Spécifications
"""
Fast Multi-Pair RSI Trading Bot
Supports:
- BTCUSDT
- XAUUSD
- GBPUSD
Opens fast buy or sell trades based on RSI signals
Closes trades after 5, 10, or 15 minutes
"""
import asyncio
import time
from dataclasses import dataclass, field
from typing import Dict, List, Optional
import pandas as pd
import numpy as np
# ===== RSI calculation ===== #
def compute_rsi(close: pd.Series, period: int = 14) -> pd.Series:
delta = close.diff()
gain = delta.clip(lower=0)
loss = -delta.clip(upper=0)
avg_gain = gain.ewm(alpha=1 / period, adjust=False).mean()
avg_loss = loss.ewm(alpha=1 / period, adjust=False).mean()
rs = avg_gain / avg_loss
return 100 - (100 / (1 + rs))
# ===== Position structure ===== #
@dataclass
class Position:
id: str
symbol: str
side: str
entry_price: float
size: float
opened_at: float
duration_min: int
# ===== Config ===== #
@dataclass
class BotConfig:
symbols: List[str] = field(default_factory=lambda: ["BTCUSDT", "XAUUSD", "GBPUSD"])
rsi_period: int = 14
rsi_oversold: int = 30
rsi_overbought: int = 70
durations_min: List[int] = field(default_factory=lambda: [5, 10, 15])
account_equity: float = 2000.0
risk_pct: float = 0.5
lot_size: Optional[float] = None
paper: bool = True
# ===== Trading Bot ===== #
class MultiPairRSIBot:
def __init__(self, cfg: BotConfig):
self.cfg = cfg
self.data: Dict[str, pd.DataFrame] = {sym: pd.DataFrame() for sym in cfg.symbols}
self.positions: Dict[str, Dict[str, Position]] = {sym: {} for sym in cfg.symbols}
self._id = 0
# ========== Fake 1-minute feed for PAPER mode ========== #
def get_fake_ohlcv(self, symbol):
now = int(time.time()) * 1000
df = self.data[symbol]
last_close = df["close"].iloc[-1] if not df.empty else 1000 + np.random.rand() * 10
change = np.random.normal(0, 0.0008)
close = last_close * (1 + change)
high = max(last_close, close)
low = min(last_close, close)
return (now, last_close, high, low, close, 0)
# ========== Append new candle ========== #
def append_candle(self, symbol, ohlc):
ts, o, h, l, c, v = ohlc
row = {"timestamp": pd.to_datetime(ts, unit="ms"),
"open": o, "high": h, "low": l, "close": c, "volume": v}
self.data[symbol] = pd.concat([self.data[symbol], pd.DataFrame([row])], ignore_index=True)
if len(self.data[symbol]) > 2000:
self.data[symbol] = self.data[symbol].iloc[-2000:]
# ========== Timeframe aggregation ========== #
def to_tf(self, symbol, minutes):
df = self.data[symbol]
if df.empty:
return pd.DataFrame()
df["bucket"] = df["timestamp"].dt.floor(f"{minutes}T")
out = df.groupby("bucket").agg({
"open": "first",
"high": "max",
"low": "min",
"close": "last",
"volume": "sum"
}).reset_index().rename(columns={"bucket": "timestamp"})
return out
# ========== Position sizing ========== #
def get_size(self, price):
if self.cfg.lot_size:
return self.cfg.lot_size
risk_amount = self.cfg.account_equity * (self.cfg.risk_pct / 100)
return round(risk_amount / price, 4)
# ========== Check RSI signals and enter trades ========== #
async def process_signals(self, symbol):
for dur in self.cfg.durations_min:
df = self.to_tf(symbol, dur)
if len(df) < self.cfg.rsi_period + 2:
continue
df["rsi"] = compute_rsi(df["close"], self.cfg.rsi_period)
prev = df["rsi"].iloc[-2]
last = df["rsi"].iloc[-1]
price = df["close"].iloc[-1]
# BUY: RSI cross up
if prev <= self.cfg.rsi_oversold and last > prev:
size = self.get_size(price)
await self.open_position(symbol, "buy", price, size, dur)
# SELL: RSI cross down
if prev >= self.cfg.rsi_overbought and last < prev:
size = self.get_size(price)
await self.open_position(symbol, "sell", price, size, dur)
# ========== Open position ========== #
async def open_position(self, symbol, side, price, size, duration):
self._id += 1
pid = f"{symbol}_{self._id}"
print(f"[{symbol}] OPEN {side.upper()} @ {price:.2f} | {duration}m | size {size}")
pos = Position(
id=pid,
symbol=symbol,
side=side,
entry_price=price,
size=size,
opened_at=time.time(),
duration_min=duration
)
self.positions[symbol][pid] = pos
# ========== Close expired trades ========== #
async def close_expired(self, symbol):
now = time.time()
to_close = []
for pid, pos in self.positions[symbol].items():
if (now - pos.opened_at) / 60 >= pos.duration_min:
to_close.append(pid)
for pid in to_close:
await self.close_position(symbol, pid)
# ========== Close position ========== #
async def close_position(self, symbol, pid):
pos = self.positions[symbol][pid]
last_price = self.data[symbol]["close"].iloc[-1]
pnl = (last_price - pos.entry_price) * pos.size if pos.side == "buy" else (pos.entry_price - last_price) * pos.size
print(f"[{symbol}] CLOSE {pos.side.upper()} @ {last_price:.2f} | PnL = {pnl:.3f}")
self.cfg.account_equity += pnl
del self.positions[symbol][pid]
# ========== Main loop ========== #
async def start(self):
print("Starting multi-pair RSI bot...")
print("Symbols:", self.cfg.symbols)
while True:
try:
for symbol in self.cfg.symbols:
# new candle
ohlcv = self.get_fake_ohlcv(symbol)
self.append_candle(symbol, ohlcv)
# signal scan
await self.process_signals(symbol)
# manage trades
await self.close_expired(symbol)
except Exception as e:
print("Error:", e)
await asyncio.sleep(1)
# ========== Launch Example ========== #
async def main():
cfg = BotConfig(
symbols=["BTCUSDT", "XAUUSD", "GBPUSD"],
account_equity=3000.0,
paper=True,
lot_size=None
)
bot = MultiPairRSIBot(cfg)
task = asyncio.create_task(bot.start())
await asyncio.sleep(60 * 5) # run 5 minutes demo
task.cancel()
if __name__ == "__main__":
asyncio.run(main())
Répondu
1
Évaluation
Projets
1005
47%
Arbitrage
33
36%
/
36%
En retard
99
10%
Travail
Publié : 6 codes
2
Évaluation
Projets
27
7%
Arbitrage
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33%
/
33%
En retard
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4%
Travail
3
Évaluation
Projets
58
34%
Arbitrage
15
27%
/
60%
En retard
1
2%
Travail
4
Évaluation
Projets
6
0%
Arbitrage
4
25%
/
75%
En retard
2
33%
Gratuit
5
Évaluation
Projets
11
0%
Arbitrage
8
25%
/
63%
En retard
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18%
Travail
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Évaluation
Projets
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23%
Arbitrage
4
0%
/
50%
En retard
2
6%
Travail
7
Évaluation
Projets
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0%
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2
0%
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50%
En retard
0
Gratuit
8
Évaluation
Projets
2
0%
Arbitrage
0
En retard
0
Gratuit
9
Évaluation
Projets
21
14%
Arbitrage
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38%
/
38%
En retard
3
14%
Chargé
10
Évaluation
Projets
711
33%
Arbitrage
45
49%
/
42%
En retard
14
2%
Travail
11
Évaluation
Projets
29
34%
Arbitrage
4
50%
/
25%
En retard
5
17%
Travail
12
Évaluation
Projets
3
33%
Arbitrage
2
0%
/
100%
En retard
0
Gratuit
13
Évaluation
Projets
3408
68%
Arbitrage
77
48%
/
14%
En retard
342
10%
Gratuit
Publié : 1 code
14
Évaluation
Projets
3
0%
Arbitrage
0
En retard
0
Gratuit
15
Évaluation
Projets
0
0%
Arbitrage
1
0%
/
100%
En retard
0
Gratuit
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Évaluation
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1
100%
Arbitrage
0
En retard
0
Gratuit
17
Évaluation
Projets
267
30%
Arbitrage
0
En retard
3
1%
Travail
Publié : 2 codes
18
Évaluation
Projets
33
27%
Arbitrage
20
10%
/
50%
En retard
11
33%
Gratuit
19
Évaluation
Projets
12
0%
Arbitrage
3
33%
/
33%
En retard
1
8%
Gratuit
20
Évaluation
Projets
478
40%
Arbitrage
105
40%
/
24%
En retard
82
17%
Chargé
Publié : 2 codes
21
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
22
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
23
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
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