Merge branch 'dev' into public

# Conflicts:
#	CHANGELOG.md
#	martin_binance/__init__.py
#	martin_binance/executor.py

Author: DogsTailFarmer

CHANGELOG.md

@@ -1,3 +1,12 @@
+## 3.0.0rc1 - 2024-03-02
+### Fix
+# TODO * `cancel_order_call()`: not raised asyncio.TimeoutError on timeout
+* `on_balance_update_ex()`: don't update direct initial asset values in Reverse cycle
+* Partially filled TP in Hold reverse cycle
+
+### Update
+* Project architecture
+
 ## 2.1.5 - 2024-02-25
 ### Fix
 * ModuleNotFoundError: No module named 'optimizer' #73

martin_binance/__init__.py

@@ -6,20 +6,29 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.5"
+__version__ = "3.0.0rc1"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
+# TODO For fee not in pair calculate it for later use
+
 from pathlib import Path
 from shutil import copy
 
+from exchanges_wrapper.definitions import Interval
+
+HEARTBEAT = 2  # Sec
+ORDER_TIMEOUT = HEARTBEAT * 15  # Sec
+KLINES_INIT = [Interval.ONE_MINUTE, Interval.FIFTY_MINUTES, Interval.ONE_HOUR]
+#
 WORK_PATH = Path(Path.home(), ".MartinBinance")
 CONFIG_PATH = Path(WORK_PATH, "config")
 CONFIG_FILE = Path(CONFIG_PATH, "ms_cfg.toml")
 DB_FILE = Path(WORK_PATH, "funds_rate.db")
 LOG_PATH = Path(WORK_PATH, "log")
 LAST_STATE_PATH = Path(WORK_PATH, "last_state")
 BACKTEST_PATH = Path(WORK_PATH, "back_test")
+EQUAL_STR = "================================================================"
 
 
 def init():

martin_binance/backtest/OoTSP.py

@@ -6,11 +6,11 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.5"
+__version__ = "3.0.0rc1"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
-
+import asyncio
 from pathlib import Path
 import optuna
 import inquirer

martin_binance/backtest/optimizer.py

@@ -6,23 +6,30 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2024 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.0"
+__version__ = "3.0.0rc1"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
 
+import asyncio
 import importlib.util as iu
+import stat
+import sys
 from decimal import Decimal
+from pathlib import Path
+
 import optuna
-import asyncio
-import sys
 import ujson as json
-from pathlib import Path
-import stat
+
 
 OPTIMIZER = Path(__file__).absolute()
 OPTIMIZER.chmod(OPTIMIZER.stat().st_mode | stat.S_IEXEC)
 PARAMS_FLOAT = ['KBB']
+STRATEGY = None
+
+
+def notify_exception(*args):
+    pass
 
 
 def any2str(_x) -> str:
@@ -35,11 +42,14 @@ def try_trade(mbs, skip_log, **kwargs):
     mbs.ex.MODE = 'S'
     mbs.ex.SAVE_DS = False
     mbs.ex.LOGGING = not skip_log
-    mbs.trade()
-    return float(mbs.session_result.get('profit', 0)) + float(mbs.session_result.get('free', 0))
+    global STRATEGY
+    STRATEGY = mbs.trade(STRATEGY)
+    return float(mbs.ex.SESSION_RESULT.get('profit', 0)) + float(mbs.ex.SESSION_RESULT.get('free', 0))
+
 
+def optimize(study_name, cli, n_trials, storage_name=None, skip_log=True, show_progress_bar=False):
+    sys.excepthook = notify_exception
 
-def optimize(study_name, strategy, n_trials, storage_name=None, skip_log=True, show_progress_bar=False):
     def objective(_trial):
         params = {
             'GRID_MAX_COUNT': _trial.suggest_int('GRID_MAX_COUNT', 3, 5),
@@ -55,7 +65,7 @@ def objective(_trial):
         }
         return try_trade(mbs, skip_log, **params)
 
-    spec = iu.spec_from_file_location("strategy", strategy)
+    spec = iu.spec_from_file_location("strategy", cli)
     mbs = iu.module_from_spec(spec)
     spec.loader.exec_module(mbs)
     optuna.logging.set_verbosity(optuna.logging.WARNING)

martin_binance/cli_0_BTCUSDT.py.template

@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.0"
+__version__ = "3.0.0"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -26,9 +26,9 @@ import sys
 import asyncio
 from pathlib import Path
 import toml
-import martin_binance.executor as ex
+
 from martin_binance import CONFIG_FILE, LOG_PATH, LAST_STATE_PATH
-from martin_binance.margin_wrapper import main, ask_exit, LogLevel, session_result  # noqa
+import martin_binance.params as ex
 ################################################################
 # Exchange setup and parameter settings
 ################################################################
@@ -90,7 +90,7 @@ ex.MODE = 'T'  # 'T' - Trade, 'TC' - Trade and Collect, 'S' - Simulate
 ex.SAVE_DS = False  # Save session result data (ticker, orders) for compare
 ex.SAVE_PERIOD = 24 * 60 * 60  # sec, timetable for save data portion
 ex.SELF_OPTIMIZATION = True  # Cyclic self-optimization of parameters, together with MODE == 'TC'
-ex.N_TRIALS = 500  # Number of optimization cycles for optuna study in self optimization mode
+ex.N_TRIALS = 250  # Number of optimization cycles for optuna study in self optimization mode
 ################################################################
 #                 DO NOT EDIT UNDER THIS LINE                ###
 ################################################################
@@ -110,9 +110,8 @@ for tlg in telegram:
         break
 
 
-def trade():
+def trade(strategy=None):
     import logging.handlers
-    loop = asyncio.get_event_loop()
     # For autoload last state
     ex.LOAD_LAST_STATE = 1 if len(sys.argv) > 1 else 0
     #
@@ -126,21 +125,26 @@ def trade():
     _logger.addHandler(handler)
     _logger.propagate = False
     #
+    if strategy is None:
+        from martin_binance.executor import Strategy
+        strategy = Strategy()
+    loop = asyncio.get_event_loop()
     try:
-        loop.create_task(main(ex.SYMBOL))
+        loop.create_task(strategy.main(ex.SYMBOL))
         loop.run_forever()
     except KeyboardInterrupt:
         pass
     finally:
         try:
-            loop.run_until_complete(ask_exit())
+            loop.run_until_complete(strategy.ask_exit())
         except asyncio.CancelledError:
             pass
         except Exception as _err:
             print(f"Error: {_err}")
         loop.run_until_complete(loop.shutdown_asyncgens())
         if ex.MODE in ('T', 'TC'):
             loop.close()
+    return strategy
 
 
 if __name__ == "__main__":

martin_binance/cli_1_BTCUSDT.py.template

@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.0"
+__version__ = "3.0.0"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -26,9 +26,9 @@ import sys
 import asyncio
 from pathlib import Path
 import toml
-import martin_binance.executor as ex
+
 from martin_binance import CONFIG_FILE, LOG_PATH, LAST_STATE_PATH
-from martin_binance.margin_wrapper import main, ask_exit, LogLevel, session_result  # noqa
+import martin_binance.params as ex
 ################################################################
 # Exchange setup and parameter settings
 ################################################################
@@ -90,7 +90,7 @@ ex.MODE = 'T'  # 'T' - Trade, 'TC' - Trade and Collect, 'S' - Simulate
 ex.SAVE_DS = False  # Save session result data (ticker, orders) for compare
 ex.SAVE_PERIOD = 24 * 60 * 60  # sec, timetable for save data portion
 ex.SELF_OPTIMIZATION = True  # Cyclic self-optimization of parameters, together with MODE == 'TC'
-ex.N_TRIALS = 500  # Number of optimization cycles for optuna study in self optimization mode
+ex.N_TRIALS = 250  # Number of optimization cycles for optuna study in self optimization mode
 ################################################################
 #                 DO NOT EDIT UNDER THIS LINE                ###
 ################################################################
@@ -110,9 +110,8 @@ for tlg in telegram:
         break
 
 
-def trade():
+def trade(strategy=None):
     import logging.handlers
-    loop = asyncio.get_event_loop()
     # For autoload last state
     ex.LOAD_LAST_STATE = 1 if len(sys.argv) > 1 else 0
     #
@@ -126,21 +125,26 @@ def trade():
     _logger.addHandler(handler)
     _logger.propagate = False
     #
+    if strategy is None:
+        from martin_binance.executor import Strategy
+        strategy = Strategy()
+    loop = asyncio.get_event_loop()
     try:
-        loop.create_task(main(ex.SYMBOL))
+        loop.create_task(strategy.main(ex.SYMBOL))
         loop.run_forever()
     except KeyboardInterrupt:
         pass
     finally:
         try:
-            loop.run_until_complete(ask_exit())
+            loop.run_until_complete(strategy.ask_exit())
         except asyncio.CancelledError:
             pass
         except Exception as _err:
             print(f"Error: {_err}")
         loop.run_until_complete(loop.shutdown_asyncgens())
         if ex.MODE in ('T', 'TC'):
             loop.close()
+    return strategy
 
 
 if __name__ == "__main__":

martin_binance/cli_2_TESTBTCTESTUSDT.py.template

@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.0"
+__version__ = "3.0.0"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -26,9 +26,9 @@ import sys
 import asyncio
 from pathlib import Path
 import toml
-import martin_binance.executor as ex
+
 from martin_binance import CONFIG_FILE, LOG_PATH, LAST_STATE_PATH
-from martin_binance.margin_wrapper import main, ask_exit, LogLevel, session_result  # noqa
+import martin_binance.params as ex
 ################################################################
 # Exchange setup and parameter settings
 ################################################################
@@ -90,7 +90,7 @@ ex.MODE = 'T'  # 'T' - Trade, 'TC' - Trade and Collect, 'S' - Simulate
 ex.SAVE_DS = False  # Save session result data (ticker, orders) for compare
 ex.SAVE_PERIOD = 24 * 60 * 60  # sec, timetable for save data portion
 ex.SELF_OPTIMIZATION = True  # Cyclic self-optimization of parameters, together with MODE == 'TC'
-ex.N_TRIALS = 500  # Number of optimization cycles for optuna study in self optimization mode
+ex.N_TRIALS = 250  # Number of optimization cycles for optuna study in self optimization mode
 ################################################################
 #                 DO NOT EDIT UNDER THIS LINE                ###
 ################################################################
@@ -110,9 +110,8 @@ for tlg in telegram:
         break
 
 
-def trade():
+def trade(strategy=None):
     import logging.handlers
-    loop = asyncio.get_event_loop()
     # For autoload last state
     ex.LOAD_LAST_STATE = 1 if len(sys.argv) > 1 else 0
     #
@@ -126,21 +125,26 @@ def trade():
     _logger.addHandler(handler)
     _logger.propagate = False
     #
+    if strategy is None:
+        from martin_binance.executor import Strategy
+        strategy = Strategy()
+    loop = asyncio.get_event_loop()
     try:
-        loop.create_task(main(ex.SYMBOL))
+        loop.create_task(strategy.main(ex.SYMBOL))
         loop.run_forever()
     except KeyboardInterrupt:
         pass
     finally:
         try:
-            loop.run_until_complete(ask_exit())
+            loop.run_until_complete(strategy.ask_exit())
         except asyncio.CancelledError:
             pass
         except Exception as _err:
             print(f"Error: {_err}")
         loop.run_until_complete(loop.shutdown_asyncgens())
         if ex.MODE in ('T', 'TC'):
             loop.close()
+    return strategy
 
 
 if __name__ == "__main__":