def __init__(self):
self.args = self.arg_parser.parse_known_args()[0]
self.parse_config()
strategy_class = common.load_module('strategies.', self.args.strategy)
self.wallet = Wallet()
self.history = pd.DataFrame()
trade_columns = ['date', 'pair', 'close_price', 'action']
self.trades = pd.DataFrame(columns=trade_columns, index=None)
if self.args.backtest:
self.bot = Backtest(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.backtest
elif self.args.paper:
self.bot = Paper(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.paper
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
elif self.args.live:
self.bot = Live()
self.trade_mode = TradeMode.live
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
self.strategy = strategy_class()
self.pairs = self.bot.get_pairs()
self.look_back = pd.DataFrame()
self.max_lookback_size = int(self.buffer_size*(1440/self.interval)*len(self.pairs))
self.initialize()
def __init__(self, args, config_file):
# Arguments should override config.ini file, so lets initialize
# them only after config file parsing
self.parse_config(config_file)
self.args = args
self.config = config_file
strategy_class = self.load_strategy(args.strategy,
self.config_strategy_name)
self.strategy = strategy_class(args, self.verbosity)
self.wallet = Wallet(config_file)
self.history = pd.DataFrame()
trade_columns = ['date', 'pair', 'close_price', 'action']
self.trades = pd.DataFrame(columns=trade_columns, index=None)
if args.backtest:
self.bot = Backtest(args, config_file)
self.trade_mode = TradeMode.backtest
elif args.paper:
self.bot = Paper(args, config_file)
self.trade_mode = TradeMode.paper
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
elif args.live:
self.bot = Live(args, config_file)
self.trade_mode = TradeMode.live
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
self.pairs = self.bot.get_pairs()
self.look_back = pd.DataFrame()
self.max_lookback_size = int(self.buffer_size * (60 / self.interval) *
len(self.pairs))
self.initialize()
def __init__(self, trade_mode_input=None, plot_input=None, strategy='ema'):
self.args = self.arg_parser.parse_known_args()[0]
self.args.strategy = strategy
# handle debugging initialization
if trade_mode_input:
if trade_mode_input == 'backtest':
self.args.backtest = True
elif trade_mode_input == 'paper':
self.args.backtest = True
elif trade_mode_input == 'live':
self.args.live = True
else:
self.args.backtest = True
if plot_input:
self.args.plot = plot_input
self.parse_config()
strategy_class = common.load_module('strategies.', self.args.strategy)
self.wallet = Wallet()
self.history = pd.DataFrame()
trade_columns = ['date', 'pair', 'close_price', 'action']
self.trades = pd.DataFrame(columns=trade_columns, index=None)
if self.args.backtest:
self.bot = Backtest(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.backtest
elif self.args.paper:
self.bot = Paper(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.paper
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
elif self.args.live:
self.bot = Live()
self.trade_mode = TradeMode.live
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
self.strategy = strategy_class(
) #chiama il costruttore della strategie avendone preso il nome!molto oscuro!
self.pairs = self.bot.get_pairs()
self.look_back = pd.DataFrame()
self.max_lookback_size = int(self.buffer_size *
(1440 / self.interval) * len(self.pairs))
self.initialize()