add support for auto precision

ZENALC · Jun 22, 2021 · 47cb053 · 47cb053
1 parent 233ed90
commit 47cb053
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Showing 10 changed files with 183 additions and 203 deletions.
diff --git a/UI/configuration.ui b/UI/configuration.ui
diff --git a/algobot/algodict.py b/algobot/algodict.py
@@ -48,7 +48,7 @@ def get_interface_dictionary(parent, caller: int = None):
                 'ticker': parent.configuration.simulationTickerLineEdit,
                 'interval': parent.configuration.simulationIntervalComboBox,
                 'lowerIntervalCheck': parent.configuration.lowerIntervalSimulationCheck,
-                'precision': parent.configuration.simulationPrecisionSpinBox,
+                'precision': parent.configuration.simulationPrecisionComboBox,
             }
         },
         LIVE: {
@@ -89,7 +89,7 @@ def get_interface_dictionary(parent, caller: int = None):
                 'ticker': parent.configuration.tickerLineEdit,
                 'interval': parent.configuration.intervalComboBox,
                 'lowerIntervalCheck': parent.configuration.lowerIntervalCheck,
-                'precision': parent.configuration.precisionSpinBox,
+                'precision': parent.configuration.precisionComboBox,
             }
         },
         BACKTEST: {
@@ -104,7 +104,7 @@ def get_interface_dictionary(parent, caller: int = None):
             'configuration': {
                 'mainTab': parent.configuration.backtestMainTab,
                 'mainConfigurationTabWidget': parent.configuration.backtestConfigurationTabWidget,
-                'precision': parent.configuration.backtestPrecisionSpinBox,
+                'precision': parent.configuration.backtestPrecisionComboBox,
                 'ticker': parent.configuration.backtestTickerLineEdit,
                 'interval': parent.configuration.backtestIntervalComboBox,
             },

diff --git a/algobot/graph_helpers.py b/algobot/graph_helpers.py
@@ -172,12 +172,10 @@ def setup_average_graph_plots(gui: QMainWindow, graph: PlotWidget, trader, color
         for option in trader.strategies['movingAverage'].get_params():
             initialAverage, finalAverage, initialName, finalName = option.get_option_info(trader)
             initialPlotDict = get_plot_dictionary(gui=gui, graph=graph, color=colors[colorCounter % len(colors)],
-                                                  y=initialAverage,
-                                                  name=initialName, timestamp=currentDateTimestamp)
+                                                  y=initialAverage, name=initialName, timestamp=currentDateTimestamp)
             secondaryPlotDict = get_plot_dictionary(gui=gui, graph=graph,
                                                     color=colors[(colorCounter + 1) % len(colors)],
-                                                    y=finalAverage,
-                                                    name=finalName, timestamp=currentDateTimestamp)
+                                                    y=finalAverage, name=finalName, timestamp=currentDateTimestamp)
             colorCounter += 2
             append_plot_to_graph(gui, graph, [initialPlotDict, secondaryPlotDict])
 

diff --git a/algobot/helpers.py b/algobot/helpers.py
@@ -1,5 +1,6 @@
 import json
 import logging
+import math
 import os
 import platform
 import re
@@ -8,6 +9,7 @@
 from datetime import datetime
 from typing import Dict, List, Tuple, Union
 
+from binance import Client
 from dateutil import parser
 
 from algobot.enums import BACKTEST, LIVE, OPTIMIZER, SIMULATION
@@ -362,6 +364,14 @@ def load_from_csv(path: str, descending: bool = True) -> list:
             return data
 
 
+def parse_precision(precision: str, symbol: str) -> int:
+    if precision == "Auto":
+        symbol_info = Client().get_symbol_info(symbol)
+        tickSize = float(symbol_info['filters'][0]['tickSize'])
+        precision = abs(round(math.log(tickSize, 10)))
+    return int(precision)
+
+
 def write_json_file(filePath: str = 'secret.json', **kwargs):
     """
     Writes JSON file with **kwargs provided.

diff --git a/algobot/interface/config_utils/slot_utils.py b/algobot/interface/config_utils/slot_utils.py
@@ -138,6 +138,13 @@ def load_strategy_slots(config_obj):
             tab.addTab(tabWidget, strategyName)
 
 
+def load_precision_combo_boxes(config_obj):
+    combo_boxes = [config_obj.precisionComboBox, config_obj.simulationPrecisionComboBox,
+                   config_obj.backtestPrecisionComboBox, config_obj.optimizerPrecisionComboBox]
+    precisions = ["Auto"] + [str(x) for x in range(2, 16)]
+    [combo_box.addItems(precisions) for combo_box in combo_boxes]
+
+
 def load_interval_combo_boxes(config_obj):
     """
     This function currently only handles combo boxes for backtester/optimizer interval logic. It'll update the
@@ -228,6 +235,7 @@ def load_slots(config_obj):
     c.graphPlotSpeedSpinBox.valueChanged.connect(c.update_graph_speed)
     c.enableHoverLine.stateChanged.connect(c.enable_disable_hover_line)
 
+    load_precision_combo_boxes(c)
     load_interval_combo_boxes(c)  # Primarily used for backtester/optimizer interval changer logic.
     load_loss_slots(c)  # These slots are based on the ordering.
     load_take_profit_slots(c)

diff --git a/algobot/interface/config_utils/user_config_utils.py b/algobot/interface/config_utils/user_config_utils.py
@@ -108,7 +108,7 @@ def save_backtest_settings(config_obj):
         'ticker': config_obj.backtestTickerLineEdit.text(),
         'interval': config_obj.backtestIntervalComboBox.currentIndex(),
         'startingBalance': config_obj.backtestStartingBalanceSpinBox.value(),
-        'precision': config_obj.backtestPrecisionSpinBox.value(),
+        'precision': config_obj.backtestPrecisionComboBox.currentIndex(),
         'marginTrading': config_obj.backtestMarginTradingCheckBox.isChecked(),
     }
 
@@ -125,7 +125,7 @@ def save_optimizer_settings(config_obj):
         'strategyIntervalStart': config_obj.optimizerStrategyIntervalCombobox.currentIndex(),
         'strategyIntervalEnd': config_obj.optimizerStrategyIntervalEndCombobox.currentIndex(),
         'startingBalance': config_obj.optimizerStartingBalanceSpinBox.value(),
-        'precision': config_obj.optimizerPrecisionSpinBox.value(),
+        'precision': config_obj.optimizerPrecisionComboBox.currentIndex(),
         'drawdownPercentage': config_obj.drawdownPercentageSpinBox.value(),
         'marginTrading': config_obj.optimizerMarginTradingCheckBox.isChecked()
     }
@@ -140,7 +140,7 @@ def save_live_settings(config_obj):
         'type': LIVE,
         'ticker': config_obj.tickerLineEdit.text(),
         'interval': config_obj.intervalComboBox.currentIndex(),
-        'precision': config_obj.precisionSpinBox.value(),
+        'precision': config_obj.precisionComboBox.currentIndex(),
         'usRegion': config_obj.usRegionRadio.isChecked(),
         'otherRegion': config_obj.otherRegionRadio.isChecked(),
         'isolatedMargin': config_obj.isolatedMarginAccountRadio.isChecked(),
@@ -159,7 +159,7 @@ def save_simulation_settings(config_obj):
         'ticker': config_obj.simulationTickerLineEdit.text(),
         'interval': config_obj.simulationIntervalComboBox.currentIndex(),
         'startingBalance': config_obj.simulationStartingBalanceSpinBox.value(),
-        'precision': config_obj.simulationPrecisionSpinBox.value(),
+        'precision': config_obj.simulationPrecisionComboBox.currentIndex(),
         'lowerInterval': config_obj.lowerIntervalSimulationCheck.isChecked(),
     }
 
@@ -203,7 +203,7 @@ def load_live_settings(config_obj, config):
     """
     config_obj.tickerLineEdit.setText(str(config['ticker']))
     config_obj.intervalComboBox.setCurrentIndex(config['interval'])
-    config_obj.precisionSpinBox.setValue(config['precision'])
+    config_obj.precisionComboBox.setCurrentIndex(config['precision'])
     config_obj.usRegionRadio.setChecked(config['usRegion'])
     config_obj.otherRegionRadio.setChecked(config['otherRegion'])
     config_obj.isolatedMarginAccountRadio.setChecked(config['isolatedMargin'])
@@ -220,7 +220,7 @@ def load_simulation_settings(config_obj, config):
     config_obj.simulationTickerLineEdit.setText(str(config['ticker']))
     config_obj.simulationIntervalComboBox.setCurrentIndex(config['interval'])
     config_obj.simulationStartingBalanceSpinBox.setValue(config['startingBalance'])
-    config_obj.simulationPrecisionSpinBox.setValue(config['precision'])
+    config_obj.simulationPrecisionComboBox.setCurrentIndex(config['precision'])
     config_obj.lowerIntervalSimulationCheck.setChecked(config['lowerInterval'])
 
 
@@ -233,7 +233,7 @@ def load_backtest_settings(config_obj, config):
     config_obj.backtestTickerLineEdit.setText(str(config['ticker']))
     config_obj.backtestIntervalComboBox.setCurrentIndex(config['interval'])
     config_obj.backtestStartingBalanceSpinBox.setValue(config['startingBalance'])
-    config_obj.backtestPrecisionSpinBox.setValue(config['precision'])
+    config_obj.backtestPrecisionComboBox.setCurrentIndex(config['precision'])
     config_obj.backtestMarginTradingCheckBox.setChecked(config['marginTrading'])
 
 
@@ -248,7 +248,7 @@ def load_optimizer_settings(config_obj, config):
     config_obj.optimizerStrategyIntervalCombobox.setCurrentIndex(config['strategyIntervalStart'])
     config_obj.optimizerStrategyIntervalEndCombobox.setCurrentIndex(config['strategyIntervalEnd'])
     config_obj.optimizerStartingBalanceSpinBox.setValue(config['startingBalance'])
-    config_obj.optimizerPrecisionSpinBox.setValue(config['precision'])
+    config_obj.optimizerPrecisionComboBox.setCurrentIndex(config['precision'])
     config_obj.drawdownPercentageSpinBox.setValue(config['drawdownPercentage'])
 
 
@@ -270,7 +270,7 @@ def copy_settings_to_simulation(config_obj):
     """
     config_obj.simulationIntervalComboBox.setCurrentIndex(config_obj.intervalComboBox.currentIndex())
     config_obj.simulationTickerLineEdit.setText(config_obj.tickerLineEdit.text())
-    config_obj.simulationPrecisionSpinBox.setValue(config_obj.precisionSpinBox.value())
+    config_obj.simulationPrecisionComboBox.setCurrentIndex(config_obj.precisionComboBox.currentIndex())
 
 
 def copy_settings_to_backtest(config_obj):
@@ -280,7 +280,7 @@ def copy_settings_to_backtest(config_obj):
     """
     config_obj.backtestIntervalComboBox.setCurrentIndex(config_obj.intervalComboBox.currentIndex())
     config_obj.backtestTickerLineEdit.setText(config_obj.tickerLineEdit.text())
-    config_obj.backtestPrecisionSpinBox.setValue(config_obj.precisionSpinBox.value())
+    config_obj.backtestPrecisionComboBox.setCurrentIndex(config_obj.precisionComboBox.currentIndex())
 
 
 def copy_strategy_settings(config_obj, fromCaller: int, toCaller: int, strategyName: str):

diff --git a/algobot/threads/backtestThread.py b/algobot/threads/backtestThread.py
@@ -4,6 +4,7 @@
 from PyQt5.QtCore import QObject, QRunnable, pyqtSignal, pyqtSlot
 
 from algobot.enums import BACKTEST
+from algobot.helpers import parse_precision
 from algobot.interface.config_utils.calendar_utils import get_calendar_dates
 from algobot.interface.config_utils.strategy_utils import get_strategies
 from algobot.traders.backtester import Backtester
@@ -38,14 +39,15 @@ def get_configuration_details_to_setup_backtest(self) -> Dict[str, Any]:
         """
         config = self.gui.configuration
         startDate, endDate = get_calendar_dates(config_obj=config)
+        symbol = config.optimizer_backtest_dict[BACKTEST]['dataType']
 
         return {
             'startingBalance': config.backtestStartingBalanceSpinBox.value(),
             'data': config.optimizer_backtest_dict[BACKTEST]['data'],
             'startDate': startDate,
             'endDate': endDate,
-            'symbol': config.optimizer_backtest_dict[BACKTEST]['dataType'],
-            'precision': config.backtestPrecisionSpinBox.value(),
+            'symbol': symbol,
+            'precision': parse_precision(config.backtestPrecisionComboBox.currentText(), symbol),
             'outputTrades': config.backtestOutputTradesCheckBox.isChecked(),
             'marginEnabled': config.backtestMarginTradingCheckBox.isChecked(),
             'strategies': get_strategies(config, BACKTEST),

diff --git a/algobot/threads/botThread.py b/algobot/threads/botThread.py
@@ -111,7 +111,7 @@ def create_trader(self, caller):
         gui = self.gui
         configDict = gui.interfaceDictionary[caller]['configuration']
         symbol = configDict['ticker'].text()
-        precision = configDict['precision'].value()
+        precision = helpers.parse_precision(configDict['precision'].currentText(), symbol)
         prettyInterval = configDict['interval'].currentText()
         interval = helpers.convert_long_interval(prettyInterval)
 

diff --git a/algobot/threads/optimizerThread.py b/algobot/threads/optimizerThread.py
@@ -3,6 +3,7 @@
 from PyQt5.QtCore import QObject, QRunnable, pyqtSignal, pyqtSlot
 
 from algobot.enums import OPTIMIZER
+from algobot.helpers import parse_precision
 from algobot.interface.config_utils.calendar_utils import get_calendar_dates
 from algobot.traders.backtester import Backtester
 
@@ -32,14 +33,15 @@ def get_configuration_details(self) -> Dict[str, Any]:
         """
         config = self.gui.configuration
         startDate, endDate = get_calendar_dates(config_obj=config, caller=OPTIMIZER)
+        symbol = config.optimizer_backtest_dict[OPTIMIZER]['dataType']
 
         return {
             'startingBalance': config.optimizerStartingBalanceSpinBox.value(),
             'data': config.optimizer_backtest_dict[OPTIMIZER]['data'],
             'startDate': startDate,
             'endDate': endDate,
-            'symbol': config.optimizer_backtest_dict[OPTIMIZER]['dataType'],
-            'precision': config.optimizerPrecisionSpinBox.value(),
+            'symbol': symbol,
+            'precision': parse_precision(config.optimizerPrecisionComboBox.currentText(), symbol),
             'marginEnabled': config.optimizerMarginTradingCheckBox.isChecked(),
             'strategies': [],
             'strategyInterval': config.optimizerStrategyIntervalCombobox.currentText(),

diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-1.16
+1.17