def test_dummy_balances():
account = TradingAccount()
actual = account.getBalance().columns.to_list()
if len(actual) == 0:
pytest.skip('No balances to perform test')
assert type(actual) is list
expected = ['currency', 'balance', 'hold', 'available']
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'test'
def test_binance_market_balance():
try:
with open('config-binance.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
actual = account.getBalance('BTC')
assert type(actual) is float
assert account.getExchange() == 'binance'
assert account.getMode() == 'live'
except IOError:
pytest.skip('config-binance.json does not exist to perform test')
def test_binance_balances():
try:
with open('config-binance.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
assert type(account) is TradingAccount
assert account.getExchange() == 'binance'
assert account.getMode() == 'live'
actual = account.getBalance().columns.to_list()
if len(actual) == 0:
pytest.skip('No orders to perform test')
assert type(actual) is list
expected = ['currency', 'balance', 'hold', 'available']
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
except IOError:
pytest.skip('config-binance.json does not exist to perform test')
failsafe = False
config = {}
account = None
# if live trading is enabled
if is_live == 1:
# open the config.json file
with open('config.json') as config_file:
# store the configuration in dictionary
config = json.load(config_file)
# connect your Coinbase Pro live account
account = TradingAccount(config)
# if the bot is restarted between a buy and sell it will sell first
if (market.startswith('BTC-')
and account.getBalance(cryptoMarket) > 0.001):
last_action = 'BUY'
elif (market.startswith('BCH-')
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('ETH-')
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('LTC-')
and account.getBalance(cryptoMarket) > 0.1):
last_action = 'BUY'
elif (market.startswith('XLM-') and account.getBalance(cryptoMarket) > 35):
last_action = 'BUY'
elif (account.getBalance(fiatMarket) > 30):
last_action = 'SELL'
# if the last transation was a buy retrieve open amount
addBalance = 0
df_orders = account.getOrders()
if len(df_orders) > 0 and df_orders.iloc[[-1]]['action'].values[0] == 'buy':
# last trade is still open, add to closing balance
addBalance = df_orders.iloc[[-1]]['value'].values[0]
# displays the transactions from the simulation
print('')
print(df_orders)
def truncate(f, n):
return math.floor(f * 10**n) / 10**n
# if the last transaction was a buy add the open amount to the closing balance
result = truncate(
round((account.getBalance(cryptoMarket) + addBalance) - openingBalance, 2),
2)
print('')
print("Opening balance:", truncate(openingBalance, 2))
print("Closing balance:",
truncate(round(account.getBalance(cryptoMarket) + addBalance, 2), 2))
print(" Result:", result)
print('')
# renders the DataFrame for analysis
tradinggraphs = TradingGraphs(coinbasepro)
tradinggraphs.renderBuySellSignalEMA1226MACD()
import json
from models.TradingAccount import TradingAccount
with open('config.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
print(account.getBalance())
print(account.getBalance('BTC'))
#print (account.getOrders('BTC-GBP', '', 'done'))
last_buy = 0
iterations = 0
buy_count = 0
sell_count = 0
buy_sum = 0
sell_sum = 0
fib_high = 0
fib_low = 0
config = {}
account = None
# if live trading is enabled
if app.isLive() == 1:
account = TradingAccount(app)
if account.getBalance(app.getBaseCurrency()) < account.getBalance(app.getQuoteCurrency()):
last_action = 'SELL'
elif account.getBalance(app.getBaseCurrency()) > account.getBalance(app.getQuoteCurrency()):
last_action = 'BUY'
if app.getExchange() == 'binance':
if last_action == 'SELL'and account.getBalance(app.getQuoteCurrency()) < 0.001:
raise Exception('Insufficient available funds to place sell order: ' + str(account.getBalance(app.getQuoteCurrency())) + ' < 0.1 ' + app.getQuoteCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif last_action == 'BUY'and account.getBalance(app.getBaseCurrency()) < 0.001:
raise Exception('Insufficient available funds to place buy order: ' + str(account.getBalance(app.getBaseCurrency())) + ' < 0.1 ' + app.getBaseCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif app.getExchange() == 'coinbasepro':
if last_action == 'SELL'and account.getBalance(app.getQuoteCurrency()) < 50:
raise Exception('Insufficient available funds to place buy order: ' + str(account.getBalance(app.getQuoteCurrency())) + ' < 50 ' + app.getQuoteCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif last_action == 'BUY'and account.getBalance(app.getBaseCurrency()) < 0.001:
raise Exception('Insufficient available funds to place sell order: ' + str(account.getBalance(app.getBaseCurrency())) + ' < 0.1 ' + app.getBaseCurrency() + "\nNote: A manual limit order places a hold on available funds.")
"""Trading Account object model examples"""
import json
from models.TradingAccount import TradingAccount
with open('config.json') as config_file:
config = json.load(config_file)
# live trading account - your account data!
'''
account = TradingAccount(config)
print (account.getBalance('GBP'))
print (account.getOrders('BTC-GBP'))
'''
# test trading account - dummy data
account = TradingAccount()
print(account.getBalance('GBP'))
print(account.getBalance('BTC'))
account = TradingAccount()
account.buy('BTC', 'GBP', 250, 30000)
print(account.getBalance())
account.sell('BTC', 'GBP', 0.0082, 35000)
print(account.getBalance())
account.buy('ETH', 'GBP', 250, 30000)
print(account.getBalance())
account.sell('ETH', 'GBP', 0.0082, 35000)
print(account.getOrders())
print(account.getOrders('BTC-GBP'))
print(account.getOrders('ETH-GBP'))
x_since_buy = 0
x_since_sell = 0
config = {}
account = None
# if live trading is enabled
if is_live == 1:
# open the config.json file
with open('config.json') as config_file:
# store the configuration in dictionary
config = json.load(config_file)
# connect your Coinbase Pro live account
account = TradingAccount(config)
# if the bot is restarted between a buy and sell it will sell first
if (account.getBalance(fiatMarket) == 0
and account.getBalance(cryptoMarket) > 0):
last_action = 'BUY'
def truncate(f, n):
return math.floor(f * 10**n) / 10**n
def compare(val1, val2, label=''):
if val1 > val2:
if label == '':
return str(truncate(val1, 2)) + ' > ' + str(truncate(val2, 2))
else:
return label + ': ' + str(truncate(val1, 2)) + ' > ' + str(
truncate(val2, 2))
def test_unspecified_balance_returns_dict():
account = TradingAccount()
assert type(account.getBalance()) is pd.DataFrame
def test_dummy_market_balance():
account = TradingAccount()
actual = account.getBalance('GBP')
assert type(actual) is float
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'test'
from models.PyCryptoBot import PyCryptoBot
from models.TradingAccount import TradingAccount
app = PyCryptoBot(exchange='dummy')
account = TradingAccount(app)
#print (account.getBalance())
#account.depositBaseCurrency(0.5)
#print (account.getBalance())
account.depositQuoteCurrency(1000)
print(account.getBalance(), "\n")
#account.withdrawBaseCurrency(0.5)
#print (account.getBalance())
#account.withdrawQuoteCurrency(500)
#print (account.getBalance())
account.marketBuy(app.getMarket(), 100, 100, 20000)
print(account.getBalance(), "\n")
account.marketSell(app.getMarket(), account.getBalance(app.getBaseCurrency()),
100, 20000)
print(account.getBalance(), "\n")
print(account.getOrders())
from models.PyCryptoBot import PyCryptoBot from models.TradingAccount import TradingAccount app = PyCryptoBot(exchange='dummy') account = TradingAccount(app) print (account.getBalance()) ''' TODO: re-implement this account.depositQuoteCurrency(1000) print (account.getBalance()) account.marketBuy(app.getMarket(), 100, 100, 20000) account.marketSell(app.getMarket()', 0.004975, 100, 30000) account.marketBuy(app.getMarket(), 100, 100, 31000) account.marketSell(app.getMarket(), 100, 3000) '''
from models.PyCryptoBot import PyCryptoBot
from models.TradingAccount import TradingAccount
from models.AppState import AppState
app = PyCryptoBot()
account = TradingAccount(app)
state = AppState(app, account)
print(account.getBalance(app.getBaseCurrency()),
account.getBalance(app.getQuoteCurrency()))
print(state.last_action)
state.initLastAction(app, account, state)
print(state.last_action)
def test_buy_sufficient_funds():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
assert type(account.getBalance('GBP')) is float
assert account.getBalance('GBP') == 0
def test_successful_buy_and_sell():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
account.sell('BTC', 'GBP', 0.0331, 35000)
assert type(account.getBalance('GBP')) is float
assert account.getBalance('GBP') == 1152.7
last_buy = 0
iterations = 0
buy_count = 0
sell_count = 0
buy_sum = 0
sell_sum = 0
fib_high = 0
fib_low = 0
config = {}
account = None
# if live trading is enabled
if app.isLive() == 1:
account = TradingAccount(app)
if account.getBalance(app.getBaseCurrency()) < account.getBalance(
app.getQuoteCurrency()):
last_action = 'SELL'
elif account.getBalance(app.getBaseCurrency()) > account.getBalance(
app.getQuoteCurrency()):
last_action = 'BUY'
if app.getExchange() == 'binance':
if last_action == 'SELL' and account.getBalance(
app.getQuoteCurrency()) < 0.001:
raise Exception(
'Insufficient available funds to place sell order: ' +
str(account.getBalance(app.getQuoteCurrency())) + ' < 0.1 ' +
app.getQuoteCurrency() +
"\nNote: A manual limit order places a hold on available funds."
)
def test_default_initial_balance():
account = TradingAccount()
assert type(account.getBalance('GBP')) is float
assert account.getBalance('GBP') == 1000
def runExperiment(id, market='BTC-GBP', granularity=3600, mostRecent=True):
"""Run an experiment
Parameters
----------
market : str
A valid market/product from the Coinbase Pro exchange. (Default: 'BTC-GBP')
granularity : int
A valid market interval {60, 300, 900, 3600, 21600, 86400} (Default: 86400 - 1 day)
"""
if not isinstance(id, int):
raise TypeError('ID not numeric.')
if id < 0:
raise TypeError('ID is invalid.')
p = re.compile(r"^[A-Z]{3,4}\-[A-Z]{3,4}$")
if not p.match(market):
raise TypeError('Coinbase Pro market required.')
cryptoMarket, fiatMarket = market.split('-', 2)
if not isinstance(granularity, int):
raise TypeError('Granularity integer required.')
if not granularity in [60, 300, 900, 3600, 21600, 86400]:
raise TypeError(
'Granularity options: 60, 300, 900, 3600, 21600, 86400.')
if not isinstance(mostRecent, bool):
raise TypeError('Most recent is a boolean.')
print('Experiment #' + str(id) + "\n")
endDate = datetime.now() - timedelta(hours=random.randint(
0, 8760 * 3)) # 3 years in hours
startDate = endDate - timedelta(hours=300)
if mostRecent == True:
startDate = ''
endDate = ''
print('Start date:',
(datetime.now() - timedelta(hours=300)).isoformat())
print(' End date:', datetime.now().isoformat())
print('')
else:
startDate = str(startDate.isoformat())
endDate = str(endDate.isoformat())
print('Start date:', startDate)
print(' End date:', endDate)
print('')
# instantiate a non-live trade account
account = TradingAccount()
# instantiate a CoinbassePro object with desired criteria
coinbasepro = CoinbasePro(market, granularity, startDate, endDate)
# adds buy and sell signals to Pandas DataFrame
coinbasepro.addEMABuySignals()
coinbasepro.addMACDBuySignals()
# stores the Pandas Dataframe in df
df = coinbasepro.getDataFrame()
# defines the buy and sell signals and consolidates into df_signals
buysignals = ((df.ema12gtema26co == True) & (df.macdgtsignal == True) &
(df.obv_pc > 0)) | ((df.ema12gtema26 == True) &
(df.ema12gtema26 == True) &
(df.macdgtsignal == True) &
(df.obv_pc >= 2))
sellsignals = (((df.ema12ltema26co == True) & (df.macdltsignal == True)) |
((df.ema12gtema26 == True) & ((df.macdltsignal == True) &
(df.obv_pc < 0))))
df_signals = df[(buysignals) | (sellsignals)]
diff = 0
action = ''
last_action = ''
last_close = 0
total_diff = 0
events = []
# iterate through the DataFrame buy and sell signals
for index, row in df_signals.iterrows():
df_orders = account.getOrders()
# determine if the df_signal is a buy or sell, just a high level check
if row['ema12gtema26'] == True and row['macdgtsignal'] == True:
action = 'buy'
elif row['ema12ltema26co'] == True and row['macdltsignal'] == True:
# ignore sell if close is lower than previous buy
if len(df_orders) > 0 and df_orders.iloc[[
-1
]]['action'].values[0] == 'buy' and row['close'] > df_orders.iloc[[
-1
]]['price'].values[0]:
action = 'sell'
if action != '' and action != last_action and not (
last_action == '' and action == 'sell'):
if last_action != '':
if action == 'sell':
diff = row['close'] - last_close
else:
diff = 0.00
if action == 'buy':
account.buy(cryptoMarket, fiatMarket, 100, row['close'])
elif action == 'sell':
account.sell(cryptoMarket, fiatMarket,
df_orders.iloc[[-1]]['size'].values[0],
row['close'])
data_dict = {
'market': market,
'granularity': granularity,
'start': startDate,
'end': endDate,
'action': action,
'index': str(index),
'close': row['close'],
'sma200': row['sma200'],
'ema12': row['ema12'],
'ema26': row['ema26'],
'macd': row['macd'],
'signal': row['signal'],
'ema12gtema26co': row['ema12gtema26co'],
'macdgtsignal': row['macdgtsignal'],
'ema12ltema26co': row['ema12ltema26co'],
'macdltsignal': row['macdltsignal'],
'obv_pc': row['obv_pc'],
'diff': diff
}
events.append(data_dict)
last_action = action
last_close = row['close']
total_diff = total_diff + diff
# displays the events from the simulation
events_df = pd.DataFrame(events)
print(events_df)
# if the last transation was a buy retrieve open amount
addBalance = 0
df_orders = account.getOrders()
if len(df_orders) > 0 and df_orders.iloc[[-1
]]['action'].values[0] == 'buy':
# last trade is still open, add to closing balance
addBalance = df_orders.iloc[[-1]]['value'].values[0]
# displays the orders from the simulation
print('')
print(df_orders)
def truncate(f, n):
return math.floor(f * 10**n) / 10**n
# if the last transaction was a buy add the open amount to the closing balance
result = truncate(
round((account.getBalance(fiatMarket) + addBalance) - 1000, 2), 2)
print('')
print("Opening balance:", 1000)
print("Closing balance:",
truncate(round(account.getBalance(fiatMarket) + addBalance, 2), 2))
print(" Result:", result)
print('')
# saves the rendered diagram for the DataFrame (without displaying)
tradinggraphs = TradingGraphs(coinbasepro)
tradinggraphs.renderBuySellSignalEMA1226MACD(
'experiments/experiment' + str(id) + '_' + str(result) + '.png', True)
result_dict = {
'market':
market,
'granularity':
granularity,
'start':
startDate,
'end':
endDate,
'open':
1000,
'close':
'{:.2f}'.format(round(account.getBalance(fiatMarket) + addBalance, 2)),
'result':
result
}
return result_dict