public static ReturnDataArray getDataArray(string coin, string timeGraph, string limit = "1000")
{
System.Threading.Thread.Sleep(6000);
ReturnDataArray returnDataArray = new ReturnDataArray();
String jsonAsString = Http.get("https://api.binance.com/api/v1/klines?symbol=" + coin + "&interval=" + timeGraph + "&limit=" + limit);
Newtonsoft.Json.Linq.JContainer json = (Newtonsoft.Json.Linq.JContainer)JsonConvert.DeserializeObject(jsonAsString);
returnDataArray.arrayPriceClose = new double[json.Count];
returnDataArray.arrayPriceHigh = new double[json.Count];
returnDataArray.arrayPriceLow = new double[json.Count];
returnDataArray.arrayPriceOpen = new double[json.Count];
returnDataArray.arrayVolume = new double[json.Count];
returnDataArray.arrayDate = new double[json.Count];
returnDataArray.arrayQuoteVolume = new double[json.Count];
int i = 0;
foreach (JContainer element in json.Children())
{
returnDataArray.arrayPriceClose[i] = double.Parse(element[4].ToString());
returnDataArray.arrayPriceHigh[i] = double.Parse(element[2].ToString());
returnDataArray.arrayPriceLow[i] = double.Parse(element[3].ToString());
returnDataArray.arrayPriceOpen[i] = double.Parse(element[1].ToString());
returnDataArray.arrayVolume[i] = double.Parse(element[5].ToString());
returnDataArray.arrayQuoteVolume[i] = double.Parse(element[7].ToString());
returnDataArray.arrayDate[i] = double.Parse(element[6].ToString());
i++;
}
return(returnDataArray);
}
public static ReturnDataArray getDataArrayCW(string coin, string timeGraph)
{
ReturnDataArray returnDataArray = new ReturnDataArray();
String jsonAsStringRSI = Http.get("https://api.cryptowat.ch/markets/binance/" + coin + "/ohlc?periods=" + (int.Parse(timeGraph.Replace("m", "")) * 60) + "&after=1514764800", false);
Newtonsoft.Json.Linq.JContainer jsonRSI = (Newtonsoft.Json.Linq.JContainer)JsonConvert.DeserializeObject(jsonAsStringRSI);
string auxarray = "300";
if (timeGraph == "5m")
{
auxarray = "300";
}
if (timeGraph == "15m")
{
auxarray = "900";
}
int count = 0;
foreach (JContainer element in jsonRSI["result"][auxarray])
{
count++;
}
returnDataArray.arrayPriceClose = new double[count];
returnDataArray.arrayPriceHigh = new double[count];
returnDataArray.arrayPriceLow = new double[count];
returnDataArray.arrayPriceOpen = new double[count];
returnDataArray.arrayVolume = new double[count];
returnDataArray.arrayDate = new double[count];
returnDataArray.arrayQuoteVolume = new double[count];
int i = 0;
foreach (JContainer element in jsonRSI["result"][auxarray])
{
returnDataArray.arrayPriceClose[i] = double.Parse(element[4].ToString().Replace(".", ","));
returnDataArray.arrayPriceHigh[i] = double.Parse(element[2].ToString().Replace(".", ","));
returnDataArray.arrayPriceLow[i] = double.Parse(element[3].ToString().Replace(".", ","));
returnDataArray.arrayPriceOpen[i] = double.Parse(element[1].ToString().Replace(".", ","));
returnDataArray.arrayVolume[i] = double.Parse(element[5].ToString().Replace(".", ","));
//returnDataArray.arrayQuoteVolume[i] = double.Parse(element[7].ToString().Replace(".", ","));
returnDataArray.arrayDate[i] = double.Parse(element[0].ToString().Replace(".", ","));
i++;
}
return(returnDataArray);
}
void generateIA(string pair = "BTCUSDT", string interval = "1d", int totalEntry = 5, int totalExit = 1, int totalEpochs = 99999, int round = 5)
{
try
{
string separator = ".";
ReturnDataArray returnDataArray = getDataArray(pair, interval, "1000");
List <double[]> exitList = new List <double[]>();
List <double[]> entryList = new List <double[]>();
for (int z = 0; z < returnDataArray.arrayPriceClose.Length; z++)
{
try
{
List <double> lineEntry = new List <double>();
List <double> lineExit = new List <double>();
for (int i = 0; i < totalEntry; i++)
{
lineEntry.Add(double.Parse("0" + separator + Math.Round(returnDataArray.arrayPriceClose[z + i])));
}
lineExit.Add(double.Parse("0" + separator + Math.Round(returnDataArray.arrayPriceClose[z + totalEntry])));
exitList.Add(lineExit.ToArray());
entryList.Add(lineEntry.ToArray());
z += totalEntry - 1;
}
catch { }
}
double[][] entry = entryList.ToArray();
double[][] exits = exitList.ToArray();
Perceptron perceptron = new Perceptron(totalEntry, totalExit);
for (int i = 0; i < totalEpochs; i++)
{
for (int k = 0; k < entry.Length; k++)
{
perceptron.Train(entry[k], exits[k]);
}
}
List <double> lastsPrices = new List <double>();
returnDataArray = getDataArray(pair, interval, totalEntry.ToString());
for (int i = 0; i < returnDataArray.arrayPriceClose.Length; i++)
{
lastsPrices.Add(double.Parse("0" + separator + Math.Round(returnDataArray.arrayPriceClose[i])));
}
double[][] newEntry =
{
lastsPrices.ToArray()
};
String result = perceptron.Compute(newEntry[0])[0].ToString();
result = result.Replace("0,", "").Replace("0.", "").Substring(0, round);
string vies = "BAIXA";
if (double.Parse(result) > Math.Round(returnDataArray.arrayPriceClose[returnDataArray.arrayPriceClose.Length - 1]))
{
vies = "ALTA";
}
lblResultado.Text = "O resultado para o próximo intervalo é de: $ " + result + "<br/>";
lblResultado.Text += "Como o BITCOIN hoje está custando $" + (returnDataArray.arrayPriceClose[returnDataArray.arrayPriceClose.Length - 1]) + " e a previsão para o BITCOIN amanhã é de " + vies;
}
catch (Exception ex)
{
lblResultado.Text = "ERROR " + ex.Message + ex.StackTrace;
}
}
public void run(String coin, DateTime begin, DateTime final, decimal totalBtc = 2, double profit = 0.4, double stop = 0.6, double investPerOperation = 0.05, string ___timegraph = "5m")
{
try
{
//log("Profit(0.3): ");
//profit = double.Parse(Console.ReadLine());
profit = _profit;
//log("Sstop(0.3): ");
stop = _stop;// double.Parse(Console.ReadLine());
//log("Time Frame(5m): ");
FileStream ostrm;
StreamWriter writer;
TextWriter oldOut = Console.Out;
try
{
ostrm = new FileStream("./time_" + timegraph + "_log_" + DateTime.Now.ToString("yyyyMMddHHmmss") + ".txt", FileMode.OpenOrCreate, FileAccess.Write);
writer = new StreamWriter(ostrm);
}
catch (Exception e)
{
Console.WriteLine("Cannot open Redirect.txt for writing");
Console.WriteLine(e.Message);
return;
}
//Console.SetOut(writer);
String _coins = "";
String jsonTicker = Http.get("https://api.binance.com/api/v1/ticker/24hr", false);
JContainer jContainer = (JContainer)JsonConvert.DeserializeObject(jsonTicker, (typeof(JContainer)));
foreach (var item in jContainer)
{
if (item["symbol"].ToString().Substring(item["symbol"].ToString().Length - pair.Length, pair.Length).Trim().ToUpper() == pair)
{
decimal volume = decimal.Parse(item["quoteVolume"].ToString().Replace(".", ","));
decimal priceChange = decimal.Parse(item["priceChange"].ToString().Replace(".", ","));
if (volume >= _volume)
{
//if (item["symbol"].ToString().IndexOf("BCH") < 0)
if (item["symbol"].ToString().IndexOf("BNB") < 0)
{
//if (item["symbol"].ToString().IndexOf("VET") < 0)
// if (item["symbol"].ToString().IndexOf("USD") < 0)
if (decimal.Parse(item["lastPrice"].ToString().Replace(".", ",")) > 0.00000200m)
{
if (decimal.Parse(item["bidPrice"].ToString().Replace(".", ",")) > 0)
{
//if (( decimal.Parse(item["priceChangePercent"].ToString().Replace(".", ","))) > -10 && (decimal.Parse(item["priceChangePercent"].ToString().Replace(".", ","))) < 10)
_coins += item["symbol"].ToString() + ";";
}
}
}
}
}
}
_coins = _coins.Substring(0, _coins.Length - 1);
//_coins = "BTCUSDT;XRPUSDT;ETHUSDT;TRXUSDT;EOSUSDT;BNBUSDT;ADAUSDT;LTCUSDT;ETCUSDT;IOTAUSDT;NEOUSDT;ONTUSDT;QTUMUSDT;XLMUSDT;VETUSDT";
//_coins = "ETHBTC;ETCBTC;NEOBTC;XRPBTC;XLMBTC;EOSBTC;TUSDBTC;XMRBTC;NANOBTC;IOTABTC";
ReturnDataArray returnDataArray = null;
StringBuilder sb = new StringBuilder();
String[] arrayPair = _coins.Split(';');
double gainTotal = 0;
double lossTotal = 0;
int openTotal = 0;
double perc = 0;
for (int zx = 0; zx < arrayPair.Length; zx++)
{
try
{
//log("Pair(XMRBTC): ");
coin = arrayPair[zx];// Console.ReadLine();
create();
log("Backteste " + coin);
if (source == "CW")
{
returnDataArray = getDataArrayCW(coin, timegraph);
}
else
{
returnDataArray = getDataArray(coin, timegraph);
}
int gain = 0;
int loss = 0;
for (int i = 0; i < returnDataArray.arrayDate.Length; i++)
{
if (UnixTimeStampToDateTime(returnDataArray.arrayDate[i]) > DateTime.Parse(_begin) && UnixTimeStampToDateTime(returnDataArray.arrayDate[i]) < DateTime.Parse(_end))
{
Console.Title = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]).ToString("dd/MM/yyyy HH:mm:ss") + "| GAIN: " + gain + "| LOSS: " + loss + "| Perc " + perc;
double stopValue = 0;
double targetValue = 0;
double diff = 0;
String ret = Strategy(returnDataArray.arrayDate, returnDataArray.arrayPriceOpen, returnDataArray.arrayPriceClose, returnDataArray.arrayPriceLow, returnDataArray.arrayPriceHigh, returnDataArray.arrayVolume, i, out stopValue, out targetValue, out diff);
for (int x = 0; x < dt.Rows.Count; x++)
{
if (dt.Rows[x]["Status"].ToString() == "open")
{
//if (1 == 1)
{
}
// else
{
if (returnDataArray.arrayPriceHigh[i] > double.Parse(dt.Rows[x]["Sell"].ToString()))
{
dt.Rows[x]["Status"] = "gain";
dt.Rows[x]["DateFinal"] = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]);
TimeSpan ts = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]) - DateTime.Parse(dt.Rows[x]["Date"].ToString());
dt.Rows[x]["TotalTime"] = ts.TotalMinutes;
double auxPerc = ((double.Parse(dt.Rows[x]["Sell"].ToString()) * 100) / double.Parse(dt.Rows[x]["Buy"].ToString()) - 100);
//if (auxPerc > profit)
// auxPerc = profit;
auxPerc = profit - 0.2;
perc += auxPerc;
dt.Rows[x]["Perc"] = auxPerc;
gain++;
}
else if (double.Parse(dt.Rows[x]["Stoploss"].ToString()) >= returnDataArray.arrayPriceLow[i])
{
dt.Rows[x]["Status"] = "loss";
dt.Rows[x]["DateFinal"] = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]);
TimeSpan ts = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]) - DateTime.Parse(dt.Rows[x]["Date"].ToString());
dt.Rows[x]["TotalTime"] = ts.TotalMinutes;
double auxPerc = ((double.Parse(dt.Rows[x]["Stoploss"].ToString()) * 100) / double.Parse(dt.Rows[x]["Buy"].ToString()) - 100);
// if (auxPerc < -1 * stop)
auxPerc += -1 * (0.2);
perc += auxPerc;
dt.Rows[x]["Perc"] = auxPerc;
loss++;
}
else
{
if (ret == "sell")
{
if (returnDataArray.arrayPriceClose[i] > double.Parse(dt.Rows[x]["Buy"].ToString()))
{
gain++;
dt.Rows[x]["Status"] = "gain";
}
else
{
loss++;
dt.Rows[x]["Status"] = "loss";
}
dt.Rows[x]["DateFinal"] = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]);
TimeSpan ts = UnixTimeStampToDateTime(returnDataArray.arrayDate[i]) - DateTime.Parse(dt.Rows[x]["Date"].ToString());
dt.Rows[x]["TotalTime"] = ts.TotalMinutes;
double auxPerc = ((returnDataArray.arrayPriceClose[i] * 100) / double.Parse(dt.Rows[x]["Buy"].ToString()) - 100) - 0.2;
//if (auxPerc > 5)
//auxPerc = 0;
perc += auxPerc;
dt.Rows[x]["Perc"] = auxPerc;
}
}
}
}
}
if (ret == "buy")
{
//Console.WriteLine(UnixTimeStampToDateTime(returnDataArray.arrayDate[i]).ToString());
//Console.WriteLine((returnDataArray.arrayPriceOpen[i]).ToString());
//Console.WriteLine((returnDataArray.arrayPriceClose[i]).ToString());
//Console.WriteLine((returnDataArray.arrayPriceHigh[i]).ToString());
//Console.WriteLine((returnDataArray.arrayPriceLow[i]).ToString());
double sell = targetValue;// ((returnDataArray.arrayPriceClose[i] * profit) / 100) + returnDataArray.arrayPriceClose[i];
double stoploss = returnDataArray.arrayPriceClose[i] - ((returnDataArray.arrayPriceClose[i] * stop) / 100);
if (stopValue != 0)
{
stoploss = stopValue;
}
dt.Rows.Add(UnixTimeStampToDateTime(returnDataArray.arrayDate[i]).ToString(), Math.Round(returnDataArray.arrayPriceClose[i], 8), Math.Round((investPerOperation / returnDataArray.arrayPriceClose[i]), 8), Math.Round(sell, 8), 0, "open", Math.Round(stoploss, 8), DateTime.Now.AddDays(-5000), "", diff);
}
}
}
sb.AppendLine(coin);
sb.AppendLine("GAIN: " + gain + " | " + (gain * profit) + "%");
sb.AppendLine("LOSS: " + loss + " | " + (loss * stop) + "%");
sb.AppendLine("RESULT FINAL: " + ((gain * profit) - (loss * stop)) + "%");
gainTotal += (gain);
lossTotal += (loss);
for (int x = 0; x < dt.Rows.Count; x++)
{
if (dt.Rows[x]["Status"].ToString().Trim().ToLower().IndexOf("open") >= 0)
{
openTotal++;
dt.Rows[x]["DateFinal"] = UnixTimeStampToDateTime(returnDataArray.arrayDate[returnDataArray.arrayDate.Length - 1]);
TimeSpan ts = UnixTimeStampToDateTime(returnDataArray.arrayDate[returnDataArray.arrayDate.Length - 1]) - DateTime.Parse(dt.Rows[x]["Date"].ToString());
dt.Rows[x]["TotalTime"] = ts.TotalMinutes;
double auxPerc = ((returnDataArray.arrayPriceClose[returnDataArray.arrayDate.Length - 1] * 100) / double.Parse(dt.Rows[x]["Buy"].ToString()) - 100) - 0.2;
//if (auxPerc > 5)
// auxPerc = 0;
dt.Rows[x]["Status"] = "force";
//perc += auxPerc;
dt.Rows[x]["Perc"] = auxPerc;
}
}
ToPrintConsole(dt);
sb.AppendLine("===========================");
//Console.ReadLine();
Console.Title = "GAIN: " + gainTotal + "| LOSS: " + lossTotal + "| Perc " + perc;
}
catch
{ }
}
log(sb.ToString());
log(UnixTimeStampToDateTime(returnDataArray.arrayDate[0]).ToString());
log(UnixTimeStampToDateTime(returnDataArray.arrayDate[returnDataArray.arrayDate.Length - 1]).ToString());
log("TRADE OPEN: " + openTotal);
log("TRADE GAIN: " + gainTotal);
log("TRADE LOSS: " + lossTotal);
log("RESULT GAIN(GAIN-LOSS): " + (gainTotal - lossTotal) + "");
log("RESULT GAIN %: " + (gainTotal * 100) / ((gainTotal + lossTotal)) + "%");
log("PERC PROFIT-LOSS: " + perc + "%");
//Console.SetOut(oldOut);
//writer.Close();
//ostrm.Close();
log("Press enter to exit...");
Console.ReadLine();
}
catch (Exception ex)
{
log("ERROR " + ex.Message + ex.StackTrace);
Console.ReadLine();
Environment.Exit(0);
}
}
public static ReturnDataArray getDataArray(string coin, string timeGraph)
{
int i = 0;
try
{
ReturnDataArray returnDataArray = new ReturnDataArray();
String jsonAsStringRSI = "";
if (source == "CACHE")
{
DateTime begin = DateTime.Parse("2018-01-01");
if (!System.IO.File.Exists(Program.location + @"\cache\" + coin + timeGraph + ".txt"))
{
System.IO.StreamWriter w = new System.IO.StreamWriter(Program.location + @"\cache\" + coin + timeGraph + ".txt", true);
while (begin != DateTime.Parse("2018-12-29"))
{
jsonAsStringRSI = Http.get("https://api.binance.com/api/v1/klines?symbol=" + coin + "&interval=" + timeGraph + "&startTime=" + DatetimeToUnix(DateTime.Parse(begin.ToString("yyyy-MM-dd") + " 00:00:00")) + "&endTime=" + DatetimeToUnix(DateTime.Parse(begin.ToString("yyyy-MM-dd") + " 12:59:59")), false).Replace("[[", "[").Replace("]]", "]") + ",";
jsonAsStringRSI += Http.get("https://api.binance.com/api/v1/klines?symbol=" + coin + "&interval=" + timeGraph + "&startTime=" + DatetimeToUnix(DateTime.Parse(begin.ToString("yyyy-MM-dd") + " 13:00:00")) + "&endTime=" + DatetimeToUnix(DateTime.Parse(begin.ToString("yyyy-MM-dd") + " 23:59:59")), false).Replace("[[", "[").Replace("]]", "]") + ",";
w.Write(jsonAsStringRSI);
begin = begin.AddDays(1);
System.Threading.Thread.Sleep(1000);
}
w.Close();
w.Dispose();
jsonAsStringRSI = "[" + System.IO.File.ReadAllText(Program.location + @"\cache\" + coin + timeGraph + ".txt") + "]";
jsonAsStringRSI = jsonAsStringRSI.Substring(0, jsonAsStringRSI.Length - 1);
System.IO.File.Delete(Program.location + @"\cache\" + coin + timeGraph + ".txt");
w = new System.IO.StreamWriter(Program.location + @"\cache\" + coin + timeGraph + ".txt", true);
w.Write(jsonAsStringRSI);
w.Close();
w.Dispose();
}
jsonAsStringRSI = System.IO.File.ReadAllText(Program.location + @"\cache\" + coin + timeGraph + ".txt");
}
else
{
jsonAsStringRSI = Http.get("https://api.binance.com/api/v1/klines?symbol=" + coin + "&interval=" + timeGraph + "&limit=1000", true);
}
Newtonsoft.Json.Linq.JContainer jsonRSI = (Newtonsoft.Json.Linq.JContainer)JsonConvert.DeserializeObject(jsonAsStringRSI);
i = 0;
foreach (JContainer element in jsonRSI.Children())
{
i++;
}
returnDataArray.arrayPriceClose = new double[i];
returnDataArray.arrayPriceHigh = new double[i];
returnDataArray.arrayPriceLow = new double[i];
returnDataArray.arrayPriceOpen = new double[i];
returnDataArray.arrayVolume = new double[i];
returnDataArray.arrayDate = new double[i];
returnDataArray.arrayQuoteVolume = new double[i];
i = 0;
foreach (JContainer element in jsonRSI.Children())
{
returnDataArray.arrayPriceClose[i] = double.Parse(element[4].ToString().Replace(".", ","));
returnDataArray.arrayPriceHigh[i] = double.Parse(element[2].ToString().Replace(".", ","));
returnDataArray.arrayPriceLow[i] = double.Parse(element[3].ToString().Replace(".", ","));
returnDataArray.arrayPriceOpen[i] = double.Parse(element[1].ToString().Replace(".", ","));
returnDataArray.arrayVolume[i] = double.Parse(element[5].ToString().Replace(".", ","));
returnDataArray.arrayQuoteVolume[i] = double.Parse(element[7].ToString().Replace(".", ","));
returnDataArray.arrayDate[i] = double.Parse(element[6].ToString().Replace(".", ","));
i++;
}
return(returnDataArray);
}
catch (Exception ex)
{
return(null);
}
}
