import talib

import pandas as pd

def binary_bot(df, take_profit_level, stop_loss_level):

df["rsi"] = talib.RSI(df["close"], timeperiod=14)
df["macd"], df["macd_signal"], df["macd_hist"] = talib.MACD(df["close"],
fastperiod=12, slowperiod=26, signalperiod=9)
df["upper_band"], df["middle_band"], df["lower_band"] =
talib.BBANDS(df["close"], timeperiod=20, nbdevup=2, nbdevdn=2)

is_out = True
for i in range(df.shape[0]):
row = df.iloc[i]
if is_out:
if row["rsi"] < 30 and row["macd"] > row["macd_signal"] and
row["close"] < row["lower_band"]:
# create market buy order for lot size 0.05 in USD/JPY
is_out = False
else:
if row["close"] >= take_profit_level or (row["rsi"] > 70 and
row["macd"] < row["macd_signal"] and row["close"] > row["upper_band"]) or
row["close"] <= stop_loss_level:
# create market sell order for lot size 0.05 in USD/JPY
is_out = True

if __name__ == "__main__":
df = pd.read_csv("USD_JPY_hourly_price_data.csv")
binary_bot(df, take_profit_level=10, stop_loss_level=5)