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