diff --git a/main/Decision.py b/main/Decision.py
index 328056c00f236ec7c6009b75075157bf3447962d..397d47c8cdcf3fd2457626a6e6ab73d043f2b2c6 100644
--- a/main/Decision.py
+++ b/main/Decision.py
@@ -31,6 +31,7 @@ from DBManagement.DataManagement import getHistoCandles, export_Simulation_All
import numpy as np
import pandas_ta as ta
import matplotlib.pyplot as plt
+import math
#Class that contains main function and parameters for decision algorithm
class Decision:
@@ -48,6 +49,8 @@ class Decision:
self.sim = None
self.crossed = False
self.buff_price_indicator = []
+ self.nbrWins = 0
+ self.nbrLoose = 0
#Params for sma handling
self.timePeriod = 0
self.price_SMA = []
@@ -57,6 +60,10 @@ class Decision:
#symbol of the simulation
self.symbol = symbol
self.amount = None
+ self.balanceMartingale = 0
+ self.nbrConsecutiveLoose = 0
+ self.maxLooseMartingale = None
+ self.amountMartingale = None
self.export_result = []
self.mas = []
self.timeRandom = []
@@ -80,7 +87,7 @@ class Decision:
self.timePeriod = int(sizeCandle_min*60/time_between)
print(f"time period = {self.timePeriod}")
self.sim.indexTicker +=1
-
+ print("Indicateur = ",indicator)
if indicator == "SMA":
#Iterate on each price of a market for SMA calculation
for i in range(1,len(sim.histo_prices)):
@@ -105,7 +112,7 @@ class Decision:
print(f"date End = {date}")
#add results to list of results
self.export_result.append(sim.endSimulation(mas))
- elif indicator == "random":
+ elif indicator == "random" or indicator == "randomMartingale":
#Iterate on each price of a market for random decision
for i in range(1,len(sim.histo_prices)):
self.sim.indexTicker +=1
@@ -120,7 +127,7 @@ class Decision:
break
self.pricesSim.append([price,date])
- self.calculateRandom(date,symbol,price,timeRandom)
+ self.calculateRandom(date,symbol,price,timeRandom,indicator)
if self.indexTickerSim >= len(sim.histo_prices)-1:
break
print(f"date End = {date}")
@@ -149,7 +156,7 @@ class Decision:
# mas = [[10,20],[5,15]]
if indicator == "SMA":
self.mas = [mas]
- if indicator == "random":
+ if indicator == "random" or indicator == "randomMartingale":
self.timeRandom = [timeRandom]
markets = ["BTCUSDT"]
@@ -175,6 +182,10 @@ class Decision:
self.symbol = market
#amout is 10% of balance
self.amount = balance*0.1
+ if indicator == "randomMartingale":
+ #amount = 1% of balance
+ self.balanceMartingale = balance
+ self.amount = balance*0.01
if indicator == "SMA":
for sl in testSL:
@@ -187,7 +198,7 @@ class Decision:
print("Amount = ",self.amount)
print(self.sim)
self.simulationGen(self.sim,market,c,indicator,mas=ma)
- if indicator == "random":
+ if indicator == "random" or indicator == "randomMartingale":
for sl in testSL:
self.sim.sl = sl
for tp in testTP:
@@ -210,6 +221,8 @@ class Decision:
self.sma = {"BTCUSDT":[],"ETHUSDT":[],"XRPUSDT":[],"BCHUSDT":[]}
self.rsi = {}
self.init = True
+
+
#Index of the ticker for the simulation
self.indexTickerSim = 1
self.pricesSim = []
@@ -217,6 +230,8 @@ class Decision:
self.crossed = False
self.buff_price_indicator = []
#Params for sma handling
+ self.nbrWins = 0
+ self.nbrLoose = 0
self.timePeriod = 0
self.price_SMA = []
self.sum_SMA1 =0
@@ -224,7 +239,11 @@ class Decision:
self.cpt_ma = 0
#symbol of the simulation
self.symbol = symbol
- self.amount = None
+ self.amount = 0
+ self.balanceMartingale = 0
+ self.nbrConsecutiveLoose = 0
+ self.maxLooseMartingale = None
+ self.amountMartingale = 0
self.export_result = []
self.mas = []
self.timeRandom = []
@@ -340,26 +359,66 @@ class Decision:
#print(self.sma)
#Choose a random time to buy or sell
- def calculateRandom(self, date, symbol, price, timeRandom):
- if self.init:
- self.init = False
- self.randomAVorVA(date,price)
+ def calculateRandom(self, date, symbol, price, timeRandom,indicator):
+ if indicator == "random":
+ if self.init:
+ self.init = False
+ self.randomAVorVA(date,price,self.amount)
+ return 1
+ if not self.init:
+ # 1 tick = 10s
+ if self.sim.end_Active < self.sim.indexTicker and self.tmpRandom == 0:
+ self.tmpRandom = 1
+ rand = random.randint(timeRandom[0],timeRandom[1])
+ rand = (rand*60)/10
+ self.tickRandom = self.sim.indexTicker + rand
+ if self.sim.indexTicker == self.tickRandom:
+ self.tmpRandom = 0
+ self.randomAVorVA(date,price,self.amount)
+ return 1
+ elif indicator == "randomMartingale":
+ if self.init:
+ self.maxLooseMartingale = math.floor(math.log2((self.amount*100)/self.amount))
+ print(f"maxLooseMartingale = {self.maxLooseMartingale}")
+ self.amountMartingale = self.amount
+ self.init = False
+ self.randomAVorVA(date,price,self.amountMartingale)
+ return 1
+ if not self.init:
+ # 1 tick = 10s
+ if self.sim.end_Active < self.sim.indexTicker and self.tmpRandom == 0:
+ self.tmpRandom = 1
+ rand = random.randint(timeRandom[0],timeRandom[1])
+ rand = (rand*60)/10
+ self.tickRandom = self.sim.indexTicker + rand
+ if self.sim.indexTicker == self.tickRandom:
+ self.tmpRandom = 0
+ if len(self.sim.winsAV) + len(self.sim.winsVA) > self.nbrWins:
+ self.nbrConsecutiveLoose = 0
+ self.nbrWins = len(self.sim.winsAV) + len(self.sim.winsVA)
+ self.amountMartingale = self.amount
+ print("Mise : "+ str(self.amountMartingale))
+ # remettre le amount de base
+ self.randomAVorVA(date,price,self.amountMartingale)
+ elif len(self.sim.lossAV) + len(self.sim.lossVA) > self.nbrLoose:
+ self.nbrConsecutiveLoose += 1
+ if self.nbrConsecutiveLoose >= 7:
+ print("nbrConsecutiveLoose = ",self.nbrConsecutiveLoose)
+ self.nbrLoose = len(self.sim.lossAV) + len(self.sim.lossVA)
+ print("Mise : ", self.amountMartingale)
+ self.randomAVorVA(date,price,self.amountMartingale)
+
+ else:
+ print("nbrConsecutiveLoose = ",self.nbrConsecutiveLoose)
+ self.nbrLoose = len(self.sim.lossAV) + len(self.sim.lossVA)
+ self.amountMartingale = self.amountMartingale*2
+ print("Double la mise : ", self.amountMartingale)
+ self.randomAVorVA(date,price,self.amountMartingale)
return 1
- if not self.init:
- # 1 tick = 10s
- if self.sim.end_Active < self.sim.indexTicker and self.tmpRandom == 0:
- self.tmpRandom = 1
- rand = random.randint(timeRandom[0],timeRandom[1])
- rand = (rand*60)/10
- self.tickRandom = self.sim.indexTicker + rand
- if self.sim.indexTicker == self.tickRandom:
- self.tmpRandom = 0
- self.randomAVorVA(date,price)
- return 1
- def randomAVorVA(self, date,price):
+ def randomAVorVA(self, date,price,amount):
rand = random.randint(0,1)
if rand == 0:
- self.sim.placeOrder(price,self.amount,date,"AV","GTC")
+ self.sim.placeOrder(price,amount,date,"AV","GTC")
elif rand == 1:
- self.sim.placeOrder(price,self.amount,date,"VA","GTC")
\ No newline at end of file
+ self.sim.placeOrder(price,amount,date,"VA","GTC")
\ No newline at end of file
diff --git a/main/backend.py b/main/backend.py
index 5c7a6321c4888e6a4f04044321a1b5518e52d525..7451bfba7d71783c10c421f03f5405ab2ff923b6 100644
--- a/main/backend.py
+++ b/main/backend.py
@@ -89,7 +89,7 @@ def index():
tmpOrder = [dec.sim.winsAV, dec.sim.lossAV, dec.sim.winsVA, dec.sim.lossVA]
if indicatorSim == "SMA":
figJson = createFigPyplot(market,tmpOrder, mas=dec.sma[market], arraySma=dec.mas[0])
- if indicatorSim == "random":
+ if indicatorSim == "random" or indicatorSim == "randomMartingale":
figJson = createFigPyplot(market,tmpOrder)
results = getResults()
reponse = make_response(render_template('index.html', inProgress=simulationInProgress, fig=figJson, res=results, err=dictError, stickyForm=stickyForm))
@@ -143,7 +143,7 @@ def startSimulation():
ma = [int(ma1),int(ma2)]
except:
return redirect(request.referrer)
- elif indicator == "random":
+ elif indicator == "random" or indicator == "randomMartingale":
try:
timeMin = int(request.form.get("minimumTime"))
timeMax = int(request.form.get("maximumTime"))
@@ -468,7 +468,7 @@ def checkGeneralInput(takeprofit, stoploss, candleSize, dateSimStart, dateSimEnd
dictError['dateSim'] = 'is-invalid'
else :
dictError['dateSim'] = 'is-valid'
- if indicator == "SMA" or indicator == "random" or indicator == "test":
+ if indicator == "SMA" or indicator == "random" or indicator == "test" or indicator == "randomMartingale":
dictError['indicator'] = 'is-valid'
else:
dictError['indicator'] = 'is-invalid'
@@ -478,7 +478,7 @@ def checkGeneralInput(takeprofit, stoploss, candleSize, dateSimStart, dateSimEnd
dictError['ma'] = 'is-invalid'
else:
dictError['ma'] = 'is-valid'
- elif indicator == "random":
+ elif indicator == "random" or indicator == "randomMartingale":
if timeMin > timeMax or timeMin < 15 or timeMax > 1440 or timeMax < timeMin or timeMin == timeMax:
dictError['random'] = 'is-invalid'
else:
diff --git a/main/templates/index.html b/main/templates/index.html
index e6a4506986d2a7ef37859e8cbc0b6478d9f11ef3..0ab32601775a2cfd86b6697188c2077fe79712fa 100644
--- a/main/templates/index.html
+++ b/main/templates/index.html
@@ -113,6 +113,11 @@
<option value="random" selected>Aléatoire</option>
{% else %}
<option value="random">Aléatoire</option>
+ {% endif %}
+ {% if stickyForm['indicatorSelect'] == 'randomMartingale' %}
+ <option value="randomMartingale" selected>Aléatoire martingale</option>
+ {% else %}
+ <option value="randomMartingale">Aléatoire martingale</option>
{% endif %}
<!-- {% if stickyForm['indicatorSelect'] == 'test' %}
<option value="test" selected>test</option>
@@ -198,8 +203,46 @@
</div>
</div>
+
+ </div>
+ <div class="row" id="rowRandomMartingale" style="display: none;">
+ <div class="col-md-6 mb-4">
+ <div class="form-outline">
+ <label class="form-label" for="minimumTime">Temps aléatoire minimum
+ (minute)</label>
+ <input type="number" class="form-control form-control-lg {{ err['random'] }}"
+ id="minimumTime" name="minimumTime" max="1440" min="15"
+ value="{{ stickyForm['minimumTime']}}" step="5">
+ <div class="valid-feedback">
+ Correct !
+ </div>
+ <div class="invalid-feedback">
+ Veuillez entrer un nombre entre 15 et 1440 minutes. Le temps aléatoire minimum
+ doit être plus petit que le maximum.
+ </div>
+ </div>
+
+ </div>
+ <div class="col-md-6 mb-4">
+ <div class="form-outline">
+ <label class="form-label" for="maximumTime">Temps aléatoire maximum
+ (minute)</label>
+ <input type="number" class="form-control form-control-lg {{ err['random'] }}"
+ id="maximumTime" name="maximumTime" max="1440" min="15"
+ value="{{ stickyForm['maximumTime']}}" step="5">
+ <div class="valid-feedback">
+ Correct !
+ </div>
+ <div class="invalid-feedback">
+ Veuillez entrer un nombre entre 15 et 1440 minutes. Le temps aléatoire minimum
+ doit être plus petit que le maximum.
+ </div>
+ </div>
+
+ </div>
+
</div>
- <div class="row" id="rowTest" style="display: none;">
+ <!-- <div class="row" id="rowTest" style="display: none;">
<div class="col-md-6 mb-4">
<div class="form-outline">
<label class="form-label" for="M">Test 1</label>
@@ -216,7 +259,7 @@
</div>
</div>
- </div>
+ </div> -->
<div class="row">
<div class="col-md-6 mb-4">
<a href="resetSimulation"><button type="button"
@@ -420,6 +463,7 @@
var indicatorSelect = document.getElementById('indicatorSelect');
var SMA = document.getElementById('rowSMA');
var random = document.getElementById('rowRandom');
+ var randomMartingale = document.getElementById('rowRandomMartingale');
var test = document.getElementById('rowTest');
var inProgress = {{ inProgress| lower }};
@@ -468,15 +512,22 @@
if (indicatorSelect.value === 'SMA') {
SMA.style.display = 'flex';
random.style.display = 'none';
- test.style.display = 'none';
+ randomMartingale.style.display = 'none';
+ //test.style.display = 'none';
} else if (indicatorSelect.value === 'random') {
random.style.display = 'flex';
SMA.style.display = 'none';
- test.style.display = 'none';
- } else if (indicatorSelect.value === 'test') {
+ randomMartingale.style.display = 'none';
+ //test.style.display = 'none';
+ /*} else if (indicatorSelect.value === 'test') {
test.style.display = 'flex';
SMA.style.display = 'none';
+ random.style.display = 'none';*/
+ } else if (indicatorSelect.value === 'randomMartingale') {
+ randomMartingale.style.display = 'flex';
+ SMA.style.display = 'none';
random.style.display = 'none';
+ //test.style.display = 'none';
}
}