TD Sequential

'''backtest
start: 2021-01-01 00:00:00
end: 2021-03-12 00:00:00
period: 15m
exchanges: [{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
'''

import time
import pandas as pd
import numpy as np

def main():
    exchange.SetContractType("quarter")
    while True:
        #start_time = time.time()
        records = exchange.GetRecords(PERIOD_H1)
        if len(records) < 100:
            Sleep(1000)
            return
        kline = pd.DataFrame(records)
        kline.columns = ['time','open','high','low','close','volume','OpenInterest']
        i = 0
        j = 0
        for x in range(len(kline)-40,len(kline)):
            if kline['close'].values[x] > kline['close'].values[x-4]:
                i += 1
            else:
                i = 0
            if kline['close'].values[x] < kline['close'].values[x-4]:
                j -= 1
            else:
                j = 0
        TDindex = i if i>0 else j
        #if 13 > TDindex >= 8 :
            #Log('Friendly Reminder: Entering Overbought Area, Consider Selling to Take Profit:')
        #elif 21 > TDindex >= 13 :
            #Log('General warning, if you enter the super overbought area, you may consider selling to take profit.:')
        #elif TDindex >= 21 :
            #Log('Serious warning: if you enter a super overbought zone, consider taking profits by clearing your position:')
        #elif -13 < TDindex <= -8 :
            #Log('Warm warning, if you enter the oversold area, you may consider buying for a rebound.:')
        #elif -21 < TDindex <= -13 :
            #Log('General warning, if you enter the super oversold area, you may consider adding a position to buy.:')
        #elif TDindex <= -21 :
            #Log('Serious warning: entering a super oversold zone, consider going all in:')
        position = exchange.GetPosition()
        #if len(position) > 0:
            #Log(position[0]["Type"])
        if TDindex == 9 or TDindex == 13 or TDindex == 22:  #and len(position) == 0 :
            Log('Upper rootKLine'sTDSequence is:',TDindex)
            exchange.SetDirection("sell")
            id2 = exchange.Sell(-1, 1)
        
        if TDindex == -9 or TDindex == -13 or TDindex == -22:  #and len(position) == 0 :
            Log('Upper rootKLine'sTDSequence is:',TDindex)
            exchange.SetDirection("buy")
            id2 = exchange.Buy(-1, 1)
        if len(position) > 0:
            if position[0]["Type"] ==0 and TDindex >= 2 :
                #Log(position[0]["Type"])
                Log('Upper rootKLine'sTDSequence is:',TDindex)
                exchange.SetDirection("closebuy")
                id2 = exchange.Sell(-1, 1)
            
            if position[0]["Type"] ==1 and TDindex <= -2 :
                #Log(position[0]["Type"])
                Log('Upper rootKLine'sTDSequence is:',TDindex)
                exchange.SetDirection("closesell")
                id2 = exchange.Buy(-1, 1)
        # end_time = time.time()
        #spend_time = end_time - start_time
        Sleep(1000*900)