I have 3 python scripts
- which gets the tick data from tradingview and stores in sql
- Fetches the data from sql and does aggregation
- main - file where i want to run these two parallely
# module1.py
import websocket as wb
sym = 'BINANCE:BTCUSDT'
SOCKET = "wss://data.tradingview.com/socket.io/websocket"
# i have few functions like below
def on_close(ws)
def on_message(ws, message)
def generateSession()
def generateChartSession()
def prependHeader(st)
def constructMessage(func, paramList)
def createMessage(func, paramList)
def sendRawMessage(ws, message)
def sendMessage(ws, func, args)
session= generateSession()
print("session generated {}".format(session))
chart_session= generateChartSession()
print("chart_session generated {}".format(chart_session))
def on_open(ws)
def main():
wb.enableTrace(False)
ws = wb.WebSocketApp(
SOCKET, on_message=on_message, on_open=on_open, on_close=on_close)
wst = threading.Thread(target=ws.run_forever)
# wst = ws.run_forever()
wst.daemon = True
wst.start()
while True:
try:
# sleep(1)
sleep(0.5)
# schedule.every(5).minutes.at(':00').do(do_something_threaded)
# schedule.run_pending()
except KeyboardInterrupt:
ws.close()
print('--'*30+'start'+'--'*30)
DF.df.to_csv(str(datetime.now())+'_'+sym+'_.csv')
print('--'*30+'end'+'--'*30)
logging.info('keyborad intrupt')
break
if ws.sock is None:
logging.warning('ws is none')
ws.close()
sleep(2)
logging.info('starting application again')
ws.keep_running()
The above module runs smoth when i run module1.py
output would be some thing like
--------------------
2023/03/25, 11:58:00 27495.66 27500.98 27489.68 27489.68 65.32257
--------------------
2023/03/25, 11:58:00 27495.66 27500.98 27489.68 27489.69 65.84401
--------------------
2023/03/25, 11:58:00 27495.66 27500.98 27489.65 27489.65 68.52807
and module2 contains some agregation functions
# module2.py
import logging
import pandas as pd
from sql_module import fetch_last_frame
t=5
def frame_aggregate(cursor,t=1):
logging.info('start aggregating')
df = pd.DataFrame(cursor.fetchall())
df.columns = [i[0] for i in cursor.description]
global df_time
print(df)
df_time['time'] = pd.to_datetime(df_time['time'])
df_time['time'] = df.resample(f'{t}T').agg({'time': 'first'})['time']
df_time['open'] = df.resample(f'{t}T').agg({'open': 'first'})['open']
df_time['high'] = df.resample(f'{t}T').agg({'high': 'max'})['high']
df_time['low'] = df.resample(f'{t}T').agg({'low': 'min'})['low']
df_time['close'] = df.resample(f'{t}T').agg({'close': 'last'})['close']
# sleep(2)
print('-'*20, 'data aggregated', '-'*20)
print(df_time)
logging.info('end aggregating')
return df_time
def patters_():
# print(df.info())
logging.info('in patterns')
df = frame_aggregate(fetch_last_frame(t),5)#return cursor to fetch the data
print(df.shape)
BR_p = False
BL_p = False
print('-'*20, 'checking pattern', '-'*20)
# print(df)
# print(df.shape[0])
# df =df.set_index(['time'])
# tg('Bullish pinbar formed ad {}'.format(datetime.now()))
if df.shape[0] > 3:
i = df.shape[0]-2
print(i)
current = df.iloc[i, :]
prev = df.iloc[i-1, :]
prev_2 = df.iloc[i-2, :]
# idx = df.index[i]
realbody = abs(current['open'] - current['close'])
candle_range = current['high'] - current['low']
# Bullish pinbar
print('\n checking patterns : \n')
if realbody <= candle_range/3 and min(current['open'], current['close']) > (current['high'] + current['low'])/2 and current['low'] < prev['low']:
print('Bullish pinbar')
# tg('Bullish pinbar formed at {}'.format(datetime.now()))
BL_p = True
# Bearish pinbar
if realbody <= candle_range/3 and max(current['open'], current['close']) < (current['high'] + current['low'])/2 and current['high'] > prev['high']:
print('Bearish pinbar')
# tg('Bearish pinbar formed at {}'.format(datetime.now()))
BR_p = True
else:
logging.warn('insufficient data to check patterns')
return [False, False ]
Using this module i want to observe if i can get True whenever the conditions satified for for given time.
below is the main i am trying but i am getting error and it runs module1 multiple times.
main.py
import time
import sched
import sql_module as sql
import module1 as tr_ses
import module2 as an
from multiprocessing import Pool
def do_something(scheduler):
# schedule the next call first
scheduler.enter(10, 2, do_something, (scheduler,))
an.check_module()
# then do your stuff
my_scheduler = sched.scheduler(time.time, time.sleep)
my_scheduler.enter(10, 2, do_something, (my_scheduler,))
pool = Pool()
result1 = pool.apply_async(tr_ses.main())
result2 = pool.apply_async(my_scheduler.run())
answer1 = result1.get(timeout=10)
answer2 = result2.get(timeout=10)
So is there a way to start the trading view websocket and store the data in sql in parallel run check if we have patterns formed by using module2.py
I want to see if i can observe if patterns formed and if yes do some other task based on it.
Expected output in terminal
hhhhhhhhhhhhhhhhhhhhhh ~m~5~m~~h~52
--------------------
2023/03/25, 12:48:00 27505.52 27505.65 27481.0 27495.7 103.87986
--------------------
2023/03/25, 12:48:00 27505.52 27505.65 27481.0 27498.55 120.22012
--------------------
2023/03/25, 12:48:00 27505.52 27506.91 27481.0 27506.91 130.36431
--------------------
2023/03/25, 12:48:00 27505.52 27509.45 27481.0 27509.45 135.02583
--------------------
2023/03/25, 12:48:00 27505.52 27518.32 27481.0 27518.32 156.77121
--------------------
2023/03/25, 12:48:00 27505.52 27518.68 27481.0 27518.68 165.35525
hhhhhhhhhhhhhhhhhhhhhh ~m~5~m~~h~53
--------------------
2023/03/25, 12:48:00 27505.52 27525.99 27481.0 27511.34 178.31874
--------------------
2023/03/25, 12:48:00 27505.52 27525.99 27481.0 27511.34 178.46296
hhhhhhhhhhhhhhhhhhhhhh ~m~5~m~~h~54
--------------------
Bearish pinbar formed
--------------------
2023/03/25, 12:49:00 27511.35 27511.35 27511.34 27511.34 2.2486
--------------------
2023/03/25, 12:49:00 27511.35 27511.35 27511.34 27511.35 2.59885
hhhhhhhhhhhhhhhhhhhhhh ~m~5~m~~h~55
--------------------
2023/03/25, 12:49:00 27511.35 27511.35 27511.34 27511.34 3.21393
--------------------
2023/03/25, 12:49:00 27511.35 27511.35 27511.33 27511.33 4.91521
