Merge branch 'dashboard-v1'

jesse/controllers/exchange_info.py

@@ -0,0 +1,24 @@
+from starlette.responses import JSONResponse
+
+from jesse.modes.import_candles_mode import CandleExchange
+from jesse.modes.import_candles_mode.drivers import drivers, driver_names
+
+
+def get_exchange_supported_symbols(exchange: str) -> JSONResponse:
+    arr = []
+
+    try:
+        driver: CandleExchange = drivers[exchange]()
+    except KeyError:
+        raise ValueError(f'{exchange} is not a supported exchange. Supported exchanges are: {driver_names}')
+
+    try:
+        arr = driver.get_available_symbols()
+    except Exception as e:
+        return JSONResponse({
+            'error': str(e)
+        }, status_code=500)
+
+    return JSONResponse({
+        'data': arr
+    }, status_code=200)

jesse/exceptions/__init__.py

@@ -31,7 +31,9 @@ class SymbolNotFound(Exception):
 
 
 class RouteNotFound(Exception):
-    pass
+    def __init__(self, symbol, timeframe):
+        message = f"Date route is required but missing: symbol='{symbol}', timeframe='{timeframe}'"
+        super().__init__(message)
 
 
 class InvalidRoutes(Exception):

jesse/helpers.py

@@ -120,6 +120,33 @@ def dashy_symbol(symbol: str) -> str:
         if compare_symbol == symbol:
             return s
 
+    if symbol.endswith('EUR'):
+        return symbol[:-3] + '-EUR'
+    if symbol.endswith('EUT'):
+        return symbol[:-3] + '-EUT'
+    if symbol.endswith('GBP'):
+        return symbol[:-3] + '-GBP'
+    if symbol.endswith('JPY'):
+        return symbol[:-3] + '-JPY'
+    if symbol.endswith('MIM'):
+        return symbol[:-3] + '-MIM'
+    if symbol.endswith('TRY'):
+        return symbol[:-3] + '-TRY'
+    if symbol.endswith('USD'):
+        return symbol[:-3] + '-USD'
+    if symbol.endswith('UST'):
+        return symbol[:-3] + '-UST'
+    if symbol.endswith('USDT'):
+        return symbol[:-4] + '-USDT'
+    if symbol.endswith('USDC'):
+        return symbol[:-4] + '-USDC'
+    if symbol.endswith('USDS'):
+        return symbol[:-4] + '-USDS'
+    if symbol.endswith('USDP'):
+        return symbol[:-4] + '-USDP'
+    if symbol.endswith('USDU'):
+        return symbol[:-4] + '-USDU'
+
     if len(symbol) > 7 and symbol.endswith('SUSDT'):
         # ex: SETHSUSDT => SETH-SUSDT
         return symbol[:-5] + '-' + symbol[-5:]
@@ -385,7 +412,7 @@ def is_paper_trading() -> bool:
 
 
 def is_unit_testing() -> bool:
-    """Returns True if the code is running by running pytest, False otherwise."""
+    """Returns True if the code is running by running pytest or PyCharm's test runner, False otherwise."""
     # Check if the PYTEST_CURRENT_TEST environment variable is set.
     if os.environ.get("PYTEST_CURRENT_TEST"):
         return True
@@ -395,7 +422,11 @@ def is_unit_testing() -> bool:
     if script_name in ["pytest", "py.test"]:
         return True
 
-    # Otherwise, the code is not running by running pytest.
+    # Check if the code is being executed from PyCharm's test runner.
+    if os.environ.get("PYCHARM_HOSTED"):
+        return True
+
+    # Otherwise, the code is not running by running pytest or PyCharm's test runner.
     return False
 
 
@@ -469,6 +500,11 @@ def now_to_timestamp(force_fresh=False) -> int:
     return arrow.utcnow().int_timestamp * 1000
 
 
+# for use with peewee
+def now_to_datetime():
+    return arrow.utcnow().datetime
+
+
 def current_1m_candle_timestamp():
     return arrow.utcnow().floor('minute').int_timestamp * 1000
 
@@ -767,6 +803,7 @@ def _print_error(msg: str) -> None:
     print('\n')
     print(color('========== critical error =========='.upper(), 'red'))
     print(color(msg, 'red'))
+    print(color('====================================', 'red'))
 
 @lru_cache
 def timeframe_to_one_minutes(timeframe: str) -> int:

jesse/indicators/__init__.py

@@ -179,3 +179,5 @@
 from .stiffness import stiffness
 from .ttm_squeeze import ttm_squeeze
 from .support_resistance_with_break import support_resistance_with_breaks
+from .squeeze_momentum import squeeze_momentum
+from .hull_suit import hull_suit

jesse/indicators/hull_suit.py

@@ -0,0 +1,60 @@
+from collections import namedtuple
+
+from .wma import wma
+from .ema import ema
+import numpy as np
+from jesse.helpers import get_candle_source, slice_candles
+
+HullSuit = namedtuple('HullSuit', ['s_hull', 'm_hull', 'signal'])
+
+
+def hull_suit(candles: np.ndarray, mode_switch: str = 'Hma', length: int = 55, length_mult: float = 1.0, source_type: str = 'close', sequential: bool = False) -> HullSuit:
+    """
+    @author InSilico
+    credits: https://www.tradingview.com/script/hg92pFwS-Hull-Suite/
+
+    HullSuit - Hull Suit
+
+    :param candles: np.ndarray
+    :param mode_switch: str - default: 'Hma'
+    :param length: int - default: 55
+    :param length_mult: float - default: 1.0
+    :param source_type: str - default: "closes"
+    :param sequential: bool - default=False
+
+    :return: float | np.ndarray
+    """
+    if len(candles.shape) == 1:
+        source = candles
+    else:
+        candles = slice_candles(candles, sequential)
+        source = get_candle_source(candles, source_type=source_type)
+
+    mode_len = int(length * length_mult)
+    if mode_switch == 'Hma':
+        mode = wma(2*wma(source, mode_len / 2, sequential=True) - wma(source,
+                   mode_len, sequential=True), round(mode_len ** 0.5), sequential=True)
+    elif mode_switch == 'Ehma':
+        mode = ema(2*ema(source, mode_len / 2, sequential=True) - ema(source,
+                   mode_len, sequential=True), round(mode_len ** 0.5), sequential=True)
+    elif mode_switch == 'Thma':
+        mode = wma(3*wma(source, mode_len / 6, sequential=True) - wma(source, mode_len / 4, sequential=True) -
+                   wma(source, mode_len / 2, sequential=True), mode_len / 2, sequential=True)
+
+    s_hull = []
+    m_hull = []
+    signal = []
+    for i in range(len(mode)):
+        if i > 1:
+            s_hull.append(mode[i - 2])
+            m_hull.append(mode[i])
+            signal.append('buy' if mode[i - 2] < mode[i] else 'sell')
+        else:
+            s_hull.append(None)
+            m_hull.append(None)
+            signal.append(None)
+
+    if sequential:
+        return HullSuit(s_hull, m_hull, signal)
+    else:
+        return HullSuit(s_hull[-1], m_hull[-1], signal[-1])

jesse/indicators/squeeze_momentum.py

@@ -0,0 +1,90 @@
+from collections import namedtuple
+
+from .bollinger_bands import bollinger_bands
+from .sma import sma
+from .trange import trange
+from .linearreg import linearreg
+from .stddev import stddev
+import numpy as np
+
+SqueezeMomentum = namedtuple('SqueezeMomentum', ['squeeze', 'momentum', 'momentum_signal'])
+
+
+def squeeze_momentum(candles: np.ndarray, length: int = 20, mult: float = 2.0, length_kc: int = 20, mult_kc: float = 1.5, sequential: bool = True) -> SqueezeMomentum:
+    """
+    @author lazyBear
+    credits: https://www.tradingview.com/script/nqQ1DT5a-Squeeze-Momentum-Indicator-LazyBear/
+
+    squeeze_momentum
+
+    :param candles: np.ndarray
+    :length: int - default: 20
+    :mult: float - default: 2.0
+    :length_kc: float - default: 2.0
+    :mult_kc: float - default: 1.5
+    :sequential: bool - default: True
+
+    :return: SqueezeMomentum(squeeze, momentum, momentum_signal)
+    """
+    # calculate bollinger bands
+    basis = sma(candles, length, sequential=True)
+    dev = mult_kc * stddev(candles, length, sequential=True)
+    upper_bb = basis + dev
+    lower_bb = basis - dev
+
+    # calculate KC
+    ma = sma(candles, length_kc, sequential=True)
+    range_ma = sma(trange(candles, sequential=True), period=length_kc, sequential=True)
+    upper_kc = ma + range_ma * mult_kc
+    lower_kc = ma - range_ma * mult_kc
+
+    sqz = []
+    for i in range(len(lower_bb)):
+        sqz_on = (lower_bb[i] > lower_kc[i]) and (upper_bb[i] < upper_kc[i])
+        sqz_off = (lower_bb[i] < lower_kc[i]) and (upper_bb[i] > upper_kc[i])
+        noSqz = (sqz_on == False) and (sqz_off == False)
+        sqz.append(0 if noSqz else (-1 if sqz_on else 1))
+
+    highs = np.nan_to_num(_highest(candles[:, 3], length_kc), 0)
+    lows = np.nan_to_num(_lowest(candles[:, 4], length_kc), 0)
+    sma_arr = np.nan_to_num(sma(candles, period=length_kc, sequential=True))
+
+    momentum = []
+    for i in range(len(highs)):
+        momentum.append(candles[:, 2][i] - ((highs[i] + lows[i]) / 2 + sma_arr[i]) / 2)
+
+    momentum = linearreg(np.array(momentum), period=length_kc, sequential=True)
+
+    momentum_signal = []
+    for i in range(len(momentum) - 1):
+        if momentum[i + 1] > 0:
+            momentum_signal.append(1 if momentum[i + 1] > momentum[i] else 2)
+        else:
+            momentum_signal.append(-1 if momentum[i + 1] < momentum[i] else -2)
+
+    if sequential:
+        return SqueezeMomentum(sqz, momentum, momentum_signal)
+    else:
+        return SqueezeMomentum(sqz[-1], momentum[-1], momentum_signal[-1])
+
+
+def _highest(values, length):
+    # Ensure values is a NumPy array for efficient computation
+    values = np.asarray(values)
+    # Initialize an array to hold the highest values
+    highest_values = np.full(values.shape, np.nan)
+    # Compute the highest value for each window
+    for i in range(length - 1, len(values)):
+        highest_values[i] = np.max(values[i - length + 1:i + 1])
+    return highest_values
+
+
+def _lowest(values, length):
+    # Ensure values is a NumPy array for efficient computation
+    values = np.asarray(values)
+    # Initialize an array to hold the lowest values
+    lowest_values = np.full(values.shape, np.nan)
+    # Compute the lowest value for each window
+    for i in range(length - 1, len(values)):
+        lowest_values[i] = np.min(values[i - length + 1:i + 1])
+    return lowest_values

jesse/indicators/wma.py

@@ -7,7 +7,7 @@
 
 
 def wma(candles: np.ndarray, period: int = 30, source_type: str = "close", sequential: bool = False) -> Union[
-    float, np.ndarray]:
+        float, np.ndarray]:
     """
     WMA - Weighted Moving Average
 
@@ -18,9 +18,11 @@ def wma(candles: np.ndarray, period: int = 30, source_type: str = "close", seque
 
     :return: float | np.ndarray
     """
-    candles = slice_candles(candles, sequential)
+    if len(candles.shape) == 1:
+        source = candles
+    else:
+        candles = slice_candles(candles, sequential)
+        source = get_candle_source(candles, source_type=source_type)
 
-    source = get_candle_source(candles, source_type=source_type)
     res = talib.WMA(source, timeperiod=period)
-
     return res if sequential else res[-1]

jesse/info.py

@@ -1,17 +1,24 @@
 from jesse.enums import exchanges as exchanges_enums, timeframes
 
-JESSE_API_URL = 'https://api1.jesse.trade/api'
-# JESSE_API_URL = 'http://localhost:8040/api'
-JESSE_WEBSITE_URL = 'https://jesse.trade'
-# JESSE_WEBSITE_URL = 'http://localhost:8040'
+# JESSE_API_URL = 'https://api1.jesse.trade/api'
+JESSE_API_URL = 'http://localhost:8040/api'
+# JESSE_WEBSITE_URL = 'https://jesse.trade'
+JESSE_WEBSITE_URL = 'http://localhost:8040'
 
-BYBIT_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_6, timeframes.HOUR_12, timeframes.DAY_1]
-FTX_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_6, timeframes.HOUR_12, timeframes.DAY_1]
-BINANCE_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_6, timeframes.HOUR_8, timeframes.HOUR_12, timeframes.DAY_1]
-COINBASE_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.HOUR_1, timeframes.HOUR_6, timeframes.DAY_1]
-BITGET_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.HOUR_12, timeframes.DAY_1]
-DYDX_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.DAY_1]
-APEX_PRO_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.DAY_1]
+BYBIT_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30,
+                    timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_6, timeframes.HOUR_12, timeframes.DAY_1]
+FTX_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30,
+                  timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_6, timeframes.HOUR_12, timeframes.DAY_1]
+BINANCE_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_3, timeframes.MINUTE_5, timeframes.MINUTE_15, timeframes.MINUTE_30,
+                      timeframes.HOUR_1, timeframes.HOUR_2, timeframes.HOUR_4, timeframes.HOUR_6, timeframes.HOUR_8, timeframes.HOUR_12, timeframes.DAY_1]
+COINBASE_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5,
+                       timeframes.MINUTE_15, timeframes.HOUR_1, timeframes.HOUR_6, timeframes.DAY_1]
+BITGET_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15,
+                     timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.HOUR_12, timeframes.DAY_1]
+DYDX_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15,
+                   timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.DAY_1]
+APEX_PRO_TIMEFRAMES = [timeframes.MINUTE_1, timeframes.MINUTE_5, timeframes.MINUTE_15,
+                       timeframes.MINUTE_30, timeframes.HOUR_1, timeframes.HOUR_4, timeframes.DAY_1]
 
 exchange_info = {
     # BYBIT_USDT_PERPETUAL
@@ -217,14 +224,14 @@
     # COINBASE_SPOT
     exchanges_enums.COINBASE_SPOT: {
         'name': exchanges_enums.COINBASE_SPOT,
-        'url': 'https://pro.coinbase.com',
-        'fee': 0.005,
+        'url': 'https://www.coinbase.com/advanced-trade/spot/BTC-USD',
+        'fee': 0.0003,
         'type': 'spot',
         'supported_leverage_modes': ['cross', 'isolated'],
         'supported_timeframes': COINBASE_TIMEFRAMES,
         'modes': {
             'backtesting': True,
-            'live_trading': False,
+            'live_trading': True,
         },
         'required_live_plan': 'premium'
     },

jesse/models/ExchangeApiKeys.py

@@ -0,0 +1,38 @@
+import json
+import peewee
+from jesse.services.db import database
+
+if database.is_closed():
+    database.open_connection()
+
+
+class ExchangeApiKeys(peewee.Model):
+    id = peewee.UUIDField(primary_key=True)
+    exchange_name = peewee.CharField()
+    name = peewee.CharField(unique=True)
+    api_key = peewee.CharField()
+    api_secret = peewee.CharField()
+    additional_fields = peewee.TextField()
+    created_at = peewee.DateTimeField()
+
+    class Meta:
+        from jesse.services.db import database
+
+        database = database.db
+
+    def __init__(self, attributes=None, **kwargs) -> None:
+        peewee.Model.__init__(self, attributes=attributes, **kwargs)
+
+        if attributes is None:
+            attributes = {}
+
+        for a in attributes:
+            setattr(self, a, attributes[a])
+
+    def get_additional_fields(self) -> dict:
+        return json.loads(self.additional_fields)
+
+
+# if database is open, create the table
+if database.is_open():
+    ExchangeApiKeys.create_table()