Initial import: grid-bot — grid trading bot for BTC-USDT on Cifra Markets

test_indicators_live.py

@@ -0,0 +1,96 @@
+"""
+Live test for indicators.py.
+Fetches 5-min candles from Tradernet (via /root/grid-bot/api.py TradernetAPI),
+runs compute_sma_atr(), prints results.
+"""
+import sys
+import time
+
+sys.path.insert(0, '/root/grid-bot')
+
+from indicators import compute_sma, compute_atr, compute_sma_atr
+from api import TradernetAPI
+from config import (
+    TRADERNET_PUBLIC_KEY, TRADERNET_PRIVATE_KEY, SYMBOL, TRADERNET_BASE_URL,
+    TRADERNET_LOGIN, TRADERNET_PASSWORD,
+)
+
+api = TradernetAPI(
+    public_key=TRADERNET_PUBLIC_KEY,
+    private_key=TRADERNET_PRIVATE_KEY,
+    login=TRADERNET_LOGIN,
+    password=TRADERNET_PASSWORD,
+    base_url=TRADERNET_BASE_URL,
+)
+
+# Fetch 5-min candles for last 7 days
+from datetime import datetime, timedelta, timezone
+dt_to = datetime.now(tz=timezone.utc)
+dt_from = dt_to - timedelta(days=2)  # 2 days = 576 candles (5-min) — plenty for SMA(20)+ATR(14)
+date_from = dt_from.strftime("%d.%m.%Y %H:%M")
+date_to = dt_to.strftime("%d.%m.%Y %H:%M")
+
+print(f"Fetching {SYMBOL} 5-min candles {date_from} → {date_to}...")
+t0 = time.time()
+raw = api.get_hloc_sync(SYMBOL, 5, date_from, date_to, 0)
+print(f"  done in {time.time()-t0:.2f}s")
+
+if not raw:
+    print("ERROR: getHloc returned empty. Check API keys/network.")
+    sys.exit(1)
+
+# Same normaliser as main.py:fetch_candles
+hloc_list = raw.get("hloc", {}).get(SYMBOL, [])
+ts_list = raw.get("xSeries", {}).get(SYMBOL, [])
+vol_list = raw.get("vl", {}).get(SYMBOL, [])
+
+candles = []
+for i, ohlc in enumerate(hloc_list):
+    if not isinstance(ohlc, (list, tuple)) or len(ohlc) < 4:
+        continue
+    t = ts_list[i] if i < len(ts_list) else 0
+    v = vol_list[i] if i < len(vol_list) else 0
+    candles.append({
+        "t": int(t),
+        "o": float(ohlc[0]),
+        "h": float(ohlc[1]),
+        "l": float(ohlc[2]),
+        "c": float(ohlc[3]),
+        "v": float(v) if v is not None else 0.0,
+    })
+
+print(f"Got {len(candles)} candles")
+if not candles:
+    sys.exit(1)
+
+print(f"First: {datetime.fromtimestamp(candles[0]['t'], tz=timezone.utc).isoformat()} "
+      f"c=${candles[0]['c']:,.2f}")
+print(f"Last:  {datetime.fromtimestamp(candles[-1]['t'], tz=timezone.utc).isoformat()} "
+      f"c=${candles[-1]['c']:,.2f}")
+
+# Compute indicators at multiple timeframes
+for sma_p, atr_p in [(20, 14), (50, 14), (20, 20)]:
+    res = compute_sma_atr(candles, sma_period=sma_p, atr_period=atr_p)
+    print(f"\nSMA({sma_p}) / ATR({atr_p}):")
+    print(f"  sma       = ${res['sma']:,.2f}")
+    print(f"  atr       = ${res['atr']:,.2f}")
+    print(f"  range_h   = ${res['range_h']:,.2f}")
+    print(f"  range_l   = ${res['range_l']:,.2f}")
+    if res['sma'] is not None and res['last_close'] is not None:
+        dev_pct = (res['last_close'] - res['sma']) / res['sma'] * 100
+        in_range = res['range_l'] <= res['last_close'] <= res['range_h']
+        print(f"  last_close deviation from SMA = {dev_pct:+.2f}%")
+        print(f"  last_close IN range = {in_range}")
+        if res['atr'] is not None and res['atr'] > 0:
+            dev_atr = abs(res['last_close'] - res['sma']) / res['atr']
+            print(f"  |last_close - SMA| / ATR = {dev_atr:.2f}× ATR")
+            print(f"  → Would LOCK at {1.5}× ATR? {dev_atr > 1.5}")
+
+# Decision: which params to use
+print("\n=== Recommended for grid-bot ===")
+res = compute_sma_atr(candles, sma_period=20, atr_period=14)
+print(f"  SMA(20) = ${res['sma']:,.2f}")
+print(f"  ATR(14) = ${res['atr']:,.2f}")
+print(f"  Grid range = ${res['range_l']:,.2f} — ${res['range_h']:,.2f}")
+print(f"  Step per level (1 ATR) = ${res['atr']:,.2f}")
+print(f"  Step % = {res['atr']/res['sma']*100:.3f}%")