Merge pull request #72 from igorpejic/master

Clear code (pep8) with Travis CI

.travis.yml

@@ -0,0 +1,27 @@
+sudo: required
+services:
+  - docker
+
+language: ruby
+
+env:
+  DOCKER_COMPOSE_VERSION: 1.6.2
+
+before_install:
+  - export DEBIAN_FRONTEND=noninteractive
+  - sudo apt-get update
+  - sudo apt-get -o Dpkg::Options::="--force-confnew" -y install docker-engine
+  - sudo rm /usr/local/bin/docker-compose
+  - curl -L https://github.com/docker/compose/releases/download/1.6.2/docker-compose-`uname -s`-`uname -m` > docker-compose
+  - chmod +x docker-compose
+  - sudo mv docker-compose /usr/local/bin
+  - sudo pip install flake8
+
+script:
+  - flake8 .
+  - cp docker/env.example docker/env
+  - cp docker-compose.yml.example docker-compose.yml
+  - cp pypolo/local_settings.py.example pypolo/local_settings.py
+  - sed -i 's/POLONIEX_API_KEY=/POLONIEX_API_KEY=dummy/' docker/env
+  - sed -i 's/POLONIEX_API_SECRET=/POLONIEX_API_SECRET=dummy/' docker/env
+  - docker-compose build

docker/create_admin.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
+from django.contrib.auth.models import User
 import os
 os.environ.setdefault("DJANGO_SETTINGS_MODULE", "pypolo.settings")
-from django.contrib.auth.models import User
 
 username = os.environ.get("PYTRADER_USER", 'trader')
 password = os.environ.get("PYTRADER_PASSWORD", 'trader')

history/admin.py

@@ -1,40 +1,47 @@
 from django.contrib import admin
-from history.models import Price, PredictionTest, Trade, TradeRecommendation, Balance, PerformanceComp, Deposit, ClassifierTest
+from history.models import (
+    Price, PredictionTest, Trade, TradeRecommendation, Balance, PerformanceComp,
+    Deposit, ClassifierTest
+)
+
 
 class BalanceAdmin(admin.ModelAdmin):
     ordering = ['-id']
     search_fields = ['symbol']
-    list_display = ['pk', 'created_on', 'symbol', 'coin_balance', 'btc_balance','usd_balance']
+    list_display = ['pk', 'created_on', 'symbol', 'coin_balance', 'btc_balance', 'usd_balance']
 
 admin.site.register(Balance, BalanceAdmin)
 
+
 class TradeAdmin(admin.ModelAdmin):
     ordering = ['-created_on']
     search_fields = ['type', 'symbol']
     list_display = ['pk', 'price', 'status', 'created_on_str', 'symbol', 'type', 'amount']
-    readonly_fields = [ 'recommendation', 'algo' ]
+    readonly_fields = ['recommendation', 'algo']
 
-    def recommendation(self,obj):
+    def recommendation(self, obj):
         trs = TradeRecommendation.objects.filter(trade=obj)
-        return ",".join([ "<a href='/admin/history/traderecommendation/{}'>Trade Rec {}</a>".format(tr.pk,tr.pk) for tr in trs ])
+        return ",".join(["<a href='/admin/history/traderecommendation/{}'>Trade Rec {}</a>".
+                         format(tr.pk, tr.pk) for tr in trs])
 
     recommendation.allow_tags = True
 
-    def algo(self,obj):
+    def algo(self, obj):
         trs = TradeRecommendation.objects.filter(trade=obj)
         html = ""
         if trs.count:
             tr = trs[0]
             if tr.clf:
-                html +=  "<a href='/admin/history/classifiertest/{}'>{}</a>".format(tr.clf.pk,tr.clf)
+                html += "<a href='/admin/history/classifiertest/{}'>{}</a>".format(tr.clf.pk, tr.clf)
             if tr.made_by:
-                html +=  "<a href='/admin/history/predictiontest/{}'>{}</a>".format(tr.made_by.pk,tr.made_by)
+                html += "<a href='/admin/history/predictiontest/{}'>{}</a>".format(tr.made_by.pk, tr.made_by)
         return html
 
     algo.allow_tags = True
 
 admin.site.register(Trade, TradeAdmin)
 
+
 class PriceAdmin(admin.ModelAdmin):
     ordering = ['-id']
     search_fields = ['price', 'symbol']
@@ -43,42 +50,48 @@ class PriceAdmin(admin.ModelAdmin):
 
 admin.site.register(Price, PriceAdmin)
 
+
 class PredictionTestAdmin(admin.ModelAdmin):
     ordering = ['-id']
-    search_fields = ['symbol','output']
-    list_display = ['pk', 'type','symbol', 'created_on', 'percent_correct', 'profitloss', 'prediction_size']
+    search_fields = ['symbol', 'output']
+    list_display = ['pk', 'type', 'symbol', 'created_on', 'percent_correct', 'profitloss', 'prediction_size']
 
 admin.site.register(PredictionTest, PredictionTestAdmin)
 
+
 class PerformanceCompAdmin(admin.ModelAdmin):
     ordering = ['-id']
     search_fields = ['symbol']
-    list_display = ['pk', 'created_on','symbol', 'nn_rec', 'actual_movement', 'delta']
+    list_display = ['pk', 'created_on', 'symbol', 'nn_rec', 'actual_movement', 'delta']
 
 admin.site.register(PerformanceComp, PerformanceCompAdmin)
 
+
 class TradeRecommendationAdmin(admin.ModelAdmin):
     ordering = ['-id']
-    search_fields = ['symbol','recommendation']
-    list_display = ['pk', 'created_on','symbol', 'recommendation', 'confidence']
+    search_fields = ['symbol', 'recommendation']
+    list_display = ['pk', 'created_on', 'symbol', 'recommendation', 'confidence']
 
 admin.site.register(TradeRecommendation, TradeRecommendationAdmin)
 
+
 class DepositAdmin(admin.ModelAdmin):
     ordering = ['-id']
-    search_fields = ['symbol','amount','status']
-    list_display = ['pk', 'symbol','amount','status']
+    search_fields = ['symbol', 'amount', 'status']
+    list_display = ['pk', 'symbol', 'amount', 'status']
 
 admin.site.register(Deposit, DepositAdmin)
 
+
 class ClassifierTestAdmin(admin.ModelAdmin):
     def view_link(obj):
-      return u"<a href='{}'>View</a>".format(obj.graph_url())
+        return u"<a href='{}'>View</a>".format(obj.graph_url())
     view_link.short_description = ''
     view_link.allow_tags = True
 
     ordering = ['-id']
-    search_fields = ['symbol','output']
-    list_display = ['pk', 'type','symbol', 'name', 'created_on', 'percent_correct', 'score', 'prediction_size', view_link]
+    search_fields = ['symbol', 'output']
+    list_display = ['pk', 'type', 'symbol', 'name', 'created_on',
+                    'percent_correct', 'score', 'prediction_size', view_link]
 
 admin.site.register(ClassifierTest, ClassifierTestAdmin)

history/management/commands/alert_fail_cases.py

@@ -36,8 +36,10 @@ def handle(self, *args, **options):
         print(last_trade.created_on)
 
         # 7 hours thing is a hack for MST vs UTC timezone issues
-        is_trader_running = last_trade.created_on > (get_time() - datetime.timedelta(hours=int(7)) - datetime.timedelta(minutes=int(15)))
-        is_trainer_running = last_pt.created_on > (get_time() - datetime.timedelta(hours=int(7)) - datetime.timedelta(minutes=int(15)))
+        is_trader_running = last_trade.created_on > (
+            get_time() - datetime.timedelta(hours=int(7)) - datetime.timedelta(minutes=int(15)))
+        is_trainer_running = last_pt.created_on > (get_time() - datetime.timedelta(hours=int(7)) -
+                                                   datetime.timedelta(minutes=int(15)))
 
         if not is_trader_running:
             self.alert_email("not is_trader_running")

history/management/commands/compare_perf.py

@@ -1,10 +1,8 @@
-
 from django.core.management.base import BaseCommand
 from django.conf import settings
 from history.tools import get_fee_amount
 from history.models import Price, TradeRecommendation, PerformanceComp
 import datetime
-from django.db import transaction
 
 
 class Command(BaseCommand):
@@ -18,26 +16,34 @@ def handle(self, *args, **options):
         ticker = 'BTC_ETH'
 
         # get data
-        date_of_timerange_we_care_about_predictions_start = datetime.datetime.now() - datetime.timedelta(seconds=((granularity_mins) * 60 + (60 * (1 + buffer_between_prediction_and_this_script_mins))))
-        date_of_timerange_we_care_about_predictions_end = datetime.datetime.now() - datetime.timedelta(seconds=((granularity_mins) * 60))
-        tr_timerange_end = TradeRecommendation.objects.filter(symbol=ticker, created_on__gte=date_of_timerange_we_care_about_predictions_start, created_on__lte=date_of_timerange_we_care_about_predictions_end).order_by('-created_on').first().created_on
+        date_of_timerange_we_care_about_predictions_start = datetime.datetime.now() - datetime.timedelta(
+            seconds=((granularity_mins) * 60 + (60 * (1 + buffer_between_prediction_and_this_script_mins))))
+        date_of_timerange_we_care_about_predictions_end = datetime.datetime.now() - datetime.timedelta(
+            seconds=((granularity_mins) * 60))
+        tr_timerange_end = TradeRecommendation.objects.filter(
+            symbol=ticker, created_on__gte=date_of_timerange_we_care_about_predictions_start,
+            created_on__lte=date_of_timerange_we_care_about_predictions_end).order_by('-created_on').first().created_on
         tr_timerange_start = tr_timerange_end - datetime.timedelta(seconds=120)
         price_timerange_start = tr_timerange_end
         price_timerange_end = tr_timerange_end + datetime.timedelta(seconds=(granularity_mins * 60))
         trs = TradeRecommendation.objects.filter(created_on__gte=tr_timerange_start, created_on__lte=tr_timerange_end)
-        price_now = Price.objects.filter(symbol=ticker, created_on__lte=price_timerange_end).order_by('-created_on').first().price
-        price_then = Price.objects.filter(symbol=ticker, created_on__lte=price_timerange_start).order_by('-created_on').first().price
+        price_now = Price.objects.filter(symbol=ticker, created_on__lte=price_timerange_end
+                                         ).order_by('-created_on').first().price
+        price_then = Price.objects.filter(symbol=ticker, created_on__lte=price_timerange_start
+                                          ).order_by('-created_on').first().price
 
         # nn attributes
         pct_buy = round(1.0 * sum(tr.recommendation == 'BUY' for tr in trs) / len(trs), 2)
         pct_sell = round(1.0 * sum(tr.recommendation == 'SELL' for tr in trs) / len(trs), 2)
         pct_hold = round(1.0 * sum(tr.recommendation == 'HOLD' for tr in trs) / len(trs), 2)
         price_diff = price_now - price_then
         price_pct = price_diff / price_then
-        price_buy_hold_sell = 0 if abs(price_pct) < get_fee_amount() else (1 if price_pct > 0 else -1)  # -1 = sell, 0 = hold, 1 = wait
+        # -1 = sell, 0 = hold, 1 = wait
+        price_buy_hold_sell = 0 if abs(price_pct) < get_fee_amount() else (1 if price_pct > 0 else -1)
         avg_nn_rec = 1.0 * sum(tr.net_amount for tr in trs) / len(trs)
         weighted_avg_nn_rec = 1.0 * sum(tr.net_amount * (tr.confidence / 100.0) for tr in trs) / len(trs)
-        directionally_same = ((avg_nn_rec > 0 and price_buy_hold_sell > 0) or (avg_nn_rec < 0 and price_buy_hold_sell < 0))
+        directionally_same = ((avg_nn_rec > 0 and price_buy_hold_sell > 0) or
+                              (avg_nn_rec < 0 and price_buy_hold_sell < 0))
         delta = abs(abs(avg_nn_rec) - abs(price_buy_hold_sell)) * (1 if directionally_same else -1)
 
         pc = PerformanceComp(symbol=ticker,

history/management/commands/pull_balance.py

@@ -1,11 +1,9 @@
-
 from django.core.management.base import BaseCommand
 from django.conf import settings
 from history.tools import get_exchange_rate_to_btc, get_exchange_rate_btc_to_usd, get_deposit_balance
 from history.models import Balance, Trade
 import datetime
 from django.db import transaction
-import time
 
 import warnings
 warnings.filterwarnings("ignore", category=DeprecationWarning)
@@ -16,17 +14,14 @@ class Command(BaseCommand):
 
     help = 'pulls balances and stores them in a DB'
 
-
     def handle(self, *args, **options):
         from history.poloniex import poloniex
-        from history.models import Price
-        import time
 
-        #hit API
-        poo = poloniex(settings.API_KEY,settings.API_SECRET)
+        # hit API
+        poo = poloniex(settings.API_KEY, settings.API_SECRET)
         balances = poo.returnBalances()
 
-        #record balances
+        # record balances
         deposited_amount_btc, deposited_amount_usd = get_deposit_balance()
         with transaction.atomic():
             for ticker in balances:
@@ -35,22 +30,23 @@ def handle(self, *args, **options):
 
                     exchange_rate_coin_to_btc = get_exchange_rate_to_btc(ticker)
                     exchange_rate_btc_to_usd = get_exchange_rate_btc_to_usd()
-                    exchange_rate_coin_to_usd = exchange_rate_btc_to_usd * exchange_rate_coin_to_btc
                     btc_val = exchange_rate_coin_to_btc * val
                     usd_val = exchange_rate_btc_to_usd * btc_val
-                    b = Balance(symbol=ticker,coin_balance=val,btc_balance=btc_val,exchange_to_btc_rate=exchange_rate_coin_to_btc,usd_balance=usd_val,exchange_to_usd_rate=exchange_rate_coin_to_btc,deposited_amount_btc=deposited_amount_btc if ticker =='BTC' else 0.00, deposited_amount_usd=deposited_amount_usd if ticker =='BTC' else 0.00)
+                    b = Balance(symbol=ticker, coin_balance=val, btc_balance=btc_val,
+                                exchange_to_btc_rate=exchange_rate_coin_to_btc, usd_balance=usd_val,
+                                exchange_to_usd_rate=exchange_rate_coin_to_btc,
+                                deposited_amount_btc=deposited_amount_btc if ticker == 'BTC' else 0.00,
+                                deposited_amount_usd=deposited_amount_usd if ticker == 'BTC' else 0.00)
                     b.save()
 
         for b in Balance.objects.filter(date_str='0'):
             # django timezone stuff , FML
-            b.date_str = datetime.datetime.strftime(b.created_on - datetime.timedelta(hours=int(7)),'%Y-%m-%d %H:%M')
+            b.date_str = datetime.datetime.strftime(b.created_on - datetime.timedelta(hours=int(7)), '%Y-%m-%d %H:%M')
             b.save()
 
-        #normalize trade recommendations too.  merp
+        # normalize trade recommendations too.  merp
         for tr in Trade.objects.filter(created_on_str=''):
             # django timezone stuff , FML
-            tr.created_on_str = datetime.datetime.strftime(tr.created_on - datetime.timedelta(hours=int(7)),'%Y-%m-%d %H:%M')
+            tr.created_on_str = datetime.datetime.strftime(
+                tr.created_on - datetime.timedelta(hours=int(7)), '%Y-%m-%d %H:%M')
             tr.save()
-
-
-

history/management/commands/pull_deposits.py

@@ -1,30 +1,25 @@
-
 from django.core.management.base import BaseCommand
 from django.conf import settings
 import datetime
-from django.db import transaction
-import time
 from history.tools import get_utc_unixtime
 from history.models import Deposit
 
+
 class Command(BaseCommand):
 
     help = 'pulls balances and stores them in a DB'
 
-
     def handle(self, *args, **options):
         from history.poloniex import poloniex
-        from history.models import Price
-        import time
 
-        poo = poloniex(settings.API_KEY,settings.API_SECRET)
+        poo = poloniex(settings.API_KEY, settings.API_SECRET)
         now = get_utc_unixtime()
-        r = poo.returnDepositHistory(0,now)
+        r = poo.returnDepositHistory(0, now)
         deposits = r['deposits'] + r['withdrawals']
         for d in deposits:
             print(d)
             currency = d['currency']
-            amount = float(d['amount']) * ( -1  if 'withdrawalNumber' in d.keys() else 1 )
+            amount = float(d['amount']) * (-1 if 'withdrawalNumber' in d.keys() else 1)
             timestamp = d['timestamp']
             txid = d['withdrawalNumber'] if 'withdrawalNumber' in d.keys() else d['txid']
             status = d['status']
@@ -33,12 +28,13 @@ def handle(self, *args, **options):
                 d = Deposit.objects.get(txid=txid)
             except:
                 d = Deposit()
-            d.symbol=currency
+            d.symbol = currency
             d.amount = amount
             d.txid = txid
             d.type = 'deposit' if amount > 0 else 'withdrawal'
             d.status = status
             d.created_on = created_on
             d.modified_on = created_on
-            d.created_on_str = datetime.datetime.strftime(created_on - datetime.timedelta(hours=int(7)),'%Y-%m-%d %H:%M')
+            d.created_on_str = datetime.datetime.strftime(
+                created_on - datetime.timedelta(hours=int(7)), '%Y-%m-%d %H:%M')
             d.save()

history/management/commands/pull_prices.py

@@ -1,7 +1,7 @@
-
 from django.core.management.base import BaseCommand
 from django.conf import settings
 
+
 class Command(BaseCommand):
 
     help = 'pulls prices and stores them in a DB'
@@ -11,7 +11,7 @@ def handle(self, *args, **options):
         from history.models import Price
         import time
 
-        poo = poloniex(settings.API_KEY,settings.API_SECRET)
+        poo = poloniex(settings.API_KEY, settings.API_SECRET)
         price = poo.returnTicker()
 
         for ticker in price.keys():
@@ -27,4 +27,3 @@ def handle(self, *args, **options):
             p.symbol = ticker
             p.created_on_str = str(p.created_on)
             p.save()
-