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DCAv2
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CPU optimizations

This commit is contained in:
Nicolás Sánchez 2024-11-11 15:58:16 -03:00
parent 13dc0f9291
commit c3be184dbf
7 changed files with 77 additions and 70 deletions
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1
.gitignore vendored
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@ -5,7 +5,6 @@ credentials.py
DCAv2.code-workspace
profits/my_database.db
profits/profits_database.db
profits/db_read.py
utils/certs/
utils/__pycache__/
utils/close.py

3
changelog.txt
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@ -1,3 +1,6 @@
2024.11.11:
. Refactored boost check to optimize CPU usage.
2024.11.10:
. Removed a double-summing bug in new_so_routine.

62
exchange_wrapper.py
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@ -65,6 +65,28 @@ class broker:
return 1
def get_trades_timestamps(self,pair,timespan,no_retries=False):
'''
Returns the timestamps of the last trades from the database for the boosting algorithm
'''
retries = self.retries
while retries>0:
try:
database_connection = sqlite3.connect("profits/profits_database.db")
database_cursor = database_connection.cursor()
database_cursor.execute(f"SELECT * FROM profits_table WHERE timestamp >= {time.time()-timespan} ORDER BY timestamp DESC")
rows = database_cursor.fetchall()
return [item[0] for item in rows if item[1]==pair]
except Exception as e:
self.logger.log_this(f"Exception in preload_timestamps: {e}")
if no_retries:
break
retries-=1
time.sleep(self.wait_time)
return []
def write_profit_to_db(self,dataset,no_retries=False):
'''
dataset format: (timestamp,pair,amount,exchange_name,order_id,order_history)
@ -87,27 +109,27 @@ class broker:
return 1
def return_last_n_deals_timestamps(self, pair, amount, no_retries=False):
'''
Returns a list containing the last n deals timestamps.
'''
# def return_last_n_deals_timestamps(self, pair, amount, no_retries=False):
# '''
# Returns a list containing the last n deals timestamps.
# '''
retries = self.retries
while retries>0:
try:
database_connection = sqlite3.connect("profits/profits_database.db")
database_cursor = database_connection.cursor()
database_cursor.execute(f"SELECT * FROM profits_table WHERE pair = '{pair}' ORDER BY timestamp DESC LIMIT {amount};")
rows = database_cursor.fetchall()
database_connection.close()
return [item[0] for item in rows]
except Exception as e:
self.logger.log_this(f"Exception in return_last_n_deals_timestamps: {e}",1)
if no_retries:
break
retries-=1
time.sleep(self.wait_time)
return []
# retries = self.retries
# while retries>0:
# try:
# database_connection = sqlite3.connect("profits/profits_database.db")
# database_cursor = database_connection.cursor()
# database_cursor.execute(f"SELECT * FROM profits_table WHERE pair = '{pair}' ORDER BY timestamp DESC LIMIT {amount};")
# rows = database_cursor.fetchall()
# database_connection.close()
# return [item[0] for item in rows]
# except Exception as e:
# self.logger.log_this(f"Exception in return_last_n_deals_timestamps: {e}",1)
# if no_retries:
# break
# retries-=1
# time.sleep(self.wait_time)
# return []
def check_for_duplicate_profit_in_db(self,order,no_retries=False):

2
main.py
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@ -22,7 +22,7 @@ In case the permissions of the certificate changes, reset them this way:
# ll /etc/letsencrypt/
'''
version = "2024.11.10"
version = "2024.11.11"
'''
Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors

25
profits/db_read.py
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@ -1,25 +0,0 @@
import sqlite3
import time
import json
# Connect to the SQLite database
conn = sqlite3.connect('profits_database.db')
cursor = conn.cursor()
# Execute a SELECT query to retrieve data from the database
cursor.execute('SELECT * FROM profits_table')
# Fetch all rows from the result set
rows = cursor.fetchall()
# Process the fetched rows
#for row in rows:
#human_time = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(int(row[0])))
#print(human_time,row[1],round(row[2],2),row[3]) # Or do whatever processing you need
#data = json.loads(rows[-3][-1])
print([item[0] for item in rows[-4:]])
print(f"Number of entries: {len(rows)}")
# Close the connection
conn.close()

2
todo.txt
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@ -2,7 +2,7 @@ Mandatory:
=========
0. Mobile app.
1. Stats webpage.
2. Instead of giving a list of order_ids to each trader, give a list of the open orders and that's it (for easier future development, partial order fills for example)
2. Instead of providing a list of order_ids to each trader, provide a list of the open orders for easier future development, including partial order fills.
3. Maintain local orderbooks for each trading pair, which enables:
3a. Smart order pricing: Prioritization of fill speed over instant profit or vice versa
4. Consolidate vocabulary (trader, pair and bot; instance & trader)

46
trader.py
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@ -76,6 +76,17 @@ class trader:
self.profit_filename = f"profits/{self.base}{self.quote}.profits"
self.log_filename = f"logs/{self.base}{self.quote}.log"
self.boosted_deals_range = 4
self.boosted_time_range = 3600
self.boosted_amount = .01
if "boosted_deals_range" in self.config_dict:
self.boosted_deals_range = self.config_dict["boosted_deals_range"]
if "boosted_time_range" in self.config_dict:
self.boosted_time_range = self.config_dict["boosted_time_range"]
if "boosted_amount" in self.config_dict:
self.boosted_amount = self.config_dict["boosted_amount"]
self.deals_timestamps = self.broker.get_trades_timestamps(self.pair,self.boosted_time_range)
self.stop_when_profit = False
self.status_dict["pause_reason"] = "Initialization"
if is_import:
@ -790,6 +801,9 @@ class trader:
self.pause = True #To stop the main thread to iterate through this bot's orders (just in case)
self.status_dict["pause_reason"] = "take_profit_routine - order handling" #start_trader will set this flag to False again once it starts
#Add the timestamp to the deals cache
self.deals_timestamps.append(time.time())
#Let's do some type checking first
if self.tp_order is None:
self.status_dict["pause_reason"] = time.strftime(f"[%Y/%m/%d %H:%M:%S] | {self.pair} | TP order is None")
@ -1207,6 +1221,16 @@ class trader:
return 0
def check_boosted(self):
'''
Checks if the trader qualifies for boost:
The last n deals must be within the last t seconds
'''
return len(self.deals_timestamps)>=self.boosted_deals_range and self.deals_timestamps[-1]-self.boosted_time_range<=self.deals_timestamps[-4]
def get_tp_level(self, order_index: int = 0) -> float:
'''
Returns the correct take profit percentage, according to the strategy (config_dict["tp_mode"]):
@ -1219,27 +1243,11 @@ class trader:
tp_level = 1
boost_percentage = 0
#BOOST ROUTINE: If the trader closed certain amount of deals within the last t timespan, raise the take profit level by x%
#Default values
boosted_deals_range = 4
boosted_time_range = 3600
boosted_amount = .01
#Load config values (if present)
if "boosted_deals_range" in self.config_dict:
boosted_deals_range = self.config_dict["boosted_deals_range"]
if "boosted_time_range" in self.config_dict:
boosted_time_range = self.config_dict["boosted_time_range"]
if "boosted_amount" in self.config_dict:
boosted_amount = self.config_dict["boosted_amount"]
#BOOST ROUTINE: If the trader closed certain amount of deals within the last t seconds, raise the take profit level by x%
self.is_boosted = False
if not self.is_short:
last_deals_timestamps = self.broker.return_last_n_deals_timestamps(self.pair,boosted_deals_range)
if len(last_deals_timestamps)==boosted_deals_range and all(item >= time.time()-boosted_time_range for item in last_deals_timestamps):
if not self.is_short and self.check_boosted():
self.is_boosted = True
boost_percentage = boosted_amount
boost_percentage = self.boosted_amount
if self.is_short or self.config_dict["tp_mode"]==0: #Fixed take profit percentage
tp_level = self.config_dict["tp_level"]