raise BadRequest(exception) 240 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 241 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 242 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 243 | await exchange_class.close() 244 | raise OrderError(exception) 245 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 246 | ccxt.AccountSuspended) as exception: 247 | await exchange_class.close() 248 | raise AccountError(exception) 249 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 250 | await exchange_class.close() 251 | raise AuthtError(exception) 252 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 253 | await exchange_class.close() 254 | raise ResponseError(exception) 255 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 256 | ccxt.ExchangeNotAvailable) as exception: 257 | await exchange_class.close() 258 | logger.info( 259 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 260 | .format(exchange)) 261 | import time 262 | time.sleep(5) 263 | except ccxt.ExchangeError as exception: 264 | await exchange_class.close() 265 | raise ExchangeError(exception) 266 | except Exception as exception: 267 | await exchange_class.close() 268 | raise exception 269 | 270 | 271 | async def latestPriceInfo(symbol: str, exchange: str, rate_limit: str) -> dict: 272 | """Get latest price info of a symbol""" 273 | try: 274 | init_exchange = getattr(ccxt, exchange) 275 | exchange_class = init_exchange({ 276 | 'id': exchange, 277 | 'enableRateLimit': rate_limit 278 | }) 279 | if exchange_class.has['fetchTicker']: 280 | data = await exchange_class.fetchTicker(symbol) 281 | await exchange_class.close() 282 | return data 283 | await exchange_class.close() 284 | raise FunctionalityNotSupported( 285 | "Functionality not available for this exchange.") 286 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 287 | await exchange_class.close() 288 | raise BadRequest(exception) 289 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 290 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 291 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 292 | await exchange_class.close() 293 | raise OrderError(exception) 294 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 295 | ccxt.AccountSuspended) as exception: 296 | await exchange_class.close() 297 | raise AccountError(exception) 298 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 299 | await exchange_class.close() 300 | raise AuthtError(exception) 301 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 302 | await exchange_class.close() 303 | raise ResponseError(exception) 304 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 305 | ccxt.ExchangeNotAvailable) as exception: 306 | await exchange_class.close() 307 | logger.info( 308 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 309 | .format(exchange)) 310 | import time 311 | time.sleep(5) 312 | except ccxt.ExchangeError as exception: 313 | await exchange_class.close() 314 | raise ExchangeError(exception) 315 | except Exception as exception: 316 | await exchange_class.close() 317 | raise exception 318 | 319 | 320 | async def latestPriceInfoForAllSymbols(exchange: str, rate_limit: str) -> dict: 321 | """Get latest price info for all symbols on an exchange""" 322 | try: 323 | init_exchange = getattr(ccxt, exchange) 324 | exchange_class = init_exchange({ 325 | 'id': exchange, 326 | 'enableRateLimit': rate_limit 327 | }) 328 | if exchange_class.has['fetchTickers']: 329 | data = await exchange_class.fetchTickers() 330 | await exchange_class.close() 331 | return data 332 | await exchange_class.close() 333 | raise FunctionalityNotSupported( 334 | "Functionality not available for this exchange.") 335 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 336 | await exchange_class.close() 337 | raise BadRequest(exception) 338 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 339 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 340 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 341 | await exchange_class.close() 342 | raise OrderError(exception) 343 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 344 | ccxt.AccountSuspended) as exception: 345 | await exchange_class.close() 346 | raise AccountError(exception) 347 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 348 | await exchange_class.close() 349 | raise AuthtError(exception) 350 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 351 | await exchange_class.close() 352 | raise ResponseError(exception) 353 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 354 | ccxt.ExchangeNotAvailable) as exception: 355 | await exchange_class.close() 356 | logger.info( 357 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 358 | .format(exchange)) 359 | import time 360 | time.sleep(5) 361 | except ccxt.ExchangeError as exception: 362 | await exchange_class.close() 363 | raise ExchangeError(exception) 364 | except Exception as exception: 365 | await exchange_class.close() 366 | raise exception 367 | 368 | 369 | async def latestTrades(symbol: str, number_of_data_points: int, exchange: str, 370 | rate_limit: str) -> dict: 371 | """Get latest trades""" 372 | try: 373 | init_exchange = getattr(ccxt, exchange) 374 | exchange_class = init_exchange({ 375 | 'id': exchange, 376 | 'enableRateLimit': rate_limit 377 | }) 378 | if exchange_class.has['fetchTrades']: 379 | data = await exchange_class.fetchTrades( 380 | symbol, limit=number_of_data_points) 381 | await exchange_class.close() 382 | return data 383 | await exchange_class.close() 384 | raise FunctionalityNotSupported( 385 | "Functionality not available for this exchange.") 386 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 387 | await exchange_class.close() 388 | raise BadRequest(exception) 389 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 390 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 391 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 392 | await exchange_class.close() 393 | raise OrderError(exception) 394 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 395 | ccxt.AccountSuspended) as exception: 396 | await exchange_class.close() 397 | raise AccountError(exception) 398 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 399 | await exchange_class.close() 400 | raise AuthtError(exception) 401 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 402 | await exchange_class.close() 403 | raise ResponseError(exception) 404 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 405 | ccxt.ExchangeNotAvailable) as exception: 406 | await exchange_class.close() 407 | logger.info( 408 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 409 | .format(exchange)) 410 | import time 411 | time.sleep(5) 412 | except ccxt.ExchangeError as exception: 413 | await exchange_class.close() 414 | raise ExchangeError(exception) 415 | except Exception as exception: 416 | await exchange_class.close() 417 | raise exception 418 | 419 | 420 | async def getOHLCV(symbol: str, start: str, end: str, interval: str, 421 | exchange: str, dataframe: bool, rate_limit: str) -> list: 422 | """Get latest trades""" 423 | try: 424 | init_exchange = getattr(ccxt, exchange) 425 | exchange_class = init_exchange({ 426 | 'id': exchange, 427 | 'enableRateLimit': rate_limit, 428 | 'options': { 429 | 'fetchOHLCVWarning': False 430 | } 431 | }) 432 | if interval not in exchange_class.timeframes: 433 | raise InvlaidTimeInterval( 434 | "Time interval not supported by this exchange") 435 | if exchange_class.has['fetchOHLCV']: 436 | if interval in ["1d", "1w", "1M"]: 437 | converted_start = datetime.datetime.strptime(start, '%Y-%m-%d') 438 | converted_end = datetime.datetime.strptime(end, '%Y-%m-%d') 439 | date_time_diff = converted_end - converted_start 440 | interval_value = {'1d': 1, "1w": 7, "1M": 30} 441 | limit = int(date_time_diff.days) / int( 442 | interval_value[interval]) + 1 443 | since = int(converted_start.timestamp() * 1000) 444 | elif interval in ["1m", "5m", "15m", "30m", "1h"]: 445 | converted_start = datetime.datetime.strptime( 446 | start, '%Y-%m-%d %H:%M:%S') 447 | converted_end = datetime.datetime.strptime( 448 | end, '%Y-%m-%d %H:%M:%S') 449 | date_time_diff = converted_end - converted_start 450 | interval_value = { 451 | '1m': 1, 452 | "5m": 5, 453 | "15m": 15, 454 | "30m": 30, 455 | "1h": 60 456 | } 457 | limit = int(date_time_diff // datetime.timedelta( 458 | minutes=1)) / int(interval_value[interval]) + 1 459 | since = int(converted_start.timestamp() * 1000) 460 | else: 461 | await exchange_class.close() 462 | InvalidTimeInterval("Invalid Time Interval") 463 | data = await exchange_class.fetchOHLCV(symbol, interval, since, 464 | int(limit)) 465 | final_list = [] 466 | for values in range(len(data)): 467 | converted_date = float(data[values][0]) / 1000.0 468 | new_date = datetime.datetime.fromtimestamp( 469 | converted_date).strftime("%Y-%m-%d %H:%M:%S") 470 | new_list = { 471 | 'time': new_date, 472 | 'open': data[values][1], 473 | 'high': data[values][2], 474 | 'low': data[values][3], 475 | 'close': data[values][4], 476 | 'volume': data[values][5] 477 | } 478 | final_list.append(new_list) 479 | if dataframe: 480 | import pandas 481 | columns = ['time', 'open', 'high', 'low', 'close', 'volume'] 482 | df = pandas.DataFrame(final_list, columns=columns) 483 | df['datetime'] = pandas.to_datetime(df['time']) 484 | df.set_index(['datetime'], inplace=True) 485 | del df['time'] 486 | await exchange_class.close() 487 | return df 488 | await exchange_class.close() 489 | return final_list 490 | raise FunctionalityNotSupported( 491 | "Functionality not available for this exchange.") 492 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 493 | await exchange_class.close() 494 | raise BadRequest(exception) 495 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 496 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 497 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 498 | await exchange_class.close() 499 | raise OrderError(exception) 500 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 501 | ccxt.AccountSuspended) as exception: 502 | await exchange_class.close() 503 | raise AccountError(exception) 504 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 505 | await exchange_class.close() 506 | raise AuthtError(exception) 507 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 508 | exchange_class.close() 509 | raise ResponseError(exception) 510 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 511 | ccxt.ExchangeNotAvailable) as exception: 512 | await exchange_class.close() 513 | logger.info( 514 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 515 | .format(exchange)) 516 | import time 517 | time.sleep(5) 518 | except ccxt.ExchangeError as exception: 519 | await exchange_class.close() 520 | raise ExchangeError(exception) 521 | except Exception as exception: 522 | await exchange_class.close() 523 | raise exception 524 | 525 | 526 | async def getOrderBook(symbol: str, number_of_data_points: int, exchange: str, 527 | rate_limit: str) -> dict: 528 | """Get order book""" 529 | try: 530 | init_exchange = getattr(ccxt, exchange) 531 | exchange_class = init_exchange({ 532 | 'id': exchange, 533 | 'enableRateLimit': rate_limit 534 | }) 535 | if exchange_class.has['fetchOrderBook']: 536 | data = await exchange_class.fetchOrderBook( 537 | symbol, limit=number_of_data_points) 538 | await exchange_class.close() 539 | return data 540 | raise FunctionalityNotSupported( 541 | "Functionality not available for this exchange.") 542 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 543 | await exchange_class.close() 544 | raise BadRequest(exception) 545 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 546 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 547 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 548 | await exchange_class.close() 549 | raise OrderError(exception) 550 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 551 | ccxt.AccountSuspended) as exception: 552 | await exchange_class.close() 553 | raise AccountError(exception) 554 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 555 | await exchange_class.close() 556 | raise AuthtError(exception) 557 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 558 | await exchange_class.close() 559 | raise ResponseError(exception) 560 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 561 | ccxt.ExchangeNotAvailable) as exception: 562 | await exchange_class.close() 563 | logger.info( 564 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 565 | .format(exchange)) 566 | import time 567 | time.sleep(5) 568 | except ccxt.ExchangeError as exception: 569 | await exchange_class.close() 570 | raise ExchangeError(exception) 571 | except Exception as exception: 572 | await exchange_class.close() 573 | raise exception 574 | 575 | 576 | async def getOrderBookL2(symbol: str, number_of_data_points: int, 577 | exchange: str, rate_limit: str) -> dict: 578 | """Get order book""" 579 | try: 580 | init_exchange = getattr(ccxt, exchange) 581 | exchange_class = init_exchange({ 582 | 'id': exchange, 583 | 'enableRateLimit': rate_limit 584 | }) 585 | if exchange_class.has['fetchL2OrderBook']: 586 | data = await exchange_class.fetchL2OrderBook( 587 | symbol, limit=number_of_data_points) 588 | await exchange_class.close() 589 | return data 590 | raise FunctionalityNotSupported( 591 | "Functionality not available for this exchange.") 592 | except (ccxt.ArgumentsRequired, ccxt.BadRequest) as exception: 593 | await exchange_class.close() 594 | raise BadRequest(exception) 595 | except (ccxt.InvalidOrder, ccxt.OrderNotFound, ccxt.OrderNotCached, 596 | ccxt.CancelPending, ccxt.OrderImmediatelyFillable, 597 | ccxt.OrderNotFillable, ccxt.DuplicateOrderId) as exception: 598 | await exchange_class.close() 599 | raise OrderError(exception) 600 | except (ccxt.InsufficientFunds, ccxt.InvalidAddress, ccxt.AddressPending, 601 | ccxt.AccountSuspended) as exception: 602 | await exchange_class.close() 603 | raise AccountError(exception) 604 | except (ccxt.AuthenticationError, ccxt.PermissionDenied) as exception: 605 | await exchange_class.close() 606 | raise AuthtError(exception) 607 | except (ccxt.BadResponse, ccxt.NullResponse) as exception: 608 | await exchange_class.close() 609 | raise ResponseError(exception) 610 | except (ccxt.NetworkError, ccxt.RequestTimeout, ccxt.DDoSProtection, 611 | ccxt.ExchangeNotAvailable) as exception: 612 | await exchange_class.close() 613 | logger.info( 614 | 'Oops! Connection with {} had an issued. Will wait for 5 seconds and try to re-establish connection' 615 | .format(exchange)) 616 | import time 617 | time.sleep(5) 618 | except ccxt.ExchangeError as exception: 619 | await exchange_class.close() 620 | raise ExchangeError(exception) 621 | except Exception as exception: 622 | await exchange_class.close() 623 | raise exception 624 | -------------------------------------------------------------------------------- /libkloudtrader/enumerables.py: -------------------------------------------------------------------------------- 1 | from enum import Enum 2 | from functools import partial 3 | import libkloudtrader.stocks as stocks 4 | import libkloudtrader.crypto as crypto 5 | import libkloudtrader.options as options 6 | 7 | 8 | class Data_Types(Enum): 9 | '''Data Types of backtesting and live trading''' 10 | US_STOCKS_ohlcv = partial(stocks.ohlcv) 11 | US_STOCKS_times_and_sale=partial(stocks.time_and_sale) 12 | CRYPTO_ohlcv=partial(crypto.ohlcv) 13 | US_STOCKS_live_feed = partial(stocks.incoming_tick_data_handler) 14 | CRYPTO_live_feed = partial(crypto.incoming_tick_data_handler) 15 | CRYPTO_live_feed_level2 = partial(crypto.incoming_tick_data_handler_level2) 16 | 17 | -------------------------------------------------------------------------------- /libkloudtrader/exceptions.py: -------------------------------------------------------------------------------- 1 | class InvalidBrokerage(Exception): 2 | '''Exception for invalid brokerage''' 3 | pass 4 | 5 | 6 | class InvalidStockExchange(Exception): 7 | '''Exception for invalid stock exchange''' 8 | pass 9 | 10 | 11 | class InvalidCryptoExchange(Exception): 12 | '''Exception for invalid crypto exchange''' 13 | pass 14 | 15 | 16 | class BadRequest(Exception): 17 | '''Exception for Bad Request/bad parameters''' 18 | pass 19 | 20 | 21 | class InvalidCredentials(Exception): 22 | '''Exception for 401, Wrong Credentials''' 23 | pass 24 | 25 | 26 | class OverwriteError(Exception): 27 | '''Exception raised when trying to add elements to DoubleEndedBuffer that has allow_overwrite=False and size==maxlen''' 28 | pass 29 | 30 | 31 | class InvalidAlgorithmMode(Exception): 32 | '''Exception raised if mode for libkloudtrader.algorithm.run() is invalid''' 33 | pass 34 | 35 | 36 | class EmptySymbolBucket(Exception): 37 | '''Excption raised if symbol bucket is empty''' 38 | pass 39 | 40 | 41 | class InvalidDataFeedType(Exception): 42 | '''Exception raised if user asks for invalid data feed''' 43 | pass 44 | 45 | 46 | class AnalysisException(Exception): 47 | """Exception raised if something goes wrong in libkloudtrader.analysis""" 48 | pass 49 | 50 | 51 | class InvlaidTimeInterval(Exception): 52 | """Exception raised if input interval for historical data apis is invalid""" 53 | pass 54 | 55 | 56 | class InvalidPricePoint(Exception): 57 | """Exception raised if price point is invalid for backtesting""" 58 | pass 59 | 60 | 61 | class OrderError(Exception): 62 | '''Exception raised if any error with order arises''' 63 | pass 64 | 65 | 66 | class AccountError(Exception): 67 | '''Exception raised if any error with user's account arises''' 68 | pass 69 | 70 | 71 | class AuthError(Exception): 72 | '''Exception raised if any error with Auth''' 73 | pass 74 | 75 | 76 | class ResponseError(Exception): 77 | '''Exception raised if any error with response from the exchange''' 78 | pass 79 | 80 | 81 | class ExchangeError(Exception): 82 | '''Exception raised if a crypto exchange cannot process user request''' 83 | pass 84 | 85 | 86 | class NetworkError(Exception): 87 | '''Exception raised due to network issues on either client or exchange side''' 88 | pass 89 | 90 | 91 | class FunctionalityNotSupported(Exception): 92 | '''Exception raised if functionality is not supported by the crypto exchange''' 93 | pass 94 | -------------------------------------------------------------------------------- /libkloudtrader/logs.py: -------------------------------------------------------------------------------- 1 | import logging 2 | 3 | 4 | def start_logger(module, ignore_module=None): 5 | logging.basicConfig(format="%(asctime)s %(levelname)s: %(message)s", 6 | datefmt='%A, %B %d, %Y %I:%M:%S %p %Z', 7 | level="INFO") 8 | logging.getLogger('boto3').setLevel(logging.CRITICAL) 9 | logging.getLogger('botocore').setLevel(logging.CRITICAL) 10 | if ignore_module: 11 | logging.getLogger(ignore_module).setLevel(logging.CRITICAL) 12 | logger = logging.getLogger(module) 13 | return logger 14 | -------------------------------------------------------------------------------- /libkloudtrader/options.py: -------------------------------------------------------------------------------- 1 | """This module contains all functions related to options""" 2 | 3 | import requests 4 | import os 5 | import typing 6 | import datetime 7 | import pandas 8 | from .exceptions import ( 9 | InvalidBrokerage, 10 | InvalidStockExchange, 11 | BadRequest, 12 | InvalidCredentials, 13 | ) 14 | from .logs import start_logger 15 | 16 | logger = start_logger(__name__) 17 | """Data APIs start""" 18 | """Config starts""" 19 | USER_ACCESS_TOKEN = os.environ['USER_ACCESS_TOKEN'] 20 | USER_ACCOUNT_NUMBER = os.environ['USER_ACCOUNT_NUMBER'] 21 | USER_BROKERAGE = os.environ['USER_BROKERAGE'] 22 | TR_STREAMING_API_URL = "https://stream.tradier.com" 23 | TR_BROKERAGE_API_URL = "https://production-api.tradier.com" 24 | TR_SANDBOX_BROKERAGE_API_URL = "https://production-sandbox.tradier.com" 25 | 26 | 27 | def tr_get_headers(access_token: str) -> dict: 28 | '''headers for TR brokerage''' 29 | headers = { 30 | "Accept": "application/json", 31 | "Authorization": "Bearer " + access_token 32 | } 33 | return headers 34 | 35 | 36 | def tr_get_content_headers() -> dict: 37 | '''content headers for TR brokerage''' 38 | headers = { 39 | 'Accept': 'application/json', 40 | } 41 | return headers 42 | 43 | 44 | """Config ends""" 45 | 46 | 47 | def chains(underlying_symbol: str, 48 | expiration: str, 49 | greeks: bool = False, 50 | brokerage: typing.Any = USER_BROKERAGE, 51 | access_token: str = USER_ACCESS_TOKEN, 52 | dataframe: bool = True) -> dict: 53 | """Get options chains""" 54 | try: 55 | if brokerage == "Tradier Inc.": 56 | url = TR_BROKERAGE_API_URL 57 | elif brokerage == "miscpaper": 58 | url = TR_SANDBOX_BROKERAGE_API_URL 59 | else: 60 | logger.error('Oops! An error Occurred ⚠️') 61 | raise InvalidBrokerage 62 | params = { 63 | 'symbol': underlying_symbol.upper(), 64 | 'expiration': str(expiration), 65 | 'greeks': 'true' 66 | } 67 | response = requests.get("{}/v1/markets/options/chains".format(url), 68 | headers=tr_get_headers(access_token), 69 | params=params) 70 | if greeks: 71 | return response.json() 72 | if response: 73 | if response.json()['options'] != None: 74 | data = response.json() 75 | for i in data['options']['option']: 76 | i['trade_date'] = datetime.datetime.fromtimestamp( 77 | float(i['trade_date']) / 78 | 1000.0).strftime("%Y-%m-%d %H:%M:%S") 79 | i['bid_date'] = datetime.datetime.fromtimestamp( 80 | float(i['bid_date']) / 81 | 1000.0).strftime("%Y-%m-%d %H:%M:%S") 82 | i['ask_date'] = datetime.datetime.fromtimestamp( 83 | float(i['ask_date']) / 84 | 1000.0).strftime("%Y-%m-%d %H:%M:%S") 85 | if dataframe == False: 86 | return data['options']['option'] 87 | else: 88 | data = pandas.DataFrame(data['options']['option']) 89 | dataframe = pandas.DataFrame(data) 90 | dataframe.set_index(['symbol'], inplace=True) 91 | return dataframe 92 | else: 93 | return response.json() 94 | if response.status_code == 400: 95 | logger.error('Oops! An error Occurred ⚠️') 96 | raise BadRequest(response.text) 97 | if response.status_code == 401: 98 | logger.error('Oops! An error Occurred ⚠️') 99 | raise InvalidCredentials(response.text) 100 | except Exception as exception: 101 | logger.error('Oops! An error Occurred ⚠️') 102 | raise exception 103 | 104 | 105 | def expirations(underlying_symbol: str, 106 | includeAllRoots: bool = True, 107 | strikes: bool = True, 108 | brokerage: typing.Any = USER_BROKERAGE, 109 | access_token: str = USER_ACCESS_TOKEN) -> dict: 110 | """Get expiration dates for a particular underlying.""" 111 | try: 112 | if brokerage == "Tradier Inc.": 113 | url = TR_BROKERAGE_API_URL 114 | elif brokerage == "miscpaper": 115 | url = TR_SANDBOX_BROKERAGE_API_URL 116 | else: 117 | logger.error('Oops! An error Occurred ⚠️') 118 | raise InvalidBrokerage 119 | params = { 120 | 'symbol': underlying_symbol.upper(), 121 | 'includeAllRoots': includeAllRoots, 122 | 'strikes': strikes 123 | } 124 | response = requests.get( 125 | "{}/v1/markets/options/expirations".format(url), 126 | headers=tr_get_headers(access_token), 127 | params=params) 128 | if response: 129 | if response.json()['expirations'] != None: 130 | return response.json()['expirations']['expiration'] 131 | else: 132 | return response.json() 133 | if response.status_code == 400: 134 | logger.error('Oops! An error Occurred ⚠️') 135 | raise BadRequest(response.text) 136 | if response.status_code == 401: 137 | logger.error('Oops! An error Occurred ⚠️') 138 | raise InvalidCredentials(response.text) 139 | except Exception as exception: 140 | logger.error('Oops! An error Occurred ⚠️') 141 | raise exception 142 | 143 | 144 | def strikes(underlying_symbol: str, 145 | expiration: str, 146 | brokerage: typing.Any = USER_BROKERAGE, 147 | access_token: str = USER_ACCESS_TOKEN) -> dict: 148 | """Get an options strike prices for a specified expiration date.""" 149 | try: 150 | if brokerage == "Tradier Inc.": 151 | url = TR_BROKERAGE_API_URL 152 | elif brokerage == "miscpaper": 153 | url = TR_SANDBOX_BROKERAGE_API_URL 154 | else: 155 | logger.error('Oops! An error Occurred ⚠️') 156 | raise InvalidBrokerage 157 | params = { 158 | 'symbol': underlying_symbol.upper(), 159 | 'expiration': str(expiration) 160 | } 161 | response = requests.get("{}/v1/markets/options/strikes".format(url), 162 | headers=tr_get_headers(access_token), 163 | params=params) 164 | if response: 165 | return response.json() 166 | if response.status_code == 400: 167 | logger.error('Oops! An error Occurred ⚠️') 168 | raise BadRequest(response.text) 169 | if response.status_code == 401: 170 | logger.error('Oops! An error Occurred ⚠️') 171 | raise InvalidCredentials(response.text) 172 | except Exception as exception: 173 | logger.error('Oops! An error Occurred ⚠️') 174 | raise exception 175 | 176 | 177 | """Data APIs end""" 178 | """"Trading APIs begin""" 179 | 180 | 181 | def buy_to_open_preview(underlying_symbol: str, 182 | option_symbol: str, 183 | quantity: int, 184 | order_type: str = "market", 185 | duration: str = "gtc", 186 | price: typing.Any = None, 187 | stop: typing.Any = None, 188 | brokerage: typing.Any = USER_BROKERAGE, 189 | access_token: str = USER_ACCESS_TOKEN, 190 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 191 | """Place buy to open Options order to trade a single option.""" 192 | try: 193 | if brokerage == "Tradier Inc.": 194 | url = TR_BROKERAGE_API_URL 195 | elif brokerage == "miscpaper": 196 | url = TR_SANDBOX_BROKERAGE_API_URL 197 | else: 198 | logger.error('Oops! An error Occurred ⚠️') 199 | raise InvalidBrokerage 200 | params = { 201 | 'symbol': str(underlying_symbol.upper()), 202 | 'class': 'option', 203 | 'option_symbol': str(option_symbol.upper()), 204 | 'side': 'buy_to_open', 205 | 'quantity': quantity, 206 | 'type': order_type, 207 | 'duration': duration, 208 | 'price': price, 209 | 'stop': stop, 210 | 'preview': True 211 | } 212 | response = requests.post("{}/v1/accounts/{}/orders".format( 213 | url, account_number), 214 | headers=tr_get_headers(access_token), 215 | params=params) 216 | if response: 217 | return response.json() 218 | if response.status_code == 400: 219 | logger.error('Oops! An error Occurred ⚠️') 220 | raise BadRequest(response.text) 221 | if response.status_code == 401: 222 | logger.error('Oops! An error Occurred ⚠️') 223 | raise InvalidCredentials(response.text) 224 | except Exception as exception: 225 | logger.error('Oops! An error Occurred ⚠️') 226 | raise exception 227 | 228 | 229 | def buy_to_close_preview(underlying_symbol: str, 230 | option_symbol: str, 231 | quantity: int, 232 | order_type: str = "market", 233 | duration: str = "gtc", 234 | price: typing.Any = None, 235 | stop: typing.Any = None, 236 | brokerage: typing.Any = USER_BROKERAGE, 237 | access_token: str = USER_ACCESS_TOKEN, 238 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 239 | """Place buy to close Options order to trade a single option.""" 240 | try: 241 | if brokerage == "Tradier Inc.": 242 | url = TR_BROKERAGE_API_URL 243 | elif brokerage == "miscpaper": 244 | url = TR_SANDBOX_BROKERAGE_API_URL 245 | else: 246 | logger.error('Oops! An error Occurred ⚠️') 247 | raise InvalidBrokerage 248 | params = { 249 | 'symbol': underlying_symbol.upper(), 250 | 'class': 'option', 251 | 'option_symbol': option_symbol, 252 | 'side': 'buy_to_close', 253 | 'quantity': quantity, 254 | 'type': order_type, 255 | 'duration': duration, 256 | 'price': price, 257 | 'stop': stop, 258 | 'preview': True 259 | } 260 | response = requests.post("{}/v1/accounts/{}/orders".format( 261 | url, account_number), 262 | headers=tr_get_headers(access_token), 263 | params=params) 264 | if response: 265 | return response.json() 266 | if response.status_code == 400: 267 | logger.error('Oops! An error Occurred ⚠️') 268 | raise BadRequest(response.text) 269 | if response.status_code == 401: 270 | logger.error('Oops! An error Occurred ⚠️') 271 | raise InvalidCredentials(response.text) 272 | except Exception as exception: 273 | logger.error('Oops! An error Occurred ⚠️') 274 | raise exception 275 | 276 | 277 | def sell_to_open_preview(underlying_symbol: str, 278 | option_symbol: str, 279 | quantity: int, 280 | order_type: str = "market", 281 | duration: str = "gtc", 282 | price: typing.Any = None, 283 | stop: typing.Any = None, 284 | brokerage: typing.Any = USER_BROKERAGE, 285 | access_token: str = USER_ACCESS_TOKEN, 286 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 287 | """Place buy to open Options order to trade a single option.""" 288 | try: 289 | if brokerage == "Tradier Inc.": 290 | url = TR_BROKERAGE_API_URL 291 | elif brokerage == "miscpaper": 292 | url = TR_SANDBOX_BROKERAGE_API_URL 293 | else: 294 | logger.error('Oops! An error Occurred ⚠️') 295 | raise InvalidBrokerage 296 | params = { 297 | 'symbol': underlying_symbol.upper(), 298 | 'class': 'option', 299 | 'option_symbol': option_symbol, 300 | 'side': 'sell_to_open', 301 | 'quantity': quantity, 302 | 'type': order_type, 303 | 'duration': duration, 304 | 'price': price, 305 | 'stop': stop, 306 | 'preview': True 307 | } 308 | response = requests.post("{}/v1/accounts/{}/orders".format( 309 | url, account_number), 310 | headers=tr_get_headers(access_token), 311 | params=params) 312 | if response: 313 | logger.error('Oops! An error Occurred ⚠️') 314 | return response.json() 315 | if response.status_code == 400: 316 | logger.error('Oops! An error Occurred ⚠️') 317 | raise BadRequest(response.text) 318 | if response.status_code == 401: 319 | logger.error('Oops! An error Occurred ⚠️') 320 | raise InvalidCredentials(response.text) 321 | except Exception as exception: 322 | logger.error('Oops! An error Occurred ⚠️') 323 | raise exception 324 | 325 | 326 | def sell_to_close_preview(underlying_symbol: str, 327 | option_symbol: str, 328 | quantity: int, 329 | order_type: str = "market", 330 | duration: str = "gtc", 331 | price: typing.Any = None, 332 | stop: typing.Any = None, 333 | brokerage: typing.Any = USER_BROKERAGE, 334 | access_token: str = USER_ACCESS_TOKEN, 335 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 336 | """Place sell to close Options order to trade a single option.""" 337 | try: 338 | if brokerage == "Tradier Inc.": 339 | url = TR_BROKERAGE_API_URL 340 | elif brokerage == "miscpaper": 341 | url = TR_SANDBOX_BROKERAGE_API_URL 342 | else: 343 | logger.error('Oops! An error Occurred ⚠️') 344 | raise InvalidBrokerage 345 | params = { 346 | 'symbol': underlying_symbol.upper(), 347 | 'class': 'option', 348 | 'option_symbol': option_symbol, 349 | 'side': 'sell_to_close', 350 | 'quantity': quantity, 351 | 'type': order_type, 352 | 'duration': duration, 353 | 'price': price, 354 | 'stop': stop, 355 | 'preview': True 356 | } 357 | response = requests.post("{}/v1/accounts/{}/orders".format( 358 | url, account_number), 359 | headers=tr_get_headers(access_token), 360 | params=params) 361 | if response: 362 | return response.json() 363 | if response.status_code == 400: 364 | logger.error('Oops! An error Occurred ⚠️') 365 | raise BadRequest(response.text) 366 | if response.status_code == 401: 367 | logger.error('Oops! An error Occurred ⚠️') 368 | raise InvalidCredentials(response.text) 369 | except Exception as exception: 370 | logger.error('Oops! An error Occurred ⚠️') 371 | raise exception 372 | 373 | 374 | def buy_to_open(underlying_symbol: str, 375 | option_symbol: str, 376 | quantity: int, 377 | order_type: str = "market", 378 | duration: str = "day", 379 | price: typing.Any = None, 380 | stop: typing.Any = None, 381 | brokerage: typing.Any = USER_BROKERAGE, 382 | access_token: str = USER_ACCESS_TOKEN, 383 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 384 | """Place buy to open Options order to trade a single option.""" 385 | try: 386 | if brokerage == "Tradier Inc.": 387 | url = TR_BROKERAGE_API_URL 388 | elif brokerage == "miscpaper": 389 | url = TR_SANDBOX_BROKERAGE_API_URL 390 | else: 391 | logger.error('Oops! An error Occurred ⚠️') 392 | raise InvalidBrokerage 393 | params = { 394 | 'symbol': underlying_symbol.upper(), 395 | 'class': 'option', 396 | 'option_symbol': option_symbol, 397 | 'side': 'buy_to_open', 398 | 'quantity': quantity, 399 | 'type': order_type, 400 | 'duration': duration, 401 | 'price': price, 402 | 'stop': stop 403 | } 404 | response = requests.post("{}/v1/accounts/{}/orders".format( 405 | url, account_number), 406 | headers=tr_get_headers(access_token), 407 | params=params) 408 | if response: 409 | logger.error('Oops! An error Occurred ⚠️') 410 | return response.json() 411 | if response.status_code == 400: 412 | logger.error('Oops! An error Occurred ⚠️') 413 | raise BadRequest(response.text) 414 | if response.status_code == 401: 415 | logger.error('Oops! An error Occurred ⚠️') 416 | raise InvalidCredentials(response.text) 417 | except Exception as exception: 418 | logger.error('Oops! An error Occurred ⚠️') 419 | raise exception 420 | 421 | 422 | def buy_to_close(underlying_symbol: str, 423 | option_symbol: str, 424 | quantity: int, 425 | order_type: str = "market", 426 | duration: str = "gtc", 427 | price: typing.Any = None, 428 | stop: typing.Any = None, 429 | brokerage: typing.Any = USER_BROKERAGE, 430 | access_token: str = USER_ACCESS_TOKEN, 431 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 432 | """Place buy to close Options order to trade a single option.""" 433 | try: 434 | if brokerage == "Tradier Inc.": 435 | url = TR_BROKERAGE_API_URL 436 | elif brokerage == "miscpaper": 437 | url = TR_SANDBOX_BROKERAGE_API_URL 438 | else: 439 | logger.error('Oops! An error Occurred ⚠️') 440 | raise InvalidBrokerage 441 | params = { 442 | 'symbol': underlying_symbol.upper(), 443 | 'class': 'option', 444 | 'option_symbol': option_symbol, 445 | 'side': 'buy_to_close', 446 | 'quantity': quantity, 447 | 'type': order_type, 448 | 'duration': duration, 449 | 'price': price, 450 | 'stop': stop 451 | } 452 | response = requests.post("{}/v1/accounts/{}/orders".format( 453 | url, account_number), 454 | headers=tr_get_headers(access_token), 455 | params=params) 456 | if response: 457 | return response.json() 458 | if response.status_code == 400: 459 | logger.error('Oops! An error Occurred ⚠️') 460 | raise BadRequest(response.text) 461 | if response.status_code == 401: 462 | logger.error('Oops! An error Occurred ⚠️') 463 | raise InvalidCredentials(response.text) 464 | except Exception as exception: 465 | logger.error('Oops! An error Occurred ⚠️') 466 | raise exception 467 | 468 | 469 | def sell_to_open(underlying_symbol: str, 470 | option_symbol: str, 471 | quantity: int, 472 | order_type: str = "market", 473 | duration: str = "gtc", 474 | price: typing.Any = None, 475 | stop: typing.Any = None, 476 | brokerage: typing.Any = USER_BROKERAGE, 477 | access_token: str = USER_ACCESS_TOKEN, 478 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 479 | """Place sell to open Options order to trade a single option.""" 480 | try: 481 | if brokerage == "Tradier Inc.": 482 | url = TR_BROKERAGE_API_URL 483 | elif brokerage == "miscpaper": 484 | url = TR_SANDBOX_BROKERAGE_API_URL 485 | else: 486 | logger.error('Oops! An error Occurred ⚠️') 487 | raise InvalidBrokerage 488 | params = { 489 | 'symbol': underlying_symbol.upper(), 490 | 'class': 'option', 491 | 'option_symbol': option_symbol, 492 | 'side': 'sell_to_open', 493 | 'quantity': quantity, 494 | 'type': order_type, 495 | 'duration': duration, 496 | 'price': price, 497 | 'stop': stop 498 | } 499 | response = requests.post("{}/v1/accounts/{}/orders".format( 500 | url, account_number), 501 | headers=tr_get_headers(access_token), 502 | params=params) 503 | if response: 504 | return response.json() 505 | if response.status_code == 400: 506 | logger.error('Oops! An error Occurred ⚠️') 507 | raise BadRequest(response.text) 508 | if response.status_code == 401: 509 | logger.error('Oops! An error Occurred ⚠️') 510 | raise InvalidCredentials(response.text) 511 | except Exception as exception: 512 | logger.error('Oops! An error Occurred ⚠️') 513 | raise exception 514 | 515 | 516 | def sell_to_close(underlying_symbol: str, 517 | option_symbol: str, 518 | quantity: int, 519 | order_type: str = "market", 520 | duration: str = "gtc", 521 | price: typing.Any = None, 522 | stop: typing.Any = None, 523 | brokerage: typing.Any = USER_BROKERAGE, 524 | access_token: str = USER_ACCESS_TOKEN, 525 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 526 | """Place sell to close Options order to trade a single option.""" 527 | try: 528 | if brokerage == "Tradier Inc.": 529 | url = TR_BROKERAGE_API_URL 530 | elif brokerage == "miscpaper": 531 | url = TR_SANDBOX_BROKERAGE_API_URL 532 | else: 533 | logger.error('Oops! An error Occurred ⚠️') 534 | raise InvalidBrokerage 535 | params = { 536 | 'symbol': underlying_symbol.upper(), 537 | 'class': 'option', 538 | 'option_symbol': option_symbol, 539 | 'side': 'sell_to_close', 540 | 'quantity': quantity, 541 | 'type': order_type, 542 | 'duration': duration, 543 | 'price': price, 544 | 'stop': stop 545 | } 546 | response = requests.post("{}/v1/accounts/{}/orders".format( 547 | url, account_number), 548 | headers=tr_get_headers(access_token), 549 | params=params) 550 | if response: 551 | return response.json() 552 | if response.status_code == 400: 553 | logger.error('Oops! An error Occurred ⚠️') 554 | raise BadRequest(response.text) 555 | if response.status_code == 401: 556 | logger.error('Oops! An error Occurred ⚠️') 557 | raise InvalidCredentials(response.text) 558 | except Exception as exception: 559 | logger.error('Oops! An error Occurred ⚠️') 560 | raise exception 561 | 562 | 563 | def change_order(order_id: str, 564 | duration: str, 565 | order_type: str, 566 | price: typing.Any = None, 567 | stop: typing.Any = None, 568 | brokerage: typing.Any = USER_BROKERAGE, 569 | access_token: str = USER_ACCESS_TOKEN, 570 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 571 | '''Change an order if it is not filled yet.''' 572 | try: 573 | if brokerage == "Tradier Inc.": 574 | url = TR_BROKERAGE_API_URL 575 | elif brokerage == "miscpaper": 576 | url = TR_SANDBOX_BROKERAGE_API_URL 577 | else: 578 | raise InvalidBrokerage 579 | put_params = { 580 | 'order_id': order_id, 581 | 'type': str(order_type.lower()), 582 | 'duration': str(duration), 583 | 'price': str(price), 584 | 'stop': str(stop) 585 | } 586 | response = requests.put("{}/v1/accounts/{}/orders/{}".format( 587 | url, account_number, order_id), 588 | data=put_params, 589 | headers=tr_get_headers(access_token)) 590 | if response: 591 | return response.json() 592 | if response.status_code == 400: 593 | logger.error('Oops! An error Occurred ⚠️') 594 | raise BadRequest(response.text) 595 | if response.status_code == 401: 596 | logger.error('Oops! An error Occurred ⚠️') 597 | raise InvalidCredentials(response.text) 598 | except Exception as exception: 599 | logger.error('Oops! An error Occurred ⚠️') 600 | raise exception 601 | 602 | 603 | def cancel_order(order_id: str, 604 | brokerage: typing.Any = USER_BROKERAGE, 605 | access_token: str = USER_ACCESS_TOKEN, 606 | account_number: str = USER_ACCOUNT_NUMBER) -> dict: 607 | '''Cancel an order if it is not filled yet.''' 608 | try: 609 | if brokerage == "Tradier Inc.": 610 | url = TR_BROKERAGE_API_URL 611 | elif brokerage == "miscpaper": 612 | url = TR_SANDBOX_BROKERAGE_API_URL 613 | else: 614 | logger.error('Oops! An error Occurred ⚠️') 615 | raise InvalidBrokerage 616 | response = requests.delete("{}/v1/accounts/{}/orders/{}".format( 617 | url, account_number, order_id), 618 | headers=tr_get_headers(access_token)) 619 | if response: 620 | return response.json() 621 | if response.status_code == 400: 622 | logger.error('Oops! An error Occurred ⚠️') 623 | raise BadRequest(response.text) 624 | if response.status_code == 401: 625 | logger.error('Oops! An error Occurred ⚠️') 626 | raise InvalidCredentials(response.text) 627 | except Exception as exception: 628 | logger.error('Oops! An error Occurred ⚠️') 629 | raise exception 630 | 631 | 632 | """Trading APIs end""" 633 | -------------------------------------------------------------------------------- /libkloudtrader/processing.py: -------------------------------------------------------------------------------- 1 | '''Various functions and classes to help store, process, pipeline and manipulate your streams of data''' 2 | 3 | from typing import Any 4 | from collections.abc import Sequence 5 | import numpy as np 6 | import pandas as pd 7 | import libkloudtrader.stocks as stocks 8 | from .exceptions import OverwriteError 9 | 10 | 11 | class Buffer(Sequence): 12 | '''A doubled sided/ended queue/buffer for internal data stream processing''' 13 | def __init__(self, 14 | size: int, 15 | dtype: Any = np.float32, 16 | allow_overwrite: bool = True): 17 | '''Initilization''' 18 | self.arr = np.empty(size, dtype) 19 | self.left_index = 0 20 | self.right_index = 0 21 | self.size = size 22 | self.allow_overwrite = allow_overwrite 23 | 24 | def unwrap(self): 25 | '''copies the data from the buffer to an unwrapped form''' 26 | return np.concatenate( 27 | (self.arr[self.left_index:min(self.right_index, self.size)], 28 | self.arr[:max(self.right_index - self.size, 0)])) 29 | 30 | def fix_indices(self): 31 | """Enforce the invariant that 0 <= self.left_index < self.size""" 32 | if self.left_index >= self.size: 33 | self.left_index -= self.size 34 | self.right_index -= self.size 35 | elif self.left_index < 0: 36 | self.left_index += self.size 37 | self.right_index += self.size 38 | 39 | @property 40 | def check_if_full(self) -> bool: 41 | """Check if there is no more space in the buffer""" 42 | return len(self) == self.size 43 | 44 | def __array__(self): 45 | return self.unwrap() 46 | 47 | @property 48 | def dtype(self): 49 | return self.arr.dtype 50 | 51 | @property 52 | def shape(self): 53 | return (len(self), ) + self.arr.shape[1:] 54 | 55 | @property 56 | def maxlen(self): 57 | '''maxlen/size''' 58 | return self.size 59 | 60 | @property 61 | def buffer_size(self): 62 | '''size''' 63 | return self.size 64 | 65 | def __len__(self): 66 | return self.right_index - self.left_index 67 | 68 | def __getitem__(self, item): 69 | if not isinstance(item, tuple): 70 | item_arr = np.asarray(item) 71 | if issubclass(item_arr.dtype.type, np.integer): 72 | item_arr = (item_arr + self.left_index) % self.size 73 | return self.arr[item_arr] 74 | 75 | return self.unwrap()[item] 76 | 77 | def __iter__(self): 78 | return iter(self.unwrap()) 79 | 80 | def __repr__(self): 81 | '''Stdouts the buffer and size''' 82 | return ''.format(np.asarray(self)) 83 | 84 | def append(self, value): 85 | '''Append element to the right like any other list/queue''' 86 | if self.check_if_full: 87 | if not self.allow_overwrite: 88 | raise OverwriteError( 89 | 'You are trying to append to a full Buffer with allow_overwrite=False' 90 | ) 91 | elif not len(self): 92 | return 93 | else: 94 | self.left_index += 1 95 | 96 | self.arr[self.right_index % self.size] = value 97 | self.right_index += 1 98 | self.fix_indices() 99 | 100 | def append_left(self, value): 101 | '''append element to the left''' 102 | if self.check_if_full: 103 | if not self.allow_overwrite: 104 | raise OverwriteError( 105 | 'You are trying to append to a full Buffer with allow_overwrite=False' 106 | ) 107 | elif not len(self): 108 | return 109 | else: 110 | self.right_index -= 1 111 | 112 | self.left_index -= 1 113 | self.fix_indices() 114 | self.arr[self.left_index] = value 115 | 116 | def pop(self): 117 | if len(self) == 0: 118 | raise IndexError() 119 | self.right_index -= 1 120 | self.fix_indices() 121 | res = self.arr[self.right_index % self.size] 122 | return res 123 | 124 | def popleft(self): 125 | if len(self) == 0: 126 | raise IndexError() 127 | res = self.arr[self.left_index] 128 | self.left_index += 1 129 | self.fix_indices() 130 | return res 131 | -------------------------------------------------------------------------------- /libkloudtrader/test/backtest.py: -------------------------------------------------------------------------------- 1 | import time 2 | 3 | from cached_property import cached_property 4 | import libkloudtrader.performance as performance 5 | import libkloudtrader.parts as parts 6 | import pandas 7 | 8 | __all__ = ['Backtest'] 9 | 10 | 11 | class StatEngine(object): 12 | def __init__(self, equity_fn): 13 | self._stats = [i for i in dir(performance) if not i.startswith('_')] 14 | self._equity_fn = equity_fn 15 | 16 | def __dir__(self): 17 | return dir(type(self)) + self._stats 18 | 19 | def __getattr__(self, attr): 20 | if attr in self._stats: 21 | equity = self._equity_fn() 22 | fn = getattr(performance, attr) 23 | try: 24 | return fn(equity) 25 | except: 26 | return 27 | else: 28 | raise IndexError("Calculation of '%s' statistic is not supported" % 29 | attr) 30 | 31 | 32 | class ContextWrapper(object): 33 | def __init__(self, *args, **kwargs): 34 | pass 35 | 36 | 37 | class Backtest(object): 38 | """ 39 | Backtest (Pandas implementation of vectorized backtesting). 40 | Lazily attempts to extract multiple pandas.Series with signals and prices 41 | from a given namespace and combine them into equity curve. 42 | Attempts to be as smart as possible. 43 | """ 44 | 45 | _data_possible_fields = ('ohlc', 'bars', 'ohlcv', 'data') 46 | _sig_mask_int = ('Buy', 'Sell', 'Short', 'Cover') 47 | _pr_mask_int = ('BuyPrice', 'SellPrice', 'ShortPrice', 'CoverPrice') 48 | 49 | def __init__(self, 50 | dataobj, 51 | name='Unknown', 52 | signal_fields=('buy', 'sell', 'short', 'cover'), 53 | price_fields=('buyprice', 'sellprice', 'shortprice', 54 | 'coverprice')): 55 | """ 56 | Arguments: 57 | *dataobj* should be dict-like structure containing signal series. 58 | Easiest way to define is to create pandas.Series with exit and entry 59 | signals and pass whole local namespace (`locals()`) as dataobj. 60 | *name* is simply backtest/strategy name. Will be user for printing, 61 | potting, etc. 62 | *signal_fields* specifies names of signal Series that backtester will 63 | attempt to extract from dataobj. By default follows AmiBroker's naming 64 | convention. 65 | *price_fields* specifies names of price Series where trades will take 66 | place. If some price is not specified (NaN at signal's timestamp, or 67 | corresponding Series not present in dataobj altogather), defaults to 68 | Open price of next bar. By default follows AmiBroker's naming 69 | convention. 70 | Also, dataobj should contain dataframe with Bars of underlying 71 | instrument. We will attempt to guess its name before failing miserably. 72 | To get a hang of it, check out the examples. 73 | """ 74 | self._dataobj = dict([(k.lower(), v) for k, v in dataobj.items()]) 75 | self._sig_mask_ext = signal_fields 76 | self._pr_mask_ext = price_fields 77 | self.name = name 78 | self.trdplot = self.sigplot = parts.Slicer(self.plot_trades, 79 | obj=self.data) 80 | self.eqplot = parts.Slicer(self.plot_equity, obj=self.data) 81 | self.run_time = time.strftime('%Y-%d-%m %H:%M %Z', time.localtime()) 82 | self.stats = StatEngine(lambda: self.equity) 83 | 84 | def __repr__(self): 85 | return "Backtest(%s, %s)" % (self.name, self.run_time) 86 | 87 | @property 88 | def dataobj(self): 89 | return self._dataobj 90 | 91 | @cached_property 92 | def signals(self): 93 | return parts.extract_frame(self.dataobj, self._sig_mask_ext, 94 | self._sig_mask_int).fillna(value=False) 95 | 96 | @cached_property 97 | def prices(self): 98 | return parts.extract_frame(self.dataobj, self._pr_mask_ext, 99 | self._pr_mask_int) 100 | 101 | @cached_property 102 | def default_price(self): 103 | return self.data.open # .shift(-1) 104 | 105 | @cached_property 106 | def trade_price(self): 107 | pr = self.prices 108 | if pr is None: 109 | return self.data.open # .shift(-1) 110 | dp = pandas.Series(dtype=float, index=pr.index) 111 | for pf, sf in zip(self._pr_mask_int, self._sig_mask_int): 112 | s = self.signals[sf] 113 | p = self.prices[pf] 114 | dp[s] = p[s] 115 | return dp.combine_first(self.default_price) 116 | 117 | @cached_property 118 | def positions(self): 119 | return parts.signals_to_positions(self.signals, 120 | mask=self._sig_mask_int) 121 | 122 | @cached_property 123 | def trades(self): 124 | p = self.positions.reindex( 125 | self.signals.index).ffill().shift().fillna(value=0) 126 | p = p[p != p.shift()] 127 | tp = self.trade_price 128 | assert p.index.tz == tp.index.tz, "Cant operate on singals and prices " \ 129 | "indexed as of different timezones" 130 | t = pandas.DataFrame({'pos': p}) 131 | t['price'] = tp 132 | t = t.dropna() 133 | t['vol'] = t.pos.diff() 134 | return t.dropna() 135 | 136 | @cached_property 137 | def equity(self): 138 | return parts.trades_to_equity(self.trades) 139 | 140 | @cached_property 141 | def data(self): 142 | for possible_name in self._data_possible_fields: 143 | s = self.dataobj.get(possible_name) 144 | if not s is None: 145 | return s 146 | raise Exception("Bars dataframe was not found in dataobj") 147 | 148 | @cached_property 149 | def report(self): 150 | return performance.performance_summary(self.equity) 151 | 152 | def summary(self): 153 | import yaml 154 | from pprint import pprint 155 | 156 | s = '| %s |' % self 157 | print('-' * len(s)) 158 | print(s) 159 | print('-' * len(s) + '\n') 160 | print( 161 | yaml.dump(self.report, 162 | allow_unicode=True, 163 | default_flow_style=False)) 164 | print('-' * len(s)) 165 | 166 | def plot_equity(self, subset=None, ax=None): 167 | import matplotlib.pylab as pylab 168 | _ = None 169 | if ax is None: 170 | _, ax = pylab.subplots() 171 | 172 | if subset is None: 173 | subset = slice(None, None) 174 | assert isinstance(subset, slice) 175 | eq = self.equity[subset].cumsum() 176 | 177 | eq = self.equity.ix[subset].cumsum() 178 | ix = eq.index 179 | eq.plot(color='red', style='-', ax=ax) 180 | 181 | #eq.plot(color='red', label='strategy',ax=ax) 182 | #ix = self.ohlc.ix[eq.index[0]:eq.index[-1]].index 183 | #price = self.ohlc.C 184 | #(price[ix] - price[ix][0]).resample('W').first().dropna() \ 185 | # .plot(color='black', alpha=0.5, label='underlying', ax=ax) 186 | 187 | ax.legend(loc='best') 188 | ax.set_title(str(self)) 189 | ax.set_ylabel('Equity for %s' % subset) 190 | return _, ax 191 | 192 | def plot_trades(self, subset=None, ax=None): 193 | if subset is None: 194 | subset = slice(None, None) 195 | fr = self.trades.ix[subset] 196 | le = fr.price[(fr.pos > 0) & (fr.vol > 0)] 197 | se = fr.price[(fr.pos < 0) & (fr.vol < 0)] 198 | lx = fr.price[(fr.pos.shift() > 0) & (fr.vol < 0)] 199 | sx = fr.price[(fr.pos.shift() < 0) & (fr.vol > 0)] 200 | 201 | import matplotlib.pylab as pylab 202 | _ = None 203 | if ax is None: 204 | _, ax = pylab.subplots() 205 | 206 | ax.plot(le.index, 207 | le.values, 208 | '^', 209 | color='lime', 210 | markersize=12, 211 | label='long enter') 212 | ax.plot(se.index, 213 | se.values, 214 | 'v', 215 | color='red', 216 | markersize=12, 217 | label='short enter') 218 | ax.plot(lx.index, 219 | lx.values, 220 | 'o', 221 | color='lime', 222 | markersize=7, 223 | label='long exit') 224 | ax.plot(sx.index, 225 | sx.values, 226 | 'o', 227 | color='red', 228 | markersize=7, 229 | label='short exit') 230 | 231 | self.data.open.ix[subset].plot(color='black', label='price', ax=ax) 232 | ax.set_ylabel('Trades for %s' % subset) 233 | return _, ax 234 | -------------------------------------------------------------------------------- /libkloudtrader/test/parts.py: -------------------------------------------------------------------------------- 1 | # coding: utf8 2 | 3 | # part of pybacktest package: https://github.com/ematvey/pybacktest 4 | """ Essential functions for translating signals into trades. 5 | Usable both in backtesting and production. 6 | """ 7 | 8 | import pandas 9 | 10 | 11 | def signals_to_positions(signals, 12 | init_pos=0, 13 | mask=('Buy', 'Sell', 'Short', 'Cover')): 14 | """ 15 | Translate signal dataframe into positions series (trade prices aren't 16 | specified. 17 | WARNING: In production, override default zero value in init_pos with 18 | extreme caution. 19 | """ 20 | long_en, long_ex, short_en, short_ex = mask 21 | pos = init_pos 22 | ps = pandas.Series(0., index=signals.index) 23 | for t, sig in signals.iterrows(): 24 | # check exit signals 25 | if pos != 0: # if in position 26 | if pos > 0 and sig[long_ex]: # if exit long signal 27 | pos -= sig[long_ex] 28 | elif pos < 0 and sig[short_ex]: # if exit short signal 29 | pos += sig[short_ex] 30 | # check entry (possibly right after exit) 31 | if pos == 0: 32 | if sig[long_en]: 33 | pos += sig[long_en] 34 | elif sig[short_en]: 35 | pos -= sig[short_en] 36 | ps[t] = pos 37 | return ps[ps != ps.shift()] 38 | 39 | 40 | def trades_to_equity(trd): 41 | """ 42 | Convert trades dataframe (cols [vol, price, pos]) to equity diff series 43 | """ 44 | def _cmp_fn(x): 45 | if x > 0: 46 | return 1 47 | elif x < 0: 48 | return -1 49 | else: 50 | return 0 51 | 52 | psig = trd.pos.apply(_cmp_fn) 53 | closepoint = psig != psig.shift() 54 | 55 | e = (trd.vol * trd.price).cumsum()[closepoint] - \ 56 | (trd.pos * trd.price)[closepoint] 57 | 58 | e = e.diff() 59 | e = e.reindex(trd.index).fillna(value=0) 60 | e[e != 0] *= -1 61 | return e 62 | 63 | 64 | def extract_frame(dataobj, ext_mask, int_mask): 65 | df = {} 66 | for f_int, f_ext in zip(int_mask, ext_mask): 67 | obj = dataobj.get(f_ext) 68 | if isinstance(obj, pandas.Series): 69 | df[f_int] = obj 70 | else: 71 | df[f_int] = None 72 | if any([isinstance(x, pandas.Series) for x in list(df.values())]): 73 | return pandas.DataFrame(df) 74 | return None 75 | 76 | 77 | class Slicer(object): 78 | def __init__(self, target, obj): 79 | self.target = target 80 | self.__len__ = obj.__len__ 81 | 82 | def __getitem__(self, x): 83 | return self.target(x) 84 | -------------------------------------------------------------------------------- /libkloudtrader/test/performance.py: -------------------------------------------------------------------------------- 1 | # coding: utf8 2 | 3 | # part of pybacktest package: https://github.com/ematvey/pybacktest 4 | """ Functions for calculating performance statistics and reporting """ 5 | 6 | import pandas as pd 7 | import numpy as np 8 | 9 | start = lambda eqd: eqd.index[0] 10 | end = lambda eqd: eqd.index[-1] 11 | days = lambda eqd: (eqd.index[-1] - eqd.index[0]).days 12 | trades_per_month = lambda eqd: eqd.groupby(lambda x: (x.year, x.month)).apply( 13 | lambda x: x[x != 0].count()).mean() 14 | profit = lambda eqd: eqd.sum() 15 | average = lambda eqd: eqd[eqd != 0].mean() 16 | average_gain = lambda eqd: eqd[eqd > 0].mean() 17 | average_loss = lambda eqd: eqd[eqd < 0].mean() 18 | winrate = lambda eqd: float(sum(eqd > 0)) / len(eqd) 19 | payoff = lambda eqd: eqd[eqd > 0].mean() / -eqd[eqd < 0].mean() 20 | pf = PF = lambda eqd: abs(eqd[eqd > 0].sum() / eqd[eqd < 0].sum()) 21 | maxdd = lambda eqd: (eqd.cumsum().expanding().max() - eqd.cumsum()).max() 22 | rf = RF = lambda eqd: eqd.sum() / maxdd(eqd) 23 | trades = lambda eqd: len(eqd[eqd != 0]) 24 | _days = lambda eqd: eqd.resample('D').sum().dropna() 25 | 26 | 27 | def sharpe(eqd): 28 | ''' daily sharpe ratio ''' 29 | d = _days(eqd) 30 | return (d.mean() / d.std()) * (252**0.5) 31 | 32 | 33 | def sortino(eqd): 34 | ''' daily sortino ratio ''' 35 | d = _days(eqd) 36 | return (d.mean() / d[d < 0].std()) * (252**0.5) 37 | 38 | 39 | def ulcer(eqd): 40 | eq = eqd.cumsum() 41 | return (((eq - eq.expanding().max())**2).sum() / len(eq))**0.5 42 | 43 | 44 | def upi(eqd, risk_free=0): 45 | eq = eqd[eqd != 0] 46 | return (eq.mean() - risk_free) / ulcer(eq) 47 | 48 | 49 | UPI = upi 50 | 51 | 52 | def mpi(eqd): 53 | """ Modified UPI, with enumerator resampled to months (to be able to 54 | compare short- to medium-term strategies with different trade frequencies. """ 55 | return eqd.resample('M').sum().mean() / ulcer(eqd) 56 | 57 | 58 | MPI = mpi 59 | 60 | 61 | def mcmdd(eqd, runs=100, quantile=0.99, array=False): 62 | maxdds = [ 63 | maxdd(eqd.take(np.random.permutation(len(eqd)))) for i in range(runs) 64 | ] 65 | if not array: 66 | return pd.Series(maxdds).quantile(quantile) 67 | else: 68 | return maxdds 69 | 70 | 71 | def holding_periods(eqd): 72 | # rather crude, but will do... 73 | return pd.Series(pd.to_datetime(eqd.index), index=eqd.index, 74 | dtype=object).diff().dropna() 75 | 76 | 77 | def performance_summary(equity_diffs, quantile=0.99, precision=4): 78 | def _format_out(v, precision=4): 79 | if isinstance(v, dict): 80 | return {k: _format_out(v) for k, v in list(v.items())} 81 | if isinstance(v, (float, np.float)): 82 | v = round(v, precision) 83 | if isinstance(v, np.generic): 84 | return np.asscalar(v) 85 | return v 86 | 87 | def force_quantile(series, q): 88 | return sorted(series.values)[int(len(series) * q)] 89 | 90 | eqd = equity_diffs[equity_diffs != 0] 91 | if getattr(eqd.index, 'tz', None) is not None: 92 | eqd = eqd.tz_convert(None) 93 | if len(eqd) == 0: 94 | return {} 95 | hold = holding_periods(equity_diffs) 96 | 97 | return _format_out({ 98 | 'Backtest SUmmary': { 99 | 'Start Date': str(start(eqd)), 100 | 'End Date': str(end(eqd)), 101 | 'Day': days(eqd), 102 | 'Trades Placed': len(eqd), 103 | }, 104 | 'Performance': { 105 | 'Profit': eqd.sum(), 106 | 'Averages': { 107 | 'Trade': average(eqd), 108 | 'Gain': average_gain(eqd), 109 | 'Loss': average_loss(eqd), 110 | }, 111 | 'Win Rate': winrate(eqd), 112 | 'Pay Off': payoff(eqd), 113 | 'PF': PF(eqd), 114 | 'RF': RF(eqd), 115 | }, 116 | 'risk/return profile': { 117 | 'sharpe': 118 | sharpe(eqd), 119 | 'sortino': 120 | sortino(eqd), 121 | 'maxdd': 122 | maxdd(eqd), 123 | 'WCDD (monte-carlo {} quantile)'.format(quantile): 124 | mcmdd(eqd, quantile=quantile), 125 | 'UPI': 126 | UPI(eqd), 127 | 'MPI': 128 | MPI(eqd), 129 | } 130 | }) 131 | -------------------------------------------------------------------------------- /live.py: -------------------------------------------------------------------------------- 1 | from libkloudtrader.algorithm import * 2 | import pandas as pd 3 | import libkloudtrader.analysis as analysis 4 | 5 | def crypto_turtle(data): 6 | data['high']=data.price.shift(1).rolling(window=5).max() 7 | data['low']=data.price.shift(1).rolling(window=5).min() 8 | data['avg']=analysis.ma(data.price,5) 9 | buy=data.price>data.high 10 | sell=data.pricedata.avg 13 | if buy.tail(1).bool(): 14 | logger.info('Buy signal') 15 | if sell.tail(1).bool(): 16 | logger.info('Sell signal') 17 | if short.tail(1).bool(): 18 | logger.info('Short signal') 19 | if cover.tail(1).bool(): 20 | logger.info('Cover signal') 21 | 22 | 23 | live_trade(crypto_turtle,symbol_bucket=['BTC/USD'],data_feed_type="CRYPTO_live_feed") -------------------------------------------------------------------------------- /pypi.md: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | # LibKloudTrader 5 | 6 | 7 | 8 | ![](https://img.shields.io/github/license/KloudTrader/libkloudtrader.svg) 9 | 10 | ![](https://img.shields.io/twitter/follow/KloudTrader.svg?label=Follow&style=social) 11 | 12 | ![](https://img.shields.io/badge/Linkedin-follow-blue.svg) 13 | 14 | ![](https://img.shields.io/badge/python-3.5%20%7C%203.6%20%7C%203.7-green.svg) 15 | 16 | ![](https://img.shields.io/badge/Chat-Slack-red.svg) 17 | 18 | ![](https://img.shields.io/badge/Follow-medium-orange.svg) 19 | 20 | 21 | 22 | KloudTrader's in-house trading framework optimized for computational finance and algortihmic trading. 📈📊📉 23 | 24 | 25 | 26 | Connect your trading models and conquer the markets. 27 | 28 | 29 | 30 | 31 | 32 | What does LibKLoudTrader offer? 33 | 34 | 35 | 36 | 1. Extremely simple to use trading APIs for U.S. Equity market. 37 | 38 | 39 | 40 | 2. All sorts of data: live market feed, historical price data, company information and much more. 41 | 42 | 43 | 44 | 3. Customized alert APIs for both sms and email. 45 | 46 | 47 | 48 | 4. A Wide range of functions for financial, technical, portfolio and risk analsyis. 49 | 50 | 51 | 52 | 5. Papertrading with virtual money upto $1 million. (Coming Soon) 53 | 54 | 55 | 56 | 6. Multi Crypto-Currency Trading and Data APIs. (Coming Soon) 57 | 58 | 59 | 60 | 7. Managed deployment of your trading algorithm on [Narwhal](https://kloudtrader.com/narwhal) without the hassle of dev-ops and tech support. 61 | 62 | 63 | 64 | 65 | 66 | Documentation for LibKloudTrader can be found here: https://docs.kloudtrader.com/ 67 | 68 | 69 | 70 | 71 | 72 | For questions, feedback and contributions: 73 | 74 | 75 | 76 | 1. [KloudTrader Community on slack](https://kloudtradercommunity.slack.com/messages/CDM1PKS81/) 77 | 78 | 79 | 80 | 2. [Github Issues](https://github.com/KloudTrader/libkloudtrader/issues) 81 | 82 | 83 | 84 | 85 | 86 | Note: This is a python client. More clients (R, Julia, Golang, C#, etc) coming soon. 87 | 88 | 89 | 90 | 91 | 92 | Notes for docs: 93 | 94 | Remove close_prices, open_prices, etc -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | boto3==1.13.10 2 | empyrical==0.5.0 3 | pyre-check==0.0.39 4 | pytest==4.6.3 5 | pyti==0.2.2 6 | safety==1.8.7 7 | sklearn==0.0 8 | ta==0.5.22 9 | TA-Lib==0.4.17 10 | tabulate==0.8.3 11 | tox==3.13.2 12 | pylint==2.3.1 13 | pyre-check==0.0.39 14 | pytest==4.6.3 15 | pyti==0.2.2 16 | safety==1.8.7 17 | yapf==0.27.0 -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- 1 | from distutils.core import setup 2 | 3 | setup( 4 | name='libkloudtrader', 5 | version='1.0.0', 6 | author='KloudTrader', 7 | author_email='admin@kloudtrader.com', 8 | packages=['libkloudtrader'], 9 | url='https://github.com/KloudTrader/kloudtrader', 10 | license='LICENSE', 11 | description="KloudTrader's in-house library that makes it much easier for you to code algorithms that can trade for you.", 12 | long_description_content_type="text/markdown", 13 | long_description='pypi.md', 14 | install_requires=[ 15 | "boto3", 16 | "pandas", 17 | "numpy", 18 | "empyrical", 19 | "asyncio", 20 | "ccxt" 21 | ], 22 | ) 23 | -------------------------------------------------------------------------------- /tests/Tests.md: -------------------------------------------------------------------------------- 1 | This project mostly needs unit tests. 2 | 3 | Some test cases are left which are not that urgent and shall be implemented soon. 4 | 5 | Some other test cases are mentioned below: 6 | 7 | 1. Test for Invalid access_token 8 | 2. Test fo invalid account_number -------------------------------------------------------------------------------- /tests/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/NarrationBox/libkloudtrader/015e2779f80ba2de93be9fa6fd751412a9d5f492/tests/__init__.py -------------------------------------------------------------------------------- /tests/test_alert_me.py: -------------------------------------------------------------------------------- 1 | '''Tests for libkloudtrader.alert_me''' 2 | 3 | from libkloudtrader.alert_me import * 4 | """ 5 | class TestAlertMe: 6 | def test_sms(self): 7 | '''Test SMS''' 8 | response=sms('+919871766213', "Test message from libkloudtrader") 9 | assert response=='Alert created' 10 | 11 | def test_email(self): 12 | '''Test Email''' 13 | response=email('chetan.malhotra@kloudtrader.com', 'Test message from libkloudtrader') 14 | assert response=='Alert created' 15 | 16 | def test_sms_and_email(self): 17 | '''Test both sms and email''' 18 | response=sms_and_email('+919871766213', 'chetanalwaysmalhotra@gmail.com', 'Test message from libkloudtrader') 19 | assert response=='Alert created' 20 | """ 21 | -------------------------------------------------------------------------------- /tests/test_analysis.py: -------------------------------------------------------------------------------- 1 | import libkloudtrader.analysis as analysis 2 | 3 | class Test_accumulation_distribution_index: 4 | pass 5 | 6 | class Test_awesome_oscillator: 7 | pass 8 | 9 | class Test_money_flow_index: 10 | pass 11 | 12 | class Test_relative_strength_index: 13 | pass 14 | 15 | class Test_stochastic_oscillator_index: 16 | pass 17 | 18 | class Test_true_strength_index: 19 | pass 20 | 21 | class Test_ultimate_oscillator: 22 | pass 23 | 24 | class Test_absolute_price_oscillator: 25 | pass 26 | 27 | class Test_aroon: 28 | pass 29 | 30 | class Test_aroon_oscillator: 31 | pass 32 | 33 | class Test_average_directional_moving_index: 34 | pass 35 | 36 | class Test_average_price: 37 | pass 38 | 39 | class Test_average_true_range: 40 | pass 41 | 42 | class Test_normalized_average_true_range: 43 | pass 44 | 45 | class Test_true_range: 46 | pass 47 | 48 | class Test_balance_of_power: 49 | pass 50 | 51 | class Test_bollinger_bands: 52 | pass 53 | 54 | class Test_chaikin_money_flow: 55 | pass 56 | 57 | class Test_chande_momentum_oscillator: 58 | pass 59 | 60 | class Test_commodity_channel_index: 61 | pass 62 | 63 | class Test_correlation_coefficient: 64 | pass 65 | 66 | class Test_cumulative_returns: 67 | pass 68 | 69 | class Test_daily_returns: 70 | pass 71 | 72 | class Test_daily_log_returns: 73 | pass 74 | 75 | class Test_detrended_price_oscillator: 76 | pass 77 | 78 | class Test_directional_movement_index: 79 | pass 80 | 81 | class Test_donchian_channel: 82 | pass 83 | 84 | class Test_double_ema: 85 | pass 86 | 87 | class Test_ease_of_movement: 88 | pass 89 | 90 | class Test_force_index: 91 | pass 92 | 93 | class Test_ema: 94 | pass 95 | 96 | class Test_ichimoku_cloud: 97 | pass 98 | 99 | class Test_kaufman_adaptive_moving_average: 100 | pass 101 | 102 | class Test_keltner_channels: 103 | pass 104 | 105 | class Test_know_sure_thing: 106 | pass 107 | 108 | class Test_linear_regression: 109 | pass 110 | 111 | class Test_linear_regression_angle: 112 | pass 113 | 114 | class Test_linear_regression_intercept: 115 | pass 116 | 117 | class Test_linear_regression_slope: 118 | pass 119 | 120 | class Test_macd: 121 | pass 122 | 123 | class Test_mass_index: 124 | pass 125 | 126 | class Test_midpoint_over_period: 127 | pass 128 | 129 | class Test_midpoint_price_over_period: 130 | pass 131 | 132 | class Test_minus_directional_indicator: 133 | pass 134 | 135 | class Test_minus_directional_movement: 136 | pass 137 | 138 | class Test_median_price: 139 | pass 140 | 141 | class Test_momentum: 142 | pass 143 | 144 | class Test_ma: 145 | pass 146 | 147 | class Test_negative_volume_index: 148 | pass 149 | 150 | class Test_hilbert_transform_inst_trendline: 151 | pass 152 | 153 | class Test_hilbert_transform_dom_cyc_per: 154 | pass 155 | 156 | class Test_hilbert_transform_dom_cyc_phase: 157 | pass 158 | 159 | class Test_hilbert_transform_phasor_components: 160 | pass 161 | 162 | class Test_hilbert_transform_sine_wave: 163 | pass 164 | 165 | class Test_hilbert_transform_trend_vs_cycle_mode: 166 | pass 167 | 168 | class Test_on_balance_volume: 169 | pass 170 | 171 | class Test_parabolic_sar: 172 | pass 173 | 174 | class Test_percentage_price_oscillator: 175 | pass 176 | 177 | class Test_plus_directional_indicator: 178 | pass 179 | 180 | class Test_plus_directional_movement: 181 | pass 182 | 183 | class Test_rate_of_change: 184 | pass 185 | 186 | class Test_sma: 187 | pass 188 | 189 | class Test_standard_deviation: 190 | pass 191 | 192 | class Test_stochastic_rsi: 193 | pass 194 | 195 | class Test_time_series_forecast: 196 | pass 197 | 198 | class Test_trix: 199 | pass 200 | 201 | class Test_triangular_ma: 202 | pass 203 | 204 | class Test_triple_ema: 205 | pass 206 | 207 | class Test_typical_price: 208 | pass 209 | 210 | class Test_variance: 211 | pass 212 | 213 | class Test_vortex_indicator: 214 | pass 215 | 216 | class Test_vortex_indicator: 217 | pass 218 | 219 | class Test_weighted_close_price: 220 | pass 221 | 222 | class Test_williams_r: 223 | pass 224 | 225 | class Test_wma: 226 | pass 227 | 228 | class Test_two_crows: 229 | pass 230 | 231 | class Test_annual_return: 232 | pass 233 | 234 | class Test_returns: 235 | pass 236 | 237 | class Test_daily_volatility: 238 | pass 239 | 240 | class Test_annual_volatility: 241 | pass 242 | 243 | class Test_volatility: 244 | pass 245 | 246 | class Test_moving_volatility: 247 | pass 248 | 249 | class Test_chaikin_oscillator: 250 | pass 251 | 252 | class Test_coppock_curve: 253 | pass 254 | 255 | class Test_hull_moving_average: 256 | pass 257 | 258 | class Test_volume_price_trend: 259 | pass 260 | 261 | class Test_volume_adjusted_moving_average: 262 | pass 263 | 264 | class Test_sharpe_ratio: 265 | pass 266 | 267 | class Test_annual_sharpe_ratio: 268 | pass 269 | 270 | class Test_vwap: 271 | pass 272 | 273 | class Test_sortino_ratio: 274 | pass 275 | 276 | class Test_calmar_ratio: 277 | pass 278 | 279 | class Test_skewness: 280 | pass 281 | 282 | class Test_kurtosis: 283 | pass 284 | 285 | class Test_omega_ratio: 286 | pass 287 | 288 | class Test_tail_ratio: 289 | pass 290 | 291 | class Test_alpha: 292 | pass 293 | 294 | class Test_beta: 295 | pass 296 | 297 | class Test_adjusted_returns: 298 | pass 299 | 300 | class Test_information_ratio: 301 | pass 302 | 303 | class Test_cagr: 304 | pass 305 | 306 | class Test_downside_risk: 307 | pass 308 | 309 | class Test_value_at_risk: 310 | pass 311 | 312 | -------------------------------------------------------------------------------- /tests/test_crypto.py: -------------------------------------------------------------------------------- 1 | import libkloudtrader.crypto as crypto 2 | import pandas 3 | 4 | 5 | class Test_list_of_exchanges: 6 | def test_return_type(self): 7 | '''test return type''' 8 | data=crypto.list_of_exchanges() 9 | data2=crypto.list_of_exchanges(test_mode=True) 10 | assert isinstance(data,list) and isinstance(data2,list) and not 'message' in data 11 | 12 | class Test_exchange_strucutre: 13 | def test_return_type(self): 14 | '''test return type''' 15 | data=crypto.exchange_structure() 16 | assert isinstance(data,str) 17 | 18 | class Test_exchange_attribute: 19 | def test_return_type(self): 20 | '''test return type''' 21 | data=crypto.exchange_attribute(attribute="id") 22 | assert isinstance(data,str) and not 'message' in data 23 | 24 | def test_returned_data(self): 25 | '''test returned data''' 26 | data=crypto.exchange_attribute(attribute="id") 27 | assert data==crypto.CRYPTO_EXCHANGE 28 | 29 | class Test_markets: 30 | def test_return_type(self): 31 | '''test return type''' 32 | data=crypto.markets() 33 | assert isinstance(data,dict) and not 'message' in data 34 | 35 | class Test_market_structure: 36 | def test_return_type(self): 37 | '''test return type''' 38 | data=crypto.market_structure('BTC/USD') 39 | assert isinstance(data,dict) and not 'message' in data 40 | 41 | def test_retured_data(self): 42 | '''test returned data''' 43 | data=crypto.market_structure('BTC/USD') 44 | assert 'precision','percentage' in data 45 | 46 | class Test_quotes: 47 | def test_return_type(self): 48 | '''test return type''' 49 | data=crypto.latest_price_info('BTC/USD') 50 | assert isinstance(data,dict) and not 'message' in data 51 | 52 | def test_retured_data(self): 53 | '''test returned data''' 54 | data=crypto.latest_price_info('BTC/USD') 55 | assert 'high','low' in data 56 | 57 | 58 | class Test_quotes_for_all_symbols: 59 | def test_return_type(self): 60 | '''test return type''' 61 | data=crypto.latest_price_info_for_all_symbols(exchange="binance") 62 | assert isinstance(data,dict) and not 'message' in data 63 | 64 | class Test_ohlcv: 65 | def test_return_type(self): 66 | '''test return type''' 67 | data=crypto.ohlcv(symbol='BTC/USD',start="2018-01-01",end="2018-04-01",dataframe=False) 68 | data2=crypto.ohlcv(symbol='BTC/USD',start="2019-01-01 17:30:00",end="2019-01-01 17:35:00",interval='1m',dataframe=False) 69 | assert isinstance(data,list) and isinstance(data2,list) 70 | 71 | def test_return_pandas_type(self): 72 | '''test pandas return type''' 73 | data=crypto.ohlcv(symbol='BTC/USD',start="2018-01-01",end="2018-04-01") 74 | data2=crypto.ohlcv(symbol='BTC/USD',start="2019-01-01 17:30:00",end="2019-01-01 17:35:00",interval='1m') 75 | assert isinstance(data,pandas.DataFrame) and isinstance(data2,pandas.DataFrame) 76 | 77 | 78 | 79 | def test_invalid_date(self): 80 | pass 81 | 82 | def test_invalid_date_format(self): 83 | pass 84 | 85 | class Test_trades: 86 | def test_return_type(self): 87 | '''test return type''' 88 | data=crypto.trades('ETH/BTC',exchange="binance",number_of_data_points=5) 89 | assert isinstance(data,list) and not 'message' in data 90 | 91 | def test_number_data_points(self): 92 | '''test number of data points''' 93 | data=crypto.trades('ETH/BTC',exchange="binance",number_of_data_points=5) 94 | assert len(data)==5 95 | 96 | class Test_order_book: 97 | def test_return_type(self): 98 | '''test return type''' 99 | data=crypto.order_book('BTC/USD',number_of_data_points=5) 100 | assert isinstance(data,dict) and not 'message' in data 101 | 102 | def test_returned_data(self): 103 | '''test returned data''' 104 | data=crypto.order_book('BTC/USD',number_of_data_points=5) 105 | assert 'bids','asks' in data 106 | 107 | 108 | class Test_L2_order_book: 109 | def test_return_type(self): 110 | '''test return type''' 111 | data=crypto.L2_order_book('BTC/USD',number_of_data_points=5) 112 | assert isinstance(data,dict) and not 'message' in data 113 | 114 | def test_returned_data(self): 115 | '''test returned data''' 116 | data=crypto.L2_order_book('BTC/USD',number_of_data_points=5) 117 | assert 'bids','asks' in data 118 | 119 | 120 | class Test_currencies: 121 | def test_return_type(self): 122 | '''test return type''' 123 | data=crypto.currencies(exchange="kraken") 124 | assert isinstance(data,dict) and not 'message' in data 125 | 126 | """ 127 | class Test_user_balance: 128 | def test_return_type(self): 129 | '''test return type''' 130 | data=crypto.user_balance(test_mode=True) 131 | assert isinstance(data,dict) and not 'message' in data 132 | 133 | def test_returned_data(self): 134 | '''test returned data''' 135 | data=crypto.user_balance(test_mode=True) 136 | assert 'info' in data 137 | 138 | class Test_user_trades: 139 | def test_return_type(self): 140 | '''test return type''' 141 | data=crypto.user_trades('BTC/USD',test_mode=True) 142 | assert isinstance(data,list) and not 'message' in data 143 | 144 | def test_returned_data(self): 145 | '''test returned data''' 146 | data=crypto.user_trades('BTC/USD',test_mode=True) 147 | assert 'id','info' in data[0] 148 | 149 | class Test_user_closed_orders: 150 | def test_return_type(self): 151 | '''test return type''' 152 | data=crypto.user_closed_orders('BTC/USD',test_mode=True) 153 | assert isinstance(data,list) and not 'message' in data 154 | 155 | def test_returned_data(self): 156 | '''test returned data''' 157 | data=crypto.user_closed_orders('BTC/USD',test_mode=True) 158 | assert 'id','info' in data[0] 159 | 160 | class Test_get_order: 161 | def test_return_type(self): 162 | '''test return type''' 163 | data=crypto.get_order(order_id="55d7e42e-3a6c-41f7-a692-9bdcd23dce70",symbol='BTC/USD',test_mode=True) 164 | assert isinstance(data,dict) and not 'message' in data 165 | 166 | def test_returned_data(self): 167 | '''test returned data''' 168 | data=crypto.get_order(order_id="55d7e42e-3a6c-41f7-a692-9bdcd23dce70",symbol='BTC/USD',test_mode=True) 169 | assert 'id','info' in data 170 | 171 | class Test_user_orders: 172 | def test_return_type(self): 173 | '''test return type''' 174 | data=crypto.user_orders('BTC/USD',test_mode=True) 175 | assert isinstance(data,list) and not 'message' in data 176 | 177 | def test_returned_data(self): 178 | '''test returned data''' 179 | data=crypto.user_orders('BTC/USD',test_mode=True) 180 | assert 'id','info' in data[0] 181 | 182 | class Test_create_deposit_address: 183 | pass 184 | 185 | class Test_user_deposits: 186 | pass 187 | 188 | class Test_user_deposit_address: 189 | pass 190 | 191 | class Test_user_withdrawls: 192 | pass 193 | 194 | class Test_user_transactions: 195 | def test_return_type(self): 196 | '''test return type''' 197 | data=crypto.user_transactions('USD',test_mode=True) 198 | assert isinstance(data,list) and not 'message' in data 199 | """ -------------------------------------------------------------------------------- /tests/test_options.py: -------------------------------------------------------------------------------- 1 | import libkloudtrader.options as options 2 | import pandas 3 | 4 | class TestChains: 5 | def test_return_type(self): 6 | '''test return type''' 7 | expiration=options.expirations(underlying_symbol='AAPL')[0]['date'] 8 | data=options.chains(underlying_symbol="AAPL",expiration=expiration,dataframe=False) 9 | assert isinstance(data,list) 10 | 11 | def test_dataframe_return_type(self): 12 | '''test dataframe return type''' 13 | expiration=options.expirations(underlying_symbol='AAPL')[0]['date'] 14 | data=options.chains(underlying_symbol="AAPL",expiration=expiration) 15 | assert isinstance(data,pandas.DataFrame) 16 | 17 | def test_data(self): 18 | '''test returned data''' 19 | expiration=options.expirations(underlying_symbol='AAPL')[0]['date'] 20 | data=options.chains(underlying_symbol="AAPL",expiration=expiration,dataframe=False) 21 | assert 'description','high'in data[0] 22 | 23 | def test_wrong_symbl(self): 24 | pass 25 | 26 | def test_Wrong_date(self): 27 | pass 28 | 29 | 30 | class TestExpirations: 31 | def test_return_type(seld): 32 | '''test return type''' 33 | data=options.expirations(underlying_symbol="AAPL") 34 | assert isinstance(data,list) 35 | 36 | def test_data(self): 37 | '''test returned data''' 38 | data=options.expirations(underlying_symbol="AAPL") 39 | assert 'data','strikes' in data[0] 40 | 41 | def test_wrong_symbol(self): 42 | '''test wrong underlying symbol''' 43 | data=options.expirations(underlying_symbol="AAPL##RRWSSDJKF") 44 | assert data['expirations']==None 45 | 46 | class TestStrikes: 47 | def test_return_type(self): 48 | '''test return type''' 49 | expiration=options.expirations(underlying_symbol='AAPL')[0]['date'] 50 | data=options.strikes(underlying_symbol="AAPL",expiration=expiration) 51 | assert isinstance(data,dict) 52 | 53 | def test_data(self): 54 | '''test returned data''' 55 | expiration=options.expirations(underlying_symbol='AAPL')[0]['date'] 56 | data=options.strikes(underlying_symbol="AAPL",expiration=expiration) 57 | assert 'strike' in data['strikes'] 58 | 59 | class TestBuyToOpen: 60 | pass 61 | 62 | class TestBuyToClose: 63 | pass 64 | 65 | class TestSellToOpen: 66 | pass 67 | 68 | class TestSellToClose: 69 | pass -------------------------------------------------------------------------------- /tests/test_stocks.py: -------------------------------------------------------------------------------- 1 | '''This module contains tests for stocks module''' 2 | 3 | import sys 4 | import datetime 5 | sys.path.append('./libkloudtrader') 6 | import pandas 7 | import libkloudtrader.stocks as stocks 8 | 9 | class TestLatestPriceInfo: 10 | def test_type(self): 11 | """Test return type""" 12 | data = stocks.latest_price_info('AAPl') 13 | assert isinstance(data, dict) 14 | 15 | def test_pandas_type(self): 16 | """Test return type""" 17 | data = stocks.latest_price_info('AAPl', dataframe=True) 18 | assert isinstance(data, pandas.DataFrame) 19 | 20 | def test_data(self): 21 | """Test if data is correct""" 22 | data = stocks.latest_price_info('AAPl') 23 | assert 'last','change' in data 24 | 25 | def test_multiple_symbols(self): 26 | """Test multiple symbols as input""" 27 | data=stocks.latest_price_info('AAPL,SPY,GOOG,GE') 28 | for i in data: 29 | assert 'last','change' in data 30 | 31 | class TestCreateSession: 32 | def test_return_type(self): 33 | """Test return type and data""" 34 | data=stocks.create_session() 35 | assert isinstance(data,str) 36 | 37 | class TestLatestQuote: 38 | def test_return_type_and_data(self): 39 | """Test return type and data""" 40 | data=stocks.latest_quote('aapl') 41 | assert isinstance(data,dict) and 'bidsz','ask' in data 42 | 43 | def test_wrong_symbol_input(self): 44 | """Test non existing symbol as input""" 45 | pass 46 | 47 | class TestLatestTrade: 48 | def test_return_type_and_data(self): 49 | """Test return type and data""" 50 | data=stocks.latest_trade('aapl') 51 | assert isinstance(data,dict) and 'last','type' in data 52 | 53 | def test_wrong_symbol_input(self): 54 | """Test non existing symbol as input""" 55 | pass 56 | 57 | class TestIntradaySummary: 58 | def test_return_type_and_data(self): 59 | """Test return type and data""" 60 | data=stocks.intraday_summary('aapl') 61 | assert isinstance(data,dict) and 'open','low' in data 62 | 63 | def test_wrong_symbol_input(self): 64 | """Test non existing symbol as input""" 65 | pass 66 | 67 | class TestOHLCV: 68 | def test_type(self): 69 | """Test return type""" 70 | data = stocks.ohlcv('AAPl',start="2018-01-01",end="2019-01-01",dataframe=False) 71 | assert isinstance(data, dict) 72 | 73 | def test_pandas_type(self): 74 | """Test return Type""" 75 | data=stocks.ohlcv('AAPl',start="2018-01-01",end="2019-01-01") 76 | assert isinstance(data, pandas.DataFrame) 77 | 78 | def test_data(self): 79 | """Test data returned""" 80 | data=stocks.ohlcv('AAPl',start="2018-01-01",end="2019-01-01",dataframe=False) 81 | assert 'day' in data['history'] 82 | 83 | def test_wrong_date(self): 84 | """Exception for wrong date""" 85 | pass 86 | 87 | def test_multiple_symbols(self): 88 | """No data retured with multiple symbols""" 89 | pass 90 | 91 | def test_number_returned_data_points(self): 92 | """Test number of data of points returned based on start and end""" 93 | pass 94 | 95 | def test_fake_symbol(self): 96 | """Test when a symbol is given that does not exists""" 97 | pass 98 | ''' 99 | class TesthistoricalTickData: 100 | def setup(self): 101 | self.start=datetime.datetime.today().strftime("%Y-%m-%d %H:%M:%S") 102 | d = datetime.datetime.today() - datetime.timedelta(days=3) 103 | self.end=d.strftime("%Y-%m-%d %H:%M:%S") 104 | def test_type(self): 105 | """Test return type""" 106 | data = stocks.tick_data('AAPL',start=self.start,end=self.end) 107 | assert isinstance(data, dict) 108 | 109 | def test_pandas_type(self): 110 | """Test return Type""" 111 | data=stocks.tick_data('AAPL',start=self.start,end=self.end,dataframe=True) 112 | assert isinstance(data, pandas.DataFrame) 113 | 114 | def test_data(self): 115 | """Test data returned""" 116 | data=stocks.tick_data('AAPL',start=self.start,end=self.end) 117 | assert 'data' in data['series'] 118 | 119 | def test_date_older_than_allowed(self): 120 | """Test for date input older than 5 days.""" 121 | pass 122 | 123 | def test_multiple_symbols(self): 124 | """No data retured with multiple symbols""" 125 | pass 126 | 127 | def test_number_returned_data_points(self): 128 | """Test number of data of points returned based on start and end""" 129 | pass 130 | 131 | def test_fake_symbol(self): 132 | """Test when a symbol is given that does not exists""" 133 | pass 134 | 135 | class Test1minBarData: 136 | def setup(self): 137 | self.start=datetime.datetime.today().strftime("%Y-%m-%d %H:%M:%S") 138 | d = datetime.datetime.today() - datetime.timedelta(days=3) 139 | self.end=d.strftime("%Y-%m-%d %H:%M:%S") 140 | print(self.start) 141 | def test_type(self): 142 | """Test return type""" 143 | data = stocks.min1_bar_data('AAPL',start=self.start,end=self.end) 144 | assert isinstance(data, dict) 145 | 146 | def test_pandas_type(self): 147 | """Test return Type""" 148 | data=stocks.min1_bar_data('AAPL',start=self.start,end=self.end,dataframe=True) 149 | assert isinstance(data, pandas.DataFrame) 150 | 151 | def test_data(self): 152 | """Test data returned""" 153 | data=stocks.min1_bar_data('AAPL',start=self.start,end=self.end) 154 | assert 'data' in data['series'] 155 | 156 | def test_date_older_than_allowed(self): 157 | """Test for date input older than 20 days with open filter and 10 days with all filter""" 158 | pass 159 | 160 | def test_multiple_symbols(self): 161 | """No data retured with multiple symbols""" 162 | pass 163 | 164 | def test_number_returned_data_points(self): 165 | """Test number of data of points returned based on start and end""" 166 | pass 167 | 168 | def test_fake_symbol(self): 169 | """Test when a symbol is given that does not exists""" 170 | pass 171 | 172 | class Test5minBarData: 173 | def setup(self): 174 | self.start=datetime.datetime.today().strftime("%Y-%m-%d %H:%M:%S") 175 | d = datetime.datetime.today() - datetime.timedelta(days=8) 176 | self.end=d.strftime("%Y-%m-%d %H:%M:%S") 177 | def test_type(self): 178 | """Test return type""" 179 | data = stocks.min5_bar_data('AAPL',start=self.start,end=self.end) 180 | assert isinstance(data, dict) 181 | 182 | def test_pandas_type(self): 183 | """Test return Type""" 184 | data=stocks.min5_bar_data('AAPL',start=self.start,end=self.end,dataframe=True) 185 | assert isinstance(data, pandas.DataFrame) 186 | 187 | def test_data(self): 188 | """Test data returned""" 189 | data=stocks.min5_bar_data('AAPL',start=self.start,end=self.end) 190 | assert 'data' in data['series'] 191 | 192 | def test_date_older_than_allowed(self): 193 | """Test for date input older than 40 days with open filter and 18 days with all filter""" 194 | pass 195 | 196 | def test_multiple_symbols(self): 197 | """No data retured with multiple symbols""" 198 | pass 199 | 200 | def test_number_returned_data_points(self): 201 | """Test number of data of points returned based on start and end""" 202 | pass 203 | 204 | def test_fake_symbol(self): 205 | """Test when a symbol is given that does not exists""" 206 | pass 207 | 208 | class Test15minBarData: 209 | def setup(self): 210 | self.start=datetime.datetime.today().strftime("%Y-%m-%d %H:%M:%S") 211 | d = datetime.datetime.today() - datetime.timedelta(days=10) 212 | self.end=d.strftime("%Y-%m-%d %H:%M:%S") 213 | def test_type(self): 214 | """Test return type""" 215 | data = stocks.min15_bar_data('AAPL',start=self.start,end=self.end) 216 | assert isinstance(data, dict) 217 | 218 | def test_pandas_type(self): 219 | """Test return Type""" 220 | data=stocks.min15_bar_data('AAPL',start=self.start,end=self.end,dataframe=True) 221 | assert isinstance(data, pandas.DataFrame) 222 | 223 | def test_data(self): 224 | """Test data returned""" 225 | data=stocks.min15_bar_data('AAPL',start=self.start,end=self.end) 226 | assert 'data' in data['series'] 227 | 228 | def test_date_older_than_allowed(self): 229 | """Test for date input older than 40 days with open filter and 18 days with all filter""" 230 | pass 231 | 232 | def test_multiple_symbols(self): 233 | """No data retured with multiple symbols""" 234 | pass 235 | 236 | def test_number_returned_data_points(self): 237 | """Test number of data of points returned based on start and end""" 238 | pass 239 | 240 | def test_fake_symbol(self): 241 | """Test when a symbol is given that does not exists""" 242 | pass 243 | ''' 244 | class TestStreamLiveQuotes: 245 | def test_return_type_and_data(self): 246 | """Test return type and data""" 247 | for data in stocks.stream_live_quotes('aapl'): 248 | assert isinstance(data,dict) and 'bidsz','ask' in data 249 | break 250 | 251 | def test_wrong_symbol_input(self): 252 | """Test non existing symbol as input""" 253 | pass 254 | 255 | class TestStreamLiveTrades: 256 | def test_return_type_and_data(self): 257 | """Test return type and data""" 258 | for data in stocks.stream_live_trades('aapl'): 259 | assert isinstance(data,dict) and 'last','type' in data 260 | break 261 | 262 | def test_wrong_symbol_input(self): 263 | """Test non existing symbol as input""" 264 | pass 265 | 266 | class TestStreamLiveSummary: 267 | def test_return_type_and_data(self): 268 | """Test return type and data""" 269 | for data in stocks.stream_live_summary('aapl'): 270 | assert isinstance(data,dict) and 'open','low' in data 271 | break 272 | 273 | def test_wrong_symbol_input(self): 274 | """Test non existing symbol as input""" 275 | pass 276 | 277 | 278 | class TestListOfCompanies: 279 | ''' 280 | def test_return_type(self): 281 | """Test return Type""" 282 | list_of_exchanges=['all','nyse','nasdaq','amex'] 283 | for x in list_of_exchanges: 284 | data=stocks.list_of_companies(x) 285 | assert isinstance(data,pandas.DataFrame) 286 | ''' 287 | def test_data(self): 288 | """Test columns in the returned dataframe""" 289 | pass 290 | 291 | class TestIntradayStatus: 292 | def test_return_type(self): 293 | """Test return type""" 294 | data=stocks.intraday_status() 295 | assert isinstance(data,dict) 296 | 297 | def test_data(self): 298 | """Test return data""" 299 | data=stocks.intraday_status() 300 | assert 'date' and 'next_state' in data 301 | 302 | class TestMarketCalendar: 303 | def test_return_type(self): 304 | """Test return type""" 305 | data=stocks.market_calendar(7,2019) 306 | assert isinstance(data,dict) 307 | 308 | def test_wrong_inputs(self): 309 | """Test wrong inputs""" 310 | pass 311 | 312 | class TestSymbolSearch: 313 | def test_return_type(self): 314 | """Test return type""" 315 | data=stocks.symbol_search('apple') 316 | assert isinstance(data,dict) 317 | 318 | def test_wrong_input(self): 319 | """Test wrong input""" 320 | pass 321 | 322 | class TestSymbolLookup: 323 | def test_return_type(self): 324 | """Test return type""" 325 | data=stocks.symbol_lookup('aap') 326 | assert isinstance(data,dict) 327 | 328 | def test_wrong_input(self): 329 | """Test wrong input""" 330 | pass 331 | 332 | class TestShortableSecurities: 333 | def test_return_type(self): 334 | """Test return type""" 335 | data=stocks.shortable_securities(dataframe=False) 336 | assert isinstance(data,dict) 337 | 338 | def test_pandas_return_type(self): 339 | """Test datframe = True return type""" 340 | data=stocks.shortable_securities() 341 | assert isinstance(data,pandas.DataFrame) 342 | 343 | def test_data(self): 344 | """Test returned data""" 345 | data=stocks.shortable_securities(dataframe=False) 346 | assert 'security' in data['securities'] 347 | 348 | class TestCheckIfShortable: 349 | def test_return_type_and_return_data_for_right_symbol(self): 350 | """Test return type and data""" 351 | data=stocks.check_if_shortable('GOOG') 352 | assert isinstance(data,bool) and data==True 353 | 354 | def test_return_type_and_return_data_for_wrong_symbol(self): 355 | """Test return type and data""" 356 | data=stocks.check_if_shortable('RTADSS45') 357 | assert isinstance(data,bool) and data==False 358 | 359 | 360 | class TestCompanyFundamentals: 361 | def test_return_type(self): 362 | """Test return type and data""" 363 | data=stocks.company_fundamentals('AAPL') 364 | assert isinstance(data,list) 365 | 366 | def test_wrong_symbol(self): 367 | """Test wrong symbol""" 368 | pass 369 | 370 | class TestCorporateCalendar: 371 | def test_return_type(self): 372 | """Test return type and data""" 373 | data=stocks.corporate_calendar('AAPL') 374 | assert isinstance(data,list) 375 | 376 | def test_wrong_symbol(self): 377 | """Test wrong symbol""" 378 | pass 379 | 380 | class TestCorporateActions: 381 | def test_return_type(self): 382 | """Test return type and data""" 383 | data=stocks.dividend_information('AAPL') 384 | assert isinstance(data,list) 385 | 386 | def test_wrong_symbol(self): 387 | """Test wrong symbol""" 388 | pass 389 | 390 | class TestDividendInformation: 391 | def test_return_type(self): 392 | """Test return type and data""" 393 | data=stocks.dividend_information('AAPL') 394 | assert isinstance(data,list) 395 | 396 | def test_wrong_symbol(self): 397 | """Test wrong symbol""" 398 | pass 399 | 400 | class TestCorporateActions: 401 | def test_return_type(self): 402 | """Test return type and data""" 403 | data=stocks.corporate_actions('AAPL') 404 | assert isinstance(data,list) 405 | 406 | def test_wrong_symbol(self): 407 | """Test wrong symbol""" 408 | pass 409 | 410 | class TestOperationRatio: 411 | def test_return_type(self): 412 | """Test return type and data""" 413 | data=stocks.operation_ratio('AAPL') 414 | assert isinstance(data,list) 415 | 416 | def test_wrong_symbol(self): 417 | """Test wrong symbol""" 418 | pass 419 | 420 | class TestCorporateFiancials: 421 | def test_return_type(self): 422 | """Test return type and data""" 423 | data=stocks.corporate_financials('AAPL') 424 | assert isinstance(data,list) 425 | 426 | def test_wrong_symbol(self): 427 | """Test wrong symbol""" 428 | pass 429 | 430 | class TestPriceStatistics: 431 | def test_return_type(self): 432 | """Test return type and data""" 433 | data=stocks.price_statistics('AAPL') 434 | assert isinstance(data,list) 435 | 436 | def test_wrong_symbol(self): 437 | """Test wrong symbol""" 438 | pass 439 | 440 | 441 | class TestBuyPreview: 442 | pass 443 | 444 | class TestBuyToCoverPreview: 445 | pass 446 | 447 | class TestSellPreview: 448 | pass 449 | 450 | class TestSellShortPreview: 451 | pass 452 | 453 | class TestBuy: 454 | pass 455 | 456 | class TestBuyToCover: 457 | pass 458 | 459 | class TestSell: 460 | pass 461 | 462 | class TestShortSell: 463 | pass 464 | 465 | class TestChangeOrder: 466 | pass 467 | 468 | class TestCancelOrder: 469 | pass 470 | 471 | 472 | class TestUserProfile: 473 | def test_return_type(self): 474 | '''test return type''' 475 | data=stocks.user_profile() 476 | assert isinstance(data,dict) 477 | 478 | def test_returned_data(self): 479 | '''test returned data''' 480 | data=stocks.user_profile() 481 | assert 'account'in data['profile'] 482 | 483 | class TestAccountBalance: 484 | def test_return_type(self): 485 | '''test return type''' 486 | data=stocks.account_balance() 487 | assert isinstance(data,dict) 488 | 489 | def test_returned_data(self): 490 | '''test returned data''' 491 | data=stocks.account_balance() 492 | assert 'option_short_value','equity' in data['balances'] 493 | 494 | class TestAccountHistory: 495 | def test_return_type(self): 496 | '''test return type''' 497 | data=stocks.account_history() 498 | assert isinstance(data,dict) 499 | 500 | def test_returned_data(self): 501 | '''test returned data''' 502 | data=stocks.account_history() 503 | assert 'event' in data['history'] 504 | 505 | class TestAccountPositions: 506 | def test_return_type(self): 507 | '''test return type''' 508 | data=stocks.account_positions() 509 | assert isinstance(data,dict) 510 | 511 | class TestAccountClosedPositions: 512 | def test_return_type(self): 513 | '''test return type''' 514 | data=stocks.account_closed_positions() 515 | assert isinstance(data,dict) 516 | 517 | class TestAccountOrders: 518 | def test_return_type(self): 519 | '''test return type''' 520 | data=stocks.account_orders() 521 | assert isinstance(data,dict) 522 | -------------------------------------------------------------------------------- /tox.ini: -------------------------------------------------------------------------------- 1 | [tox] 2 | envlist = py37,py35 3 | 4 | [testenv] 5 | # install pytest in the virtualenv where commands will be executed 6 | deps = pytest 7 | commands = 8 | python -V 9 | setenv= 10 | USER_ACCESS_TOKEN={env:USER_ACCESS_TOKEN:} 11 | USER_ACCOUNT_NUMBER={env:USER_ACCOUNT_NUMBER:} 12 | USER_BROKERAGE={env:USER_BROKERAGE:} 13 | CRYPTO_API_KEY={env:CRYPTO_API_KEY:} 14 | CRYPTO_API_PASSWORD={env:CRYPTO_API_PASSWORD:} 15 | CRYPTO_API_SECRET={env:CRYPTO_API_SECRET:} 16 | CRYPTO_API_UID={env:CRYPTO_API_UID:} 17 | CRYPTO_EXCHANGE={env:CRYPTO_EXCHANGE:} 18 | CRYPTO_PASSWORD=(:env:CRYPTO_PASSWORD:} 19 | AWS_ACCESS_KEY_ID={:env:AWS_ACCESS_KEY_ID:} 20 | AWS_DEFAULT_REGION={:env:AWS_DEFAULT_REGION:} 21 | AWS_SECRET_ACCESS_KEY={:env:AWS_SECRET_ACCESS_KEY:} --------------------------------------------------------------------------------