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

test_timeframes.py

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+"""Test SMA/ATR at multiple timeframes."""
+import sys
+sys.path.insert(0, '/root/grid-bot')
+
+from indicators import compute_sma_atr
+from api import TradernetAPI
+from config import (
+    TRADERNET_PUBLIC_KEY, TRADERNET_PRIVATE_KEY, SYMBOL,
+    TRADERNET_BASE_URL, TRADERNET_LOGIN, TRADERNET_PASSWORD,
+)
+from datetime import datetime, timedelta, timezone
+
+api = TradernetAPI(
+    TRADERNET_PUBLIC_KEY, TRADERNET_PRIVATE_KEY,
+    TRADERNET_LOGIN, TRADERNET_PASSWORD, TRADERNET_BASE_URL,
+)
+
+configs = [
+    # (tf_min, sma_p, atr_p, mult, label)
+    (5,   20, 14, 2.0, "5m SMA20"),
+    (15,  12, 14, 2.0, "15m SMA12"),
+    (60,  24, 14, 2.0, "1h SMA24"),
+    (60,  48, 14, 2.0, "1h SMA48"),
+    (240, 14, 14, 2.0, "4h SMA14"),
+]
+
+now_str = datetime.now(tz=timezone.utc).strftime("%Y-%m-%d %H:%M UTC")
+print(f"BTC-USDT.IMEX timeframe analysis  @  {now_str}\n")
+
+rows = []
+for tf, sma_p, atr_p, mult, label in configs:
+    days = 7 if tf <= 60 else 30
+    dt_to = datetime.now(tz=timezone.utc)
+    dt_from = dt_to - timedelta(days=days)
+    raw = api.get_hloc_sync(
+        SYMBOL, tf,
+        dt_from.strftime("%d.%m.%Y %H:%M"),
+        dt_to.strftime("%d.%m.%Y %H:%M"),
+        0,
+    )
+    hloc = raw.get("hloc", {}).get(SYMBOL, [])
+    ts_list = raw.get("xSeries", {}).get(SYMBOL, [])
+    candles = [
+        {"o": float(h[0]), "h": float(h[1]), "l": float(h[2]), "c": float(h[3])}
+        for i, h in enumerate(hloc[:len(ts_list)])
+    ]
+    min_needed = atr_p + 1
+    if len(candles) < min_needed:
+        print(f"[{label}] only {len(candles)} candles (need {min_needed}) — SKIP")
+        continue
+
+    res = compute_sma_atr(candles, sma_period=sma_p, atr_period=atr_p, width_atr_mult=mult)
+    if res["sma"] is None:
+        print(f"[{label}] insufficient data — SKIP")
+        continue
+
+    lock_thr = 1.5 * res["atr"]
+    dev      = abs(res["last_close"] - res["sma"])
+    dev_atr  = dev / res["atr"] if res["atr"] else 0
+    step_dlr = res["sma"] * 0.005       # current 0.5% step
+    step_atr = step_dlr / res["atr"] if res["atr"] else 0
+    range_d  = mult * 2 * res["atr"]    # ±mult*ATR total
+    levels   = range_d / step_dlr if step_dlr else 0
+    would_lock = dev_atr > 1.5
+
+    print(f"[{label}]  SMA=${res['sma']:,.0f}  ATR=${res['atr']:,.0f}  last=${res['last_close']:,.0f}")
+    print(f"  |dev|={dev:.0f} ({dev_atr:.1f}×ATR)  lock_thr={lock_thr:.0f}  range=±{range_d/2:.0f}$")
+    print(f"  step(0.5%)=${step_dlr:.0f} = {step_atr:.0f}×ATR  levels_in_range={levels:.1f}")
+    print(f"  → LOCK {'⚠️ YES ⚠️' if would_lock else 'no'}")
+    print()
+    rows.append((label, res, dev_atr, would_lock, levels, step_atr, lock_thr))
+
+print("=== RECOMMENDATION ===")
+print("Want: dev < 1.5×ATR (stable, no false lock) + levels >= 2 (grid has room)\n")
+for label, res, dev_atr, would_lock, levels, step_atr, lock_thr in rows:
+    ok = not would_lock and levels >= 2
+    mark = "✅" if ok else "⚠️ "
+    lock = "🔒" if would_lock else "  "
+    print(f"{mark}{lock} [{label}]  dev={dev_atr:.1f}×  levels={levels:.1f}  step={step_atr:.0f}×ATR  lock_thr=${lock_thr:.0f}")