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def make_investment_decision(): | |
import pandas as pd | |
import os | |
import json | |
IDLE_HOURS_BEFORE_NEXT_PURCHASE = float(os.environ.get('BOT_ONE_IDLE_HOURS_BEFORE_NEXT_PURCHASE')) | |
BOLLINGER_LOW_INVEST_EUR = float(os.environ.get('BOT_ONE_INVEST_EUR') or 0) | |
MY_CRYPTO_CURRENCIES = json.loads(os.environ['BOT_ONE_CRYPTO_CURRENCIES']) | |
MY_QUOTE_CURRENCY = os.environ.get('QUOTE_CURRENCY') | |
TRADING_VIEW_SYMBOLS = json.loads(os.environ['TRADING_VIEW_SYMBOLS']) | |
df_historic_data = cb_get_enhanced_history(MY_QUOTE_CURRENCY, MY_CRYPTO_CURRENCIES) | |
df_historic_data = df_historic_data.sort_values(['date'], ascending=True) | |
df_trading_view_signals = get_trading_view_signals(TRADING_VIEW_SYMBOLS) | |
df_24hstats = cb_get_24h_data(MY_QUOTE_CURRENCY, MY_CRYPTO_CURRENCIES) | |
server_time_now = cb_get_server_time() | |
order_results = [] | |
for currency in MY_CRYPTO_CURRENCIES: | |
product_id = currency+'-'+MY_QUOTE_CURRENCY | |
current_value = df_24hstats.loc[currency]['last'] | |
trading_view_recommendation = df_trading_view_signals.loc[currency]['1min_recommendation'] | |
bb_low = df_historic_data.query('granularity == \'DAILY\' and base_currency == @currency').tail(1)['bb_low'].iloc[0] | |
last_buy_fill_date = cb_get_last_buy_fill_date(product_id) | |
idle_hours_reached = True | |
if last_buy_fill_date is not None: | |
last_fill_delta = ((server_time_now - last_buy_fill_date).days*86400 + (server_time_now - last_buy_fill_date).seconds)/3600 | |
if (last_fill_delta < IDLE_HOURS_BEFORE_NEXT_PURCHASE): | |
idle_hours_reached = False | |
if (current_value < bb_low and idle_hours_reached and (trading_view_recommendation == 'BUY' or trading_view_recommendation == 'STRONG_BUY')): | |
order_id = cb_create_market_order(product_id=product_id, quote_size=BOLLINGER_LOW_INVEST_EUR) | |
fire_doc_id = fire_create_order_record(doc_id=order_id,doc_data={'buy_order_id': order_id, 'bb_low': bb_low, 'trading_view_recommendation': trading_view_recommendation, 'sell_order_id': ''}) | |
order_results.append(f'Order now: {product_id}, price: {current_value}{MY_QUOTE_CURRENCY}, amount: {BOLLINGER_LOW_INVEST_EUR}{MY_QUOTE_CURRENCY} and order id {order_id} and Firestore doc id {fire_doc_id}') | |
else: | |
order_results.append(f'No order placed for {currency}; current value: {current_value}{MY_QUOTE_CURRENCY}; bb low: {bb_low}{MY_QUOTE_CURRENCY}; signal: {trading_view_recommendation}; last trade was on {last_buy_fill_date} ({idle_hours_reached})') | |
return pd.DataFrame(order_results) |
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