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moonraker_utils.py
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moonraker_utils.py
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import os
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sn
# ------------------------------------------------------------------------------------------
# Classes and constants
# ------------------------------------------------------------------------------------------
# Meaningful labels for the moonraker lines
meanline = 'Plot'
meanline_plus = 'Plot.1'
meanline_minus = 'Plot.2'
upper_band_lowest = 'Plot.5'
upper_band_top = 'Plot.10'
upper_band_bottom = 'Plot.9'
lower_band_highest = 'Plot.7'
lower_band_top = 'Plot.11'
lower_band_bottom = 'Plot.12'
# A class to manage data for opening, updating, and closing a trade
class Trade:
def __init__(self, symbol, open_price, open_time, open_tick, entry_tf, short, stop_loss):
self.open_price = open_price
self.open_time = open_time
self.open_tick = open_tick
self.entry_tf = entry_tf
self.short = short
self.stop_loss = stop_loss
self.stopped_out = False
self.closed = False
self.close_price = None
self.close_time = None
self.close_tick = None
self.color = None
self.cur_capital = open_price
self.pnl = 0.0
self.pnl_percent = 0.0
# Return the amount of capital at a given price point
def get_capital_at_price(self, price):
if self.short:
return self.open_price + (self.open_price - price)
else:
return self.open_price - (self.open_price - price)
# Update trade state
def update(self, cur_price):
self.cur_capital = self.get_capital_at_price(cur_price)
self.pnl = self.cur_capital - self.open_price
self.pnl_percent = self.pnl/self.open_price
# Close the trade
def close(self, close_price, close_time, close_tick, color, stopped_out):
self.update(close_price)
self.close_price = close_price
self.close_time = close_time
self.close_tick = close_tick
self.closed = True
self.color = color
self.stopped_out = stopped_out
# ------------------------------------------------------------------------------------------
# Plotting helper functions
# ------------------------------------------------------------------------------------------
# Draw a labeled heatmap with the option to save to file
def draw_heatmap(row_labels, col_labels, data, title=None, filename=None, save=False, display = True, annot=None, xlabel=None, ylabel=None):
# Create dataframe from row/column labels
df = {}
for i in range(0, len(col_labels)):
df[col_labels[i]] = pd.Series(data[:, i], index=[str(x) for x in row_labels])
df = pd.DataFrame(df)
# Configure, draw, save heatmap
sn.set(font_scale=0.7)
palette = sn.diverging_palette(h_neg=10, h_pos=230, s=99, l=55, sep=3, as_cmap=True)
ax = sn.heatmap(df, annot=annot, cmap=palette, center=0.00, cbar=False, fmt='')
ax.figure.set_size_inches(6, 5.5)
plt.title(title)
plt.subplots_adjust(hspace=0)
plt.subplots_adjust(left=0.1)
plt.subplots_adjust(right=0.95)
plt.subplots_adjust(bottom=0.03)
plt.subplots_adjust(top=0.97)
if save:
plt.savefig(os.getcwd() + "/data/" + filename + ".png")
if display:
plt.show()