DogsTailFarmer/martin-binance

"""
martin-binance strategy parameters
"""
__author__ = "Jerry Fedorenko"
__copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
__license__ = "MIT"
__version__ = "3.0.5"
__maintainer__ = "Jerry Fedorenko"
__contact__ = "https://github.com/DogsTailFarmer"

import logging
from decimal import Decimal
from pathlib import Path

__all__ = [
    'SYMBOL', 'EXCHANGE', 'ID_EXCHANGE', 'FEE_MAKER', 'FEE_TAKER', 'FEE_FIRST', 'FEE_SECOND', 'GRID_MAX_COUNT',
    'START_ON_BUY', 'AMOUNT_FIRST', 'USE_ALL_FUND', 'AMOUNT_SECOND', 'PRICE_SHIFT', 'PRICE_LIMIT_RULES',
    'ROUND_BASE', 'ROUND_QUOTE', 'PROFIT', 'PROFIT_MAX', 'OVER_PRICE', 'ORDER_Q', 'MARTIN', 'SHIFT_GRID_DELAY',
    'GRID_UPDATE_INTERVAL', 'STATUS_DELAY', 'GRID_ONLY', 'LOG_LEVEL', 'HOLD_TP_ORDER_TIMEOUT', 'COLLECT_ASSETS',
    'GRID_ONLY_DELAY', 'ADAPTIVE_TRADE_CONDITION', 'BB_CANDLE_SIZE_IN_MINUTES', 'BB_NUMBER_OF_CANDLES', 'KBB',
    'LINEAR_GRID_K', 'ADX_CANDLE_SIZE_IN_MINUTES', 'ADX_NUMBER_OF_CANDLES', 'ADX_PERIOD', 'ADX_THRESHOLD',
    'ADX_PRICE_THRESHOLD', 'REVERSE', 'REVERSE_TARGET_AMOUNT', 'REVERSE_INIT_AMOUNT', 'REVERSE_STOP',
    'HEAD_VERSION', 'LOAD_LAST_STATE', 'LAST_STATE_FILE', 'VPS_NAME', 'PARAMS', 'TELEGRAM_URL', 'TOKEN',
    'CHANNEL_ID', 'STOP_TLG', 'INLINE_BOT', 'MODE', 'XTIME', 'SAVE_DS', 'SAVE_PERIOD', 'LOGGING', 'SELF_OPTIMIZATION',
    'N_TRIALS', 'SESSION_RESULT'
]

SYMBOL = str()
EXCHANGE = ()
# Exchange setup
ID_EXCHANGE = int()
FEE_MAKER = Decimal()
FEE_TAKER = Decimal()
FEE_FIRST = False
FEE_SECOND = False
GRID_MAX_COUNT = int()
# Trade parameter
START_ON_BUY = bool()
AMOUNT_FIRST = Decimal()
USE_ALL_FUND = bool()
AMOUNT_SECOND = Decimal()
PRICE_SHIFT = Decimal()
PRICE_LIMIT_RULES = Decimal()
# Round pattern
ROUND_BASE = str()
ROUND_QUOTE = str()
#
PROFIT = Decimal()
PROFIT_MAX = Decimal()
OVER_PRICE = Decimal()
ORDER_Q = int()
MARTIN = Decimal()
SHIFT_GRID_DELAY = int()
GRID_UPDATE_INTERVAL = 60 * 60  # sec between grid update in Reverse cycle
# Other
STATUS_DELAY = int()
GRID_ONLY = bool()
LOG_LEVEL = logging.DEBUG  # Default level for console output
HOLD_TP_ORDER_TIMEOUT = 30
COLLECT_ASSETS = bool()
GRID_ONLY_DELAY = 150  # sec delay before try restart GRID_ONLY cycle
#
ADAPTIVE_TRADE_CONDITION = bool()
BB_CANDLE_SIZE_IN_MINUTES = int()
BB_NUMBER_OF_CANDLES = int()
KBB = float()
#
LINEAR_GRID_K = int()
#
ADX_CANDLE_SIZE_IN_MINUTES = int()
ADX_NUMBER_OF_CANDLES = int()
ADX_PERIOD = int()
ADX_THRESHOLD = int()
ADX_PRICE_THRESHOLD = float()
# Reverse cycle
REVERSE = bool()
REVERSE_TARGET_AMOUNT = Decimal()
REVERSE_INIT_AMOUNT = Decimal()
REVERSE_STOP = bool()
# Config variables
HEAD_VERSION = str()
LOAD_LAST_STATE = int()
# Path and files name
LAST_STATE_FILE: Path
VPS_NAME = str()
PARAMS: Path
# Telegram
TELEGRAM_URL = str()
TOKEN = str()
CHANNEL_ID = str()
STOP_TLG = 'stop_signal_QWE#@!'
INLINE_BOT = True
# Backtesting
MODE = 'T'  # 'T' - Trade, 'TC' - Trade and Collect, 'S' - Simulate
XTIME = 1000  # Time accelerator
SAVE_DS = False  # Save session result data (ticker, orders) for compare
SAVE_PERIOD = 1 * 60 * 60  # sec, timetable for save data portion
LOGGING = True
SELF_OPTIMIZATION = True  # Cyclic self-optimization of parameters, together with MODE == 'TC'
N_TRIALS = 250  # Number of optimization cycles for optuna study
SESSION_RESULT = {}