add csv init function

algo_rsi.py

@@ -418,37 +418,32 @@ def init_data_tracking():
 def save_to_csv(data):
  # Save orders to CSV
  if data['orders']:
- with open('orders.csv', 'w', newline='') as f:
+ with open('orders.csv', 'a', newline='') as f: # 'a' is used for appending
  writer = csv.DictWriter(f, fieldnames=data['orders'][0].keys())
- writer.writeheader()
  writer.writerows(data['orders'])
 
  # Save open trades to CSV
  if data['open_trades']:
- with open('open_trades.csv', 'w', newline='') as f:
+ with open('open_trades.csv', 'a', newline='') as f: # 'a' is used for appending
  writer = csv.DictWriter(f, fieldnames=data['open_trades'][0].keys())
- writer.writeheader()
  writer.writerows(data['open_trades'])
 
  # Save closed trades to CSV
  if data['closed_trades']:
- with open('closed_trades.csv', 'w', newline='') as f:
+ with open('closed_trades.csv', 'a', newline='') as f: # 'a' is used for appending
  writer = csv.DictWriter(f, fieldnames=data['closed_trades'][0].keys())
- writer.writeheader()
  writer.writerows(data['closed_trades'])
 
  # Save balance to CSV
  if data['balance']:
- with open('balance.csv', 'w', newline='') as f:
+ with open('balance.csv', 'a', newline='') as f: # 'a' is used for appending
  writer = csv.DictWriter(f, fieldnames=data['balance'][0].keys())
- writer.writeheader()
  writer.writerows(data['balance'])
 
  # Save performance metrics to CSV
  if data['performance_metrics']:
- with open('performance_metrics.csv', 'w', newline='') as f:
+ with open('performance_metrics.csv', 'a', newline='') as f: # 'a' is used for appending
  writer = csv.DictWriter(f, fieldnames=data['performance_metrics'].keys())
- writer.writeheader()
  writer.writerow(data['performance_metrics'])
 
  return print('Data saved to CSV')
@@ -483,8 +478,8 @@ def calculate_metrics():
  returns.append(profit_loss / trade_value)
 
  # Calculate metrics
- profit_factor = total_profit / total_loss if total_loss != 0 else float('inf')
- sharpe_ratio = np.mean(returns) / np.std(returns) if np.std(returns) != 0 else float('inf')
+ profit_factor = round(total_profit / total_loss if total_loss != 0 else float('inf'),2)
+ sharpe_ratio = round(np.mean(returns) / np.std(returns) if np.std(returns) != 0 else float('inf'),2)
  if len(returns) > 1:
  max_drawdown = max([j-i for i, j in zip(returns[:-1], returns[1:])])
  else:
@@ -638,9 +633,8 @@ def balance_init():
  })
 
  # Save balance to CSV
- with open('balance.csv', 'a', newline='') as f:
+ with open('balance.csv', 'a', newline='') as f: # 'a' is used for appending
  writer = csv.DictWriter(f, fieldnames=data['balance'][0].keys())
- writer.writeheader()
  writer.writerow(data['balance'][0])
 
  return print('Balance Initialized')
@@ -654,6 +648,36 @@ def start_update_balance_scheduler(update_frequency):
  return print('Balance Updated')
 
 
+def init_csv_files(): 
+
+ # Initialize balance CSV
+ with open('balance.csv', 'w', newline='') as f:
+ writer = csv.DictWriter(f, fieldnames=['timestamp', 'balance'])
+ writer.writeheader()
+
+ # Initialize open trades CSV
+ with open('open_trades.csv', 'w', newline='') as f:
+ writer = csv.DictWriter(f, fieldnames=['trade_id', 'symbol', 'entry_timestamp', 'entry_price', 'quantity', 'candle_counter'])
+ writer.writeheader()
+
+ # Initialize closed trades CSV
+ with open('closed_trades.csv', 'w', newline='') as f:
+ writer = csv.DictWriter(f, fieldnames=['trade_id', 'symbol', 'entry_timestamp', 'entry_price', 'exit_timestamp', 'exit_price', 'quantity'])
+ writer.writeheader()
+
+ # Initialize orders CSV
+ with open('orders.csv', 'w', newline='') as f:
+ writer = csv.DictWriter(f, fieldnames=['timestamp', 'type', 'symbol', 'quantity', 'price', 'status', 'order_id'])
+ writer.writeheader()
+
+ # Initialize performance metrics CSV
+ with open('performance_metrics.csv', 'w', newline='') as f:
+ writer = csv.DictWriter(f, fieldnames=['winning_trades', 'losing_trades', 'profit_factor', 'sharpe_ratio', 'max_drawdown'])
+ writer.writeheader()
+
+ return print('CSV Files Initialized')
+
+
 # ---------------------
 # Webshoket functions 
 # ---------------------
@@ -821,24 +845,24 @@ def on_open(ws):
  print('***********Initializing data dictionary')
  data = init_data_tracking() 
 
+ # Initialize files 
+ print('***********Initializing files')
+ init_csv_files()
+
  # Init balance
  print('***********Initializing balance')
  logging.info('Initializing balance')
  balance = check_balance('USDT')
- print('***********Balance: ', balance)
  balance_init()
 
-
  # Init binance client
  print('***********Initializing binance client')
  logging.info('Initializing binance client')
-
  client = Client(api_key, api_secret)
 
  # Init telegram client
  print('***********Initializing telegram client')
  logging.info('Initializing telegram client')
-
  client_telegram = connect_tg()
  client_telegram.connect()