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prof7bit (OP)
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April 22, 2013, 10:29:30 AM |
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It will be nice to also add email notifications (and/or push notifications) when trading
Functionality like this could be wrapped into separate strategy modules. Also another strategy module could be made whose only purpose is to load a list of other strategies so that you could for example run the email notifier strategy in parallel with for example a trailing stop strategy.
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c0inbuster
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April 22, 2013, 10:57:06 AM Last edit: April 22, 2013, 12:10:02 PM by c0inbuster |
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I like this idea... but a strategy like trailing stop should also have access to other strategies (such as notifiers)
object programming using python is permissive so it shouldn't be a problem
but you will have to use a kind of "dependency graph" between strategies
(if you want that trailing stop strategy will be able to send notifications you must ensure that email_notifier strategy or pushover_notifier was load)
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prof7bit (OP)
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 22, 2013, 01:57:19 PM |
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(if you want that trailing stop strategy will be able to send notifications you must ensure that email_notifier strategy or pushover_notifier was load)
A simple pragmatic solution: Any notifyer strategy could connect a slot to gox.signal_debug, it could look like this: import strategy import whatever_message_api
RECEIVER = "somebody@example.com"
class Strategy(strategy.Strategy): def __init__(self, gox): strategy.Strategy.__init__(self, gox) gox.signal_debug.connect(self.slot_debug)
def slot_debug(self, sender, (msg)): if "NOTIFY" in msg: whatever_message_api.sendmsg(RECEIVER, msg)
and every other strategy that wants to send an important message would then simply do something like this: self.debug("NOTIFY", "foo bar %f happened at %f" % (bla, blub))
The string "NOTIFY" would then be established as some kind of convention, it wouldn't do any harm if no notifier is present (it would just go to the log file like all other messages too) and if an older strategy does not send messages containing "NOTIFY" or notifications for more events are desired then the notification strategy could optionally do some more advanced filtering of debug messages.
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c0inbuster
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 22, 2013, 02:43:26 PM |
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Sometimes I'm not pragmatic ![Grin](https://bitcointalk.org/Smileys/default/grin.gif) Do you know how to load list of strategies ? Do you plan to add notifier (email or push) in your code base ? Thanks a lot
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prof7bit (OP)
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 22, 2013, 02:56:30 PM Last edit: April 22, 2013, 03:13:24 PM by prof7bit |
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Do you know how to load list of strategies ?
_loader.py (untested code, just wrote it down here without testing but should work this way unless I have forgotten something, for example not tested what happens on reload during runtime) (use it like this: ./goxtool --strategy=_loader.py) (my [personal] convention is to prefix all strategy module filenames (and other eperimental stuff in this folder) with _ to not confuse git too much with unversioned files in the same folder, I have put _*.* into my .gitignore file) import strategy
import _notifierstrat import _foostrat import _barstrat import _whateverstrat
class Strategy(strategy.Strategy): def __init__(self, gox): strategy.Strategy.__init__(self, gox)
self.notifierstrat = _notifierstrat.Strategy(gox) self.foostrat = _foostrat.Strategy(gox) self.barstrat = _barstrat.Strategy(gox) self.whateverstrat = _whateverstrat.Strategy(gox)
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c0inbuster
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 22, 2013, 03:15:53 PM |
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Nice! I prefer not to get away from your code... so I will git pull when it will be ready I think it's both a good idea : - to avoid breaking a large part of code (and that's what you are doing elegantly) - to have notifications when auto trading (I prefer to know very quickly [bad] surprises) You should also have a look at my suggestion https://bitcointalk.org/index.php?topic=181584.msg1911355#msg1911355it will allow us to see several symbols (BTCUSD, BTCEUR...)
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prof7bit (OP)
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 23, 2013, 03:05:17 PM |
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Do you know how to load list of strategies ?
_loader.py[ ...code...] This is obsolete now. After pulling the latest revision you can now just pass a comma separated list of modules on the command line, no need to load them from a separate loader strategy, this is much more flexible now: ./goxtool --strategy=foo.py,bar.py,baz.py
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prof7bit (OP)
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 23, 2013, 04:38:07 PM |
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Have you ever try to implement MA crossover strategy ?
I experimented with this back in my old forex days and never found something that would work really reliable when I simulated it with new (not seen before) test data. All the myriads of MA-crossover strategies (or whatever-indicator-cross-this-or-that-strategies) that looked promising on the data they were developed on failed miserably when simulating them on new test data. All of them! Every time! Even the most sophisticated stuff with neural networks and other machine learning technologies trying to predict the trend that seemed to work well on the training set failed miserably and immediately every time when confronted with new data, so I won't even try to do that anymore.
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BTC-engineer
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 23, 2013, 05:59:30 PM |
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Have you ever try to implement MA crossover strategy ?
I experimented with this back in my old forex days and never found something that would work really reliable when I simulated it with new (not seen before) test data. All the myriads of MA-crossover strategies (or whatever-indicator-cross-this-or-that-strategies) that looked promising on the data they were developed on failed miserably when simulating them on new test data. All of them! Every time! Even the most sophisticated stuff with neural networks and other machine learning technologies trying to predict the trend that seemed to work well on the training set failed miserably and immediately every time when confronted with new data, so I won't even try to do that anymore. It looks like you have large experience with automatic trading technologies. I have only some basic knowledge. One of the things I know about it, is that it's important to test/fine-tune your trading strategy with historical or synthesizer new data before going live. I think this is also what you are talking about your experience with various MA-crossover strategies. Is there a plan to implement such a test-mode into goxtool, so you are able to test your trading strategy?
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hugolp
Legendary
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Activity: 1148
Merit: 1001
Radix-The Decentralized Finance Protocol
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April 23, 2013, 06:14:58 PM |
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Im writting a bot (Strategy class) and Im having the problem that goxtool sometimes will just quit leaving a grey screen with no error message, making it hard to debug where I have fucked up in the code. Sometimes the error will show but others it just completely kills the program with no explanation. Is there a way to find out what happen or a way to solve it so one can get a debug message?
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ErebusBat
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April 23, 2013, 06:16:37 PM |
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Im writting a bot (Strategy class) and Im having the problem that goxtool sometimes will just quit leaving a grey screen with no error message, making it hard to debug where I have fucked up in the code. Sometimes the error will show but others it just completely kills the program with no explanation. Is there a way to find out what happen or a way to solve it so one can get a debug message?
STUPID QUESTION: Nothing in goxtool.log?
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hugolp
Legendary
Offline
Activity: 1148
Merit: 1001
Radix-The Decentralized Finance Protocol
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 23, 2013, 06:26:15 PM |
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Im writting a bot (Strategy class) and Im having the problem that goxtool sometimes will just quit leaving a grey screen with no error message, making it hard to debug where I have fucked up in the code. Sometimes the error will show but others it just completely kills the program with no explanation. Is there a way to find out what happen or a way to solve it so one can get a debug message?
STUPID QUESTION: Nothing in goxtool.log? I almost did not want to answer for the embarasment. Yes, it was there. Thank you.
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ErebusBat
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 23, 2013, 06:49:38 PM |
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I almost did not want to answer for the embarasment. Yes, it was there. Thank you.
NP... we all have our moments so it is good to ask ![Smiley](https://bitcointalk.org/Smileys/default/smiley.gif) Plus your question will help others.
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prof7bit (OP)
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 23, 2013, 07:05:15 PM |
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Is there a plan to implement such a test-mode into goxtool, so you are able to test your trading strategy?
That would certainly be a nice thing to have. I'm not yet sure if it should be part of goxtool or a separate application that just exposes the same interface and can load the same strategy files. I cannot promise anything yet (don't have unlimited time), maybe also someone else might want to write something that could be used for this purpose.
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MtQuid
Newbie
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April 23, 2013, 09:56:33 PM Last edit: April 23, 2013, 10:42:18 PM by MtQuid |
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+1 for 2.6 Debian squeeze has 2.5, 2.6 and 3.0 in repo.
I just installed goxtool on a squeeze box and I made this script to help anyone else in the same situation. # Installing python2.7 on debian stable and running goxtool # Tested on virgin debian squeeze install with sudo installed
#################################################### # Part 1: Install python2.7
# First get some tools sudo apt-get install build-essential # and some libs sudo apt-get install libsqlite3-dev zlib1g-dev libncurses5-dev libgdbm-dev libbz2-dev libreadline5-dev libssl-dev libdb-dev # Optional bits and bobs #sudo apt-get build-dep python
# starting at home cd ~
# Get and compile Python-2.7.4 wget wget http://python.org/ftp/python/2.7.4/Python-2.7.4.tar.bz2 tar xf Python-2.7.4.tar.bz2 cd Python-2.7.4/ ./configure --prefix=/usr/local make
# This make takes about 5 mins on an old virtual machine
# Now you have 2 options: # 1. install the new python # sudo make altinstall # 2. create a new debian package and install python 2.7 into debian package system # sudo checkinstall make altinstall
# I prefer checkinstall, though it will take longer sudo apt-get install checkinstall
# There is a bug and checkinstall will fail because some directories could not be created. # So just create them manually right now. sudo mkdir -p /usr/local/lib/pkgconfig sudo mkdir -p /usr/local/lib/python2.7/config
# Install and create the debian package sudo checkinstall --pkgname=python2.7 --pkgversion=2.7.4 make altinstall
# checkinstall took about 45 minutes on my slow VM
# have a look at the new python python2.7 --version # and still we have the original 2.6 as the system wide default python --version
# get back to home cd ~
# install a python package manager # this will install the script 'easy_install-2.7' wget https://pypi.python.org/packages/source/d/distribute/distribute-0.6.36.tar.gz tar xvf distribute-0.6.36.tar.gz cd distribute-0.6.36/ sudo python2.7 setup.py install
#################################################### # Part 2: Install goxtool
# get back to home cd ~
# install a means to segregate python applications sudo easy_install-2.7 virtualenv
# get latest goxtool git clone https://github.com/prof7bit/goxtool.git
# create a new python2.7 environment for goxtool virtualenv-2.7 --distribute goxtool
# switch to the new environment source goxtool/bin/activate
# check it worked - you should see 2.7.4 as the version number python --version
# get the packages required for goxtool easy_install-2.7 pycrypto
# fire her up and get trading python goxtool/goxtool.py --protocol=socketio --use-http
I've only just discovered this project with it's balance bot and I love it and have been running it for the last day and a half on the 7% default. I'm going to try some different margins on other accounts with like half a coin balance and see how they each perform over time. My first trading bot. One issue. During setup I balanced the account and then hit 'p' to place the buy/sell orders but I think I went too fast because the price was around 123 and the bot miscalculated my center and put in buys and sells at 80/90 something. MtGox ignored the low sell but I did panic. Also the graph is using a lot of screen space so could do with a toggle for switching between other information sets. I'm a C++ programmer by trade but I'm keen to help out with this projects so I'm currently looking at the code. Graph area could switch between log, graph, more detailed order book stats, strategy provided info. Strategy provided would be the obvious solution to all as then you could have empty strategies that only provide information screens. Then just have a mechanism to cycle through them. So even the current graph would end up in a strategy. Thanks for your work prof7bit.
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ErebusBat
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 24, 2013, 05:01:26 PM |
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I thought I would share several of my helper scripts I have written to help with goxtool Bot Start ScriptThis script is used to rotate the log file and start the bot with the appropriate connection params, as well as a log of where and when it was said to use those.#!/bin/zsh # https://bitcointalk.org/index.php?topic=148462.msg1854636#msg1854636 # https://gist.github.com/prof7bit/5395900 # https://bitcointalk.org/index.php?topic=148462.msg1886914#msg1886914
# "p": place 2 orders above and below price. # "c": cancel orders and effectively stop the bot # "u": update own order list, depth, history, wallet and everything # "i": display how much it is out of balance at current price (negative: must sell, positive: must buy) # "b":balance immediately (cancel orders and then buy/sell at market to rebalance)
# Backup log file if [[ -f goxtool.log ]]; then mv goxtool.log goxtool_$(date '+%Y%m%d-%H%M%S').log fi # Per https://bitcointalk.org/index.php?topic=181584.msg1923260#msg1923260 ./goxtool.py --protocol=websocket --strategy=_balancer.py
botlog.sh - View/watch bot's logThis filters out the 'noise' and lets me see just the output I want from the log. As a side effect of the above log rotation you will need to restart this every time you restart the tool with the script above#!/bin/zsh tail -n500000 -f ~/goxtool/goxtool.log | egrep "(Strategy|got ack|got|have)"
startbot.sh - Enforce Screen SessionForces that you are in a screen session so you don't start the bot and then logout and think it is running when it is not ![Shocked](https://bitcointalk.org/Smileys/default/shocked.gif) #!/bin/zsh if [[ -z $STY ]] then echo "Not in screen! Run ~/botwindow.sh" else cd ~/goxtool ./bot_balancer.sh fi
botwindow.shStarts (or re-connects to) screen with the same params every time#!/bin/sh screen -D -R -A -S bot
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supert
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April 24, 2013, 05:03:46 PM |
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Fantastic work prof7bit.
It runs OK on a raspberry pi raspbian / wheezy (wanted an always-on low power bot server) at a load average of ~0.99 and most of the memory. Hopefully there is no memory leak.
I'm not running X and in the console the xterm title (price/bid/ask) seems to cause some trouble appearing at wherever the cursor was last.
With screen over ssh in an xterm it looks fine though.
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ErebusBat
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![](https://bitcointalk.org/Themes/custom1/images/post/xx.gif) |
April 24, 2013, 05:07:36 PM |
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Fantastic work prof7bit.
It runs OK on a raspberry pi raspbian / wheezy (wanted an always-on low power bot server) at a load average of ~0.99 and most of the memory. Hopefully there is no memory leak.
I'm not running X and in the console the xterm title (price/bid/ask) seems to cause some trouble appearing at wherever the cursor was last.
With screen over ssh in an xterm it looks fine though.
You can add (or change) the following in your ini file and then the title will not update ![Smiley](https://bitcointalk.org/Smileys/default/smiley.gif)
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