adding simple strat #35

Author: timkpaine

algocoin/lib/strategies/test_strat.py

@@ -0,0 +1,92 @@
+from ..strategy import ticks, \
+                       TradingStrategy
+from ..structs import MarketData, TradeRequest, TradeResponse
+from ..enums import Side, TradeResult, OrderType
+from ..logging import STRAT as slog, ERROR as elog
+
+
+class TestStrategy(TradingStrategy):
+    def __init__(self) -> None:
+        super(TestStrategy, self).__init__()
+        self.active = False
+        self.prev_state = ''
+        self.state = ''
+
+        self.bought = 0.0
+        self.bought_qty = 0.0
+        self.profits = 0.0
+
+    def onBuy(self, res: TradeResponse) -> None:
+        if not res.status == TradeResult.FILLED:
+            slog.critical('order failure: %s' % res)
+            return
+
+        self.bought = res.volume*res.price
+        self.bought_qty = res.volume
+        slog.critical('d->g:bought %.2f @ %.2f for %.2f' % (res.volume, res.price, self.bought))
+
+    def onSell(self, res: TradeResponse) -> None:
+        if not res.status == TradeResult.FILLED:
+            slog.info('order failure: %s' % res)
+            return
+
+        sold = res.volume*res.price
+        profit = sold - self.bought
+        self.profits += profit
+        slog.critical('g->d:sold %.2f @ %.2f for %.2f - %.2f - %.2f' % (res.volume, res.price, sold, profit, self.profits))
+        self.bought = 0.0
+        self.bought_qty = 0.0
+
+    @ticks
+    def onTrade(self, data: MarketData) -> bool:
+        if not self.active:
+            req = TradeRequest(side=Side.BUY,
+                               # buy between .2 and 1 BTC
+                               volume=max(min(1.0, data.volume), .2),
+                               currency=data.currency,
+                               order_type=OrderType.MARKET,
+                               price=data.price)
+            slog.critical("requesting buy : %s", req)
+            self.requestBuy(self.onBuy, req)
+            return True
+        else:
+            req = TradeRequest(side=Side.SELL,
+                               volume=self.bought_qty,
+                               currency=data.currency,
+                               order_type=OrderType.MARKET,
+                               price=data.price)
+            slog.critical("requesting sell : %s", req)
+            self.requestSell(self.onSell, req)
+            return True
+
+        return False
+
+    def onError(self, e) -> None:
+        elog.critical(e)
+
+    def onAnalyze(self, _) -> None:
+        pass
+
+    def onChange(self, data: MarketData) -> None:
+        pass
+
+    def onContinue(self, data: MarketData) -> None:
+        pass
+
+    def onDone(self, data: MarketData) -> None:
+        pass
+
+    def onHalt(self, data: MarketData) -> None:
+        pass
+
+    def onOpen(self, data: MarketData) -> None:
+        pass
+
+    def onReceived(self, data: MarketData) -> None:
+        pass
+
+    def slippage(self, resp: TradeResponse) -> TradeResponse:
+        return resp
+
+    def transactionCost(self, resp: TradeResponse) -> TradeResponse:
+        return resp