Allow conditional notifications

Author: xinshen

app/app.py

@@ -50,7 +50,7 @@ def main():
                 key: market_data[exchange][key] for key in chunk}
 
             notifier = Notifier(
-                config.notifiers, config.indicators, market_data_chunk)
+                config.notifiers, config.indicators, config.conditionals, market_data_chunk)
             behaviour = Behaviour(config, exchange_interface, notifier)
 
             workerName = "Worker-{}".format(num)

app/conf.py

@@ -58,6 +58,11 @@ def __init__(self):
             self.exchanges = user_config['exchanges']
         else:
             self.exchanges = dict()
+        
+        if 'conditionals' in user_config:
+            self.conditionals = user_config['conditionals']
+        else:
+            self.conditionals = None
 
         for exchange in ccxt.exchanges:
             if exchange not in self.exchanges:

app/notification.py

@@ -10,9 +10,8 @@
 from time import sleep
 
 import matplotlib
-matplotlib.use('Agg')
-import matplotlib.pyplot as plt
 import matplotlib.dates as mdates
+import matplotlib.pyplot as plt
 import matplotlib.ticker as mticker
 import numpy as np
 import pandas as pd
@@ -36,12 +35,14 @@
 from notifiers.twilio_client import TwilioNotifier
 from notifiers.webhook_client import WebhookNotifier
 
+matplotlib.use('Agg')
+
 
 class Notifier(IndicatorUtils):
     """Handles sending notifications via the configured notifiers
     """
 
-    def __init__(self, notifier_config, indicator_config, market_data):
+    def __init__(self, notifier_config, indicator_config, conditional_config, market_data):
         """Initializes Notifier class
 
         Args:
@@ -51,6 +52,7 @@ def __init__(self, notifier_config, indicator_config, market_data):
         self.logger = structlog.get_logger()
         self.notifier_config = notifier_config
         self.indicator_config = indicator_config
+        self.conditional_config = conditional_config
         self.market_data = market_data
         self.last_analysis = dict()
         self.enable_charts = False
@@ -147,13 +149,58 @@ def notify_all(self, new_analysis):
             for market_pair in messages[exchange]:
                 _messages = messages[exchange][market_pair]
 
-                for candle_period in _messages:
-                    if not isinstance(_messages[candle_period], list) or len(_messages[candle_period]) == 0:
-                        continue
+                if self.conditional_config:
+                    self.notify_conditional(exchange, market_pair, _messages)
+                else:
+                    for candle_period in _messages:
+                        if not isinstance(_messages[candle_period], list) or len(_messages[candle_period]) == 0:
+                            continue
+
+                        self.notify_all_messages(
+                            exchange, market_pair, candle_period, _messages[candle_period])
+                        sleep(4)
+
+    def notify_conditional(self, exchange, market_pair, messages):
+        status = ['hot', 'cold']
+
+        for condition in self.conditional_config:
+            x = 0
+            nb_conditions = 0
+            new_message = {}
+            new_message['values'] = []
+            new_message['indicator'] = []
+            for candle_period in messages:
+                if messages[candle_period]:
+                    new_message['exchange'] = messages[candle_period][0]['exchange']
+                    new_message['market'] = messages[candle_period][0]['market']
+                    new_message['base_currency'] = messages[candle_period][0]['base_currency']
+                    new_message['quote_currency'] = messages[candle_period][0]['quote_currency']
+                    for msg in messages[candle_period]:
+                        for stat in status:
+                            if msg['status'] == stat:
+                                try:
+                                    for indicator in condition[stat]:
+                                        if msg['indicator'] in indicator.keys():
+                                            if indicator[msg['indicator']] == msg['indicator_number']:
+                                                new_message['values'].append(
+                                                    msg['values'])
+                                                new_message['indicator'].append(
+                                                    msg['indicator'])
+                                                x += 1
+                                except:
+                                    pass
+            for stat in status:
+                try:
+                    nb_conditions += len(condition[stat])
+                except:
+                    pass
 
-                    self.notify_all_messages(
-                        exchange, market_pair, candle_period, _messages[candle_period])
-                    sleep(4)
+            if x == nb_conditions and x != 0:
+                new_message['status'] = condition['label']
+                self.notify_discord([new_message])
+                self.notify_webhook([new_message], None)
+                self.notify_telegram([new_message], None)
+                self.notify_stdout([new_message])
 
     def notify_all_messages(self, exchange, market_pair, candle_period, messages):
         chart_file = None
@@ -682,7 +729,7 @@ def create_charts(self, messages):
                     except Exception as e:
                         self.logger.info(
                             'Error creating chart for %s %s', market_pair, candle_period)
-                        self.logger.exception(e)                           
+                        self.logger.exception(e)
 
     def create_chart(self, exchange, market_pair, candle_period, candles_data):
 

docs/config.md

@@ -508,8 +508,125 @@ crossovers:
           crossed_signal: sma
 ```
 
+# 8) Conditionals
 
-# 8) Examples
+It's allowing you to receive notifications, only if one or more conditions are respected.
+
+Use case examples:
+- Receive a buy notification if rsi is cold and bollinger is hot and aroon is cold.
+- Receive a sell notification if 1d rsi is hot and 1h rsi is hot and bollinger is cold and aroon is hot.
+
+**You will not receive notifications if all conditions, of one conditionnal, are not met.**
+
+## Example
+
+```yml
+settings:
+  log_level: INFO
+  update_interval: 120
+  start_worker_interval: 2
+  market_data_chunk_size: 1
+  timezone: Europe/Paris
+
+exchanges:
+  kraken:
+    required:
+      enabled: true
+    all_pairs:
+      - USD
+
+indicators:
+  rsi:
+    - enabled: true
+      alert_enabled: true
+      alert_frequency: always
+      signal:
+        - rsi
+      hot: 30
+      cold: 70
+      candle_period: 1h
+      period_count: 14
+    - enabled: true
+      alert_enabled: true
+      alert_frequency: always
+      signal:
+        - rsi
+      hot: 40
+      cold: 60
+      candle_period: 1d
+      period_count: 14
+  bollinger:
+    - enabled: true
+      candle_period: 1h
+      alert_enabled: true
+      alert_frequency: always
+      period_count: 25
+      std_dev: 2.5
+      signal:
+        - low_band
+        - close
+        - up_band
+      mute_cold: false
+    - enabled: true
+      candle_period: 1d
+      alert_enabled: true
+      alert_frequency: always
+      period_count: 25
+      std_dev: 2.5
+      signal:
+        - low_band
+        - close
+        - up_band
+      mute_cold: false
+  aroon_oscillator:
+    - enabled: true
+      alert_enabled: true
+      alert_frequency: always
+      sma_vol_period: 50
+      period_count: 14
+      signal:
+        - aroon
+      candle_period: 1h
+
+conditionals:
+  - label: "Signal to buy"
+    hot:
+      - rsi: 0
+      - rsi: 1
+    cold:
+      - bollinger: 0
+  - label: "Signal to buy"
+    hot:
+      - rsi: 1
+  - label: "Signal to sell"
+    cold:
+      - rsi: 1
+      - rsi: 0
+    hot:
+      - aroon_oscillator: 0
+
+notifiers:
+    telegram:
+        required:
+            token: X
+            chat_id: Y
+        optional:
+            parse_mode: html
+            template: "[{{market}}] {{indicator}} {{status}} {{values}} {{ '\n' -}}"
+```
+
+## Template value available
+ - values
+ - indicator
+ - exchange
+ - market
+ - base_currency
+ - quote_currency
+ - status
+
+ The `status` will be the string set in `label`.
+
+# 9) Examples
 Putting it all together an example config.yml might look like the config below if you want to use the default settings with bittrex
 
 ```yml