Small fix.

.github/ISSUE_TEMPLATE/bug_report.md

@@ -8,7 +8,7 @@ assignees: ''
 ---
 
 <!--
-IMPORTANT: Please open an issue ONLY if you find something wrong with the source code. For questions and feedback use Discord (https://jesse.trade/discord). Also make sure to give the documentation (https://docs.jesse.trade/) and FAQ (https://jesse.trade/help) a good read to eliminate the possibility of causing the problem due to wrong usage. Make sure you are using the most recent version `pip show jesse` and updated all requirements `pip install -r https://raw.githubusercontent.com/jesse-ai/jesse/master/requirements.txt`.
+IMPORTANT: Please open an issue ONLY if you find something wrong with the source code. For questions and feedback use the Forum (https://forum.jesse.trade/) or Discord (https://jesse.trade/discord). Also make sure to give the documentation (https://docs.jesse.trade/) a good read to eliminate the possibility of causing the problem due to wrong usage. Make sure you are using the most recent version `pip show jesse` and updated all requirements `pip install -r https://raw.githubusercontent.com/jesse-ai/jesse/master/requirements.txt`.
 -->
 
 **Describe the bug**

.github/ISSUE_TEMPLATE/feature_request.md

@@ -8,7 +8,7 @@ assignees: ''
 ---
 
 <!---
-Make sure to check the roadmap (https://docs.jesse.trade/docs/roadmap.html) and the Trello boards linked there whether your idea is already listed and give Jesse's documentation a good read to make sure you don't request something that's already possible. If possible use Discord (https://jesse.trade/discord) to discuss your ideas with the community.
+Make sure to check the Projects tab if your idea is already listed and give Jesse's documentation a good read to make sure you don't request something that's already possible.
 -->
 
 **Is your feature request related to a problem? Please describe.**

.github/stale.yml

@@ -1,17 +0,0 @@
-# Number of days of inactivity before an issue becomes stale
-daysUntilStale: 60
-# Number of days of inactivity before a stale issue is closed
-daysUntilClose: 7
-# Issues with these labels will never be considered stale
-exemptLabels:
-  - pinned
-  - security
-# Label to use when marking an issue as stale
-staleLabel: stale
-# Comment to post when marking an issue as stale. Set to `false` to disable
-markComment: >
-  This issue has been automatically marked as stale because it has not had
-  recent activity. It will be closed if no further activity occurs. Thank you
-  for your contributions.
-# Comment to post when closing a stale issue. Set to `false` to disable
-closeComment: false

.github/workflows/codeql-analysis.yml

@@ -1,98 +0,0 @@
-# For most projects, this workflow file will not need changing; you simply need
-# to commit it to your repository.
-#
-# You may wish to alter this file to override the set of languages analyzed,
-# or to provide custom queries or build logic.
-#
-# ******** NOTE ********
-# We have attempted to detect the languages in your repository. Please check
-# the `language` matrix defined below to confirm you have the correct set of
-# supported CodeQL languages.
-#
-name: "CodeQL"
-
-on:
-  push:
-    branches: [ master ]
-  pull_request:
-    # The branches below must be a subset of the branches above
-    branches: [ master ]
-  schedule:
-    - cron: '0 0 1 * *'
-
-jobs:
-  analyze:
-    name: Analyze
-    runs-on: ubuntu-latest
-    permissions:
-      actions: read
-      contents: read
-      security-events: write
-
-    strategy:
-      fail-fast: false
-      matrix:
-        language: [ 'python' ]
-        # CodeQL supports [ 'cpp', 'csharp', 'go', 'java', 'javascript', 'python', 'ruby' ]
-        # Learn more about CodeQL language support at https://git.io/codeql-language-support
-
-    steps:
-    - name: Checkout repository
-      uses: actions/checkout@v2
-    - name: Cache pip
-      uses: actions/cache@v2
-      with:
-        path: ${{ matrix.path }}
-        key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements.txt') }}
-        restore-keys: |
-         ${{ runner.os }}-pip-
-    - name: Install ta-lib
-      run: |
-        if ([ "$RUNNER_OS" = "macOS" ]); then
-          brew install ta-lib
-        fi
-        if ([ "$RUNNER_OS" = "Linux" ]); then
-          if [ ! -f "$GITHUB_WORKSPACE/ta-lib/src" ]; then wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz -q && tar -xzf ta-lib-0.4.0-src.tar.gz; fi
-          cd ta-lib/
-          ./configure --prefix=/usr
-          if [ ! -f "$HOME/ta-lib/src" ]; then make; fi
-          sudo make install
-          cd
-        fi
-        if ([ "$RUNNER_OS" = "Windows" ]); then
-          curl -sL http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip -o $GITHUB_WORKSPACE/ta-lib.zip --create-dirs && 7z x $GITHUB_WORKSPACE/ta-lib.zip -o/c/ta-lib && mv /c/ta-lib/ta-lib/* /c/ta-lib/ && rm -rf /c/ta-lib/ta-lib && cd /c/ta-lib/c/make/cdr/win32/msvc && nmake
-        fi
-    - name: Install dependencies
-      run: |
-        python -m pip install --upgrade pip
-        if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
-        pip install numba
-
-    # Initializes the CodeQL tools for scanning.
-    - name: Initialize CodeQL
-      uses: github/codeql-action/init@v1
-      with:
-        languages: ${{ matrix.language }}
-        # If you wish to specify custom queries, you can do so here or in a config file.
-        # By default, queries listed here will override any specified in a config file.
-        # Prefix the list here with "+" to use these queries and those in the config file.
-        # queries: ./path/to/local/query, your-org/your-repo/queries@main
-
-    # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
-    # If this step fails, then you should remove it and run the build manually (see below)
-    - name: Autobuild
-      uses: github/codeql-action/autobuild@v1
-
-    # ℹ️ Command-line programs to run using the OS shell.
-    # 📚 https://git.io/JvXDl
-
-    # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
-    #    and modify them (or add more) to build your code if your project
-    #    uses a compiled language
-
-    #- run: |
-    #   make bootstrap
-    #   make release
-
-    - name: Perform CodeQL Analysis
-      uses: github/codeql-action/analyze@v1

.github/workflows/python-package.yml

@@ -1,97 +0,0 @@
-# This workflow will install Python dependencies, run tests and lint with a single version of Python
-# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions
-
-name: Python application
-
-on:
-  push:
-    branches: [ master ]
-  pull_request:
-    branches: [ master ]
-    
-concurrency: 
-  group: ${{ github.workflow }}-${{ github.ref }}
-  cancel-in-progress: true
-
-jobs:
-  build:
-
-    runs-on:  ${{matrix.os}}
-    strategy:
-      matrix:
-       # os: [ubuntu-latest, macos-latest, windows-latest]
-        os: [ubuntu-latest]
-        include: 
-        - os: ubuntu-latest
-          path: ~/.cache/pip
-        #- os: macos-latest
-        #  path: ~/Library/Caches/pip
-        #- os: windows-latest
-        #  path: ~\AppData\Local\pip\Cache
-        python-version: [3.8, 3.9, '3.10']
-        
-
-    steps:
-      - name: Checkout
-        uses: actions/checkout@v2
-      - name: Set up Python ${{ matrix.python-version }}
-        uses: actions/setup-python@v2
-        with:
-          python-version: ${{ matrix.python-version }}
-      - name: Cache pip
-        uses: actions/cache@v2
-        id: cache
-        with:
-          path: ${{ matrix.path }}
-          key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements.txt') }}
-          restore-keys: |
-           ${{ runner.os }}-pip-
-      - name: Set up ta-lib dir
-        if: ${{ runner.os == 'Linux' }}
-        run: |
-            mkdir -p $HOME/.local/ta-lib
-            echo "LD_LIBRARY_PATH=$HOME/.local/ta-lib/lib:$LD_LIBRARY_PATH" >> $GITHUB_ENV
-            echo "TA_INCLUDE_PATH=$HOME/.local/ta-lib/include" >> $GITHUB_ENV
-            echo "TA_LIBRARY_PATH=$HOME/.local/ta-lib/lib" >> $GITHUB_ENV
-      - name: Set up ta-lib cache
-        if: ${{ runner.os == 'Linux' }}
-        uses: actions/cache@v2
-        id: talib-cache
-        with:
-          path: |
-              ~/.local/ta-lib/lib
-              ~/.local/ta-lib/include
-          key: talib-cache-v0.4.0
-      - name: Install ta-lib mac / windows
-        run: |
-          if ([ "$RUNNER_OS" = "macOS" ]); then
-            brew install ta-lib
-          fi
-          if ([ "$RUNNER_OS" = "Windows" ]); then
-            curl -sL http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip -o $GITHUB_WORKSPACE/ta-lib.zip --create-dirs && 7z x $GITHUB_WORKSPACE/ta-lib.zip -o/c/ta-lib && mv /c/ta-lib/ta-lib/* /c/ta-lib/ && rm -rf /c/ta-lib/ta-lib && cd /c/ta-lib/c/make/cdr/win32/msvc && nmake
-          fi
-      - name: Install ta-lib Linux
-        if: steps.talib-cache.outputs.cache-hit != 'true'
-        run: |
-            wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz -q && tar -xzf ta-lib-0.4.0-src.tar.gz
-            cd ta-lib/
-            ./configure --prefix=$HOME/.local/ta-lib
-            make
-            sudo make install
-            cd
-      - name: Install dependencies
-        run: |
-          python -m pip install --upgrade pip
-          if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
-          if [ ! ${{ matrix.python-version }} = "3.10"]; then pip install numba; fi
-          pip install -e . -U
-     # - name: Lint with flake8
-       # run: |
-          # stop the build if there are Python syntax errors or undefined names
-          # flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
-          # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
-          # flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
-      - name: Test with pytest
-        run: |
-          pip install pytest
-          pytest

.gitignore

@@ -147,5 +147,4 @@ cython_debug/
 /storage/*.gz
 /.vagrant
 testing-*.py
-/storage/full-reports/*.html
+/storage/full-reports/*.html
-/storage/logs/*

Dockerfile

@@ -1,8 +1,8 @@
-FROM python:3.9-slim
+FROM python:3.9.4-slim
 ENV PYTHONUNBUFFERED 1
 
 RUN apt-get update \
-    && apt-get -y install git build-essential libssl-dev \
+    && apt-get -y install build-essential libssl-dev \
     && apt-get clean \
     && pip install --upgrade pip
 

DockerfileTest

@@ -1,4 +1,4 @@
-FROM python:3.9-slim
+FROM python:3.9.4-slim
 ENV PYTHONUNBUFFERED 1
 
 RUN apt-get update \

MANIFEST.in

@@ -1,2 +0,0 @@
-include jesse/static/*
-include jesse/static/**/*

README.md

@@ -20,11 +20,6 @@ In fact, it is so simple that in case you already know Python, you can get start
 
 [Here](https://docs.jesse.trade/docs/) you can read more about why Jesse's features. 
 
-## Sponsored Promotion
-
-[![TokenBot](https://raw.githubusercontent.com/jesse-ai/jesse/master/assets/TokenBot-Jesse-banner.png)](https://tokenbot.com/?utm_source=github&utm_medium=jesse&utm_campaign=algodevs)
-
-
 ## Getting Started
 Head over to the "getting started" section of the [documentation](https://docs.jesse.trade/docs/getting-started). The 
 documentation is short yet very informative. 

jesse/__init__.py

@@ -1,181 +1,228 @@
-import asyncio
-import json
 import os
+import sys
+# Hide the "FutureWarning: pandas.util.testing is deprecated." caused by empyrical
 import warnings
-from typing import Optional
+from pydoc import locate
+
 import click
 import pkg_resources
-from fastapi import BackgroundTasks, Query, Header
-from starlette.websockets import WebSocket, WebSocketDisconnect
-from fastapi.responses import JSONResponse, FileResponse
-from fastapi.staticfiles import StaticFiles
-from jesse.services import auth as authenticator
-from jesse.services.redis import async_redis, async_publish, sync_publish
-from jesse.services.web import fastapi_app, BacktestRequestJson, ImportCandlesRequestJson, CancelRequestJson, \
-    LoginRequestJson, ConfigRequestJson, LoginJesseTradeRequestJson, NewStrategyRequestJson, FeedbackRequestJson, \
-    ReportExceptionRequestJson, OptimizationRequestJson
-import uvicorn
-from asyncio import Queue
-import jesse.helpers as jh
-import time
 
-# to silent stupid pandas warnings
+import jesse.helpers as jh
+
 warnings.simplefilter(action='ignore', category=FutureWarning)
 
+# Python version validation.
+if jh.python_version() < 3.7:
+    print(
+        jh.color(
+            f'Jesse requires Python version above 3.7. Yours is {jh.python_version()}',
+            'red'
+        )
+    )
 
-# variable to know if the live trade plugin is installed
+# fix directory issue
-HAS_LIVE_TRADE_PLUGIN = True
+sys.path.insert(0, os.getcwd())
-try:
+
-    import jesse_live
+ls = os.listdir('.')
-except ModuleNotFoundError:
+is_jesse_project = 'strategies' in ls and 'config.py' in ls and 'storage' in ls and 'routes.py' in ls
-    HAS_LIVE_TRADE_PLUGIN = False
 
 
 def validate_cwd() -> None:
     """
     make sure we're in a Jesse project
     """
-    if not jh.is_jesse_project():
+    if not is_jesse_project:
         print(
             jh.color(
-                'Current directory is not a Jesse project. You must run commands from the root of a Jesse project. Read this page for more info: https://docs.jesse.trade/docs/getting-started/#create-a-new-jesse-project',
+                'Current directory is not a Jesse project. You must run commands from the root of a Jesse project.',
                 'red'
             )
         )
         os._exit(1)
 
 
-# print(os.path.dirname(jesse))
+def inject_local_config() -> None:
-JESSE_DIR = os.path.dirname(os.path.realpath(__file__))
+    """
+    injects config from local config file
+    """
+    local_config = locate('config.config')
+    from jesse.config import set_config
+    set_config(local_config)
 
 
-# load homepage
+def inject_local_routes() -> None:
-@fastapi_app.get("/")
+    """
-async def index():
+    injects routes from local routes folder
-    return FileResponse(f"{JESSE_DIR}/static/index.html")
+    """
+    local_router = locate('routes')
+    from jesse.routes import router
+
+    router.set_routes(local_router.routes)
+    router.set_extra_candles(local_router.extra_candles)
 
 
-@fastapi_app.post("/terminate-all")
+# inject local files
-async def terminate_all(authorization: Optional[str] = Header(None)):
+if is_jesse_project:
-    if not authenticator.is_valid_token(authorization):
+    inject_local_config()
-        return authenticator.unauthorized_response()
+    inject_local_routes()
-
-    from jesse.services.multiprocessing import process_manager
-
-    process_manager.flush()
-    return JSONResponse({'message': 'terminating all tasks...'})
 
 
-@fastapi_app.post("/shutdown")
+def register_custom_exception_handler() -> None:
-async def shutdown(background_tasks: BackgroundTasks, authorization: Optional[str] = Header(None)):
+    import sys
-    if not authenticator.is_valid_token(authorization):
+    import threading
-        return authenticator.unauthorized_response()
+    import traceback
+    import logging
+    from jesse.services import logger as jesse_logger
+    import click
+    from jesse import exceptions
 
-    background_tasks.add_task(jh.terminate_app)
+    log_format = "%(message)s"
-    return JSONResponse({'message': 'Shutting down...'})
+    os.makedirs('storage/logs', exist_ok=True)
 
+    if jh.is_livetrading():
+        logging.basicConfig(filename='storage/logs/live-trade.txt', level=logging.INFO,
+                            filemode='w', format=log_format)
+    elif jh.is_paper_trading():
+        logging.basicConfig(filename='storage/logs/paper-trade.txt', level=logging.INFO,
+                            filemode='w',
+                            format=log_format)
+    elif jh.is_collecting_data():
+        logging.basicConfig(filename='storage/logs/collect.txt', level=logging.INFO, filemode='w',
+                            format=log_format)
+    elif jh.is_optimizing():
+        logging.basicConfig(filename='storage/logs/optimize.txt', level=logging.INFO, filemode='w',
+                            format=log_format)
+    else:
+        logging.basicConfig(level=logging.INFO)
 
-@fastapi_app.post("/auth")
+    # main thread
-def auth(json_request: LoginRequestJson):
+    def handle_exception(exc_type, exc_value, exc_traceback) -> None:
-    return authenticator.password_to_token(json_request.password)
+        if issubclass(exc_type, KeyboardInterrupt):
+            sys.excepthook(exc_type, exc_value, exc_traceback)
+            return
 
+        # handle Breaking exceptions
+        if exc_type in [
+            exceptions.InvalidConfig, exceptions.RouteNotFound, exceptions.InvalidRoutes,
+            exceptions.CandleNotFoundInDatabase
+        ]:
+            click.clear()
+            print(f"{'=' * 30} EXCEPTION TRACEBACK:")
+            traceback.print_tb(exc_traceback, file=sys.stdout)
+            print("=" * 73)
+            print(
+                '\n',
+                jh.color('Uncaught Exception:', 'red'),
+                jh.color(f'{exc_type.__name__}: {exc_value}', 'yellow')
+            )
+            return
 
-@fastapi_app.post("/make-strategy")
+        # send notifications if it's a live session
-def make_strategy(json_request: NewStrategyRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
+        if jh.is_live():
-    if not authenticator.is_valid_token(authorization):
+            jesse_logger.error(
-        return authenticator.unauthorized_response()
+                f'{exc_type.__name__}: {exc_value}'
-
-    from jesse.services import strategy_maker
-    return strategy_maker.generate(json_request.name)
-
-
-@fastapi_app.post("/feedback")
-def feedback(json_request: FeedbackRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
-    if not authenticator.is_valid_token(authorization):
-        return authenticator.unauthorized_response()
-
-    from jesse.services import jesse_trade
-    return jesse_trade.feedback(json_request.description, json_request.email)
-
-
-@fastapi_app.post("/report-exception")
-def report_exception(json_request: ReportExceptionRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
-    if not authenticator.is_valid_token(authorization):
-        return authenticator.unauthorized_response()
-
-    from jesse.services import jesse_trade
-    return jesse_trade.report_exception(
-        json_request.description,
-        json_request.traceback,
-        json_request.mode,
-        json_request.attach_logs,
-        json_request.session_id,
-        json_request.email,
-        has_live=HAS_LIVE_TRADE_PLUGIN
-    )
-
-
-@fastapi_app.post("/get-config")
-def get_config(json_request: ConfigRequestJson, authorization: Optional[str] = Header(None)):
-    if not authenticator.is_valid_token(authorization):
-        return authenticator.unauthorized_response()
-
-    from jesse.modes.data_provider import get_config as gc
-
-    return JSONResponse({
-        'data': gc(json_request.current_config, has_live=HAS_LIVE_TRADE_PLUGIN)
-    }, status_code=200)
-
-
-@fastapi_app.post("/update-config")
-def update_config(json_request: ConfigRequestJson, authorization: Optional[str] = Header(None)):
-    if not authenticator.is_valid_token(authorization):
-        return authenticator.unauthorized_response()
-
-    from jesse.modes.data_provider import update_config as uc
-
-    uc(json_request.current_config)
-
-    return JSONResponse({'message': 'Updated configurations successfully'}, status_code=200)
-
-
-@fastapi_app.websocket("/ws")
-async def websocket_endpoint(websocket: WebSocket, token: str = Query(...)):
-    from jesse.services.multiprocessing import process_manager
-    from jesse.services.env import ENV_VALUES
-
-    if not authenticator.is_valid_token(token):
-        return
-
-    await websocket.accept()
-
-    queue = Queue()
-    ch, = await async_redis.psubscribe(f"{ENV_VALUES['APP_PORT']}:channel:*")
-
-    async def echo(q):
-        while True:
-            msg = await q.get()
-            msg = json.loads(msg)
-            msg['id'] = process_manager.get_client_id(msg['id'])
-            await websocket.send_json(
-                msg
             )
 
-    async def reader(channel, q):
+        if jh.is_live() or jh.is_collecting_data():
-        async for ch, message in channel.iter():
+            logging.error("Uncaught Exception:", exc_info=(exc_type, exc_value, exc_traceback))
-            # modify id and set the one that the font-end knows
+        else:
-            await q.put(message)
+            print(f"{'=' * 30} EXCEPTION TRACEBACK:")
+            traceback.print_tb(exc_traceback, file=sys.stdout)
+            print("=" * 73)
+            print(
+                '\n',
+                jh.color('Uncaught Exception:', 'red'),
+                jh.color(f'{exc_type.__name__}: {exc_value}', 'yellow')
+            )
 
-    asyncio.get_running_loop().create_task(reader(ch, queue))
+        if jh.is_paper_trading():
-    asyncio.get_running_loop().create_task(echo(queue))
+            print(
+                jh.color(
+                    'An uncaught exception was raised. Check the log file at:\nstorage/logs/paper-trade.txt',
+                    'red'
+                )
+            )
+        elif jh.is_livetrading():
+            print(
+                jh.color(
+                    'An uncaught exception was raised. Check the log file at:\nstorage/logs/live-trade.txt',
+                    'red'
+                )
+            )
+        elif jh.is_collecting_data():
+            print(
+                jh.color(
+                    'An uncaught exception was raised. Check the log file at:\nstorage/logs/collect.txt',
+                    'red'
+                )
+            )
 
-    try:
+    sys.excepthook = handle_exception
-        while True:
+
-            # just so WebSocketDisconnect would be raised on connection close
+    # other threads
-            await websocket.receive_text()
+    if jh.python_version() >= 3.8:
-    except WebSocketDisconnect:
+        def handle_thread_exception(args) -> None:
-        await async_redis.punsubscribe(f"{ENV_VALUES['APP_PORT']}:channel:*")
+            if args.exc_type == SystemExit:
-        print('Websocket disconnected')
+                return
+
+            # handle Breaking exceptions
+            if args.exc_type in [
+                exceptions.InvalidConfig, exceptions.RouteNotFound, exceptions.InvalidRoutes,
+                exceptions.CandleNotFoundInDatabase
+            ]:
+                click.clear()
+                print(f"{'=' * 30} EXCEPTION TRACEBACK:")
+                traceback.print_tb(args.exc_traceback, file=sys.stdout)
+                print("=" * 73)
+                print(
+                    '\n',
+                    jh.color('Uncaught Exception:', 'red'),
+                    jh.color(f'{args.exc_type.__name__}: {args.exc_value}', 'yellow')
+                )
+                return
+
+            # send notifications if it's a live session
+            if jh.is_live():
+                jesse_logger.error(
+                    f'{args.exc_type.__name__}: { args.exc_value}'
+                )
+
+            if jh.is_live() or jh.is_collecting_data():
+                logging.error("Uncaught Exception:",
+                              exc_info=(args.exc_type, args.exc_value, args.exc_traceback))
+            else:
+                print(f"{'=' * 30} EXCEPTION TRACEBACK:")
+                traceback.print_tb(args.exc_traceback, file=sys.stdout)
+                print("=" * 73)
+                print(
+                    '\n',
+                    jh.color('Uncaught Exception:', 'red'),
+                    jh.color(f'{args.exc_type.__name__}: {args.exc_value}', 'yellow')
+                )
+
+            if jh.is_paper_trading():
+                print(
+                    jh.color(
+                        'An uncaught exception was raised. Check the log file at:\nstorage/logs/paper-trade.txt',
+                        'red'
+                    )
+                )
+            elif jh.is_livetrading():
+                print(
+                    jh.color(
+                        'An uncaught exception was raised. Check the log file at:\nstorage/logs/live-trade.txt',
+                        'red'
+                    )
+                )
+            elif jh.is_collecting_data():
+                print(
+                    jh.color(
+                        'An uncaught exception was raised. Check the log file at:\nstorage/logs/collect.txt',
+                        'red'
+                    )
+                )
+
+        threading.excepthook = handle_thread_exception
 
 
 # create a Click group
@@ -186,310 +233,275 @@ def cli() -> None:
 
 
 @cli.command()
-@click.option(
+@click.argument('exchange', required=True, type=str)
-    '--strict/--no-strict', default=True,
+@click.argument('symbol', required=True, type=str)
-    help='Default is the strict mode which will raise an exception if the values for license is not set.'
+@click.argument('start_date', required=True, type=str)
-)
+@click.option('--skip-confirmation', is_flag=True,
-def install_live(strict: bool) -> None:
+              help="Will prevent confirmation for skipping duplicates")
-    from jesse.services.installer import install
+def import_candles(exchange: str, symbol: str, start_date: str, skip_confirmation: bool) -> None:
-    install(HAS_LIVE_TRADE_PLUGIN, strict)
+    """
-
+    imports historical candles from exchange
-
+    """
-@cli.command()
-def run() -> None:
     validate_cwd()
+    from jesse.config import config
+    config['app']['trading_mode'] = 'import-candles'
 
-    # run all the db migrations
+    register_custom_exception_handler()
-    from jesse.services.migrator import run as run_migrations
-    import peewee
-    try:
-        run_migrations()
-    except peewee.OperationalError:
-        sleep_seconds = 10
-        print(f"Database wasn't ready. Sleep for {sleep_seconds} seconds and try again.")
-        time.sleep(sleep_seconds)
-        run_migrations()
 
-    # read port from .env file, if not found, use default
+    from jesse.services import db
-    from jesse.services.env import ENV_VALUES
-    if 'APP_PORT' in ENV_VALUES:
-        port = int(ENV_VALUES['APP_PORT'])
-    else:
-        port = 9000
-
-    # run the main application
-    uvicorn.run(fastapi_app, host="0.0.0.0", port=port, log_level="info")
-
-
-@fastapi_app.post('/general-info')
-def general_info(authorization: Optional[str] = Header(None)) -> JSONResponse:
-    if not authenticator.is_valid_token(authorization):
-        return authenticator.unauthorized_response()
-
-    from jesse.modes import data_provider
-
-    try:
-        data = data_provider.get_general_info(has_live=HAS_LIVE_TRADE_PLUGIN)
-    except Exception as e:
-        return JSONResponse({
-            'error': str(e)
-        }, status_code=500)
-
-    return JSONResponse(
-        data,
-        status_code=200
-    )
-
-
-@fastapi_app.post('/import-candles')
-def import_candles(request_json: ImportCandlesRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
-    from jesse.services.multiprocessing import process_manager
-
-    validate_cwd()
-
-    if not authenticator.is_valid_token(authorization):
-        return authenticator.unauthorized_response()
 
     from jesse.modes import import_candles_mode
 
-    process_manager.add_task(
+    import_candles_mode.run(exchange, symbol, start_date, skip_confirmation)
-        import_candles_mode.run, 'candles-' + str(request_json.id), request_json.exchange, request_json.symbol,
-        request_json.start_date, True
-    )
 
-    return JSONResponse({'message': 'Started importing candles...'}, status_code=202)
+    db.close_connection()
 
 
-@fastapi_app.delete("/import-candles")
+@cli.command()
-def cancel_import_candles(request_json: CancelRequestJson, authorization: Optional[str] = Header(None)):
+@click.argument('start_date', required=True, type=str)
-    from jesse.services.multiprocessing import process_manager
+@click.argument('finish_date', required=True, type=str)
-
+@click.option('--debug/--no-debug', default=False,
-    if not authenticator.is_valid_token(authorization):
+              help='Displays logging messages instead of the progressbar. Used for debugging your strategy.')
-        return authenticator.unauthorized_response()
+@click.option('--csv/--no-csv', default=False,
-
+              help='Outputs a CSV file of all executed trades on completion.')
-    process_manager.cancel_process('candles-' + request_json.id)
+@click.option('--json/--no-json', default=False,
-
+              help='Outputs a JSON file of all executed trades on completion.')
-    return JSONResponse({'message': f'Candles process with ID of {request_json.id} was requested for termination'}, status_code=202)
+@click.option('--fee/--no-fee', default=True,
-
+              help='You can use "--no-fee" as a quick way to set trading fee to zero.')
-
+@click.option('--chart/--no-chart', default=False,
-@fastapi_app.post("/backtest")
+              help='Generates charts of daily portfolio balance and assets price change. Useful for a visual comparision of your portfolio against the market.')
-def backtest(request_json: BacktestRequestJson, authorization: Optional[str] = Header(None)):
+@click.option('--tradingview/--no-tradingview', default=False,
-    from jesse.services.multiprocessing import process_manager
+              help="Generates an output that can be copy-and-pasted into tradingview.com's pine-editor too see the trades in their charts.")
-
+@click.option('--full-reports/--no-full-reports', default=False,
-    if not authenticator.is_valid_token(authorization):
+              help="Generates QuantStats' HTML output with metrics reports like Sharpe ratio, Win rate, Volatility, etc., and batch plotting for visualizing performance, drawdowns, rolling statistics, monthly returns, etc.")
-        return authenticator.unauthorized_response()
+def backtest(start_date: str, finish_date: str, debug: bool, csv: bool, json: bool, fee: bool, chart: bool,
-
+             tradingview: bool, full_reports: bool) -> None:
+    """
+    backtest mode. Enter in "YYYY-MM-DD" "YYYY-MM-DD"
+    """
     validate_cwd()
 
-    from jesse.modes.backtest_mode import run as run_backtest
+    from jesse.config import config
+    config['app']['trading_mode'] = 'backtest'
 
-    process_manager.add_task(
+    register_custom_exception_handler()
-        run_backtest,
-        'backtest-' + str(request_json.id),
-        request_json.debug_mode,
-        request_json.config,
-        request_json.routes,
-        request_json.extra_routes,
-        request_json.start_date,
-        request_json.finish_date,
-        None,
-        request_json.export_chart,
-        request_json.export_tradingview,
-        request_json.export_full_reports,
-        request_json.export_csv,
-        request_json.export_json
-    )
 
-    return JSONResponse({'message': 'Started backtesting...'}, status_code=202)
+    from jesse.services import db
+    from jesse.modes import backtest_mode
+    from jesse.services.selectors import get_exchange
+
+    # debug flag
+    config['app']['debug_mode'] = debug
+
+    # fee flag
+    if not fee:
+        for e in config['app']['trading_exchanges']:
+            config['env']['exchanges'][e]['fee'] = 0
+            get_exchange(e).fee = 0
+
+    backtest_mode.run(start_date, finish_date, chart=chart, tradingview=tradingview, csv=csv,
+                      json=json, full_reports=full_reports)
+
+    db.close_connection()
 
 
-@fastapi_app.post("/optimization")
+@cli.command()
-async def optimization(request_json: OptimizationRequestJson, authorization: Optional[str] = Header(None)):
+@click.argument('start_date', required=True, type=str)
-    if not authenticator.is_valid_token(authorization):
+@click.argument('finish_date', required=True, type=str)
-        return authenticator.unauthorized_response()
+@click.argument('optimal_total', required=True, type=int)
-
+@click.option(
-    from jesse.services.multiprocessing import process_manager
+    '--cpu', default=0, show_default=True,
-
+    help='The number of CPU cores that Jesse is allowed to use. If set to 0, it will use as many as is available on your machine.')
+@click.option(
+    '--debug/--no-debug', default=False,
+    help='Displays detailed logs about the genetics algorithm. Use it if you are interested int he genetics algorithm.'
+)
+@click.option('--csv/--no-csv', default=False, help='Outputs a CSV file of all DNAs on completion.')
+@click.option('--json/--no-json', default=False, help='Outputs a JSON file of all DNAs on completion.')
+def optimize(start_date: str, finish_date: str, optimal_total: int, cpu: int, debug: bool, csv: bool,
+             json: bool) -> None:
+    """
+    tunes the hyper-parameters of your strategy
+    """
     validate_cwd()
+    from jesse.config import config
+    config['app']['trading_mode'] = 'optimize'
 
-    from jesse.modes.optimize_mode import run as run_optimization
+    register_custom_exception_handler()
 
-    process_manager.add_task(
+    # debug flag
-        run_optimization,
+    config['app']['debug_mode'] = debug
-        'optimize-' + str(request_json.id),
-        request_json.debug_mode,
-        request_json.config,
-        request_json.routes,
-        request_json.extra_routes,
-        request_json.start_date,
-        request_json.finish_date,
-        request_json.optimal_total,
-        request_json.export_csv,
-        request_json.export_json
-    )
 
-    # optimize_mode(start_date, finish_date, optimal_total, cpu, csv, json)
+    from jesse.modes.optimize_mode import optimize_mode
 
-    return JSONResponse({'message': 'Started optimization...'}, status_code=202)
+    optimize_mode(start_date, finish_date, optimal_total, cpu, csv, json)
 
 
-@fastapi_app.delete("/optimization")
+@cli.command()
-def cancel_optimization(request_json: CancelRequestJson, authorization: Optional[str] = Header(None)):
+@click.argument('name', required=True, type=str)
-    if not authenticator.is_valid_token(authorization):
+def make_strategy(name: str) -> None:
-        return authenticator.unauthorized_response()
-
-    from jesse.services.multiprocessing import process_manager
-
-    process_manager.cancel_process('optimize-' + request_json.id)
-
-    return JSONResponse({'message': f'Optimization process with ID of {request_json.id} was requested for termination'}, status_code=202)
-
-
-@fastapi_app.get("/download/{mode}/{file_type}/{session_id}")
-def download(mode: str, file_type: str, session_id: str, token: str = Query(...)):
     """
-    Log files require session_id because there is one log per each session. Except for the optimize mode
+    generates a new strategy folder from jesse/strategies/ExampleStrategy
     """
-    if not authenticator.is_valid_token(token):
+    validate_cwd()
-        return authenticator.unauthorized_response()
+    from jesse.config import config
 
-    from jesse.modes import data_provider
+    config['app']['trading_mode'] = 'make-strategy'
 
-    return data_provider.download_file(mode, file_type, session_id)
+    register_custom_exception_handler()
+
+    from jesse.services import strategy_maker
+
+    strategy_maker.generate(name)
 
 
-@fastapi_app.get("/download/optimize/log")
+@cli.command()
-def download_optimization_log(token: str = Query(...)):
+@click.argument('name', required=True, type=str)
+def make_project(name: str) -> None:
     """
-    Optimization logs don't have have session ID
+    generates a new strategy folder from jesse/strategies/ExampleStrategy
     """
-    if not authenticator.is_valid_token(token):
+    from jesse.config import config
-        return authenticator.unauthorized_response()
 
-    from jesse.modes import data_provider
+    config['app']['trading_mode'] = 'make-project'
 
-    return data_provider.download_file('optimize', 'log')
+    register_custom_exception_handler()
+
+    from jesse.services import project_maker
+
+    project_maker.generate(name)
 
 
-@fastapi_app.delete("/backtest")
+@cli.command()
-def cancel_backtest(request_json: CancelRequestJson, authorization: Optional[str] = Header(None)):
+@click.option('--dna/--no-dna', default=False,
-    if not authenticator.is_valid_token(authorization):
+              help='Translates DNA into parameters. Used in optimize mode only')
-        return authenticator.unauthorized_response()
+def routes(dna: bool) -> None:
+    """
+    lists all routes
+    """
+    validate_cwd()
+    from jesse.config import config
 
-    from jesse.services.multiprocessing import process_manager
+    config['app']['trading_mode'] = 'routes'
 
-    process_manager.cancel_process('backtest-' + request_json.id)
+    register_custom_exception_handler()
 
-    return JSONResponse({'message': f'Backtest process with ID of {request_json.id} was requested for termination'}, status_code=202)
+    from jesse.modes import routes_mode
+
+    routes_mode.run(dna)
 
 
-@fastapi_app.on_event("shutdown")
+live_package_exists = True
-def shutdown_event():
+try:
-    from jesse.services.db import database
+    import jesse_live
-    database.close_connection()
+except ModuleNotFoundError:
+    live_package_exists = False
+if live_package_exists:
+    # @cli.command()
+    # def collect() -> None:
+    #     """
+    #     fetches streamed market data such as tickers, trades, and orderbook from
+    #     the WS connection and stores them into the database for later research.
+    #     """
+    #     validate_cwd()
+    #
+    #     # set trading mode
+    #     from jesse.config import config
+    #     config['app']['trading_mode'] = 'collect'
+    #
+    #     register_custom_exception_handler()
+    #
+    #     from jesse_live.live.collect_mode import run
+    #
+    #     run()
 
 
-if HAS_LIVE_TRADE_PLUGIN:
+    @cli.command()
-    from jesse.services.web import fastapi_app, LiveRequestJson, LiveCancelRequestJson, GetCandlesRequestJson, \
+    @click.option('--testdrive/--no-testdrive', default=False)
-        GetLogsRequestJson, GetOrdersRequestJson
+    @click.option('--debug/--no-debug', default=False)
-    from jesse.services import auth as authenticator
+    @click.option('--dev/--no-dev', default=False)
-
+    def live(testdrive: bool, debug: bool, dev: bool) -> None:
-    @fastapi_app.post("/live")
+        """
-    def live(request_json: LiveRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
+        trades in real-time on exchange with REAL money
-        if not authenticator.is_valid_token(authorization):
+        """
-            return authenticator.unauthorized_response()
-
-        from jesse import validate_cwd
-
-        # dev_mode is used only by developers so it doesn't have to be a supported parameter
-        dev_mode: bool = False
-
         validate_cwd()
 
+        # set trading mode
+        from jesse.config import config
+        config['app']['trading_mode'] = 'livetrade'
+        config['app']['is_test_driving'] = testdrive
+
+        register_custom_exception_handler()
+
+        # debug flag
+        config['app']['debug_mode'] = debug
+
+        from jesse_live import init
+        from jesse.services.selectors import get_exchange
+        live_config = locate('live-config.config')
+
+        # validate that the "live-config.py" file exists
+        if live_config is None:
+            jh.error('You\'re either missing the live-config.py file or haven\'t logged in. Run "jesse login" to fix it.', True)
+            jh.terminate_app()
+
+        # inject live config
+        init(config, live_config)
+
         # execute live session
-        from jesse_live import live_mode
+        from jesse_live.live_mode import run
-        from jesse.services.multiprocessing import process_manager
+        run(dev)
-
-        trading_mode = 'livetrade' if request_json.paper_mode is False else 'papertrade'
-
-        process_manager.add_task(
-            live_mode.run,
-            f'{trading_mode}-' + str(request_json.id),
-            request_json.debug_mode,
-            dev_mode,
-            request_json.config,
-            request_json.routes,
-            request_json.extra_routes,
-            trading_mode,
-        )
-
-        mode = 'live' if request_json.paper_mode is False else 'paper'
-
-        return JSONResponse({'message': f"Started {mode} trading..."}, status_code=202)
 
 
-    @fastapi_app.delete("/live")
+    @cli.command()
-    def cancel_backtest(request_json: LiveCancelRequestJson, authorization: Optional[str] = Header(None)):
+    @click.option('--debug/--no-debug', default=False)
-        if not authenticator.is_valid_token(authorization):
+    @click.option('--dev/--no-dev', default=False)
-            return authenticator.unauthorized_response()
+    def paper(debug: bool, dev: bool) -> None:
-
+        """
-        from jesse.services.multiprocessing import process_manager
+        trades in real-time on exchange with PAPER money
-
+        """
-        trading_mode = 'livetrade' if request_json.paper_mode is False else 'papertrade'
-
-        process_manager.cancel_process(f'{trading_mode}-' + request_json.id)
-
-        return JSONResponse({'message': f'Live process with ID of {request_json.id} terminated.'}, status_code=200)
-
-
-    @fastapi_app.post('/get-candles')
-    def get_candles(json_request: GetCandlesRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
-        if not authenticator.is_valid_token(authorization):
-            return authenticator.unauthorized_response()
-
-        from jesse import validate_cwd
-
         validate_cwd()
 
-        from jesse.modes.data_provider import get_candles as gc
+        # set trading mode
+        from jesse.config import config
+        config['app']['trading_mode'] = 'papertrade'
 
-        arr = gc(json_request.exchange, json_request.symbol, json_request.timeframe)
+        register_custom_exception_handler()
 
-        return JSONResponse({
+        # debug flag
-            'id': json_request.id,
+        config['app']['debug_mode'] = debug
-            'data': arr
-        }, status_code=200)
 
+        from jesse_live import init
+        from jesse.services.selectors import get_exchange
+        live_config = locate('live-config.config')
 
-    @fastapi_app.post('/get-logs')
+        # validate that the "live-config.py" file exists
-    def get_logs(json_request: GetLogsRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
+        if live_config is None:
-        if not authenticator.is_valid_token(authorization):
+            jh.error('You\'re either missing the live-config.py file or haven\'t logged in. Run "jesse login" to fix it.', True)
-            return authenticator.unauthorized_response()
+            jh.terminate_app()
 
-        from jesse_live.services.data_provider import get_logs as gl
+        # inject live config
+        init(config, live_config)
 
-        arr = gl(json_request.session_id, json_request.type)
+        # execute live session
+        from jesse_live.live_mode import run
+        run(dev)
 
-        return JSONResponse({
+    @cli.command()
-            'id': json_request.id,
+    @click.option('--email', prompt='Email')
-            'data': arr
+    @click.option('--password', prompt='Password', hide_input=True)
-        }, status_code=200)
+    def login(email, password) -> None:
+        """
+        (Initially) Logins to the website.
+        """
+        validate_cwd()
 
+        # set trading mode
+        from jesse.config import config
+        config['app']['trading_mode'] = 'login'
 
-    @fastapi_app.post('/get-orders')
+        register_custom_exception_handler()
-    def get_orders(json_request: GetOrdersRequestJson, authorization: Optional[str] = Header(None)) -> JSONResponse:
-        if not authenticator.is_valid_token(authorization):
-            return authenticator.unauthorized_response()
 
-        from jesse_live.services.data_provider import get_orders as go
+        from jesse_live.auth import login
 
-        arr = go(json_request.session_id)
+        login(email, password)
-
-        return JSONResponse({
-            'id': json_request.id,
-            'data': arr
-        }, status_code=200)
-
-
-# Mount static files.Must be loaded at the end to prevent overlapping with API endpoints
-fastapi_app.mount("/", StaticFiles(directory=f"{JESSE_DIR}/static"), name="static")

jesse/config.py

@@ -1,9 +1,14 @@
-import jesse.helpers as jh
-
-
 config = {
     # these values are related to the user's environment
     'env': {
+        'databases': {
+            'postgres_host': '127.0.0.1',
+            'postgres_name': 'jesse_db',
+            'postgres_port': 5432,
+            'postgres_username': 'jesse_user',
+            'postgres_password': 'password',
+        },
+
         'caching': {
             'driver': 'pickle'
         },
@@ -37,64 +42,6 @@ config = {
                 ],
             },
 
-            'Bybit Perpetual': {
-                'fee': 0.00075,
-
-                # backtest mode only: accepted are 'spot' and 'futures'
-                # 'spot' support is currently very limited - you can use 'futures' with leverage 1 for now
-                'type': 'futures',
-
-                # futures mode only
-                'settlement_currency': 'USDT',
-                # accepted values are: 'cross' and 'isolated'
-                'futures_leverage_mode': 'cross',
-                # 1x, 2x, 10x, 50x, etc. Enter as integers
-                'futures_leverage': 1,
-
-                'assets': [
-                    {'asset': 'USDT', 'balance': 10_000},
-                ],
-            },
-
-            'Testnet Bybit Perpetual': {
-                'fee': 0.00075,
-
-                # backtest mode only: accepted are 'spot' and 'futures'
-                # 'spot' support is currently very limited - you can use 'futures' with leverage 1 for now
-                'type': 'futures',
-
-                # futures mode only
-                'settlement_currency': 'USDT',
-                # accepted values are: 'cross' and 'isolated'
-                'futures_leverage_mode': 'cross',
-                # 1x, 2x, 10x, 50x, etc. Enter as integers
-                'futures_leverage': 1,
-
-                'assets': [
-                    {'asset': 'USDT', 'balance': 10_000},
-                ],
-            },
-
-            # https://ftx.com/markets/future
-            'FTX Futures': {
-                'fee': 0.0006,
-
-                # backtest mode only: accepted are 'spot' and 'futures'
-                # 'spot' support is currently very limited - you can use 'futures' with leverage 1 for now
-                'type': 'futures',
-
-                # futures mode only
-                'settlement_currency': 'USD',
-                # accepted values are: 'cross' and 'isolated'
-                'futures_leverage_mode': 'cross',
-                # 1x, 2x, 10x, 20x, etc. Enter as integers
-                'futures_leverage': 1,
-
-                'assets': [
-                    {'asset': 'USD', 'balance': 10_000},
-                ],
-            },
-
             # https://www.bitfinex.com
             'Bitfinex': {
                 'fee': 0.002,
@@ -196,6 +143,20 @@ config = {
             },
         },
 
+        # changes the metrics output of the backtest
+        'metrics': {
+            'sharpe_ratio': True,
+            'calmar_ratio': False,
+            'sortino_ratio': False,
+            'omega_ratio': False,
+            'winning_streak': False,
+            'losing_streak': False,
+            'largest_losing_trade': False,
+            'largest_winning_trade': False,
+            'total_winning_trades': False,
+            'total_losing_trades': False,
+        },
+
         # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
         # Optimize mode
         # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
@@ -203,7 +164,7 @@ config = {
         # Below configurations are related to the optimize mode
         # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
         'optimization': {
-            # sharpe, calmar, sortino, omega, serenity, smart sharpe, smart sortino
+            # sharpe, calmar, sortino, omega
             'ratio': 'sharpe',
         },
 
@@ -255,67 +216,27 @@ config = {
     },
 }
 
+backup_config = config.copy()
 
-def set_config(conf: dict) -> None:
+
+def set_config(c) -> None:
     global config
-
+    config['env'] = c
-    # optimization mode only
+    # add sandbox because it isn't in the local config file
-    if jh.is_optimizing():
+    config['env']['exchanges']['Sandbox'] = {
-        # ratio
+        'type': 'spot',
-        config['env']['optimization']['ratio'] = conf['ratio']
+        # used only in futures trading
-        # exchange info (only one because the optimize mode supports only one trading route at the moment)
+        'settlement_currency': 'USDT',
-        config['env']['optimization']['exchange'] = conf['exchange']
+        'fee': 0,
-        # warm_up_candles
+        'futures_leverage_mode': 'cross',
-        config['env']['optimization']['warmup_candles_num'] = int(conf['warm_up_candles'])
+        'futures_leverage': 1,
-
+        'assets': [
-    # backtest and live
+            {'asset': 'USDT', 'balance': 10_000},
-    if jh.is_backtesting() or jh.is_live():
+            {'asset': 'BTC', 'balance': 0},
-        # warm_up_candles
+        ],
-        config['env']['data']['warmup_candles_num'] = int(conf['warm_up_candles'])
+    }
-        # logs
-        config['env']['logging'] = conf['logging']
-        # exchanges
-        for key, e in conf['exchanges'].items():
-            config['env']['exchanges'][e['name']] = {
-                'fee': float(e['fee']),
-                'type': 'futures',
-                # used only in futures trading
-                # 'settlement_currency': 'USDT',
-                'settlement_currency': jh.get_settlement_currency_from_exchange(e['name']),
-                # accepted values are: 'cross' and 'isolated'
-                'futures_leverage_mode': e['futures_leverage_mode'],
-                # 1x, 2x, 10x, 50x, etc. Enter as integers
-                'futures_leverage': int(e['futures_leverage']),
-                'assets': [
-                    {'asset': 'USDT', 'balance': float(e['balance'])},
-                ],
-            }
-
-    # live mode only
-    if jh.is_live():
-        config['env']['notifications'] = conf['notifications']
-
-    # TODO: must become a config value later when we go after multi account support?
-    config['env']['identifier'] = 'main'
-
-    # # add sandbox because it isn't in the local config file but it is needed since we might have replaced it
-    # config['env']['exchanges']['Sandbox'] = {
-    #     'type': 'spot',
-    #     # used only in futures trading
-    #     'settlement_currency': 'USDT',
-    #     'fee': 0,
-    #     'futures_leverage_mode': 'cross',
-    #     'futures_leverage': 1,
-    #     'assets': [
-    #         {'asset': 'USDT', 'balance': 10_000},
-    #         {'asset': 'BTC', 'balance': 0},
-    #     ],
-    # }
 
 
 def reset_config() -> None:
     global config
     config = backup_config.copy()
-
-
-backup_config = config.copy()

jesse/enums/__init__.py

@@ -12,9 +12,7 @@ class order_statuses:
     ACTIVE = 'ACTIVE'
     CANCELED = 'CANCELED'
     EXECUTED = 'EXECUTED'
-    PARTIALLY_EXECUTED = 'PARTIALLY EXECUTED'
     QUEUED = 'QUEUED'
-    LIQUIDATED = 'LIQUIDATED'
 
 
 class timeframes:
@@ -32,6 +30,8 @@ class timeframes:
     HOUR_8 = '8h'
     HOUR_12 = '12h'
     DAY_1 = '1D'
+    DAY_3 = '3D'
+    WEEK_1 = '1W'
 
 
 class colors:

jesse/exceptions/__init__.py

@@ -18,6 +18,10 @@ class InvalidStrategy(Exception):
     pass
 
 
+class Breaker(Exception):
+    pass
+
+
 class CandleNotFoundInDatabase(Exception):
     pass
 
@@ -30,6 +34,10 @@ class SymbolNotFound(Exception):
     pass
 
 
+class MaximumDecimal(Exception):
+    pass
+
+
 class RouteNotFound(Exception):
     pass
 
@@ -46,10 +54,6 @@ class ExchangeNotResponding(Exception):
     pass
 
 
-class ExchangeRejectedOrder(Exception):
-    pass
-
-
 class InvalidShape(Exception):
     pass
 
@@ -68,7 +72,3 @@ class NegativeBalance(Exception):
 
 class InsufficientMargin(Exception):
     pass
-
-
-class Termination(Exception):
-    pass

jesse/exchanges/exchange.py

@@ -1,6 +1,5 @@
 from abc import ABC, abstractmethod
-from typing import Union
+
-from jesse.models import Order
 
 class Exchange(ABC):
     """
@@ -8,29 +7,29 @@ class Exchange(ABC):
     """
 
     @abstractmethod
-    def market_order(self, symbol: str, qty: float, current_price: float, side: str, role: str, flags: list) -> Order:
+    def market_order(self, symbol, qty, current_price, side, role, flags):
         pass
 
     @abstractmethod
-    def limit_order(self, symbol: str, qty: float, price: float, side: str, role: str, flags: list) -> Order:
+    def limit_order(self, symbol, qty, price, side, role, flags):
         pass
 
     @abstractmethod
-    def stop_order(self, symbol: str, qty: float, price: float, side: str, role: str, flags: list) -> Order:
+    def stop_order(self, symbol, qty, price, side, role, flags):
         pass
 
     @abstractmethod
-    def cancel_all_orders(self, symbol: str) -> None:
+    def cancel_all_orders(self, symbol):
         pass
 
     @abstractmethod
-    def cancel_order(self, symbol: str, order_id: str) -> None:
+    def cancel_order(self, symbol, order_id):
         pass
 
     @abstractmethod
-    def get_exec_inst(self, flags: list) -> Union[str, None]:
+    def get_exec_inst(self, flags):
         pass
 
     @abstractmethod
-    def _fetch_precisions(self) -> None:
+    def _get_precisions(self):
         pass

jesse/exchanges/sandbox/Sandbox.py

@@ -3,14 +3,14 @@ from jesse.enums import order_types
 from jesse.exchanges.exchange import Exchange
 from jesse.models import Order
 from jesse.store import store
-from typing import Union
+
 
 class Sandbox(Exchange):
     def __init__(self, name='Sandbox'):
         super().__init__()
         self.name = name
 
-    def market_order(self, symbol: str, qty: float, current_price: float, side: str, role: str, flags: list) -> Order:
+    def market_order(self, symbol, qty, current_price, side, role, flags):
         order = Order({
             'id': jh.generate_unique_id(),
             'symbol': symbol,
@@ -29,7 +29,7 @@ class Sandbox(Exchange):
 
         return order
 
-    def limit_order(self, symbol: str, qty: float, price: float, side: str, role: str, flags: list) -> Order:
+    def limit_order(self, symbol, qty, price, side, role, flags):
         order = Order({
             'id': jh.generate_unique_id(),
             'symbol': symbol,
@@ -46,7 +46,7 @@ class Sandbox(Exchange):
 
         return order
 
-    def stop_order(self, symbol: str, qty: float, price: float, side: str, role: str, flags: list) -> Order:
+    def stop_order(self, symbol, qty, price, side, role, flags):
         order = Order({
             'id': jh.generate_unique_id(),
             'symbol': symbol,
@@ -63,7 +63,7 @@ class Sandbox(Exchange):
 
         return order
 
-    def cancel_all_orders(self, symbol: str) -> None:
+    def cancel_all_orders(self, symbol):
         orders = filter(lambda o: o.is_new,
                         store.orders.get_orders(self.name, symbol))
 
@@ -73,13 +73,13 @@ class Sandbox(Exchange):
         if not jh.is_unit_testing():
             store.orders.storage[f'{self.name}-{symbol}'].clear()
 
-    def cancel_order(self, symbol: str, order_id: str) -> None:
+    def cancel_order(self, symbol, order_id):
         store.orders.get_order_by_id(self.name, symbol, order_id).cancel()
 
-    def get_exec_inst(self, flags: list) -> Union[str, None]:
+    def get_exec_inst(self, flags):
         if flags:
             return flags[0]
         return None
 
-    def _fetch_precisions(self) -> None:
+    def _get_precisions(self):
         pass

jesse/factories/__init__.py

@@ -1,4 +1,4 @@
 from .candle_factory import fake_candle
-from .candle_factory import range_candles
+from .candle_factory import fake_range_candle
-from .candle_factory import candles_from_close_prices
+from .candle_factory import fake_range_candle_from_range_prices
 from .order_factory import fake_order

jesse/factories/candle_factory.py

@@ -1,10 +1,8 @@
 from random import randint
-from typing import Union
 
 import numpy as np
 
-# 2021-01-01T00:00:00+00:00
+first_timestamp = 1552309186171
-first_timestamp = 1609459080000
 open_price = randint(40, 100)
 close_price = randint(open_price, 110) if randint(0, 1) else randint(
     30, open_price)
@@ -14,10 +12,7 @@ min_price = min(open_price, close_price)
 low_price = min_price if randint(0, 1) else randint(min_price, min_price + 10)
 
 
-def range_candles(count: int) -> np.ndarray:
+def fake_range_candle(count) -> np.ndarray:
-    """
-    Generates a range of candles with random values.
-    """
     fake_candle(reset=True)
     arr = np.zeros((count, 6))
     for i in range(count):
@@ -25,11 +20,7 @@ def range_candles(count: int) -> np.ndarray:
     return arr
 
 
-def candles_from_close_prices(prices: Union[list, range]) -> np.ndarray:
+def fake_range_candle_from_range_prices(prices) -> np.ndarray:
-    """
-    Generates a range of candles from a list of close prices.
-    The first candle has the timestamp of "2021-01-01T00:00:00+00:00"
-    """
     fake_candle(reset=True)
     global first_timestamp
     arr = []
@@ -54,7 +45,7 @@ def candles_from_close_prices(prices: Union[list, range]) -> np.ndarray:
     return np.array(arr)
 
 
-def fake_candle(attributes: dict = None, reset: bool = False) -> np.ndarray:
+def fake_candle(attributes=None, reset=False):
     global first_timestamp
     global open_price
     global close_price
@@ -64,7 +55,7 @@ def fake_candle(attributes: dict = None, reset: bool = False) -> np.ndarray:
     global low_price
 
     if reset:
-        first_timestamp = 1609459080000
+        first_timestamp = 1552309186171
         open_price = randint(40, 100)
         close_price = randint(open_price, 110)
         high_price = max(open_price, close_price)

jesse/factories/order_factory.py

@@ -7,7 +7,7 @@ from jesse.models import Order
 first_timestamp = 1552309186171
 
 
-def fake_order(attributes: dict = None) -> Order:
+def fake_order(attributes=None):
     """
 
     :param attributes:

jesse/helpers.py

@@ -6,7 +6,7 @@ import string
 import sys
 import uuid
 from typing import List, Tuple, Union, Any
-from pprint import pprint
+
 import arrow
 import click
 import numpy as np
@@ -77,7 +77,7 @@ def color(msg_text: str, msg_color: str) -> str:
         return click.style(msg_text, fg='magenta')
     if msg_color == 'cyan':
         return click.style(msg_text, fg='cyan')
-    if msg_color in {'white', 'gray'}:
+    if msg_color in ['white', 'gray']:
         return click.style(msg_text, fg='white')
 
     raise ValueError('unsupported color')
@@ -94,28 +94,15 @@ def convert_number(old_max: float, old_min: float, new_max: float, new_min: floa
 
     old_range = (old_max - old_min)
     new_range = (new_max - new_min)
-    return (((old_value - old_min) * new_range) / old_range) + new_min
+    new_value = (((old_value - old_min) * new_range) / old_range) + new_min
+
+    return new_value
 
 
 def dashless_symbol(symbol: str) -> str:
     return symbol.replace("-", "")
 
 
-def dashy_symbol(symbol: str) -> str:
-    # if already has '-' in symbol, return symbol
-    if '-' in symbol:
-        return symbol
-
-    from jesse.config import config
-
-    for s in config['app']['considering_symbols']:
-        compare_symbol = dashless_symbol(s)
-        if compare_symbol == symbol:
-            return s
-
-    return f"{symbol[0:3]}-{symbol[3:]}"
-
-
 def date_diff_in_days(date1: arrow.arrow.Arrow, date2: arrow.arrow.Arrow) -> int:
     if type(date1) is not arrow.arrow.Arrow or type(
             date2) is not arrow.arrow.Arrow:
@@ -208,16 +195,6 @@ def file_exists(path: str) -> bool:
     return os.path.isfile(path)
 
 
-def clear_file(path: str) -> None:
-    with open(path, 'w') as f:
-        f.write('')
-
-
-def make_directory(path: str) -> None:
-    if not os.path.exists(path):
-        os.makedirs(path)
-
-
 def floor_with_precision(num: float, precision: int = 0) -> float:
     temp = 10 ** precision
     return math.floor(num * temp) / temp
@@ -278,7 +255,7 @@ def get_config(keys: str, default: Any = None) -> Any:
     if not str:
         raise ValueError('keys string cannot be empty')
 
-    if is_unit_testing() or keys not in CACHED_CONFIG:
+    if is_unit_testing() or not keys in CACHED_CONFIG:
         if os.environ.get(keys.upper().replace(".", "_").replace(" ", "_")) is not None:
             CACHED_CONFIG[keys] = os.environ.get(keys.upper().replace(".", "_").replace(" ", "_"))
         else:
@@ -293,17 +270,10 @@ def get_config(keys: str, default: Any = None) -> Any:
 def get_strategy_class(strategy_name: str):
     from pydoc import locate
 
-    if not is_unit_testing():
+    if is_unit_testing():
-        return locate(f'strategies.{strategy_name}.{strategy_name}')
+        return locate(f'jesse.strategies.{strategy_name}.{strategy_name}')
-    path = sys.path[0]
-    # live plugin
-    if path.endswith('jesse-live'):
-        strategy_dir = f'tests.strategies.{strategy_name}.{strategy_name}'
-    # main framework
     else:
-        strategy_dir = f'jesse.strategies.{strategy_name}.{strategy_name}'
+        return locate(f'strategies.{strategy_name}.{strategy_name}')
-
-    return locate(strategy_dir)
 
 
 def insecure_hash(msg: str) -> str:
@@ -342,7 +312,7 @@ def is_debugging() -> bool:
 
 def is_importing_candles() -> bool:
     from jesse.config import config
-    return config['app']['trading_mode'] == 'candles'
+    return config['app']['trading_mode'] == 'import-candles'
 
 
 def is_live() -> bool:
@@ -375,7 +345,7 @@ def is_unit_testing() -> bool:
     return "pytest" in sys.modules or config['app']['is_unit_testing']
 
 
-def is_valid_uuid(uuid_to_test:str, version: int = 4) -> bool:
+def is_valid_uuid(uuid_to_test, version: int = 4) -> bool:
     try:
         uuid_obj = uuid.UUID(uuid_to_test, version=version)
     except ValueError:
@@ -393,6 +363,10 @@ def key(exchange: str, symbol: str, timeframe: str = None):
 def max_timeframe(timeframes_list: list) -> str:
     from jesse.enums import timeframes
 
+    if timeframes.WEEK_1 in timeframes_list:
+        return timeframes.WEEK_1
+    if timeframes.DAY_3 in timeframes_list:
+        return timeframes.DAY_3
     if timeframes.DAY_1 in timeframes_list:
         return timeframes.DAY_1
     if timeframes.HOUR_12 in timeframes_list:
@@ -427,42 +401,32 @@ def normalize(x: float, x_min: float, x_max: float) -> float:
     """
     Rescaling data to have values between 0 and 1
     """
-    return (x - x_min) / (x_max - x_min)
+    x_new = (x - x_min) / (x_max - x_min)
+    return x_new
 
 
-def now(force_fresh=False) -> int:
+def now() -> int:
     """
     Always returns the current time in milliseconds but rounds time in matter of seconds
     """
-    return now_to_timestamp(force_fresh)
+    return now_to_timestamp()
 
 
-def now_to_timestamp(force_fresh=False) -> int:
+def now_to_timestamp() -> int:
-    if not force_fresh and (not (is_live() or is_collecting_data() or is_importing_candles())):
+    if not (is_live() or is_collecting_data() or is_importing_candles()):
         from jesse.store import store
         return store.app.time
 
     return arrow.utcnow().int_timestamp * 1000
 
 
-def current_1m_candle_timestamp():
-    return arrow.utcnow().floor('minute').int_timestamp * 1000
-
-
 def np_ffill(arr: np.ndarray, axis: int = 0) -> np.ndarray:
     idx_shape = tuple([slice(None)] + [np.newaxis] * (len(arr.shape) - axis - 1))
     idx = np.where(~np.isnan(arr), np.arange(arr.shape[axis])[idx_shape], 0)
     np.maximum.accumulate(idx, axis=axis, out=idx)
-    slc = [
+    slc = [np.arange(k)[tuple([slice(None) if dim == i else np.newaxis
-        np.arange(k)[
+                               for dim in range(len(arr.shape))])]
-            tuple(
+           for i, k in enumerate(arr.shape)]
-                slice(None) if dim == i else np.newaxis
-                for dim in range(len(arr.shape))
-            )
-        ]
-        for i, k in enumerate(arr.shape)
-    ]
-
     slc[axis] = idx
     return arr[tuple(slc)]
 
@@ -508,10 +472,10 @@ def orderbook_insertion_index_search(arr, target: int, ascending: bool = True) -
     lower = 0
     upper = len(arr)
 
-    while lower < upper:
+    if ascending:
-        x = lower + (upper - lower) // 2
+        while lower < upper:
-        val = arr[x][0]
+            x = lower + (upper - lower) // 2
-        if ascending:
+            val = arr[x][0]
             if target == val:
                 return True, x
             elif target > val:
@@ -522,16 +486,20 @@ def orderbook_insertion_index_search(arr, target: int, ascending: bool = True) -
                 if lower == x:
                     return False, lower
                 upper = x
-        elif target == val:
+    else:
-            return True, x
+        while lower < upper:
-        elif target < val:
+            x = lower + (upper - lower) // 2
-            if lower == x:
+            val = arr[x][0]
-                return False, lower + 1
+            if target == val:
-            lower = x
+                return True, x
-        elif target > val:
+            elif target < val:
-            if lower == x:
+                if lower == x:
-                return False, lower
+                    return False, lower + 1
-            upper = x
+                lower = x
+            elif target > val:
+                if lower == x:
+                    return False, lower
+                upper = x
 
 
 def orderbook_trim_price(p: float, ascending: bool, unit: float) -> float:
@@ -556,8 +524,8 @@ def prepare_qty(qty: float, side: str) -> float:
         raise ValueError(f'{side} is not a valid input')
 
 
-def python_version() -> tuple:
+def python_version() -> float:
-    return sys.version_info[:2]
+    return float(f'{sys.version_info[0]}.{sys.version_info[1]}')
 
 
 def quote_asset(symbol: str) -> str:
@@ -569,7 +537,7 @@ def quote_asset(symbol: str) -> str:
 
 
 def random_str(num_characters: int = 8) -> str:
-    return ''.join(random.choice(string.ascii_letters) for _ in range(num_characters))
+    return ''.join(random.choice(string.ascii_letters) for i in range(num_characters))
 
 
 def readable_duration(seconds: int, granularity: int = 2) -> str:
@@ -657,9 +625,6 @@ def should_execute_silently() -> bool:
 def side_to_type(s: str) -> str:
     from jesse.enums import trade_types, sides
 
-    # make sure string is lowercase
-    s = s.lower()
-
     if s == sides.BUY:
         return trade_types.LONG
     if s == sides.SELL:
@@ -667,9 +632,9 @@ def side_to_type(s: str) -> str:
     raise ValueError
 
 
-def string_after_character(s: str, character: str) -> str:
+def string_after_character(string: str, character: str) -> str:
     try:
-        return s.split(character, 1)[1]
+        return string.split(character, 1)[1]
     except IndexError:
         return None
 
@@ -696,8 +661,8 @@ def style(msg_text: str, msg_style: str) -> str:
 
 def terminate_app() -> None:
     # close the database
-    from jesse.services.db import database
+    from jesse.services.db import close_connection
-    database.close_connection()
+    close_connection()
     # disconnect python from the OS
     os._exit(1)
 
@@ -708,15 +673,13 @@ def error(msg: str, force_print: bool = False) -> None:
         from jesse.services import logger
         logger.error(msg)
         if force_print:
-            _print_error(msg)
+            print('\n')
+            print(color('========== critical error =========='.upper(), 'red'))
+            print(color(msg, 'red'))
     else:
-        _print_error(msg)
+        print('\n')
-
+        print(color('========== critical error =========='.upper(), 'red'))
-
+        print(color(msg, 'red'))
-def _print_error(msg: str) -> None:
-    print('\n')
-    print(color('========== critical error =========='.upper(), 'red'))
-    print(color(msg, 'red'))
 
 
 def timeframe_to_one_minutes(timeframe: str) -> int:
@@ -738,6 +701,8 @@ def timeframe_to_one_minutes(timeframe: str) -> int:
         timeframes.HOUR_8: 60 * 8,
         timeframes.HOUR_12: 60 * 12,
         timeframes.DAY_1: 60 * 24,
+        timeframes.DAY_3: 60 * 24 * 3,
+        timeframes.WEEK_1: 60 * 24 * 7,
     }
 
     try:
@@ -797,156 +762,3 @@ def closing_side(position_type: str) -> str:
         return 'buy'
     else:
         raise ValueError(f'Value entered for position_type ({position_type}) is not valid')
-
-
-def merge_dicts(d1: dict, d2: dict) -> dict:
-    """
-    Merges nested dictionaries
-
-    :param d1: dict
-    :param d2: dict
-    :return: dict
-    """
-    def inner(dict1, dict2):
-        for k in set(dict1.keys()).union(dict2.keys()):
-            if k in dict1 and k in dict2:
-                if isinstance(dict1[k], dict) and isinstance(dict2[k], dict):
-                    yield k, dict(merge_dicts(dict1[k], dict2[k]))
-                else:
-                    yield k, dict2[k]
-            elif k in dict1:
-                yield k, dict1[k]
-            else:
-                yield k, dict2[k]
-
-    return dict(inner(d1, d2))
-
-
-def computer_name():
-    import platform
-    return platform.node()
-
-
-def validate_response(response):
-    if response.status_code != 200:
-        err_msg = f"[{response.status_code}]: {response.json()['message']}\nPlease contact us at support@jesse.trade if this is unexpected."
-
-        if response.status_code not in [401, 403]:
-            raise ConnectionError(err_msg)
-        error(err_msg, force_print=True)
-        terminate_app()
-
-
-def get_session_id():
-    from jesse.store import store
-    return store.app.session_id
-
-
-def get_pid():
-    return os.getpid()
-
-
-def is_jesse_project():
-    ls = os.listdir('.')
-    return 'strategies' in ls and 'storage' in ls
-
-
-def dd(item, pretty=True):
-    """
-    Dump and Die but pretty: used for debugging when developing Jesse
-    """
-    dump(item, pretty)
-    terminate_app()
-
-
-def dump(item, pretty=True):
-    """
-    Dump object in pretty format: used for debugging when developing Jesse
-    """
-    print(
-        color('\n========= Debugging Value =========='.upper(), 'yellow')
-    )
-
-    if pretty:
-        pprint(item)
-    else:
-        print(item)
-
-    print(
-        color('====================================\n', 'yellow')
-    )
-
-
-def float_or_none(item):
-    """
-    Return the float of the value if it's not None
-    """
-    if item is None:
-        return None
-    else:
-        return float(item)
-
-
-def str_or_none(item, encoding='utf-8'):
-    """
-    Return the str of the value if it's not None
-    """
-    if item is None:
-        return None
-    else:
-        # return item if it's str, if not, decode it using encoding
-        if isinstance(item, str):
-            return item
-        return str(item, encoding)
-
-
-def get_settlement_currency_from_exchange(exchange: str):
-    if exchange in {'FTX Futures', 'Bitfinex', 'Coinbase'}:
-        return 'USD'
-    else:
-        return 'USDT'
-
-
-def cpu_cores_count():
-    from multiprocessing import cpu_count
-    return cpu_count()
-
-
-# a function that converts name to env_name. Example: 'Testnet Binance Futures' into 'TESTNET_BINANCE_FUTURES'
-def convert_to_env_name(name: str) -> str:
-    return name.replace(' ', '_').upper()
-
-
-def is_notebook():
-    try:
-        shell = get_ipython().__class__.__name__
-        # Jupyter notebook or qtconsole
-        if shell == 'ZMQInteractiveShell':
-            return True
-        elif shell == 'TerminalInteractiveShell':
-            # Terminal running IPython
-            return False
-        else:
-            # Other type (?)
-            return False
-    except NameError:
-        # Probably standard Python interpreter
-        return False
-
-
-def get_os() -> str:
-    import platform
-    if platform.system() == 'Darwin':
-        return 'mac'
-    elif platform.system() == 'Linux':
-        return 'linux'
-    elif platform.system() == 'Windows':
-        return 'windows'
-    else:
-        raise NotImplementedError(f'Unsupported OS: "{platform.system()}"')
-
-
-# a function that returns boolean whether or not the code is being executed inside a docker container
-def is_docker() -> bool:
-    import os
-    return os.path.exists('/.dockerenv')

jesse/indicators/__init__.py

@@ -62,7 +62,6 @@ from .ht_phasor import ht_phasor
 from .ht_sine import ht_sine
 from .ht_trendline import ht_trendline
 from .ht_trendmode import ht_trendmode
-from .hurst_exponent import hurst_exponent
 from .hwma import hwma
 from .ichimoku_cloud import ichimoku_cloud
 from .ichimoku_cloud_seq import ichimoku_cloud_seq
@@ -114,7 +113,6 @@ from .pvi import pvi
 from .pwma import pwma
 from .qstick import qstick
 from .reflex import reflex
-from .rma import rma
 from .roc import roc
 from .rocp import rocp
 from .rocr import rocr
@@ -171,6 +169,5 @@ from .wclprice import wclprice
 from .wilders import wilders
 from .willr import willr
 from .wma import wma
-from .wt import wt
 from .zlema import zlema
 from .zscore import zscore

jesse/indicators/alligator.py

@@ -39,11 +39,13 @@ def numpy_ewma(data: np.ndarray, window: int):
     :return:
     """
     alpha = 1 / window
-    # scale = 1 / (1 - alpha)
+    scale = 1 / (1 - alpha)
     n = data.shape[0]
     scale_arr = (1 - alpha) ** (-1 * np.arange(n))
     weights = (1 - alpha) ** np.arange(n)
     pw0 = (1 - alpha) ** (n - 1)
     mult = data * pw0 * scale_arr
     cumsums = mult.cumsum()
-    return cumsums * scale_arr[::-1] / weights.cumsum()
+    out = cumsums * scale_arr[::-1] / weights.cumsum()
+
+    return out

jesse/indicators/alma.py

@@ -33,7 +33,7 @@ def alma(candles: np.ndarray, period: int = 9, sigma: float = 6.0, distribution_
     wtds = np.exp(-(np.arange(period) - m) ** 2 / dss)
     pnp_array3D = strided_axis0(source, len(wtds))
     res = np.zeros(source.shape)
-    res[period - 1:] = np.tensordot(pnp_array3D, wtds, axes=(1, 0))[:]
+    res[period - 1:] = np.tensordot(pnp_array3D, wtds, axes=((1), (0)))[:]
     res /= wtds.sum()
     res[res == 0] = np.nan
 

jesse/indicators/cfo.py

@@ -15,7 +15,6 @@ def cfo(candles: np.ndarray, period: int = 14, scalar: float = 100, source_type:
 
     :param candles: np.ndarray
     :param period: int - default: 14
-    :param scalar: float - default: 100
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
@@ -25,10 +24,10 @@ def cfo(candles: np.ndarray, period: int = 14, scalar: float = 100, source_type:
 
     source = get_candle_source(candles, source_type=source_type)
 
-    res = scalar * (source - talib.LINEARREG(source, timeperiod=period))
+    cfo = scalar * (source - talib.LINEARREG(source, timeperiod=period))
-    res /= source
+    cfo /= source
 
     if sequential:
-        return res
+        return cfo
     else:
-        return None if np.isnan(res[-1]) else res[-1]
+        return None if np.isnan(cfo[-1]) else cfo[-1]

jesse/indicators/cg.py

@@ -32,15 +32,15 @@ def cg(candles: np.ndarray, period: int = 10, source_type: str = "close", sequen
 @njit
 def go_fast(source, period):  # Function is compiled to machine code when called the first time
     res = np.full_like(source, fill_value=np.nan)
-    for i in range(source.size):
+    for i in range(0, source.size):
         if i > period:
             num = 0
             denom = 0
-            for count in range(period - 1):
+            for count in range(0, period - 1):
                 close = source[i - count]
                 if not np.isnan(close):
-                    num += (1 + count) * close
+                    num = num + (1 + count) * close
-                    denom += close
+                    denom = denom + close
             result = -num / denom if denom != 0 else 0
             res[i] = result
     return res

jesse/indicators/chande.py

@@ -14,7 +14,7 @@ def chande(candles: np.ndarray, period: int = 22, mult: float = 3.0, direction:
 
     :param candles: np.ndarray
     :param period: int - default: 22
-    :param mult: float - default: 3.0
+    :param period: float - default: 3.0
     :param direction: str - default: "long"
     :param sequential: bool - default: False
 
@@ -40,10 +40,10 @@ def chande(candles: np.ndarray, period: int = 22, mult: float = 3.0, direction:
     return result if sequential else result[-1]
 
 
-def filter1d_same(a: np.ndarray, W: int, max_or_min: str, fillna=np.nan):
+def filter1d_same(a: np.ndarray, W: int, type: str, fillna=np.nan):
     out_dtype = np.full(0, fillna).dtype
     hW = (W - 1) // 2  # Half window size
-    if max_or_min == 'max':
+    if type == 'max':
         out = maximum_filter1d(a, size=W, origin=hW)
     else:
         out = minimum_filter1d(a, size=W, origin=hW)

jesse/indicators/chop.py

@@ -3,7 +3,7 @@ from typing import Union
 import numpy as np
 import talib
 
-from jesse.helpers import slice_candles
+from jesse.helpers import get_candle_source, slice_candles
 
 
 def chop(candles: np.ndarray, period: int = 14, scalar: float = 100, drift: int = 1, sequential: bool = False) -> Union[
@@ -13,8 +13,6 @@ def chop(candles: np.ndarray, period: int = 14, scalar: float = 100, drift: int
 
     :param candles: np.ndarray
     :param period: int - default: 30
-    :param scalar: float - default: 100
-    :param drift: int - default: 1
     :param sequential: bool - default: False
 
     :return: float | np.ndarray

jesse/indicators/correlation_cycle.py

@@ -28,7 +28,7 @@ def correlation_cycle(candles: np.ndarray, period: int = 20, threshold: int = 9,
 
     source = get_candle_source(candles, source_type=source_type)
 
-    realPart, imagPart, angle = go_fast(source, period)
+    realPart, imagPart, angle = go_fast(source, period, threshold)
 
     priorAngle = np_shift(angle, 1, fill_value=np.nan)
     angle = np.where(np.logical_and(priorAngle > angle, priorAngle - angle < 270.0), priorAngle, angle)
@@ -43,7 +43,7 @@ def correlation_cycle(candles: np.ndarray, period: int = 20, threshold: int = 9,
 
 
 @njit
-def go_fast(source, period):  # Function is compiled to machine code when called the first time
+def go_fast(source, period, threshold):  # Function is compiled to machine code when called the first time
     # Correlation Cycle Function
     PIx2 = 4.0 * np.arcsin(1.0)
     period = max(2, period)
@@ -65,28 +65,31 @@ def go_fast(source, period):  # Function is compiled to machine code when called
 
         for j in range(period):
             jMinusOne = j + 1
-            X = 0 if np.isnan(source[i - jMinusOne]) else source[i - jMinusOne]
+            if np.isnan(source[i - jMinusOne]):
+                X = 0
+            else:
+                X = source[i - jMinusOne]
             temp = PIx2 * jMinusOne / period
             Yc = np.cos(temp)
             Ys = -np.sin(temp)
-            Rx += X
+            Rx = Rx + X
-            Ix += X
+            Ix = Ix + X
-            Rxx += X * X
+            Rxx = Rxx + X * X
-            Ixx += X * X
+            Ixx = Ixx + X * X
-            Rxy += X * Yc
+            Rxy = Rxy + X * Yc
-            Ixy += X * Ys
+            Ixy = Ixy + X * Ys
-            Ryy += Yc * Yc
+            Ryy = Ryy + Yc * Yc
-            Iyy += Ys * Ys
+            Iyy = Iyy + Ys * Ys
-            Ry += Yc
+            Ry = Ry + Yc
-            Iy += Ys
+            Iy = Iy + Ys
 
-        temp_1 = period * Rxx - Rx**2
+        temp_1 = period * Rxx - Rx * Rx
-        temp_2 = period * Ryy - Ry**2
+        temp_2 = period * Ryy - Ry * Ry
         if temp_1 > 0.0 and temp_2 > 0.0:
             realPart[i] = (period * Rxy - Rx * Ry) / np.sqrt(temp_1 * temp_2)
 
-        temp_1 = period * Ixx - Ix**2
+        temp_1 = period * Ixx - Ix * Ix
-        temp_2 = period * Iyy - Iy**2
+        temp_2 = period * Iyy - Iy * Iy
         if temp_1 > 0.0 and temp_2 > 0.0:
             imagPart[i] = (period * Ixy - Ix * Iy) / np.sqrt(temp_1 * temp_2)
 

jesse/indicators/cwma.py

@@ -39,11 +39,11 @@ def cwma(candles: np.ndarray, period: int = 14, source_type: str = "close", sequ
 def vpwma_fast(source, period):
     newseries = np.copy(source)
     for j in range(period + 1, source.shape[0]):
-        my_sum = 0.0
+        sum = 0.0
         weightSum = 0.0
         for i in range(period - 1):
             weight = np.power(period - i, 3)
-            my_sum += (source[j - i] * weight)
+            sum += (source[j - i] * weight)
             weightSum += weight
-        newseries[j] = my_sum / weightSum
+        newseries[j] = sum / weightSum
     return newseries

jesse/indicators/damiani_volatmeter.py

@@ -54,7 +54,7 @@ def damiani_volatmeter_fast(source, sed_std, atrvis, atrsed, vis_std,
     vol = np.full_like(source, 0)
     t = np.full_like(source, 0)
     for i in range(source.shape[0]):
-        if i >= sed_std:
+        if not (i < sed_std):
             vol[i] = atrvis[i] / atrsed[i] + lag_s * (vol[i - 1] - vol[i - 3])
             anti_thres = np.std(source[i - vis_std:i]) / np.std(source[i - sed_std:i])
             t[i] = threshold - anti_thres

jesse/indicators/dec_osc.py

@@ -14,7 +14,6 @@ def dec_osc(candles: np.ndarray, hp_period: int = 125, k: float = 1, source_type
     :param candles: np.ndarray
     :param hp_period: int - default: 125
     :param k: float - default: 1
-    :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
     :return: float | np.ndarray

jesse/indicators/decycler.py

@@ -13,7 +13,6 @@ def decycler(candles: np.ndarray, hp_period: int = 125, source_type: str = "clos
 
     :param candles: np.ndarray
     :param hp_period: int - default: 125
-    :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
     :return: float | np.ndarray

jesse/indicators/devstop.py

@@ -17,7 +17,6 @@ def devstop(candles: np.ndarray, period: int = 20, mult: float = 0, devtype: int
     :param candles: np.ndarray
     :param period: int - default: 20
     :param mult: float - default: 0
-    :param devtype: int - default: 0
     :param direction: str - default: long
     :param sequential: bool - default: False
 

jesse/indicators/edcf.py

@@ -45,9 +45,9 @@ def edcf_fast(source, period):
         for i in range(period):
             distance = 0.0
             for lb in range(1, period):
-                distance += np.power(source[j - i] - source[j - i - lb], 2)
+                distance = distance + np.power(source[j - i] - source[j - i - lb], 2)
-            num += distance * source[j - i]
+            num = num + (distance * source[j - i])
-            coefSum += distance
+            coefSum = coefSum + distance
         newseries[j] = num / coefSum if coefSum != 0 else 0
 
     return newseries

jesse/indicators/epma.py

@@ -17,7 +17,6 @@ def epma(candles: np.ndarray, period: int = 11, offset: int = 4, source_type: st
 
     :param candles: np.ndarray
     :param period: int - default: 14
-    :param offset: int - default: 4
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
@@ -40,11 +39,11 @@ def epma(candles: np.ndarray, period: int = 11, offset: int = 4, source_type: st
 def epma_fast(source, period, offset):
     newseries = np.copy(source)
     for j in range(period + offset + 1 , source.shape[0]):
-        my_sum = 0.0
+        sum = 0.0
         weightSum = 0.0
         for i in range(period - 1):
             weight = period - i - offset
-            my_sum += (source[j - i] * weight)
+            sum += (source[j - i] * weight)
             weightSum += weight
-        newseries[j] = 1 / weightSum * my_sum
+        newseries[j] = 1 / weightSum * sum
     return newseries

jesse/indicators/fisher.py

@@ -20,10 +20,10 @@ def fisher(candles: np.ndarray, period: int = 9, sequential: bool = False) -> Fi
     """
     candles = slice_candles(candles, sequential)
 
-    fisher_val, fisher_signal = ti.fisher(np.ascontiguousarray(candles[:, 3]), np.ascontiguousarray(candles[:, 4]),
+    fisher, fisher_signal = ti.fisher(np.ascontiguousarray(candles[:, 3]), np.ascontiguousarray(candles[:, 4]),
-                                          period=period)
+                                      period=period)
 
     if sequential:
-        return FisherTransform(same_length(candles, fisher_val), same_length(candles, fisher_signal))
+        return FisherTransform(same_length(candles, fisher), same_length(candles, fisher_signal))
     else:
-        return FisherTransform(fisher_val[-1], fisher_signal[-1])
+        return FisherTransform(fisher[-1], fisher_signal[-1])

jesse/indicators/frama.py

@@ -31,12 +31,12 @@ def frama(candles: np.ndarray, window: int = 10, FC: int = 1, SC: int = 300, seq
         print("FRAMA n must be even. Adding one")
         n += 1
 
-    res = frame_fast(candles, n, SC, FC)
+    frama = frame_fast(candles, n, SC, FC)
 
     if sequential:
-        return res
+        return frama
     else:
-        return res[-1]
+        return frama[-1]
 
 
 @njit
@@ -79,10 +79,10 @@ def frame_fast(candles, n, SC, FC):
         else:
             alphas[i] = alpha_
 
-    frama_val = np.zeros(candles.shape[0])
+    frama = np.zeros(candles.shape[0])
-    frama_val[n - 1] = np.mean(candles[:, 2][:n])
+    frama[n - 1] = np.mean(candles[:, 2][:n])
-    frama_val[:n - 1] = np.NaN
+    frama[:n - 1] = np.NaN
 
-    for i in range(n, frama_val.shape[0]):
+    for i in range(n, frama.shape[0]):
-        frama_val[i] = (alphas[i] * candles[:, 2][i]) + (1 - alphas[i]) * frama_val[i - 1]
+        frama[i] = (alphas[i] * candles[:, 2][i]) + (1 - alphas[i]) * frama[i - 1]
-    return frama_val
+    return frama

jesse/indicators/fwma.py

@@ -43,7 +43,7 @@ def fibonacci(n: int = 2) -> np.ndarray:
 
     result = np.array([a])
 
-    for _ in range(n):
+    for i in range(0, n):
         a, b = b, a + b
         result = np.append(result, a)
 

jesse/indicators/gatorosc.py

@@ -48,11 +48,13 @@ def numpy_ewma(data, window):
     :return:
     """
     alpha = 1 / window
-    # scale = 1 / (1 - alpha)
+    scale = 1 / (1 - alpha)
     n = data.shape[0]
     scale_arr = (1 - alpha) ** (-1 * np.arange(n))
     weights = (1 - alpha) ** np.arange(n)
     pw0 = (1 - alpha) ** (n - 1)
     mult = data * pw0 * scale_arr
     cumsums = mult.cumsum()
-    return cumsums * scale_arr[::-1] / weights.cumsum()
+    out = cumsums * scale_arr[::-1] / weights.cumsum()
+
+    return out

jesse/indicators/hurst_exponent.py

@@ -1,209 +0,0 @@
-import numpy as np
-
-try:
-    from numba import njit
-except ImportError:
-    njit = lambda a : a
-
-from jesse.helpers import get_candle_source, slice_candles
-from scipy import signal
-
-def hurst_exponent(candles: np.ndarray, min_chunksize: int = 8, max_chunksize: int = 200, num_chunksize:int=5, method:int=1, source_type: str = "close") -> float:
-    """
-    Hurst Exponent
-
-    :param candles: np.ndarray
-    :param min_chunksize: int - default: 8
-    :param max_chunksize: int - default: 200
-    :param num_chunksize: int - default: 5
-    :param method: int - default: 1 - 0: RS | 1: DMA | 2: DSOD
-    :param source_type: str - default: "close"
-
-    :return: float
-    """
-
-    if len(candles.shape) == 1:
-      source = candles
-    else:
-      candles = slice_candles(candles, False)
-      source = get_candle_source(candles, source_type=source_type)
-
-    if method == 0:
-        h = hurst_rs(np.diff(source), min_chunksize, max_chunksize, num_chunksize)
-    elif method == 1:
-        h = hurst_dma(source, min_chunksize, max_chunksize, num_chunksize)
-    elif method == 2:
-        h = hurst_dsod(source)
-    else:
-        raise NotImplementedError('The method choose is not implemented.')
-
-    return None if np.isnan(h) else h
-
-
-@njit
-def hurst_rs(x, min_chunksize, max_chunksize, num_chunksize):
-    """Estimate the Hurst exponent using R/S method.
-    Estimates the Hurst (H) exponent using the R/S method from the time series.
-    The R/S method consists of dividing the series into pieces of equal size
-    `series_len` and calculating the rescaled range. This repeats the process
-    for several `series_len` values and adjusts data regression to obtain the H.
-    `series_len` will take values between `min_chunksize` and `max_chunksize`,
-    the step size from `min_chunksize` to `max_chunksize` can be controlled
-    through the parameter `step_chunksize`.
-    Parameters
-    ----------
-    x : 1D-array
-        A time series to calculate hurst exponent, must have more elements
-        than `min_chunksize` and `max_chunksize`.
-    min_chunksize : int
-        This parameter allow you control the minimum window size.
-    max_chunksize : int
-        This parameter allow you control the maximum window size.
-    num_chunksize : int
-        This parameter allow you control the size of the step from minimum to
-        maximum window size. Bigger step means fewer calculations.
-    out : 1-element-array, optional
-        one element array to store the output.
-    Returns
-    -------
-    H : float
-        A estimation of Hurst exponent.
-    References
-    ----------
-    Hurst, H. E. (1951). Long term storage capacity of reservoirs. ASCE
-    Transactions, 116(776), 770-808.
-    Alessio, E., Carbone, A., Castelli, G. et al. Eur. Phys. J. B (2002) 27:
-    197. http://dx.doi.org/10.1140/epjb/e20020150
-    """
-    N = len(x)
-    max_chunksize += 1
-    rs_tmp = np.empty(N, dtype=np.float64)
-    chunk_size_list = np.linspace(min_chunksize, max_chunksize, num_chunksize) \
-        .astype(np.int64)
-    rs_values_list = np.empty(num_chunksize, dtype=np.float64)
-
-    # 1. The series is divided into chunks of chunk_size_list size
-    for i in range(num_chunksize):
-        chunk_size = chunk_size_list[i]
-
-        # 2. it iterates on the indices of the first observation of each chunk
-        number_of_chunks = int(len(x) / chunk_size)
-
-        for idx in range(number_of_chunks):
-            # next means no overlapping
-            # convert index to index selection of each chunk
-            ini = idx * chunk_size
-            end = ini + chunk_size
-            chunk = x[ini:end]
-
-            # 2.1 Calculate the RS (chunk_size)
-            z = np.cumsum(chunk - np.mean(chunk))
-            rs_tmp[idx] = np.divide(
-                np.max(z) - np.min(z),  # range
-                np.nanstd(chunk)  # standar deviation
-            )
-
-        # 3. Average of RS(chunk_size)
-        rs_values_list[i] = np.nanmean(rs_tmp[:idx + 1])
-
-    # 4. calculate the Hurst exponent.
-    H, c = np.linalg.lstsq(
-        a=np.vstack((np.log(chunk_size_list), np.ones(num_chunksize))).T,
-        b=np.log(rs_values_list)
-    )[0]
-
-    return H
-
-def hurst_dma(prices, min_chunksize=8, max_chunksize=200, num_chunksize=5):
-    """Estimate the Hurst exponent using R/S method.
-
-    Estimates the Hurst (H) exponent using the DMA method from the time series.
-    The DMA method consists on calculate the moving average of size `series_len`
-    and subtract it to the original series and calculating the standard
-    deviation of that result. This repeats the process for several `series_len`
-    values and adjusts data regression to obtain the H. `series_len` will take
-    values between `min_chunksize` and `max_chunksize`, the step size from
-    `min_chunksize` to `max_chunksize` can be controlled through the parameter
-    `step_chunksize`.
-
-    Parameters
-    ----------
-    prices
-    min_chunksize
-    max_chunksize
-    num_chunksize
-
-    Returns
-    -------
-    hurst_exponent : float
-        Estimation of hurst exponent.
-
-    References
-    ----------
-    Alessio, E., Carbone, A., Castelli, G. et al. Eur. Phys. J. B (2002) 27:
-    197. https://dx.doi.org/10.1140/epjb/e20020150
-
-    """
-    max_chunksize += 1
-    N = len(prices)
-    n_list = np.arange(min_chunksize, max_chunksize, num_chunksize, dtype=np.int64)
-    dma_list = np.empty(len(n_list))
-    factor = 1 / (N - max_chunksize)
-    # sweeping n_list
-    for i, n in enumerate(n_list):
-        b = np.divide([n - 1] + (n - 1) * [-1], n)  # do the same as:  y - y_ma_n
-        noise = np.power(signal.lfilter(b, 1, prices)[max_chunksize:], 2)
-        dma_list[i] = np.sqrt(factor * np.sum(noise))
-
-    H, const = np.linalg.lstsq(
-        a=np.vstack([np.log10(n_list), np.ones(len(n_list))]).T,
-        b=np.log10(dma_list), rcond=None
-    )[0]
-    return H
-
-
-def hurst_dsod(x):
-    """Estimate Hurst exponent on data timeseries.
-
-    The estimation is based on the discrete second order derivative. Consists on
-    get two different noise of the original series and calculate the standard
-    deviation and calculate the slope of two point with that values.
-    source: https://gist.github.com/wmvanvliet/d883c3fe1402c7ced6fc
-
-    Parameters
-    ----------
-    x : numpy array
-        time series to estimate the Hurst exponent for.
-
-    Returns
-    -------
-    h : float
-        The estimation of the Hurst exponent for the given time series.
-
-    References
-    ----------
-    Istas, J.; G. Lang (1994), “Quadratic variations and estimation of the local
-    Hölder index of data Gaussian process,” Ann. Inst. Poincaré, 33, pp. 407–436.
-
-
-    Notes
-    -----
-    This hurst_ets is data literal traduction of wfbmesti.m of waveleet toolbox
-    from matlab.
-    """
-    y = np.cumsum(np.diff(x, axis=0), axis=0)
-
-    # second order derivative
-    b1 = [1, -2, 1]
-    y1 = signal.lfilter(b1, 1, y, axis=0)
-    y1 = y1[len(b1) - 1:]  # first values contain filter artifacts
-
-    # wider second order derivative
-    b2 = [1,  0, -2, 0, 1]
-    y2 = signal.lfilter(b2, 1, y, axis=0)
-    y2 = y2[len(b2) - 1:]  # first values contain filter artifacts
-
-    s1 = np.mean(y1 ** 2, axis=0)
-    s2 = np.mean(y2 ** 2, axis=0)
-
-    return 0.5 * np.log2(s2 / s1)

jesse/indicators/hwma.py

@@ -6,7 +6,7 @@ try:
 except ImportError:
     njit = lambda a : a
 
-from jesse.helpers import get_candle_source, slice_candles, same_length
+from jesse.helpers import get_candle_source, slice_candles
 
 
 def hwma(candles: np.ndarray, na: float = 0.2, nb: float = 0.1, nc: float = 0.1, source_type: str = "close", sequential: bool = False) -> Union[
@@ -33,9 +33,7 @@ def hwma(candles: np.ndarray, na: float = 0.2, nb: float = 0.1, nc: float = 0.1,
         candles = slice_candles(candles, sequential)
         source = get_candle_source(candles, source_type=source_type)
 
-    source_without_nan = source[~np.isnan(source)]
+    res = hwma_fast(source, na, nb, nc)
-    res = hwma_fast(source_without_nan, na, nb, nc)
-    res = same_length(candles, res)
 
     return res if sequential else res[-1]
 

jesse/indicators/ichimoku_cloud_seq.py

@@ -32,12 +32,21 @@ def ichimoku_cloud_seq(candles: np.ndarray, conversion_line_period: int = 9, bas
 
     candles = slice_candles(candles, sequential)
 
-    conversion_line = _line_helper(candles, conversion_line_period)
+    small_ph = talib.MAX(candles[:, 3], conversion_line_period)
-    base_line = _line_helper(candles, base_line_period)
+    small_pl = talib.MIN(candles[:, 4], conversion_line_period)
-    span_b_pre = _line_helper(candles, lagging_line_period)
+    conversion_line = (small_ph + small_pl) / 2
+
+    mid_ph = talib.MAX(candles[:, 3], base_line_period)
+    mid_pl = talib.MIN(candles[:, 4], base_line_period)
+    base_line = (mid_ph + mid_pl) / 2
+
+    long_ph = talib.MAX(candles[:, 3], lagging_line_period)
+    long_pl = talib.MIN(candles[:, 4], lagging_line_period)
+    span_b_pre = (long_ph + long_pl) / 2
     span_b = np_shift(span_b_pre, displacement, fill_value=np.nan)
     span_a_pre = (conversion_line + base_line) / 2
     span_a = np_shift(span_a_pre, displacement, fill_value=np.nan)
+
     lagging_line = np_shift(candles[:, 2], displacement - 1, fill_value=np.nan)
 
     if sequential:
@@ -45,8 +54,3 @@ def ichimoku_cloud_seq(candles: np.ndarray, conversion_line_period: int = 9, bas
     else:
         return IchimokuCloud(conversion_line[-1], base_line[-1], span_a[-1], span_b[-1], lagging_line[-1],
                              span_a_pre[-1], span_b_pre[-1])
-
-def _line_helper(candles, period):
-    small_ph = talib.MAX(candles[:, 3], period)
-    small_pl = talib.MIN(candles[:, 4], period)
-    return (small_ph + small_pl) / 2

jesse/indicators/jma.py

@@ -33,7 +33,7 @@ def jma(candles: np.ndarray, period:int=7, phase:float=50, power:int=2, source_t
 
 @njit
 def jma_helper(src, phaseRatio, beta, alpha):
-    jma_val = np.copy(src)
+    jma = np.copy(src)
 
     e0 = np.full_like(src, 0)
     e1 = np.full_like(src, 0)
@@ -42,7 +42,7 @@ def jma_helper(src, phaseRatio, beta, alpha):
     for i in range(1, src.shape[0]):
       e0[i] = (1 - alpha) * src[i] + alpha * e0[i-1]
       e1[i] = (src[i] - e0[i]) * (1 - beta) + beta * e1[i-1]
-      e2[i] = (e0[i] + phaseRatio * e1[i] - jma_val[i - 1]) * pow(1 - alpha, 2) + pow(alpha, 2) * e2[i - 1]
+      e2[i] = (e0[i] + phaseRatio * e1[i] - jma[i-1]) * pow(1 - alpha, 2) + pow(alpha, 2) * e2[i-1]
-      jma_val[i] = e2[i] + jma_val[i - 1]
+      jma[i] = e2[i] + jma[i-1]
 
-    return jma_val
+    return jma

jesse/indicators/kaufmanstop.py

@@ -1,12 +1,12 @@
 from typing import Union
 
 import numpy as np
+import talib
 
-from jesse.indicators.ma import ma
 from jesse.helpers import slice_candles
 
 
-def kaufmanstop(candles: np.ndarray, period: int = 22, mult: float = 2, direction: str = "long", matype: int = 0,
+def kaufmanstop(candles: np.ndarray, period: int = 22, mult: float = 2, direction: str = "long",
                 sequential: bool = False) -> Union[
     float, np.ndarray]:
     """
@@ -16,7 +16,6 @@ def kaufmanstop(candles: np.ndarray, period: int = 22, mult: float = 2, directio
     :param period: int - default: 22
     :param mult: float - default: 2
     :param direction: str - default: long
-    :param matype: int - default: 0
     :param sequential: bool - default: False
 
     :return: float | np.ndarray
@@ -26,7 +25,11 @@ def kaufmanstop(candles: np.ndarray, period: int = 22, mult: float = 2, directio
     high = candles[:, 3]
     low = candles[:, 4]
 
-    hl_diff = ma(high - low, period=period, matype=matype, sequential=True)
+    hl_diff = talib.SMA(high - low, period)
+
+    if direction == "long":
+        res = hl_diff * mult - low
+    else:
+        res = hl_diff * mult + high
 
-    res = low - hl_diff * mult if direction == "long" else high + hl_diff * mult 
     return res if sequential else res[-1]

jesse/indicators/kurtosis.py

@@ -23,7 +23,7 @@ def kurtosis(candles: np.ndarray, period: int = 5, source_type: str = "hl2", seq
 
     source = get_candle_source(candles, source_type=source_type)
     swv = sliding_window_view(source, window_shape=period)
-    kurtosis_val = stats.kurtosis(swv, axis=-1)
+    kurtosis = stats.kurtosis(swv, axis=-1)
-    res = same_length(source, kurtosis_val)
+    res = same_length(source, kurtosis)
 
     return res if sequential else res[-1]

jesse/indicators/lrsi.py

@@ -64,5 +64,9 @@ def lrsi_fast(alpha, candles):
         else:
             cd = cd + l3[i] - l2[i]
 
-        rsi[i] = 0 if cu + cd == 0 else cu / (cu + cd)
+        if cu + cd == 0:
+            rsi[i] = 0
+        else:
+            rsi[i] = cu / (cu + cd)
+
     return rsi

jesse/indicators/ma.py

@@ -12,69 +12,67 @@ def ma(candles: np.ndarray, period: int = 30, matype: int = 0,  source_type: str
 
     :param candles: np.ndarray
     :param period: int - default: 30
-    :param matype: int - default: 0
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
     :return: float | np.ndarray
     """
 
-    candles = slice_candles(candles, sequential)
+    # Accept normal array too.
+    if len(candles.shape) == 1:
+        source = candles
+    else:
+        candles = slice_candles(candles, sequential)
+        source = get_candle_source(candles, source_type=source_type)
 
     if matype <= 8:
         from talib import MA
-        if len(candles.shape) != 1:
+        res = MA(source, timeperiod=period, matype=matype)
-            candles = get_candle_source(candles, source_type=source_type)
-        res = MA(candles, timeperiod=period, matype=matype)
     elif matype == 9:
         from . import fwma
-        res = fwma(candles, period, source_type=source_type, sequential=True)
+        res = fwma(source, period, source_type=source_type, sequential=True)
     elif matype == 10:
         from . import hma
-        res = hma(candles, period, source_type=source_type,  sequential=True)
+        res = hma(source, period, source_type=source_type,  sequential=True)
     elif matype == 11:
         from talib import LINEARREG
-        if len(candles.shape) != 1:
+        res = LINEARREG(source, period)
-            candles = get_candle_source(candles, source_type=source_type)
-        res = LINEARREG(candles, period)
     elif matype == 12:
         from . import wilders
-        res = wilders(candles, period, source_type=source_type,  sequential=True)
+        res = wilders(source, period, source_type=source_type,  sequential=True)
     elif matype == 13:
         from . import sinwma
-        res = sinwma(candles, period, source_type=source_type,  sequential=True)
+        res = sinwma(source, period, source_type=source_type,  sequential=True)
     elif matype == 14:
         from . import supersmoother
-        res = supersmoother(candles, period, source_type=source_type,  sequential=True)
+        res = supersmoother(source, period, source_type=source_type,  sequential=True)
     elif matype == 15:
         from . import supersmoother_3_pole
-        res = supersmoother_3_pole(candles, period, source_type=source_type,  sequential=True)
+        res = supersmoother_3_pole(source, period, source_type=source_type,  sequential=True)
     elif matype == 16:
         from . import gauss
-        res = gauss(candles, period, source_type=source_type,  sequential=True)
+        res = gauss(source, period, source_type=source_type,  sequential=True)
     elif matype == 17:
         from . import high_pass
-        res = high_pass(candles, period, source_type=source_type,  sequential=True)
+        res = high_pass(source, period, source_type=source_type,  sequential=True)
     elif matype == 18:
         from . import high_pass_2_pole
-        res = high_pass_2_pole(candles, period, source_type=source_type,  sequential=True)
+        res = high_pass_2_pole(source, period, source_type=source_type,  sequential=True)
     elif matype == 19:
         from talib import HT_TRENDLINE
-        if len(candles.shape) != 1:
+        res = HT_TRENDLINE(source)
-            candles = get_candle_source(candles, source_type=source_type)
-        res = HT_TRENDLINE(candles)
     elif matype == 20:
         from . import jma
-        res = jma(candles, period, source_type=source_type,  sequential=True)
+        res = jma(source, period, source_type=source_type,  sequential=True)
     elif matype == 21:
         from . import reflex
-        res = reflex(candles, period, source_type=source_type,  sequential=True)
+        res = reflex(source, period, source_type=source_type,  sequential=True)
     elif matype == 22:
         from . import trendflex
-        res = trendflex(candles, period, source_type=source_type,  sequential=True)
+        res = trendflex(source, period, source_type=source_type,  sequential=True)
     elif matype == 23:
         from . import smma
-        res = smma(candles, period, source_type=source_type,  sequential=True)
+        res = smma(source, period, source_type=source_type,  sequential=True)
     elif matype == 24:
         if len(candles.shape) == 1:
           raise ValueError("vwma only works with normal candles.")
@@ -82,50 +80,50 @@ def ma(candles: np.ndarray, period: int = 30, matype: int = 0,  source_type: str
         res = vwma(candles, period, source_type=source_type,  sequential=True)
     elif matype == 25:
         from . import pwma
-        res = pwma(candles, period, source_type=source_type,  sequential=True)
+        res = pwma(source, period, source_type=source_type,  sequential=True)
     elif matype == 26:
         from . import swma
-        res = swma(candles, period, source_type=source_type,  sequential=True)
+        res = swma(source, period, source_type=source_type,  sequential=True)
     elif matype == 27:
         from . import alma
-        res = alma(candles, period, source_type=source_type,  sequential=True)
+        res = alma(source, period, source_type=source_type,  sequential=True)
     elif matype == 28:
         from . import hwma
-        res = hwma(candles, source_type=source_type,  sequential=True)
+        res = hwma(source, source_type=source_type,  sequential=True)
     elif matype == 29:
         from . import vwap
         if len(candles.shape) == 1:
           raise ValueError("vwap only works with normal candles.")
-        res = vwap(candles, source_type=source_type,  sequential=True)
+        res = vwap(source, source_type=source_type,  sequential=True)
     elif matype == 30:
         from . import nma
-        res = nma(candles, period, source_type=source_type,  sequential=True)
+        res = nma(source, period, source_type=source_type,  sequential=True)
     elif matype == 31:
         from . import edcf
-        res = edcf(candles, period, source_type=source_type,  sequential=True)
+        res = edcf(source, period, source_type=source_type,  sequential=True)
     elif matype == 32:
         from . import mwdx
-        res = mwdx(candles, source_type=source_type,  sequential=True)
+        res = mwdx(source, source_type=source_type,  sequential=True)
     elif matype == 33:
         from . import maaq
-        res = maaq(candles, period, source_type=source_type,  sequential=True)
+        res = maaq(source, period, source_type=source_type,  sequential=True)
     elif matype == 34:
         from . import srwma
-        res = srwma(candles, period, source_type=source_type,  sequential=True)
+        res = srwma(source, period, source_type=source_type,  sequential=True)
     elif matype == 35:
         from . import sqwma
-        res = sqwma(candles, period, source_type=source_type,  sequential=True)
+        res = sqwma(source, period, source_type=source_type,  sequential=True)
     elif matype == 36:
         from . import vpwma
-        res = vpwma(candles, period, source_type=source_type,  sequential=True)
+        res = vpwma(source, period, source_type=source_type,  sequential=True)
     elif matype == 37:
         from . import cwma
-        res = cwma(candles, period, source_type=source_type,  sequential=True)
+        res = cwma(source, period, source_type=source_type,  sequential=True)
     elif matype == 38:
         from . import jsa
-        res = jsa(candles, period, source_type=source_type,  sequential=True)
+        res = jsa(source, period, source_type=source_type,  sequential=True)
     elif matype == 39:
         from . import epma
-        res = epma(candles, period, source_type=source_type,  sequential=True)
+        res = epma(source, period, source_type=source_type,  sequential=True)
 
     return res if sequential else res[-1]

jesse/indicators/maaq.py

@@ -7,7 +7,7 @@ try:
 except ImportError:
     njit = lambda a : a
 
-from jesse.helpers import get_candle_source, slice_candles, np_shift, same_length
+from jesse.helpers import get_candle_source, slice_candles, same_length, np_shift
 
 
 def maaq(candles: np.ndarray, period: int = 11, fast_period: int = 2, slow_period: int = 30, source_type: str = "close", sequential: bool = False) -> Union[
@@ -16,7 +16,7 @@ def maaq(candles: np.ndarray, period: int = 11, fast_period: int = 2, slow_perio
     Moving Average Adaptive Q
 
     :param candles: np.ndarray
-    :param period: int - default: 11
+    :param period: int - default: 14
     :param fast_period: int - default: 2
     :param slow_period: int - default: 30
     :param source_type: str - default: "close"
@@ -32,8 +32,6 @@ def maaq(candles: np.ndarray, period: int = 11, fast_period: int = 2, slow_perio
         candles = slice_candles(candles, sequential)
         source = get_candle_source(candles, source_type=source_type)
 
-    source = source[~np.isnan(source)]
-
     diff = np.abs(source - np_shift(source, 1, np.nan))
     signal = np.abs(source - np_shift(source, period, np.nan))
     noise = talib.SUM(diff, period)
@@ -46,7 +44,6 @@ def maaq(candles: np.ndarray, period: int = 11, fast_period: int = 2, slow_perio
     temp = np.power((ratio * fastSc) + slowSc, 2)
 
     res = maaq_fast(source, temp, period)
-    res = same_length(candles, res)
 
     return res if sequential else res[-1]
 

jesse/indicators/macd.py

@@ -27,10 +27,10 @@ def macd(candles: np.ndarray, fast_period: int = 12, slow_period: int = 26, sign
     candles = slice_candles(candles, sequential)
 
     source = get_candle_source(candles, source_type=source_type)
-    macd_val, macdsignal, macdhist = talib.MACD(source, fastperiod=fast_period, slowperiod=slow_period,
+    macd, macdsignal, macdhist = talib.MACD(source, fastperiod=fast_period, slowperiod=slow_period,
-                                                signalperiod=signal_period)
+                                            signalperiod=signal_period)
 
     if sequential:
-        return MACD(macd_val, macdsignal, macdhist)
+        return MACD(macd, macdsignal, macdhist)
     else:
-        return MACD(macd_val[-1], macdsignal[-1], macdhist[-1])
+        return MACD(macd[-1], macdsignal[-1], macdhist[-1])

jesse/indicators/macdext.py

@@ -2,7 +2,8 @@ from collections import namedtuple
 
 import numpy as np
 
-from jesse.helpers import get_candle_source, slice_candles, same_length
+from jesse.helpers import get_candle_source
+from jesse.helpers import slice_candles
 from jesse.indicators.ma import ma
 
 MACDEXT = namedtuple('MACDEXT', ['macd', 'signal', 'hist'])
@@ -16,11 +17,11 @@ def macdext(candles: np.ndarray, fast_period: int = 12, fast_matype: int = 0, sl
 
     :param candles: np.ndarray
     :param fast_period: int - default: 12
-    :param fast_matype: int - default: 0
+    :param fastmatype: int - default: 0
     :param slow_period: int - default: 26
-    :param slow_matype: int - default: 0
+    :param slowmatype: int - default: 0
     :param signal_period: int - default: 9
-    :param signal_matype: int - default: 0
+    :param signalmatype: int - default: 0
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
@@ -28,23 +29,10 @@ def macdext(candles: np.ndarray, fast_period: int = 12, fast_matype: int = 0, sl
     """
     candles = slice_candles(candles, sequential)
 
-    if fast_matype == 29 or slow_matype == 29 or signal_matype == 29:
+    source = get_candle_source(candles, source_type=source_type)
-        raise ValueError("VWAP not supported in macdext.")
 
-    ma_fast = ma(candles, period=fast_period, matype=fast_matype, source_type=source_type, sequential=True)
+    macd = ma(source, period=fast_period, matype=fast_matype, sequential=True) - ma(source, period=slow_period, matype=slow_matype, sequential=True)
-    ma_slow = ma(candles, period=slow_period, matype=slow_matype,  source_type=source_type, sequential=True)
+    macdsignal = ma(macd, period=signal_period, matype=signal_matype, sequential=True)
-    macd = ma_fast - ma_slow
-
-    if signal_matype == 24:
-        # volume needed.
-        candles[:, 2] = macd
-        candles_without_nan = candles[~np.isnan(candles).any(axis=1)]
-        macdsignal = ma(candles_without_nan, period=signal_period, matype=signal_matype, source_type="close", sequential=True)
-    else:
-        macd_without_nan = macd[~np.isnan(macd)]
-        macdsignal = ma(macd_without_nan, period=signal_period, matype=signal_matype, sequential=True)
-
-    macdsignal = same_length(candles, macdsignal)
     macdhist = macd - macdsignal
 
     if sequential:

jesse/indicators/mama.py

@@ -28,9 +28,9 @@ def mama(candles: np.ndarray, fastlimit: float = 0.5, slowlimit: float = 0.05, s
         candles = slice_candles(candles, sequential)
         source = get_candle_source(candles, source_type=source_type)
 
-    mama_val, fama = talib.MAMA(source, fastlimit=fastlimit, slowlimit=slowlimit)
+    mama, fama = talib.MAMA(source, fastlimit=fastlimit, slowlimit=slowlimit)
 
     if sequential:
-        return MAMA(mama_val, fama)
+        return MAMA(mama, fama)
     else:
-        return MAMA(mama_val[-1], fama[-1])
+        return MAMA(mama[-1], fama[-1])

jesse/indicators/mcginley_dynamic.py

@@ -18,7 +18,6 @@ def mcginley_dynamic(candles: np.ndarray, period: int = 10, k: float = 0.6, sour
     :param candles: np.ndarray
     :param period: int - default: 10
     :param k: float - default: 0.6
-    :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
     :return: float | np.ndarray

jesse/indicators/minmax.py

@@ -40,4 +40,4 @@ def minmax(candles: np.ndarray, order: int = 3, sequential: bool = False) -> EXT
     if sequential:
         return EXTREMA(is_min, is_max, last_min, last_max)
     else:
-        return EXTREMA(is_min[-(order+1)], is_max[-(order+1)], last_min[-1], last_max[-1])
+        return EXTREMA(is_min[-1], is_max[-1], last_min[-1], last_max[-1])

jesse/indicators/mwdx.py

@@ -16,7 +16,7 @@ def mwdx(candles: np.ndarray, factor: float = 0.2, source_type: str = "close", s
     MWDX Average
 
     :param candles: np.ndarray
-    :param factor: float - default: 0.2
+    :param factor: float - default: 14
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 

jesse/indicators/pma.py

@@ -1,3 +1,4 @@
+
 import numpy as np
 
 from collections import namedtuple
@@ -37,7 +38,7 @@ def pma(candles: np.ndarray, source_type: str = "hl2", sequential: bool = False)
         return PMA(predict[-1], trigger[-1])
 
 
-@njit
+
 def pma_fast(source):
     predict = np.full_like(source, np.nan)
     trigger = np.full_like(source, np.nan)

jesse/indicators/pwma.py

@@ -1,3 +1,4 @@
+
 from typing import Union
 from functools import reduce
 from operator import mul
@@ -44,9 +45,11 @@ def pascals_triangle(n: int = None) -> np.ndarray:
     n = int(np.fabs(n)) if n is not None else 0
 
     # Calculation
-    triangle = np.array([combination(n=n, r=i) for i in range(n + 1)])
+    triangle = np.array([combination(n=n, r=i) for i in range(0, n + 1)])
     triangle_sum = np.sum(triangle)
-    return triangle / triangle_sum
+    triangle_weights = triangle / triangle_sum
+
+    return triangle_weights
 
 
 def combination(n, r) -> int:

jesse/indicators/reflex.py

@@ -45,13 +45,13 @@ def reflex_fast(ssf, period):
     ms = np.full_like(ssf, 0)
     sums = np.full_like(ssf, 0)
     for i in range(ssf.shape[0]):
-        if i >= period:
+        if not (i < period):
             slope = (ssf[i - period] - ssf[i]) / period
-            my_sum = 0
+            sum = 0
             for t in range(1, period + 1):
-                my_sum = my_sum + (ssf[i] + t * slope) - ssf[i - t]
+                sum = sum + (ssf[i] + t * slope) - ssf[i - t]
-            my_sum /= period
+            sum = sum / period
-            sums[i] = my_sum
+            sums[i] = sum
 
             ms[i] = 0.04 * sums[i] * sums[i] + 0.96 * ms[i - 1]
             if ms[i] > 0:

jesse/indicators/rma.py

@@ -1,63 +0,0 @@
-import numpy as np
-from typing import Union
-
-try:
-    from numba import njit, guvectorize
-except ImportError:
-    njit = lambda a: a
-
-from jesse.helpers import get_candle_source, slice_candles
-
-
-def rma(candles: np.ndarray, length: int = 14, source_type="close", sequential=False) -> \
-        Union[float, np.ndarray]:
-    """
-    Moving average used in RSI. It is the exponentially weighted moving average with alpha = 1 / length.
-    RETURNS Exponential moving average of x with alpha = 1 / y.
-    https://www.tradingview.com/pine-script-reference/#fun_rma
-
-    :param candles: np.ndarray
-    :param length: int - default: 14
-    :param source_type: str - default: close
-    :param sequential: bool - default: False
-    :return: Union[float, np.ndarray]
-    """
-
-    if length < 1:
-        raise ValueError('Bad parameters.')
-
-    # Accept normal array too.
-    if len(candles.shape) == 1:
-        source = candles
-    else:
-        candles = slice_candles(candles, sequential)
-        source = get_candle_source(candles, source_type=source_type)
-
-    res = rma_fast(source, length)
-    return res if sequential else res[-1]
-
-
-@njit
-def rma_fast(source, _length):
-    alpha = 1 / _length
-    newseries = np.copy(source)
-    out = np.full_like(source, np.nan)
-    for i in range(source.size):
-        if np.isnan(newseries[i - 1]):
-            # Sma in Numba
-            asum = 0.0
-            count = 0
-            for i in range(_length):
-                asum += source[i]
-                count += 1
-                out[i] = asum / count
-            for i in range(_length, len(source)):
-                asum += source[i] - source[i - _length]
-                out[i] = asum / count
-            newseries[i] = out[-1]
-        else:
-            prev = newseries[i - 1]
-            if np.isnan(prev):
-                prev = 0
-            newseries[i] = alpha * source[i] + (1 - alpha) * prev
-    return newseries

jesse/indicators/roofing.py

@@ -13,8 +13,7 @@ def roofing(candles: np.ndarray, hp_period: int = 48, lp_period: int = 10, sourc
     Roofing Filter indicator by John F. Ehlers
 
     :param candles: np.ndarray
-    :param hp_period: int - default: 48
+    :param period: int - default: 20
-    :param lp_period: int - default: 10
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 

jesse/indicators/rsmk.py

@@ -17,11 +17,7 @@ def rsmk(candles: np.ndarray, candles_compare: np.ndarray, lookback: int = 90, p
 
     :param candles: np.ndarray
     :param candles_compare: np.ndarray
-    :param lookback: int - default: 90
     :param period: int - default: 3
-    :param signal_period: int - default: 20
-    :param matype: int - default: 1
-    :param signal_matype: int - default: 1
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 

jesse/indicators/rsx.py

@@ -16,7 +16,6 @@ def rsx(candles: np.ndarray, period: int = 14, source_type: str = "close", seque
    
     :param candles: np.ndarray
     :param period: int - default: 14
-    :param source_type: str - default: "close"
     :param sequential: bool - default: False
 
     :return: float | np.ndarray
@@ -34,7 +33,7 @@ def rsx_fast(source, period):
     # variables
     f0 = 0
     f8 = 0
-    # f10 = 0
+    f10 = 0
     f18 = 0
     f20 = 0
     f28 = 0
@@ -52,15 +51,15 @@ def rsx_fast(source, period):
     f88 = 0
     f90 = 0
 
-    # v4 = 0
+    v4 = 0
-    # v8 = 0
+    v8 = 0
-    # v10 = 0
+    v10 = 0
     v14 = 0
-    # v18 = 0
+    v18 = 0
     v20 = 0
 
-    # vC = 0
+    vC = 0
-    # v1C = 0
+    v1C = 0
 
     res = np.full_like(source, np.nan)
 
@@ -68,12 +67,18 @@ def rsx_fast(source, period):
         if f90 == 0:
             f90 = 1.0
             f0 = 0.0
-            f88 = period - 1.0 if period >= 6 else 5.0
+            if period - 1.0 >= 5:
+                f88 = period - 1.0
+            else:
+                f88 = 5.0
             f8 = 100.0 * source[i]
             f18 = 3.0 / (period + 2.0)
             f20 = 1.0 - f18
         else:
-            f90 = f88 + 1 if f88 <= f90 else f90 + 1
+            if f88 <= f90:
+                f90 = f88 + 1
+            else:
+                f90 = f90 + 1
             f10 = f8
             f8 = 100 * source[i]
             v8 = f8 - f10
@@ -101,8 +106,10 @@ def rsx_fast(source, period):
                 f90 = 0.0
         if f88 < f90 and v20 > 0.0000000001:
             v4 = (v14 / v20 + 1.0) * 50.0
-            v4 = min(v4, 100.0)
+            if v4 > 100.0:
-            v4 = max(v4, 0.0)
+                v4 = 100.0
+            if v4 < 0.0:
+                v4 = 0.0
         else:
             v4 = 50.0
         res[i] = v4

jesse/indicators/rvi.py

@@ -17,7 +17,6 @@ def rvi(candles: np.ndarray, period: int = 10, ma_len: int = 14, matype: int = 1
     :param period: int - default: 10
     :param ma_len: int - default: 14
     :param matype: int - default: 1
-    :param devtype: int - default: 0
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
     :return: float | np.ndarray

jesse/indicators/sarext.py

@@ -15,13 +15,13 @@ def sarext(candles: np.ndarray, start_value: float = 0, offset_on_reverse: float
 
     :param candles: np.ndarray
     :param start_value: float - default: 0
-    :param offset_on_reverse: float - default: 0
+    :param offsetonreverse: float - default: 0
-    :param acceleration_init_long: float - default: 0
+    :param accelerationinitlong: float - default: 0
-    :param acceleration_long: float - default: 0
+    :param accelerationlong: float - default: 0
-    :param acceleration_max_long: float - default: 0
+    :param accelerationmaxlong: float - default: 0
-    :param acceleration_init_short: float - default: 0
+    :param accelerationinitshort: float - default: 0
-    :param acceleration_short: float - default: 0
+    :param accelerationshort: float - default: 0
-    :param acceleration_max_short: float - default: 0
+    :param accelerationmaxshort: float - default: 0
     :param sequential: bool - default: False
 
     :return: float | np.ndarray

jesse/indicators/sinwma.py

@@ -25,10 +25,7 @@ def sinwma(candles: np.ndarray, period: int = 14, source_type: str = "close", se
         candles = slice_candles(candles, sequential)
         source = get_candle_source(candles, source_type=source_type)
 
-    sines = np.array(
+    sines = np.array([np.sin((i + 1) * np.pi / (period + 1)) for i in range(0, period)])
-        [np.sin((i + 1) * np.pi / (period + 1)) for i in range(period)]
-    )
-
     w = sines / sines.sum()
     swv = sliding_window_view(source, window_shape=period)
     res = np.average(swv, weights=w, axis=-1)

jesse/indicators/smma.py

@@ -36,11 +36,13 @@ def numpy_ewma(data, window):
     :return:
     """
     alpha = 1 / window
-    # scale = 1 / (1 - alpha)
+    scale = 1 / (1 - alpha)
     n = data.shape[0]
     scale_arr = (1 - alpha) ** (-1 * np.arange(n))
     weights = (1 - alpha) ** np.arange(n)
     pw0 = (1 - alpha) ** (n - 1)
     mult = data * pw0 * scale_arr
     cumsums = mult.cumsum()
-    return cumsums * scale_arr[::-1] / weights.cumsum()
+    out = cumsums * scale_arr[::-1] / weights.cumsum()
+
+    return out

jesse/indicators/sqwma.py

@@ -39,11 +39,11 @@ def sqwma(candles: np.ndarray, period: int = 14, source_type: str = "close", seq
 def sqwma_fast(source, period):
     newseries = np.copy(source)
     for j in range(period + 1, source.shape[0]):
-        my_sum = 0.0
+        sum = 0.0
         weightSum = 0.0
         for i in range(period - 1):
             weight = np.power(period - i, 2)
-            my_sum += (source[j - i] * weight)
+            sum += (source[j - i] * weight)
             weightSum += weight
-        newseries[j] = my_sum / weightSum
+        newseries[j] = sum / weightSum
     return newseries

jesse/indicators/srsi.py

@@ -15,7 +15,7 @@ def srsi(candles: np.ndarray, period: int = 14, period_stoch: int = 14, k: int =
     Stochastic RSI
 
     :param candles: np.ndarray
-    :param period: int - default: 14 - RSI Length
+    :param period_rsi: int - default: 14 - RSI Length
     :param period_stoch: int - default: 14 - Stochastic Length
     :param k: int - default: 3
     :param d: int - default: 3

jesse/indicators/srwma.py

@@ -39,11 +39,11 @@ def srwma(candles: np.ndarray, period: int = 14, source_type: str = "close", seq
 def srwma_fast(source, period):
     newseries = np.copy(source)
     for j in range(period + 1, source.shape[0]):
-        my_sum = 0.0
+        sum = 0.0
         weightSum = 0.0
         for i in range(period - 1):
             weight = np.power(period - i, 0.5)
-            my_sum += (source[j - i] * weight)
+            sum += (source[j - i] * weight)
             weightSum += weight
-        newseries[j] = my_sum / weightSum
+        newseries[j] = sum / weightSum
     return newseries

jesse/indicators/stc.py

@@ -16,9 +16,9 @@ def stc(candles: np.ndarray, fast_period: int = 23, fast_matype: int = 1, slow_p
 
     :param candles: np.ndarray
     :param fast_period: int - default: 23
-    :param fast_matype: int - default: 1
+    :param fastmatype: int - default: 1
     :param slow_period: int - default: 50
-    :param slow_matype: int - default: 1
+    :param slowmatype: int - default: 1
     :param k_period: int - default: 10
     :param d_period: int - default: 3
     :param source_type: str - default: "close"

jesse/indicators/stochastic.py

@@ -33,8 +33,8 @@ def stoch(candles: np.ndarray, fastk_period: int = 14, slowk_period: int = 3, sl
     hh = talib.MAX(candles_high, fastk_period)
     ll = talib.MIN(candles_low, fastk_period)
 
-    stoch_val = 100 * (candles_close - ll) / (hh - ll)
+    stoch = 100 * (candles_close - ll) / (hh - ll)
-    k = ma(stoch_val, period=slowk_period, matype=slowk_matype, sequential=True)
+    k = ma(stoch, period=slowk_period, matype=slowk_matype, sequential=True)
     d = ma(k, period=slowd_period, matype=slowd_matype, sequential=True)
 
     if sequential:

jesse/indicators/supertrend.py

@@ -15,10 +15,12 @@ SuperTrend = namedtuple('SuperTrend', ['trend', 'changed'])
 def supertrend(candles: np.ndarray, period: int = 10, factor: float = 3, sequential: bool = False) -> SuperTrend:
     """
     SuperTrend
+
     :param candles: np.ndarray
-    :param period: int - default=14
+    :param period: int - default: 14
-    :param factor: float - default=3
+    :param factor: float - default: 3
-    :param sequential: bool - default=False
+    :param sequential: bool - default: False
+
     :return: SuperTrend(trend, changed)
     """
 
@@ -42,13 +44,13 @@ def supertrend_fast(candles, atr, factor, period):
     lower_basic = (candles[:, 3] + candles[:, 4]) / 2 - (factor * atr)
     upper_band = upper_basic
     lower_band = lower_basic
-    super_trend = np.zeros(len(candles))
+    super_trend = np.zeros(candles.size)
-    changed = np.zeros(len(candles))
+    changed = np.zeros(candles.size)
 
     # calculate the bands:
     # in an UPTREND, lower band does not decrease
     # in a DOWNTREND, upper band does not increase
-    for i in range(period, len(candles)):
+    for i in range(period, candles.size):
         # if currently in DOWNTREND (i.e. price is below upper band)
         prevClose = candles[:, 2][i - 1]
         prevUpperBand = upper_band[i - 1]
@@ -71,7 +73,7 @@ def supertrend_fast(candles, atr, factor, period):
             super_trend[i - 1] = prevLowerBand
         prevSuperTrend = super_trend[i - 1]
 
-    for i in range(period, len(candles)):
+    for i in range(period, candles.size):
         prevClose = candles[:, 2][i - 1]
         prevUpperBand = upper_band[i - 1]
         currUpperBand = upper_band[i]
@@ -94,4 +96,4 @@ def supertrend_fast(candles, atr, factor, period):
             else:
                 super_trend[i] = currUpperBand  # switch to DOWNTREND
                 changed[i] = True
-    return super_trend, changed
+    return super_trend, changed

jesse/indicators/swma.py

@@ -1,3 +1,4 @@
+
 from typing import Union
 from math import floor
 import numpy as np
@@ -48,16 +49,17 @@ def symmetric_triangle(n: int = None) -> np.ndarray:
 
     if n > 2:
         if n % 2 == 0:
-            front = [i + 1 for i in range(floor(n / 2))]
+            front = [i + 1 for i in range(0, floor(n / 2))]
             triangle = front + front[::-1]
         else:
-            front = [i + 1 for i in range(floor(0.5 * (n + 1)))]
+            front = [i + 1 for i in range(0, floor(0.5 * (n + 1)))]
             triangle = front.copy()
             front.pop()
             triangle += front[::-1]
 
 
     triangle_sum = np.sum(triangle)
-    return triangle / triangle_sum
+    triangle_weights = triangle / triangle_sum
+    return triangle_weights
 
 

jesse/indicators/trendflex.py

@@ -47,12 +47,12 @@ def trendflex_fast(ssf, period):
     sums = np.full_like(ssf, 0)
 
     for i in range(ssf.shape[0]):
-        if i >= period:
+        if not (i < period):
-            my_sum = 0
+            sum = 0
             for t in range(1, period + 1):
-                my_sum = my_sum + ssf[i] - ssf[i - t]
+                sum = sum + ssf[i] - ssf[i - t]
-            my_sum /= period
+            sum = sum / period
-            sums[i] = my_sum
+            sums[i] = sum
 
             ms[i] = 0.04 * sums[i] * sums[i] + 0.96 * ms[i - 1]
             if ms[i] != 0:

jesse/indicators/var.py

@@ -23,6 +23,6 @@ def var(candles: np.ndarray, period: int = 14, nbdev: float = 1, source_type: st
     candles = slice_candles(candles, sequential)
 
     source = get_candle_source(candles, source_type=source_type)
-    res = talib.VAR(source, timeperiod=period, nbdev=nbdev)
+    res = talib.VAR(candles[:, 2], timeperiod=period, nbdev=nbdev)
 
     return res if sequential else res[-1]

jesse/indicators/vlma.py

@@ -62,7 +62,7 @@ def vlma_fast(source, a, b, c, d, min_period, max_period):
     period = np.zeros_like(source)
     for i in range(1, source.shape[0]):
         nz_period = period[i - 1] if period[i - 1] != 0 else max_period
-        period[i] = nz_period + 1 if b[i] <= source[i] <= c[i] else nz_period - 1 if source[i] < a[i] or source[i] > d[i] else nz_period
+        period[i] = nz_period + 1 if source[i] >= b[i] and source[i] <= c[i] else nz_period - 1 if source[i] < a[i] or source[i] > d[i] else nz_period
         period[i] = max(min(period[i], max_period), min_period)
         sc = 2 / (period[i] + 1)
         newseries[i] = (source[i] * sc) + ((1 - sc) * newseries[i - 1])

jesse/indicators/voss.py

@@ -29,12 +29,12 @@ def voss(candles: np.ndarray, period: int = 20, predict: int = 3, bandwith: floa
     candles = slice_candles(candles, sequential)
 
     source = get_candle_source(candles, source_type=source_type)
-    voss_val, filt = voss_fast(source, period, predict, bandwith)
+    voss, filt = voss_fast(source, period, predict, bandwith)
 
     if sequential:
-        return VossFilter(voss_val, filt)
+        return VossFilter(voss, filt)
     else:
-        return VossFilter(voss_val[-1], filt[-1])
+        return VossFilter(voss[-1], filt[-1])
 
 
 @njit
@@ -50,7 +50,7 @@ def voss_fast(source, period, predict, bandwith):
     s1 = 1 / g1 - np.sqrt(1 / (g1 * g1) - 1)
 
     for i in range(source.shape[0]):
-        if i > period and i > 5 and i > order:
+        if not (i <= period or i <= 5 or i <= order):
             filt[i] = 0.5 * (1 - s1) * (source[i] - source[i - 2]) + f1 * (1 + s1) * filt[i - 1] - s1 * filt[i - 2]
 
     for i in range(source.shape[0]):
@@ -58,5 +58,6 @@ def voss_fast(source, period, predict, bandwith):
             sumc = 0
             for count in range(order):
                 sumc = sumc + ((count + 1) / float(order)) * voss[i - (order - count)]
+
             voss[i] = ((3 + order) / 2) * filt[i] - sumc
     return voss, filt

jesse/indicators/vpt.py

@@ -18,7 +18,7 @@ def vpt(candles: np.ndarray, source_type: str = "close", sequential: bool = Fals
     candles = slice_candles(candles, sequential)
 
     source = get_candle_source(candles, source_type=source_type)
-    vpt_val = (candles[:, 5] * ((source - np_shift(source, 1, fill_value=np.nan)) / np_shift(source, 1, fill_value=np.nan)))
+    vpt = (candles[:, 5] * ((source - np_shift(source, 1, fill_value=np.nan)) / np_shift(source, 1, fill_value=np.nan)))
-    res = np_shift(vpt_val, 1, fill_value=np.nan) + vpt_val
+    res = np_shift(vpt, 1, fill_value=np.nan) + vpt
 
     return res if sequential else res[-1]

jesse/indicators/vpwma.py

@@ -40,11 +40,11 @@ def vpwma(candles: np.ndarray, period: int = 14, power: float = 0.382, source_ty
 def vpwma_fast(source, period, power):
     newseries = np.copy(source)
     for j in range(period + 1, source.shape[0]):
-        my_sum = 0.0
+        sum = 0.0
         weightSum = 0.0
         for i in range(period - 1):
             weight = np.power(period - i, power)
-            my_sum += (source[j - i] * weight)
+            sum += (source[j - i] * weight)
             weightSum += weight
-        newseries[j] = my_sum / weightSum
+        newseries[j] = sum / weightSum
     return newseries

jesse/indicators/vwap.py

@@ -18,7 +18,6 @@ def vwap(
 
     :param candles: np.ndarray
     :param source_type: str - default: "close"
-    :param anchor: str - default: "D"
     :param sequential: bool - default: False
 
     :return: float | np.ndarray

jesse/indicators/vwmacd.py

@@ -25,11 +25,11 @@ def vwmacd(candles: np.ndarray, fast_period: int = 12, slow_period: int = 26, si
 
     vwma_slow = talib.SMA(candles[:, 2] * candles[:, 5], slow_period) / talib.SMA(candles[:, 5], slow_period)
     vwma_fast = talib.SMA(candles[:, 2] * candles[:, 5], fast_period) / talib.SMA(candles[:, 5], fast_period)
-    vwmacd_val = vwma_fast - vwma_slow
+    vwmacd = vwma_fast - vwma_slow
-    signal = talib.EMA(vwmacd_val, signal_period)
+    signal = talib.EMA(vwmacd, signal_period)
-    hist = vwmacd_val - signal
+    hist = vwmacd - signal
 
     if sequential:
-        return VWMACD(vwmacd_val, signal, hist)
+        return VWMACD(vwmacd, signal, hist)
     else:
-        return VWMACD(vwmacd_val[-1], signal[-1], hist[-1])
+        return VWMACD(vwmacd[-1], signal[-1], hist[-1])

jesse/indicators/wt.py

@@ -1,62 +0,0 @@
-from collections import namedtuple
-
-import numpy as np
-import talib as ta
-
-from jesse.helpers import get_candle_source, slice_candles
-
-Wavetrend = namedtuple('Wavetrend', ['wt1', 'wt2', 'wtCrossUp', 'wtCrossDown', 'wtOversold', 'wtOverbought', 'wtVwap'])
-
-
-# Wavetrend indicator ported from:  https://www.tradingview.com/script/Msm4SjwI-VuManChu-Cipher-B-Divergences/
-#                                   https://www.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/
-#
-# buySignal = wtCross and wtCrossUp and wtOversold
-# sellSignal = wtCross and wtCrossDown and wtOverbought
-#
-# See https://github.com/ysdede/lazarus3/blob/partialexit/strategies/lazarus3/__init__.py for working jesse.ai example.
-
-
-def wt(candles: np.ndarray,
-       wtchannellen: int = 9,
-       wtaveragelen: int = 12,
-       wtmalen: int = 3,
-       oblevel: int = 53,
-       oslevel: int = -53,
-       source_type: str = "hlc3",
-       sequential: bool = False) -> Wavetrend:
-    """
-    Wavetrend indicator
-
-    :param candles: np.ndarray
-    :param wtchannellen:  int - default: 9
-    :param wtaveragelen: int - default: 12
-    :param wtmalen: int - default: 3
-    :param oblevel: int - default: 53
-    :param oslevel: int - default: -53
-    :param source_type: str - default: "hlc3"
-    :param sequential: bool - default: False
-
-    :return: Wavetrend
-    """
-    candles = slice_candles(candles, sequential)
-
-    src = get_candle_source(candles, source_type=source_type)
-
-    # wt
-    esa = ta.EMA(src, wtchannellen)
-    de = ta.EMA(abs(src - esa), wtchannellen)
-    ci = (src - esa) / (0.015 * de)
-    wt1 = ta.EMA(ci, wtaveragelen)
-    wt2 = ta.SMA(wt1, wtmalen)
-
-    wtVwap = wt1 - wt2
-    wtOversold = wt2 <= oslevel
-    wtOverbought = wt2 >= oblevel
-    wtCrossUp = wt2 - wt1 <= 0
-    wtCrossDown = wt2 - wt1 >= 0
-
-    if sequential:
-        return Wavetrend(wt1, wt2, wtCrossUp, wtCrossDown, wtOversold, wtOverbought, wtVwap)
-    else:
-        return Wavetrend(wt1[-1], wt2[-1], wtCrossUp[-1], wtCrossDown[-1], wtOversold[-1], wtOverbought[-1], wtVwap[-1])

jesse/indicators/zscore.py

@@ -19,7 +19,6 @@ def zscore(candles: np.ndarray, period: int = 14, matype: int = 0, nbdev: float
     :param period: int - default: 14
     :param matype: int - default: 0
     :param nbdev: float - default: 1
-    :param devtype: int - default: 0
     :param source_type: str - default: "close"
     :param sequential: bool - default: False
 

jesse/libs/custom_json/__init__.py

@@ -1,16 +0,0 @@
-import numpy as np
-import simplejson as json
-
-
-class NpEncoder(json.JSONEncoder):
-    def default(self, obj):
-        if isinstance(obj, np.integer):
-            return int(obj)
-        elif isinstance(obj, np.bool_):
-            return bool(obj)
-        elif isinstance(obj, np.floating):
-            return float(obj)
-        elif isinstance(obj, np.ndarray):
-            return obj.tolist()
-        else:
-            return super(NpEncoder, self).default(obj)

jesse/libs/dynamic_numpy_array/__init__.py

@@ -11,17 +11,17 @@ class DynamicNumpyArray:
     allocation every N number. Hence, it's both fast and dynamic.
     """
 
-    def __init__(self, shape: tuple, drop_at: int = None):
+    def __init__(self, shape: tuple, drop_at=None):
         self.index = -1
         self.array = np.zeros(shape)
         self.bucket_size = shape[0]
         self.shape = shape
         self.drop_at = drop_at
 
-    def __str__(self) -> str:
+    def __str__(self):
         return str(self.array[:self.index + 1])
 
-    def __len__(self) -> int:
+    def __len__(self):
         return self.index + 1
 
     def __getitem__(self, i):
@@ -31,7 +31,9 @@ class DynamicNumpyArray:
 
             if stop < 0:
                 stop = (self.index + 1) - abs(stop)
-            stop = min(stop, self.index + 1)
+            if stop > (self.index + 1):
+                stop = self.index + 1
+
             return self.array[start:stop]
         else:
             if i < 0:
@@ -43,7 +45,7 @@ class DynamicNumpyArray:
 
             return self.array[i]
 
-    def __setitem__(self, i, item) -> None:
+    def __setitem__(self, i, item):
         if i < 0:
             i = (self.index + 1) - abs(i)
 
@@ -53,7 +55,7 @@ class DynamicNumpyArray:
 
         self.array[i] = item
 
-    def append(self, item: np.ndarray) -> None:
+    def append(self, item: np.ndarray):
         self.index += 1
 
         # expand if the arr is almost full
@@ -62,14 +64,11 @@ class DynamicNumpyArray:
             self.array = np.concatenate((self.array, new_bucket), axis=0)
 
         # drop N% of the beginning values to free memory
-        if (
+        if self.drop_at is not None:
-            self.drop_at is not None
+            if self.index != 0 and (self.index + 1) % self.drop_at == 0:
-            and self.index != 0
+                shift_num = int(self.drop_at / 2)
-            and (self.index + 1) % self.drop_at == 0
+                self.index -= shift_num
-        ):
+                self.array = np_shift(self.array, -shift_num)
-            shift_num = int(self.drop_at / 2)
-            self.index -= shift_num
-            self.array = np_shift(self.array, -shift_num)
 
         self.array[self.index] = item
 
@@ -80,7 +79,7 @@ class DynamicNumpyArray:
 
         return self.array[self.index]
 
-    def get_past_item(self, past_index) -> np.ndarray:
+    def get_past_item(self, past_index):
         # validation
         if self.index == -1:
             raise IndexError('list assignment index out of range')
@@ -90,7 +89,7 @@ class DynamicNumpyArray:
 
         return self.array[self.index - past_index]
 
-    def flush(self) -> None:
+    def flush(self):
         self.index = -1
         self.array = np.zeros(self.shape)
         self.bucket_size = self.shape[0]

jesse/models/Candle.py

@@ -1,9 +1,7 @@
 import peewee
-from jesse.services.db import database
 
-
+import jesse.helpers as jh
-if database.is_closed():
+from jesse.services.db import db
-    database.open_connection()
 
 
 class Candle(peewee.Model):
@@ -21,23 +19,21 @@ class Candle(peewee.Model):
     is_partial = True
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = (
             (('timestamp', 'exchange', 'symbol'), True),
         )
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         peewee.Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
 
 
-# if database is open, create the table
+if not jh.is_unit_testing():
-if database.is_open():
+    # create the table
     Candle.create_table()

jesse/models/CompletedTrade.py

@@ -3,11 +3,7 @@ import peewee
 
 import jesse.helpers as jh
 from jesse.config import config
-from jesse.services.db import database
+from jesse.services.db import db
-
-
-if database.is_closed():
-    database.open_connection()
 
 
 class CompletedTrade(peewee.Model):
@@ -33,22 +29,22 @@ class CompletedTrade(peewee.Model):
     orders = []
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = ((('strategy_name', 'exchange', 'symbol'), False),)
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         peewee.Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
 
     def toJSON(self) -> dict:
-        orders = [o.__dict__ for o in self.orders]
+        orders = []
+        for o in self.orders:
+            orders.append(o.__dict__)
         return {
             "id": self.id,
             "strategy_name": self.strategy_name,
@@ -57,9 +53,15 @@ class CompletedTrade(peewee.Model):
             "type": self.type,
             "entry_price": self.entry_price,
             "exit_price": self.exit_price,
+            "take_profit_at": self.take_profit_at,
+            "stop_loss_at": self.stop_loss_at,
             "qty": self.qty,
             "fee": self.fee,
+            "reward": self.reward,
             "size": self.size,
+            "risk": self.risk,
+            "risk_percentage": self.risk_percentage,
+            "R": self.r,
             "PNL": self.pnl,
             "PNL_percentage": self.pnl_percentage,
             "holding_period": self.holding_period,
@@ -79,13 +81,19 @@ class CompletedTrade(peewee.Model):
             'type': self.type,
             'entry_price': self.entry_price,
             'exit_price': self.exit_price,
+            'take_profit_at': self.take_profit_at,
+            'stop_loss_at': self.stop_loss_at,
             'qty': self.qty,
             'opened_at': self.opened_at,
             'closed_at': self.closed_at,
             'entry_candle_timestamp': self.entry_candle_timestamp,
             'exit_candle_timestamp': self.exit_candle_timestamp,
             "fee": self.fee,
+            "reward": self.reward,
             "size": self.size,
+            "risk": self.risk,
+            "risk_percentage": self.risk_percentage,
+            "R": self.r,
             "PNL": self.pnl,
             "PNL_percentage": self.pnl_percentage,
             "holding_period": self.holding_period,
@@ -96,10 +104,31 @@ class CompletedTrade(peewee.Model):
         trading_fee = jh.get_config(f'env.exchanges.{self.exchange}.fee')
         return trading_fee * self.qty * (self.entry_price + self.exit_price)
 
+    @property
+    def reward(self) -> float:
+        return abs(self.take_profit_at - self.entry_price) * self.qty
+
     @property
     def size(self) -> float:
         return self.qty * self.entry_price
 
+    @property
+    def risk(self) -> float:
+        return abs(self.stop_loss_at - self.entry_price) * self.qty
+
+    @property
+    def risk_percentage(self) -> float:
+        return round((self.risk / self.size) * 100, 2)
+
+    @property
+    def risk_reward_ratio(self) -> float:
+        return self.reward / self.risk
+
+    @property
+    def r(self) -> float:
+        """alias for risk_reward_ratio"""
+        return self.risk_reward_ratio
+
     @property
     def pnl(self) -> float:
         """PNL"""
@@ -137,6 +166,6 @@ class CompletedTrade(peewee.Model):
         return (self.closed_at - self.opened_at) / 1000
 
 
-# if database is open, create the table
+if not jh.is_unit_testing():
-if database.is_open():
+    # create the table
     CompletedTrade.create_table()

jesse/models/DailyBalance.py

@@ -1,9 +1,7 @@
 import peewee
-from jesse.services.db import database
 
-
+import jesse.helpers as jh
-if database.is_closed():
+from jesse.services.db import db
-    database.open_connection()
 
 
 class DailyBalance(peewee.Model):
@@ -15,24 +13,22 @@ class DailyBalance(peewee.Model):
     balance = peewee.FloatField()
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = (
             (('identifier', 'exchange', 'timestamp', 'asset'), True),
             (('identifier', 'exchange'), False),
         )
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         peewee.Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
 
 
-# if database is open, create the table
+if not jh.is_unit_testing():
-if database.is_open():
+    # create the table
     DailyBalance.create_table()

jesse/models/Exchange.py

@@ -32,29 +32,29 @@ class Exchange(ABC):
         self.fee_rate = fee_rate
 
     @abstractmethod
-    def wallet_balance(self, symbol: str = '') -> float:
+    def wallet_balance(self, symbol=''):
         pass
 
     @abstractmethod
-    def available_margin(self, symbol: str = '') -> float:
+    def available_margin(self, symbol=''):
         pass
 
     @abstractmethod
-    def on_order_submission(self, order: Order, skip_market_order: bool = True) -> None:
+    def on_order_submission(self, order: Order, skip_market_order=True):
         pass
 
     @abstractmethod
-    def on_order_execution(self, order: Order) -> None:
+    def on_order_execution(self, order: Order):
         pass
 
     @abstractmethod
-    def on_order_cancellation(self, order: Order) -> None:
+    def on_order_cancellation(self, order: Order):
         pass
 
     @abstractmethod
-    def add_realized_pnl(self, realized_pnl: float) -> None:
+    def add_realized_pnl(self, realized_pnl: float):
         pass
 
     @abstractmethod
-    def charge_fee(self, amount: float) -> None:
+    def charge_fee(self, amount):
         pass

jesse/models/FuturesExchange.py

@@ -58,10 +58,10 @@ class FuturesExchange(Exchange):
 
         self.settlement_currency = settlement_currency.upper()
 
-    def wallet_balance(self, symbol: str = '') -> float:
+    def wallet_balance(self, symbol=''):
         return self.assets[self.settlement_currency]
 
-    def available_margin(self, symbol: str = '') -> float:
+    def available_margin(self, symbol=''):
         # a temp which gets added to per each asset (remember that all future assets use the same currency for settlement)
         temp_credits = self.assets[self.settlement_currency]
 
@@ -96,31 +96,31 @@ class FuturesExchange(Exchange):
         # count in the leverage
         return temp_credits * self.futures_leverage
 
-    def charge_fee(self, amount: float) -> None:
+    def charge_fee(self, amount):
         fee_amount = abs(amount) * self.fee_rate
         new_balance = self.assets[self.settlement_currency] - fee_amount
-        if fee_amount != 0:
+        logger.info(
-            logger.info(
+            f'Charged {round(fee_amount, 2)} as fee. Balance for {self.settlement_currency} on {self.name} changed from {round(self.assets[self.settlement_currency], 2)} to {round(new_balance, 2)}'
-                f'Charged {round(fee_amount, 2)} as fee. Balance for {self.settlement_currency} on {self.name} changed from {round(self.assets[self.settlement_currency], 2)} to {round(new_balance, 2)}'
+        )
-            )
         self.assets[self.settlement_currency] = new_balance
 
-    def add_realized_pnl(self, realized_pnl: float) -> None:
+    def add_realized_pnl(self, realized_pnl: float):
         new_balance = self.assets[self.settlement_currency] + realized_pnl
         logger.info(
             f'Added realized PNL of {round(realized_pnl, 2)}. Balance for {self.settlement_currency} on {self.name} changed from {round(self.assets[self.settlement_currency], 2)} to {round(new_balance, 2)}')
         self.assets[self.settlement_currency] = new_balance
 
-    def on_order_submission(self, order: Order, skip_market_order: bool = True) -> None:
+    def on_order_submission(self, order: Order, skip_market_order=True):
         base_asset = jh.base_asset(order.symbol)
 
         # make sure we don't spend more than we're allowed considering current allowed leverage
-        if (order.type != order_types.MARKET or skip_market_order) and not order.is_reduce_only:
+        if order.type != order_types.MARKET or skip_market_order:
-            order_size = abs(order.qty * order.price)
+            if not order.is_reduce_only:
-            remaining_margin = self.available_margin()
+                order_size = abs(order.qty * order.price)
-            if order_size > remaining_margin:
+                remaining_margin = self.available_margin()
-                raise InsufficientMargin(
+                if order_size > remaining_margin:
-                    f'You cannot submit an order for ${round(order_size)} when your margin balance is ${round(remaining_margin)}')
+                    raise InsufficientMargin(
+                        f'You cannot submit an order for ${round(order_size)} when your margin balance is ${round(remaining_margin)}')
 
         # skip market order at the time of submission because we don't have
         # the exact order.price. Instead, we call on_order_submission() one
@@ -136,7 +136,7 @@ class FuturesExchange(Exchange):
             else:
                 self.sell_orders[base_asset].append(np.array([order.qty, order.price]))
 
-    def on_order_execution(self, order: Order) -> None:
+    def on_order_execution(self, order: Order):
         base_asset = jh.base_asset(order.symbol)
 
         if order.type == order_types.MARKET:
@@ -156,7 +156,7 @@ class FuturesExchange(Exchange):
                         self.sell_orders[base_asset][index] = np.array([0, 0])
                         break
 
-    def on_order_cancellation(self, order: Order) -> None:
+    def on_order_cancellation(self, order: Order):
         base_asset = jh.base_asset(order.symbol)
 
         self.available_assets[base_asset] -= order.qty

jesse/models/Log.py

@@ -1,33 +0,0 @@
-import peewee
-from jesse.services.db import database
-
-
-if database.is_closed():
-    database.open_connection()
-
-
-class Log(peewee.Model):
-    id = peewee.UUIDField(primary_key=True)
-    session_id = peewee.UUIDField(index=True)
-    timestamp = peewee.BigIntegerField()
-    message = peewee.TextField()
-    # 1: info, 2: error, maybe add more in the future?
-    type = peewee.SmallIntegerField()
-
-    class Meta:
-        from jesse.services.db import database
-        database = database.db
-
-    def __init__(self, attributes=None, **kwargs) -> None:
-        peewee.Model.__init__(self, attributes=attributes, **kwargs)
-
-        if attributes is None:
-            attributes = {}
-
-        for a in attributes:
-            setattr(self, a, attributes[a])
-
-
-# if database is open, create the table
-if database.is_open():
-    Log.create_table()

jesse/models/Option.py

@@ -1,32 +0,0 @@
-import peewee
-from jesse.services.db import database
-
-
-if database.is_closed():
-    database.open_connection()
-
-
-class Option(peewee.Model):
-    id = peewee.UUIDField(primary_key=True)
-    updated_at = peewee.BigIntegerField()
-    type = peewee.CharField()
-    json = peewee.TextField()
-
-    class Meta:
-        from jesse.services.db import database
-
-        database = database.db
-
-    def __init__(self, attributes=None, **kwargs) -> None:
-        peewee.Model.__init__(self, attributes=attributes, **kwargs)
-
-        if attributes is None:
-            attributes = {}
-
-        for a in attributes:
-            setattr(self, a, attributes[a])
-
-
-# if database is open, create the table
-if database.is_open():
-    Option.create_table()

jesse/models/Order.py

@@ -1,89 +1,69 @@
+import numpy as np
 from playhouse.postgres_ext import *
 
 import jesse.helpers as jh
 import jesse.services.logger as logger
 import jesse.services.selectors as selectors
-from jesse import sync_publish
 from jesse.config import config
-from jesse.services.notifier import notify
 from jesse.enums import order_statuses, order_flags
-from jesse.services.db import database
+from jesse.services.db import db
-
+from jesse.services.notifier import notify
-
-if database.is_closed():
-    database.open_connection()
 
 
 class Order(Model):
     # id generated by Jesse for database usage
     id = UUIDField(primary_key=True)
-    trade_id = UUIDField(index=True, null=True)
+    trade_id = UUIDField(index=True)
-    session_id = UUIDField(index=True)
 
     # id generated by market, used in live-trade mode
-    exchange_id = CharField(null=True)
+    exchange_id = CharField()
     # some exchanges might require even further info
     vars = JSONField(default={})
+
     symbol = CharField()
     exchange = CharField()
     side = CharField()
     type = CharField()
     flag = CharField(null=True)
     qty = FloatField()
-    price = FloatField(null=True)
+    price = FloatField(default=np.nan)
     status = CharField(default=order_statuses.ACTIVE)
     created_at = BigIntegerField()
     executed_at = BigIntegerField(null=True)
     canceled_at = BigIntegerField(null=True)
     role = CharField(null=True)
-    submitted_via = None
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = ((('exchange', 'symbol'), False),)
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
 
         if self.created_at is None:
             self.created_at = jh.now_to_timestamp()
 
-        if jh.is_live():
+        if jh.is_live() and config['env']['notifications']['events']['submitted_orders']:
-            from jesse.store import store
-            self.session_id = store.app.session_id
-            self.save(force_insert=True)
-
-        if jh.is_live():
             self.notify_submission()
         if jh.is_debuggable('order_submission'):
-            txt = f'{"QUEUED" if self.is_queued else "SUBMITTED"} order: {self.symbol}, {self.type}, {self.side}, {self.qty}'
+            logger.info(
-            if self.price:
+                f'{"QUEUED" if self.is_queued else "SUBMITTED"} order: {self.symbol}, {self.type}, {self.side}, {self.qty}, ${round(self.price, 2)}'
-                txt += f', ${round(self.price, 2)}'
+            )
-            logger.info(txt)
 
         # handle exchange balance for ordered asset
         e = selectors.get_exchange(self.exchange)
         e.on_order_submission(self)
 
-    def broadcast(self) -> None:
-        sync_publish('order', self.to_dict)
-
     def notify_submission(self) -> None:
-        self.broadcast()
+        notify(
-
+            f'{"QUEUED" if self.is_queued else "SUBMITTED"} order: {self.symbol}, {self.type}, {self.side}, { self.qty}, ${round(self.price, 2)}'
-        if config['env']['notifications']['events']['submitted_orders']:
+        )
-            txt = f'{"QUEUED" if self.is_queued else "SUBMITTED"} order: {self.symbol}, {self.type}, {self.side}, {self.qty}'
-            if self.price:
-                txt += f', ${round(self.price, 2)}'
-            notify(txt)
 
     @property
     def is_canceled(self) -> bool:
@@ -124,79 +104,43 @@ class Order(Model):
     def is_close(self) -> bool:
         return self.flag == order_flags.CLOSE
 
-    @property
+    def cancel(self) -> None:
-    def is_stop_loss(self):
-        return self.submitted_via == 'stop-loss'
-
-    @property
-    def is_take_profit(self):
-        return self.submitted_via == 'take-profit'
-
-    @property
-    def to_dict(self):
-        return {
-            'id': self.id,
-            'session_id': self.session_id,
-            'exchange_id': self.exchange_id,
-            'symbol': self.symbol,
-            'side': self.side,
-            'type': self.type,
-            'qty': self.qty,
-            'price': self.price,
-            'flag': self.flag,
-            'status': self.status,
-            'created_at': self.created_at,
-            'canceled_at': self.canceled_at,
-            'executed_at': self.executed_at,
-        }
-
-    def cancel(self, silent=False) -> None:
         if self.is_canceled or self.is_executed:
             return
 
         self.canceled_at = jh.now_to_timestamp()
         self.status = order_statuses.CANCELED
 
-        if jh.is_live():
+        if jh.is_debuggable('order_cancellation'):
-            self.save()
+            logger.info(
-
+                f'CANCELED order: {self.symbol}, {self.type}, {self.side}, { self.qty}, ${round(self.price, 2)}'
-        if not silent:
+            )
-            txt = f'CANCELED order: {self.symbol}, {self.type}, {self.side}, {self.qty}'
+        if jh.is_live() and config['env']['notifications']['events']['cancelled_orders']:
-            if self.price:
+            notify(
-                txt += f', ${round(self.price, 2)}'
+                f'CANCELED order: {self.symbol}, {self.type}, {self.side}, {self.qty}, {round(self.price, 2)}'
-            if jh.is_debuggable('order_cancellation'):
+            )
-                logger.info(txt)
-            if jh.is_live():
-                self.broadcast()
-                if config['env']['notifications']['events']['cancelled_orders']:
-                    notify(txt)
 
         # handle exchange balance
         e = selectors.get_exchange(self.exchange)
         e.on_order_cancellation(self)
 
-    def execute(self, silent=False) -> None:
+    def execute(self) -> None:
         if self.is_canceled or self.is_executed:
             return
 
         self.executed_at = jh.now_to_timestamp()
         self.status = order_statuses.EXECUTED
 
-        if jh.is_live():
+        # log
-            self.save()
+        if jh.is_debuggable('order_execution'):
-
+            logger.info(
-        if not silent:
+                f'EXECUTED order: {self.symbol}, {self.type}, {self.side}, {self.qty}, ${round(self.price, 2)}'
-            txt = f'EXECUTED order: {self.symbol}, {self.type}, {self.side}, {self.qty}'
+            )
-            if self.price:
+        # notify
-                txt += f', ${round(self.price, 2)}'
+        if jh.is_live() and config['env']['notifications']['events']['executed_orders']:
-            # log
+            notify(
-            if jh.is_debuggable('order_execution'):
+                f'EXECUTED order: {self.symbol}, {self.type}, {self.side}, {self.qty}, {round(self.price, 2)}'
-                logger.info(txt)
+            )
-            # notify
-            if jh.is_live():
-                self.broadcast()
-                if config['env']['notifications']['events']['executed_orders']:
-                    notify(txt)
 
         p = selectors.get_position(self.exchange, self.symbol)
 
@@ -208,6 +152,6 @@ class Order(Model):
         e.on_order_execution(self)
 
 
-# if database is open, create the table
+if not jh.is_unit_testing():
-if database.is_open():
+    # create the table
     Order.create_table()

jesse/models/Orderbook.py

@@ -1,5 +1,8 @@
 import peewee
 
+import jesse.helpers as jh
+from jesse.services.db import db
+
 
 class Orderbook(peewee.Model):
     id = peewee.UUIDField(primary_key=True)
@@ -11,16 +14,19 @@ class Orderbook(peewee.Model):
     data = peewee.BlobField()
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = ((('timestamp', 'exchange', 'symbol'), True),)
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         peewee.Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
+
+
+if not jh.is_unit_testing():
+    # create the table
+    Orderbook.create_table()

jesse/models/Position.py

@@ -1,5 +1,3 @@
-from typing import Union
-
 import numpy as np
 
 import jesse.helpers as jh
@@ -13,7 +11,7 @@ from jesse.utils import sum_floats, subtract_floats
 
 
 class Position:
-    def __init__(self, exchange_name: str, symbol: str, attributes: dict = None) -> None:
+    def __init__(self, exchange_name: str, symbol: str, attributes=None) -> None:
         self.id = jh.generate_unique_id()
         self.entry_price = None
         self.exit_price = None
@@ -39,21 +37,21 @@ class Position:
             setattr(self, a, attributes[a])
 
     @property
-    def mark_price(self) -> float:
+    def mark_price(self):
         if not jh.is_live():
             return self.current_price
 
         return self._mark_price
 
     @property
-    def funding_rate(self) -> float:
+    def funding_rate(self):
         if not jh.is_live():
             return 0
 
         return self._funding_rate
 
     @property
-    def next_funding_timestamp(self) -> Union[int, None]:
+    def next_funding_timestamp(self):
         if not jh.is_live():
             return None
 
@@ -114,7 +112,7 @@ class Position:
         return base_cost
 
     @property
-    def leverage(self) -> Union[int, np.float64]:
+    def leverage(self):
         if self.exchange.type == 'spot':
             return 1
 
@@ -170,7 +168,7 @@ class Position:
             return self.exchange.futures_leverage_mode
 
     @property
-    def liquidation_price(self) -> Union[float, np.float64]:
+    def liquidation_price(self):
         """
         The price at which the position gets liquidated. formulas are taken from:
         https://help.bybit.com/hc/en-us/articles/900000181046-Liquidation-Price-USDT-Contract-
@@ -181,10 +179,7 @@ class Position:
         if jh.is_livetrading():
             return self._liquidation_price
 
-        if self.mode in ['cross', 'spot']:
+        if self.mode == 'isolated':
-            return np.nan
-
-        elif self.mode == 'isolated':
             if self.type == 'long':
                 return self.entry_price * (1 - self._initial_margin_rate + 0.004)
             elif self.type == 'short':
@@ -192,15 +187,21 @@ class Position:
             else:
                 return np.nan
 
+        elif self.mode == 'cross':
+            return np.nan
+
+        elif self.mode == 'spot':
+            return np.nan
+
         else:
             raise ValueError
 
     @property
-    def _initial_margin_rate(self) -> float:
+    def _initial_margin_rate(self):
         return 1 / self.leverage
 
     @property
-    def bankruptcy_price(self) -> Union[float, np.float64]:
+    def bankruptcy_price(self):
         if self.type == 'long':
             return self.entry_price * (1 - self._initial_margin_rate)
         elif self.type == 'short':
@@ -208,23 +209,6 @@ class Position:
         else:
             return np.nan
 
-    @property
-    def to_dict(self):
-        return {
-            'entry_price': self.entry_price,
-            'qty': self.qty,
-            'current_price': self.current_price,
-            'value': self.value,
-            'type': self.type,
-            'exchange': self.exchange_name,
-            'pnl': self.pnl,
-            'pnl_percentage': self.pnl_percentage,
-            'leverage': self.leverage,
-            'liquidation_price': self.liquidation_price,
-            'bankruptcy_price': self.bankruptcy_price,
-            'mode': self.mode,
-        }
-
     def _close(self, close_price: float) -> None:
         if self.is_open is False:
             raise EmptyPosition('The position is already closed.')
@@ -288,7 +272,7 @@ class Position:
             raise OpenPositionError('position must be already open in order to increase its size')
 
         qty = abs(qty)
-        # size = qty * price
+        size = qty * price
 
         # if self.exchange:
         #     self.exchange.decrease_futures_balance(size)
@@ -318,7 +302,7 @@ class Position:
         self.qty = qty
         self.opened_at = jh.now_to_timestamp()
 
-        info_text = f'OPENED {self.type} position: {self.exchange_name}, {self.symbol}, {self.qty}, ${round(self.entry_price, 2)}'
+        info_text = f'OPENED {self.type} position: {self.exchange_name}, {self.symbol}, { self.qty}, ${round(self.entry_price, 2)}'
 
         if jh.is_debuggable('position_opened'):
             logger.info(info_text)

jesse/models/Route.py

@@ -1,10 +1,6 @@
 class Route:
     def __init__(self, exchange: str, symbol: str, timeframe: str = None, strategy_name: str = None,
                  dna: str = None) -> None:
-        # replace PERP with USD in FTX routes
-        if exchange.startswith('FTX') and symbol.upper().endswith('PERP'):
-            symbol = symbol.replace('PERP', 'USD')
-
         self.exchange = exchange
         self.symbol = symbol
         self.timeframe = timeframe

jesse/models/SpotExchange.py

@@ -7,10 +7,10 @@ from .Exchange import Exchange
 
 
 class SpotExchange(Exchange):
-    def add_realized_pnl(self, realized_pnl: float) -> None:
+    def add_realized_pnl(self, realized_pnl: float):
         pass
 
-    def charge_fee(self, amount: float) -> None:
+    def charge_fee(self, amount):
         pass
 
     # current holding assets
@@ -24,18 +24,19 @@ class SpotExchange(Exchange):
         from jesse.routes import router
         # check if base assets are configured
         for route in router.routes:
-            base_asset = jh.base_asset(route.symbol)
+          base_asset = jh.base_asset(route.symbol)
-            if base_asset not in self.available_assets:
+          if base_asset not in self.available_assets:
-                raise InvalidConfig(
+            raise InvalidConfig(
-                    f"Jesse needs to know the balance of your base asset for spot mode. Please add {base_asset} to your exchanges assets config.")
+              f"Jesse needs to know the balance of your base asset for spot mode. Please add {base_asset} to your exchanges assets config.")
 
-    def wallet_balance(self, symbol: str = '') -> float:
+
+    def wallet_balance(self, symbol=''):
         if symbol == '':
             raise ValueError
         quote_asset = jh.quote_asset(symbol)
         return self.assets[quote_asset]
 
-    def available_margin(self, symbol: str = '') -> float:
+    def available_margin(self, symbol=''):
         return self.wallet_balance(symbol)
 
     def on_order_submission(self, order: Order, skip_market_order=True):
@@ -81,7 +82,7 @@ class SpotExchange(Exchange):
                 f'Available balance for {base_asset} on {self.name} changed from {round(temp_old_base_available_asset, 2)} to {round(temp_new_base_available_asset, 2)}'
             )
 
-    def on_order_execution(self, order: Order) -> None:
+    def on_order_execution(self, order: Order):
         base_asset = jh.base_asset(order.symbol)
         quote_asset = jh.quote_asset(order.symbol)
 
@@ -108,7 +109,7 @@ class SpotExchange(Exchange):
         temp_new_quote_asset = self.assets[quote_asset]
         if jh.is_debuggable('balance_update') and temp_old_quote_asset != temp_new_quote_asset:
             logger.info(
-                f'Balance for {quote_asset} on {self.name} changed from {round(temp_old_quote_asset, 2)} to {round(temp_new_quote_asset, 2)}'
+                f'Balance for {quote_asset} on {self.name} changed from {round(temp_old_quote_asset, 2)} to { round(temp_new_quote_asset, 2)}'
             )
         temp_new_quote_available_asset = self.available_assets[quote_asset]
         if jh.is_debuggable('balance_update') and temp_old_quote_available_asset != temp_new_quote_available_asset:
@@ -127,7 +128,7 @@ class SpotExchange(Exchange):
                 f'Balance for {base_asset} on {self.name} changed from {round(temp_old_base_available_asset, 2)} to {round(temp_new_base_available_asset, 2)}'
             )
 
-    def on_order_cancellation(self, order: Order) -> None:
+    def on_order_cancellation(self, order: Order):
         base_asset = jh.base_asset(order.symbol)
         quote_asset = jh.quote_asset(order.symbol)
 

jesse/models/Ticker.py

@@ -1,5 +1,8 @@
 import peewee
 
+import jesse.helpers as jh
+from jesse.services.db import db
+
 
 class Ticker(peewee.Model):
     id = peewee.UUIDField(primary_key=True)
@@ -17,17 +20,19 @@ class Ticker(peewee.Model):
     exchange = peewee.CharField()
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = ((('timestamp', 'exchange', 'symbol'), True),)
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         peewee.Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
 
+
+if not jh.is_unit_testing():
+    # create the table
+    Ticker.create_table()

jesse/models/Trade.py

@@ -1,5 +1,8 @@
 import peewee
 
+import jesse.helpers as jh
+from jesse.services.db import db
+
 
 class Trade(peewee.Model):
     id = peewee.UUIDField(primary_key=True)
@@ -18,16 +21,19 @@ class Trade(peewee.Model):
     exchange = peewee.CharField()
 
     class Meta:
-        from jesse.services.db import database
+        database = db
-
-        database = database.db
         indexes = ((('timestamp', 'exchange', 'symbol'), True),)
 
-    def __init__(self, attributes: dict = None, **kwargs) -> None:
+    def __init__(self, attributes=None, **kwargs) -> None:
         peewee.Model.__init__(self, attributes=attributes, **kwargs)
 
         if attributes is None:
             attributes = {}
 
-        for a, value in attributes.items():
+        for a in attributes:
-            setattr(self, a, value)
+            setattr(self, a, attributes[a])
+
+
+if not jh.is_unit_testing():
+    # create the table
+    Trade.create_table()

jesse/models/__init__.py

@@ -7,6 +7,4 @@ from .Position import Position
 from .Route import Route
 from .SpotExchange import SpotExchange
 from .Ticker import Ticker
-from .Log import Log
-# from .DailyBalance import DailyBalance
 from .utils import store_candle_into_db, store_ticker_into_db, store_trade_into_db, store_orderbook_into_db