signalscript.py

import requests, talib
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
from mpl_finance import candlestick_ohlc as candles
import csv
import matplotlib.dates as mdates
import time
from db import Session, Signals
from flask import Flask, request, url_for, jsonify
import timing
import threading
from flask_sqlalchemy_session import flask_scoped_session

app = Flask(__name__)

db = flask_scoped_session(Session, app)

symbols = []
api = "https://api.binance.com/api/v3/ticker/price"
api2 = "https://api.binance.com/api/v1/ticker/24hr?symbol="
sList = requests.get(api).json()
expected = ""

for x in range(len(sList)):
    if("BTC" in sList[x]['symbol']): # Create list with cryptocurrencies that we can buy with BTC
        if sList[x]['symbol'] in expected:
            symbols.append(sList[x]['symbol'])
        if expected == "":
            symbols.append(sList[x]['symbol'])

date_list = []
open_list = []
high_list = []
low_list = []
close_list = []
volume_list = []
short_window = 9
long_window = 26
RSI_window = 14
timeFrame = "15m"


def gen_signals():
    print("Generating signals...")
    while True:
        for symbol in symbols:
            data = requests.get(api2 + symbol).json()
            openTime = str(data['openTime'])
            closeTime = str(data['closeTime'])
            candle_data = requests.get("https://api.binance.com/api/v1/klines?symbol=" + data['symbol']
                                       + "&interval=" + timeFrame + "&startTime=" + openTime + "&endTime=" + closeTime).json()
            with open("data\\" + symbol + '.csv', 'wt', newline='') as file:
                header = ['Date', 'Open', 'High', 'Low', 'Close']
                writer = csv.writer(file, delimiter=',')
                writer.writerow(i for i in header)
                for frame in candle_data:
                    writer.writerow(frame[:5])
            # build DataFrame
            df = pd.read_csv("data\\" + symbol + '.csv', header=0)
            df['Date'] = pd.to_datetime(df['Date'], unit='ms')

            # Use TA Lib to generate moving averages
            signals = pd.DataFrame(index=df.index)
            signals['signal'] = 0.0
            signals['short_ema'] = talib.EMA(df['Close'], short_window)
            signals['long_ema'] = talib.EMA(df['Close'], long_window)
            signals['RSI'] = talib.RSI(df['Close'], RSI_window)

            signals['signal'][short_window:] = np.where(signals['short_ema'][short_window:]
                                                        > signals['long_ema'][short_window:], 1.0, 0.0)
            signals['positions'] = signals['signal'].diff()
            print(float(signals['positions'].iloc[-1:].values), float(signals['signal'].iloc[-1:].values),
                  float(signals['RSI'].iloc[-1:].values), symbol)
            close_value = float(df['Close'].iloc[-1:].values)
            close = str('{:.8f}'.format(close_value))


            # Generate Signals
            setup = Signals.find(symbol)
            if setup is None:
                setup = Signals.get_or_create(symbol)
            setup.price = str(close)
            setup.signal = float(signals.iloc[-1:]['signal'].values)
            if setup.signal == 1.0 and float(signals['RSI'].iloc[-1:].values) >= 50.0 \
                    and float(signals['positions'].iloc[-1:].values) != -1.0:
                setup.direction = "Buy"
            if setup.signal == 0.0 and float(signals['RSI'].iloc[-1:].values) <= 50.0 \
                    and float(signals['positions'].iloc[-1:].values) == -1.0:
                setup.direction = "Sell"
        db.commit()
        print("Finished generating output, waiting 900 seconds...")
        time.sleep(900)
        threading.Thread(target=gen_signals).start()

        timing.log("Finished")

        @app.route("/regen")
        def regen():
            threading.Thread(target=gen_signals).start()
            return "Finished Generating Signals."

        @app.route('/output', methods=['GET', 'POST'])
        def output():

            try:
                response = []
                setup = db.query(Signals).all()
                for pair in setup:
                    if pair.direction is None:
                        pair.direction = "Neutral"
                    response.append({
                        "pair": pair.pair,
                        "price": pair.price,
                        'signal': pair.direction
                    })
                return jsonify(response)
            except Exception as e:
                print(e)
                return "DB Query Fail"

        if __name__ == '__main__':
            app.run(debug=True, host="0.0.0.0", use_reloader=False)

what is import db?

I can't seem to import this package.

Thanks a lot for sharing 🙌 💯 🥇

Hello,
could you tell me what is that package ?
from db import Session, Signals
Thank you

getting this error =================================================================

__warnings.warn('\n\n ================================================================='+