import argparse import logging import sys import time import pandas as pd import sqlite3 import json import os from datetime import datetime, timezone, timedelta from logging_utils import setup_logging class TradingStrategy: """ A template for a trading strategy that reads data from the SQLite database and executes its logic in a loop, running once per candle. """ def __init__(self, strategy_name: str, params: dict, log_level: str): self.strategy_name = strategy_name self.params = params self.coin = params.get("coin", "N/A") self.timeframe = params.get("timeframe", "N/A") self.db_path = os.path.join("_data", "market_data.db") self.status_file_path = os.path.join("_data", f"strategy_status_{self.strategy_name}.json") # Strategy state variables self.current_signal = "INIT" self.last_signal_change_utc = None self.signal_price = None self.indicator_value = None # Load strategy-specific parameters from config self.rsi_period = params.get("rsi_period") self.short_ma = params.get("short_ma") self.long_ma = params.get("long_ma") self.sma_period = params.get("sma_period") setup_logging(log_level, f"Strategy-{self.strategy_name}") logging.info(f"Initializing strategy with parameters: {self.params}") def load_data(self) -> pd.DataFrame: """Loads historical data, ensuring enough for the longest indicator period.""" table_name = f"{self.coin}_{self.timeframe}" limit = 500 # Determine required data limit based on the longest configured indicator periods = [p for p in [self.sma_period, self.long_ma, self.rsi_period] if p is not None] if periods: limit = max(periods) + 50 try: with sqlite3.connect(f"file:{self.db_path}?mode=ro", uri=True) as conn: query = f'SELECT * FROM "{table_name}" ORDER BY datetime_utc DESC LIMIT {limit}' df = pd.read_sql(query, conn) if df.empty: return pd.DataFrame() df['datetime_utc'] = pd.to_datetime(df['datetime_utc']) df.set_index('datetime_utc', inplace=True) df.sort_index(inplace=True) return df except Exception as e: logging.error(f"Failed to load data from table '{table_name}': {e}") return pd.DataFrame() def _calculate_signals(self, data: pd.DataFrame): """ Analyzes historical data to find the last signal crossover event. This method should be expanded to handle different strategy types. """ if self.sma_period: if len(data) < self.sma_period + 1: self.current_signal = "INSUFFICIENT DATA" return data['sma'] = data['close'].rolling(window=self.sma_period).mean() self.indicator_value = data['sma'].iloc[-1] data['position'] = 0 data.loc[data['close'] > data['sma'], 'position'] = 1 data.loc[data['close'] < data['sma'], 'position'] = -1 data['crossover'] = data['position'].diff() last_position = data['position'].iloc[-1] if last_position == 1: self.current_signal = "BUY" elif last_position == -1: self.current_signal = "SELL" else: self.current_signal = "HOLD" last_cross_series = data[data['crossover'] != 0] if not last_cross_series.empty: last_cross_row = last_cross_series.iloc[-1] self.last_signal_change_utc = last_cross_row.name.tz_localize('UTC').isoformat() self.signal_price = last_cross_row['close'] if last_cross_row['position'] == 1: self.current_signal = "BUY" elif last_cross_row['position'] == -1: self.current_signal = "SELL" else: self.last_signal_change_utc = data.index[0].tz_localize('UTC').isoformat() self.signal_price = data['close'].iloc[0] elif self.rsi_period: logging.info(f"RSI logic not implemented for period {self.rsi_period}.") self.current_signal = "NOT IMPLEMENTED" elif self.short_ma and self.long_ma: logging.info(f"MA Cross logic not implemented for {self.short_ma}/{self.long_ma}.") self.current_signal = "NOT IMPLEMENTED" def _save_status(self): """Saves the current strategy state to its JSON file.""" status = { "strategy_name": self.strategy_name, "current_signal": self.current_signal, "last_signal_change_utc": self.last_signal_change_utc, "signal_price": self.signal_price, "last_checked_utc": datetime.now(timezone.utc).isoformat() } try: with open(self.status_file_path, 'w', encoding='utf-8') as f: json.dump(status, f, indent=4) except IOError as e: logging.error(f"Failed to write status file: {e}") def get_sleep_duration(self) -> int: """Calculates seconds to sleep until the next full candle closes.""" if not self.timeframe: return 60 tf_value = int(''.join(filter(str.isdigit, self.timeframe))) tf_unit = ''.join(filter(str.isalpha, self.timeframe)) if tf_unit == 'm': interval_seconds = tf_value * 60 elif tf_unit == 'h': interval_seconds = tf_value * 3600 elif tf_unit == 'd': interval_seconds = tf_value * 86400 else: return 60 now = datetime.now(timezone.utc) timestamp = now.timestamp() next_candle_ts = ((timestamp // interval_seconds) + 1) * interval_seconds sleep_seconds = (next_candle_ts - timestamp) + 5 logging.info(f"Next candle closes at {datetime.fromtimestamp(next_candle_ts, tz=timezone.utc)}. " f"Sleeping for {sleep_seconds:.2f} seconds.") return sleep_seconds def run_logic(self): """Main loop: loads data, calculates signals, saves status, and sleeps.""" logging.info(f"Starting main logic loop for {self.coin} on {self.timeframe} timeframe.") while True: data = self.load_data() if data.empty: logging.warning("No data loaded. Waiting 1 minute before retrying...") self.current_signal = "NO DATA" self._save_status() time.sleep(60) continue self._calculate_signals(data) self._save_status() last_close = data['close'].iloc[-1] indicator_val_str = f"{self.indicator_value:.4f}" if self.indicator_value is not None else "N/A" logging.info(f"Signal: {self.current_signal} | Price: {last_close:.4f} | Indicator: {indicator_val_str}") sleep_time = self.get_sleep_duration() time.sleep(sleep_time) if __name__ == "__main__": parser = argparse.ArgumentParser(description="Run a trading strategy.") parser.add_argument("--name", required=True, help="The name of the strategy instance from the config.") parser.add_argument("--params", required=True, help="A JSON string of the strategy's parameters.") parser.add_argument("--log-level", default="normal", choices=['off', 'normal', 'debug']) args = parser.parse_args() try: strategy_params = json.loads(args.params) strategy = TradingStrategy( strategy_name=args.name, params=strategy_params, log_level=args.log_level ) strategy.run_logic() except KeyboardInterrupt: logging.info("Strategy process stopped.") except Exception as e: logging.error(f"A critical error occurred: {e}") sys.exit(1)