babao.utils package

Submodules

babao.utils.date module

Some utils functions for date handling and time traveling

class babao.utils.date.TimeTraveler

Bases: object

Class handling time travel tricks

getTime(force=False)

Return the current time in nanoseconds

Used for time traveling purpose, so this might be a date in the past matching the current simulation state, unless ´force´ is set to True.

nowMinus(years=0, weeks=0, days=0, hours=0, minutes=0)

Return the current timestamp (nanoseconds) minus the given parameters

This will take into account time traveling tricks.

setTime(now)

Set time to the given ´now´ nanoseconds

Used for time traveling purpose

babao.utils.date.nanoToSec(nano)

Convert nanoseconds to seconds

babao.utils.date.secToNano(sec)

Convert seconds to nanoseconds Just trying to avoid float rounding…

babao.utils.date.toDatetime(df)

Convert the index of the given dataframe to datetime

Also works directly on a dataframe index.

babao.utils.date.toStr(t)

Return the string representation of timestamp

´t´ can be a nanoseconds timestamp, or a panda datetime object.

babao.utils.date.toTimestamp(df)

Convert the index of the given dataframe to nanoseconds

Also works directly on a dataframe index.

babao.utils.enum module

Enums describing positions and assets.

class babao.utils.enum.ActionEnum

Bases: enum.Enum

Enum describing a transaction action

BUY = 1

DEPOSIT = 2

FEE = -3

HODL = 0

SELL = -1

WITHDRAW = -2

class babao.utils.enum.CryptoEnum

Bases: enum.Enum

Enum describing a crypto asset

BCH = -1

DASH = -2

EOS = -3

ETC = -5

ETH = -6

GNO = -4

LTC = -7

REP = -8

XBT = -9

XLM = -10

XMR = -11

XRP = -12

ZEC = -13

class babao.utils.enum.QuoteEnum

Bases: enum.Enum

Enum describing a quote asset

CAD = 1

EUR = 2

GBP = 3

JPY = 4

USD = 5

class babao.utils.enum.TradeEnum

Bases: enum.Enum

Enum describing a transaction on a given asset

BUY_BCH = 1

BUY_DASH = 2

BUY_EOS = 3

BUY_ETC = 5

BUY_ETH = 6

BUY_GNO = 4

BUY_LTC = 7

BUY_REP = 8

BUY_XBT = 9

BUY_XLM = 10

BUY_XMR = 11

BUY_XRP = 12

BUY_ZEC = 13

HODL = 0

SELL_BCH = -1

SELL_DASH = -2

SELL_EOS = -3

SELL_ETC = -5

SELL_ETH = -6

SELL_GNO = -4

SELL_LTC = -7

SELL_REP = -8

SELL_XBT = -9

SELL_XLM = -10

SELL_XMR = -11

SELL_XRP = -12

SELL_ZEC = -13

babao.utils.enum.cryptoAndActionTotrade(crypto_enum_val, action_enum_val)

Convert a crypto enum and an action enum to the matching trade enum

babao.utils.enum.floatToTrade(f)

Round a float value to the nearest trade enum

babao.utils.enum.tradeToAction(trade_enum_val)

Extract an action enum from a trade enum

babao.utils.enum.tradeToCrypto(trade_enum_val)

Extract a crypto enum from a trade enum

babao.utils.file module

Some utils functions for hdf handling

babao.utils.file.closeStore()

Close the hdf database

babao.utils.file.delete(frame)

Remove the given ´frame´ entry (key) from the hdf database

Thread Safe!

babao.utils.file.getLastRows(frame, nrows)

Return ´nrows´ rows from a ´frame´ (key) in the hdf database as a DataFrame

babao.utils.file.initStore(filename)

Open the hdf database from ´filename´

babao.utils.file.maintenance()

Maintenance routine on the hdf database

Create table index for each table, and make sure everything is sorted.

babao.utils.file.read(frame, where=None)

Read a ´frame´ (key) from the hdf database

´where´ can be use to specify search criteria. Thread Safe!

babao.utils.file.setLock(lock)

Store the given ´lock´ object for later use in database processing

babao.utils.file.write(frame, df)

Append the given ´df´ dataframe to the ´frame´ entry (key) in the hdf database

Thread Safe!

babao.utils.indicators module

Various indicators which can be added to any serie

//www.quantinsti.com/blog/build-technical-indicators-in-python

babao.utils.indicators.ewma(serie, look_back_delay)

Exponentially-weighted Moving Average

babao.utils.indicators.get(df, columns)

Add indicators specified by columns to the given df

Expected ´columns´ format: [“sma_vwap_42”, “ewma_volume_12”]

babao.utils.indicators.macd(serie, fast_delay, slow_delay, signal_delay, full=False)

Moving Average Convergence/Divergence Oscillator

babao.utils.indicators.ppo(serie, fast_delay, slow_delay, signal_delay, full=False)

Percentage Price Oscillator

Same as macd, but we do (a-b)/b instead of a-b, so the final value does not depend on input scale (it’s a percentage!)

babao.utils.indicators.sma(serie, look_back_delay)

Simple Moving Average

babao.utils.lock module

Some utils functions for lock file handling

babao.utils.lock.isLocked(lockfile)

Check if the ´lockfile´ exists

babao.utils.lock.tryLock(lockfile)

Create the given ´lockfile´

Return false if it already exists

babao.utils.lock.tryUnlock(lockfile)

Remove the given ´lockfile´

Return false if it doesn’t exist

babao.utils.log module

Some utils functions for logging

babao.utils.log.debug(*args)

Log a debug (magenta)

babao.utils.log.error(*args)

Log an error (red)

babao.utils.log.info(*args)

Log a simple message (blue)

babao.utils.log.initLogLevel(verbose, quiet)

Initialize log level based on verbose flag

babao.utils.log.setLock(lock)

Store the given ´lock´ object for later use in logging

babao.utils.log.warning(*args)

Log a warning (yellow)

babao.utils.scale module

Scaler

class babao.utils.scale.Scaler

Bases: object

Basic min/max scaler

fit(arr)

Init scaler

scale(arr)

Scale features before train/predict

scaleFit(arr)

Scale n Fit

unscale(arr)

Unscale features after train/predict

babao.utils.signal module

Signal handling

babao.utils.signal.catchSignal()

Catch signal INT/TERM, so we won’t exit while playing with data files

babao.utils.signal.restoreSignal()

Restore the previous signal handler

Module contents