808 lines
26 KiB
C#
808 lines
26 KiB
C#
using System;
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using System.Collections.Generic;
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using System.IO;
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using System.Text;
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using Core.Main;
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using Core.Helper;
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using Core.Main.DataObjects.PTMagicData;
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using System.Text.RegularExpressions;
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namespace Core.ProfitTrailer
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{
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public class OperandToken : Token
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{
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}
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public class OrToken : OperandToken
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{
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}
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public class AndToken : OperandToken
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{
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}
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public class BooleanValueToken : Token
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{
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}
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public class FalseToken : BooleanValueToken
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{
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}
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public class TrueToken : BooleanValueToken
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{
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}
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public class ParenthesisToken : Token
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{
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}
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public class ClosedParenthesisToken : ParenthesisToken
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{
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}
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public class OpenParenthesisToken : ParenthesisToken
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{
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}
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public class NegationToken : Token
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{
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}
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public abstract class Token
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{
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}
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public class Tokenizer
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{
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private readonly StringReader _reader;
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private string _text;
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public Tokenizer(string text)
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{
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_text = text;
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_reader = new StringReader(text);
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}
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public IEnumerable<Token> Tokenize()
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{
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var tokens = new List<Token>();
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while (_reader.Peek() != -1)
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{
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while (Char.IsWhiteSpace((char)_reader.Peek()))
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{
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_reader.Read();
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}
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if (_reader.Peek() == -1)
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break;
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var c = (char)_reader.Peek();
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switch (c)
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{
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case '!':
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tokens.Add(new NegationToken());
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_reader.Read();
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break;
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case '(':
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tokens.Add(new OpenParenthesisToken());
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_reader.Read();
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break;
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case ')':
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tokens.Add(new ClosedParenthesisToken());
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_reader.Read();
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break;
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default:
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if (Char.IsLetter(c))
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{
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var token = ParseKeyword();
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tokens.Add(token);
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}
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else
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{
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var remainingText = _reader.ReadToEnd() ?? string.Empty;
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throw new Exception(string.Format("Unknown grammar found at position {0} : '{1}'", _text.Length - remainingText.Length, remainingText));
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}
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break;
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}
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}
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return tokens;
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}
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private Token ParseKeyword()
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{
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var text = new StringBuilder();
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while (Char.IsLetter((char)_reader.Peek()))
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{
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text.Append((char)_reader.Read());
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}
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var potentialKeyword = text.ToString().ToLower();
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switch (potentialKeyword)
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{
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case "true":
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return new TrueToken();
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case "false":
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return new FalseToken();
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case "and":
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return new AndToken();
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case "or":
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return new OrToken();
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default:
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throw new Exception("Expected keyword (True, False, and, or) but found " + potentialKeyword);
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}
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}
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}
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public class Parser
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{
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private readonly IEnumerator<Token> _tokens;
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public Parser(IEnumerable<Token> tokens)
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{
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_tokens = tokens.GetEnumerator();
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_tokens.MoveNext();
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}
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public bool Parse()
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{
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while (_tokens.Current != null)
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{
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var isNegated = _tokens.Current is NegationToken;
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if (isNegated)
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_tokens.MoveNext();
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var boolean = ParseBoolean();
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if (isNegated)
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boolean = !boolean;
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while (_tokens.Current is OperandToken)
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{
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var operand = _tokens.Current;
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if (!_tokens.MoveNext())
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{
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throw new Exception("Missing expression after operand");
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}
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var nextBoolean = ParseBoolean();
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if (operand is AndToken)
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boolean = boolean && nextBoolean;
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else
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boolean = boolean || nextBoolean;
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}
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return boolean;
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}
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throw new Exception("Empty expression");
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}
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private bool ParseBoolean()
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{
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if (_tokens.Current is BooleanValueToken)
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{
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var current = _tokens.Current;
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_tokens.MoveNext();
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if (current is TrueToken)
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return true;
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return false;
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}
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if (_tokens.Current is OpenParenthesisToken)
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{
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_tokens.MoveNext();
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var expInPars = Parse();
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if (!(_tokens.Current is ClosedParenthesisToken))
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throw new Exception("Expecting Closing Parenthesis");
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_tokens.MoveNext();
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return expInPars;
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}
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if (_tokens.Current is ClosedParenthesisToken)
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throw new Exception("Unexpected Closed Parenthesis");
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// since its not a BooleanConstant or Expression in parenthesis, it must be a expression again
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var val = Parse();
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return val;
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}
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}
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public static class StrategyHelper
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{
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public static string GetStrategyShortcut(string strategyName, bool onlyValidStrategies)
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{
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string result = strategyName;
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string time = "";
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string leverage = "";
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string strategyLetter = "";
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string strategyNameOnly = strategyName;
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// PT allows for "advanced_stats" to be turned on in the application settings, to show details of the trailing logic.
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// This code ensures PTM doesn't generate an unnecessary shortcut for this information
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if (result.Contains("STATS"))
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{
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result = "";
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}
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// strategy labels that are variable value
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if (result.Contains("REBUY"))
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{
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time = strategyName.Remove(0, 14);
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result = "REBUY " + time;
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}
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if (result.Contains("CHANGE PERC"))
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{
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result = "CHANGE";
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}
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if (result.Contains("LEVERAGE"))
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{
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leverage = strategyName.Remove(0, 10);
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leverage = leverage.Remove(leverage.Length - 1, 1);
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result = leverage + " X";
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}
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// buy/sell strategies beginning with PT 2.3.3 contain the strategy designation letter followed by a colon and space.
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// remove the letter and colon, change to shortcut, then reapply the letter and colon
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if (strategyName.Contains(":"))
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{
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int strategyLength = strategyName.Length - 3;
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strategyLetter = strategyName.Remove(3, strategyLength);
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strategyNameOnly = strategyName.Remove(0, 3);
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}
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switch (strategyNameOnly.ToLower())
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{
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case "lowbb":
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result = String.Concat(strategyLetter, "LBB");
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break;
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case "highbb":
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result = String.Concat(strategyLetter, "HBB");
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break;
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case "gain":
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result = String.Concat(strategyLetter, "GAIN");
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break;
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case "loss":
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result = String.Concat(strategyLetter, "LOSS");
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break;
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case "smagain":
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result = String.Concat(strategyLetter, "SMAG");
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break;
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case "emagain":
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result = String.Concat(strategyLetter, "EMAG");
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break;
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case "hmagain":
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result = String.Concat(strategyLetter, "HMAG");
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break;
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case "dmagain":
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result = String.Concat(strategyLetter, "DMAG");
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break;
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case "smaspread":
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result = String.Concat(strategyLetter, "SMAS");
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break;
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case "emaspread":
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result = String.Concat(strategyLetter, "EMAS");
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break;
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case "hmaspread":
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result = String.Concat(strategyLetter, "HMAS");
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break;
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case "dmaspread":
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result = String.Concat(strategyLetter, "DMAS");
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break;
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case "smacross":
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result = String.Concat(strategyLetter, "SMAC");
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break;
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case "emacross":
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result = String.Concat(strategyLetter, "EMAC");
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break;
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case "hmacross":
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result = String.Concat(strategyLetter, "HMAC");
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break;
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case "dmacross":
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result = String.Concat(strategyLetter, "DMAC");
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break;
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case "rsi":
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result = String.Concat(strategyLetter, "RSI");
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break;
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case "stoch":
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result = String.Concat(strategyLetter, "STOCH");
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break;
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case "stochrsi":
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result = String.Concat(strategyLetter, "SRSI");
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break;
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case "stochrsik":
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result = String.Concat(strategyLetter, "SRSIK");
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break;
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case "stochrsid":
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result = String.Concat(strategyLetter, "SRSID");
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break;
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case "stochrsicross":
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result = String.Concat(strategyLetter, "SRSIC");
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break;
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case "macd":
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result = String.Concat(strategyLetter, "MACD");
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break;
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case "obv":
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result = String.Concat(strategyLetter, "OBV");
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break;
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case "bbwidth":
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result = String.Concat(strategyLetter, "BBW");
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break;
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case "pdhigh":
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result = String.Concat(strategyLetter, "PDH");
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break;
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case "anderson":
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result = String.Concat(strategyLetter, "AND");
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break;
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case "pdlow":
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result = String.Concat(strategyLetter, "PDL");
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break;
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case "pdclose":
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result = String.Concat(strategyLetter, "PDC");
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break;
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case "signal":
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result = String.Concat(strategyLetter, "SIG");
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break;
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case "changepercentage":
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result = String.Concat(strategyLetter, "CHGPCT");
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break;
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case "profitpercentage":
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result = String.Concat(strategyLetter, "PPCT");
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break;
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case "lastdcabuy":
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result = String.Concat(strategyLetter, "LASTDCA");
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break;
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case "fixedprice":
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result = String.Concat(strategyLetter, "FIXED");
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break;
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case "lowatrband":
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result = String.Concat(strategyLetter, "LATR");
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break;
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case "highatrband":
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result = String.Concat(strategyLetter, "HATR");
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break;
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case "atrpercentage":
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result = String.Concat(strategyLetter, "ATRPCT");
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break;
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case "vwappercentage":
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result = String.Concat(strategyLetter, "VWAP");
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break;
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case "mvwappercentage":
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result = String.Concat(strategyLetter, "MVWAP");
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break;
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case "btcdominance":
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result = String.Concat(strategyLetter, "BTCDOM");
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break;
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case "config som enabled":
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result = String.Concat(strategyLetter, "SOM");
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break;
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case "max buy times":
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result = String.Concat(strategyLetter, "DCAMAX");
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break;
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case "max pairs":
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result = String.Concat(strategyLetter, "PAIRS");
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break;
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case "max spread":
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result = String.Concat(strategyLetter, "SPREAD");
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break;
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case "price increase":
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result = String.Concat(strategyLetter, "INC");
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break;
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case "min buy volume":
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result = String.Concat(strategyLetter, "VOL");
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break;
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case "min buy balance":
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result = String.Concat(strategyLetter, "MIN");
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break;
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case "coin age":
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result = String.Concat(strategyLetter, "AGE");
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break;
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case "too new":
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result = String.Concat(strategyLetter, "NEW");
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break;
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case "blacklisted":
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result = String.Concat(strategyLetter, "BLACK");
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break;
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case "insufficient balance":
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result = String.Concat(strategyLetter, "BAL");
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break;
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case "max cost reached":
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result = String.Concat(strategyLetter, "COST");
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break;
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case "buy value below dust":
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result = String.Concat(strategyLetter, "DUST");
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break;
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case "sell wall detected":
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result = String.Concat(strategyLetter, "WALL");
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break;
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case "ignoring buy trigger":
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result = String.Concat(strategyLetter, "TRIG");
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break;
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case "no dca buy logic":
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result = String.Concat(strategyLetter, "NODCA");
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break;
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case "combimagain":
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result = String.Concat(strategyLetter, "COMBIG");
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break;
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case "combimaspread":
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result = String.Concat(strategyLetter, "COMBIS");
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break;
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case "combimacross":
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result = String.Concat(strategyLetter, "COMBIC");
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break;
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case "macdpercentage":
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result = String.Concat(strategyLetter, "MACDPERC");
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break;
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default:
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break;
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}
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if (onlyValidStrategies)
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{
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if (strategyName.IndexOf("SOM") > -1 || strategyName.IndexOf("MAX") > -1 || strategyName.IndexOf("MIN") > -1 || strategyName.IndexOf("PRICE") > -1 || strategyName.IndexOf("BLACK") > -1 || strategyName.IndexOf("INSUFFICIENT") > -1 || strategyName.IndexOf("COST") > -1)
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{
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result = "";
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}
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}
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return result;
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}
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public static bool IsValidStrategy(string strategyName)
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{
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return StrategyHelper.IsValidStrategy(strategyName, false);
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}
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public static bool IsValidStrategy(string strategyName, bool checkForAnyInvalid)
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{
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bool result = false;
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// buy/sell strategies beginning with PT 2.3.3 contain the letter followed by a colon and space.
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if (strategyName.Contains(":"))
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{
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result = true;
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}
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// Prior to PT 2.3.3
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if (!checkForAnyInvalid)
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{
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switch (strategyName.ToLower())
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{
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case "lowbb":
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case "highbb":
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case "gain":
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case "loss":
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case "smagain":
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case "emagain":
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case "hmagain":
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case "dmagain":
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case "smaspread":
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case "emaspread":
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case "hmaspread":
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case "dmaspread":
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case "smacross":
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case "emacross":
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case "hmacross":
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case "dmacross":
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case "rsi":
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case "stoch":
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case "stochrsi":
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case "stochrsik":
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case "stochrsid":
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case "stochrsicross":
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case "macd":
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case "obv":
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case "bbwidth":
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case "anderson":
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case "dema":
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case "hma":
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case "pdhigh":
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case "pdlow":
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case "pdclose":
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case "signal":
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case "changepercentage":
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case "profitpercentage":
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case "lastdcabuy":
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case "fixedprice":
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case "lowatrband":
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case "highatrband":
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case "atrpercentage":
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case "vwappercentage":
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case "mvwappercentage":
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case "btcdominance":
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result = true;
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break;
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default:
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break;
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}
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}
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else
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{
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if (strategyName.IndexOf("max", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("min", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("som", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("price", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("black", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("new", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("insufficient", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("timeout", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("spread", StringComparison.InvariantCultureIgnoreCase) == -1
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&& strategyName.IndexOf("pairs", StringComparison.InvariantCultureIgnoreCase) == -1)
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{
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result = true;
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}
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}
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return result;
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}
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public static int GetStrategyValueDecimals(string strategyName)
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{
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int result = 0;
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switch (strategyName.ToLower())
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{
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case "lowbb":
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case "highbb":
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result = 8;
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break;
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case "gain":
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case "loss":
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case "smagain":
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case "emagain":
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case "hmagain":
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case "dmagain":
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case "smaspread":
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case "emaspread":
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case "hmaspread":
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case "dmaspread":
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case "smacross":
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case "emacross":
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case "hmacross":
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case "dmacross":
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case "anderson":
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case "pdhigh":
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result = 2;
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break;
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case "rsi":
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case "stochrsi":
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case "stochrsik":
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case "stochrsid":
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case "stochrsicross":
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case "stoch":
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case "macd":
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case "obv":
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case "bbwidth":
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result = 0;
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break;
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default:
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break;
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}
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return result;
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}
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public static string GetStrategyText(Summary summary, List<Strategy> strategies, string strategyText, bool isTrue, bool isTrailingBuyActive)
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{
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bool isValidStrategy = false;
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Regex regx = new Regex(@"[ABCDEFGHIJKLMNOPQRSTUVWXYZ]", RegexOptions.Compiled);
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if (strategies.Count > 0)
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{
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foreach (Strategy strategy in strategies)
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{
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string textClass = (strategy.IsTrue) ? "label-success" : "label-danger";
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isValidStrategy = StrategyHelper.IsValidStrategy(strategy.Name);
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if (!isValidStrategy)
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{
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// Parse Formulas
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if (strategy.Name.Contains("FORMULA") && !strategy.Name.Contains("STATS") && !strategy.Name.Contains("LEVEL"))
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{
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string expression = strategy.Name.Remove(0, 10);
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expression = expression.Replace("<span class=\"tdgreen\">", "true").Replace("<span class=\"red\">", "false").Replace("</span>", "").Replace("&&", "and").Replace("||", "or");
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expression = regx.Replace(expression, String.Empty);
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var tokens = new Tokenizer(expression).Tokenize();
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var parser = new Parser(tokens);
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if (parser.Parse())
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{
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strategyText += "<span class=\"label label-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"CONDITIONAL FORMULA\">(FORM)</span> ";
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}
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else
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{
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strategyText += "<span class=\"label label-danger\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"CONDITIONAL FORMULA\">(FORM)</span> ";
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}
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}
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if (strategy.Name.Contains("LEVEL") && !strategy.Name.Contains("TRIGGERED"))
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{
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string level = strategy.Name.Substring(5, 2);
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string expression = strategy.Name.Remove(0, 17);
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expression = expression.Replace("<span class=\"tdgreen\">", "true").Replace("<span class=\"red\">", "false").Replace("</span>", "").Replace("&&", "and").Replace("||", "or");
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expression = regx.Replace(expression, String.Empty);
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var tokens = new Tokenizer(expression).Tokenize();
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var parser = new Parser(tokens);
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if (parser.Parse())
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{
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strategyText += "<span class=\"label label-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"LEVEL FORMULA\">LEVEL" + level + "</span> ";
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}
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else
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{
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strategyText += "<span class=\"label label-danger\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"LEVEL FORMULA\">LEVEL" + level + "</span> ";
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}
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}
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if (strategy.Name.Contains("LEVEL") && strategy.Name.Contains("TRIGGERED"))
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{
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string level = strategy.Name.Substring(5, 2);
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strategyText += "<span class=\"label label-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"CONDITIONAL FORMULA\">LEVEL " + level + "TRIG</span> ";
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}
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}
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else
|
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{
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strategyText += "<span class=\"label " + textClass + "\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategy.Name + "\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, false) + "</span> ";
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}
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}
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if (isTrailingBuyActive)
|
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{
|
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strategyText += " <i class=\"fa fa-flag text-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"Trailing active!\"></i>";
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}
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}
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else
|
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{
|
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if (isTrue)
|
|
{
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strategyText = "<span class=\"label label-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategyText + "\">" + StrategyHelper.GetStrategyShortcut(strategyText, true) + "</span>";
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|
|
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if (isTrailingBuyActive)
|
|
{
|
|
strategyText += " <i class=\"fa fa-flag text-success\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"Trailing active!\"></i>";
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}
|
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}
|
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else
|
|
{
|
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isValidStrategy = StrategyHelper.IsValidStrategy(strategyText);
|
|
if (isValidStrategy)
|
|
{
|
|
strategyText = "<span class=\"label label-danger\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategyText + "\">" + StrategyHelper.GetStrategyShortcut(strategyText, true) + "</span>";
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}
|
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else if (strategyText.Equals("") && isValidStrategy == false)
|
|
{
|
|
strategyText = "<span class=\"label label-muted\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"Not Applicable: Not using DCA!\"></span>";
|
|
}
|
|
else
|
|
{
|
|
strategyText = "<span class=\"label label-warning\" data-toggle=\"tooltip\" data-placement=\"top\" title=\"" + strategyText + "\">" + StrategyHelper.GetStrategyShortcut(strategyText, false) + "</span> ";
|
|
}
|
|
}
|
|
}
|
|
return strategyText;
|
|
}
|
|
public static string GetCurrentValueText(List<Strategy> strategies, string strategyText, double bbValue, double simpleValue, bool includeShortcut)
|
|
{
|
|
string result = "";
|
|
|
|
if (strategies.Count > 0)
|
|
{
|
|
foreach (Strategy strategy in strategies)
|
|
{
|
|
if (StrategyHelper.IsValidStrategy(strategy.Name))
|
|
{
|
|
if (!result.Equals("")) result += "<br />";
|
|
|
|
string decimalFormat = "";
|
|
int decimals = StrategyHelper.GetStrategyValueDecimals(strategy.Name);
|
|
for (int d = 1; d <= decimals; d++)
|
|
{
|
|
decimalFormat += "0";
|
|
}
|
|
|
|
if (includeShortcut)
|
|
{
|
|
result += "<span class=\"text-muted\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, true) + "</span> ";
|
|
}
|
|
|
|
if (StrategyHelper.GetStrategyShortcut(strategy.Name, true).IndexOf("and", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result += simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
if (decimals == 0)
|
|
{
|
|
if (!SystemHelper.IsInteger(strategy.CurrentValue))
|
|
{
|
|
result += strategy.CurrentValue.ToString("#,#", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
result += strategy.CurrentValue.ToString("#,#0", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
result += strategy.CurrentValue.ToString("#,#0." + decimalFormat, new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (StrategyHelper.GetStrategyShortcut(strategyText, true).IndexOf("bb", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result = bbValue.ToString("#,#0.00000000", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
result = simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%";
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
public static string GetTriggerValueText(Summary summary, List<Strategy> strategies, string strategyText, double bbValue, double simpleValue, int buyLevel, bool includeShortcut)
|
|
{
|
|
string result = "";
|
|
|
|
if (strategies.Count > 0)
|
|
{
|
|
foreach (Strategy strategy in strategies)
|
|
{
|
|
if (StrategyHelper.IsValidStrategy(strategy.Name))
|
|
{
|
|
if (!result.Equals("")) result += "<br />";
|
|
|
|
string decimalFormat = "";
|
|
int decimals = StrategyHelper.GetStrategyValueDecimals(strategy.Name);
|
|
for (int d = 1; d <= decimals; d++)
|
|
{
|
|
decimalFormat += "0";
|
|
}
|
|
|
|
if (includeShortcut)
|
|
{
|
|
result += "<span class=\"text-muted\">" + StrategyHelper.GetStrategyShortcut(strategy.Name, true) + "</span> ";
|
|
}
|
|
|
|
if (StrategyHelper.GetStrategyShortcut(strategy.Name, true).IndexOf("and", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result += strategy.TriggerValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
if (decimals == 0)
|
|
{
|
|
if (!SystemHelper.IsInteger(strategy.EntryValue))
|
|
{
|
|
result += strategy.EntryValue.ToString(new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
result += strategy.EntryValue.ToString("#,#0", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
result += strategy.EntryValue.ToString("#,#0." + decimalFormat, new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (StrategyHelper.GetStrategyShortcut(strategyText, true).IndexOf("bb", StringComparison.InvariantCultureIgnoreCase) > -1)
|
|
{
|
|
result = bbValue.ToString("#,#0.00000000", new System.Globalization.CultureInfo("en-US"));
|
|
}
|
|
else
|
|
{
|
|
if (simpleValue == Constants.MinTrendChange)
|
|
{
|
|
if (summary.DCATriggers.ContainsKey(buyLevel + 1))
|
|
{
|
|
simpleValue = summary.DCATriggers[buyLevel + 1];
|
|
}
|
|
}
|
|
result = simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%";
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
}
|
|
}
|