def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 1)
trades_manager_inst = trader_inst.get_trades_manager()
return config, exchange_inst, trader_inst, trades_manager_inst
async def _get_tools():
config = load_test_config()
symbol = "BTC/USDT"
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
await trader_inst.portfolio.initialize()
trader_inst.stop_order_manager()
trader_inst.portfolio.portfolio["SUB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["BNB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
trading_mode = MarketMakerTradingMode(config, exchange_inst)
return config, exchange_inst, trader_inst, symbol, trading_mode
async def create_exchange_traders(self, ignore_config=False):
self.async_loop = asyncio.get_running_loop()
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(
self.config,
exchange_type,
is_simulated=False,
ignore_config=ignore_config)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
self.global_updaters_by_exchange[exchange_inst.get_name(
)] = GlobalPriceUpdater(exchange_inst)
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
await exchange_trader.initialize()
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
await exchange_trader_simulator.initialize()
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
if not (exchange_trader_simulator.enabled(self.config)
or exchange_trader.enabled(self.config)):
self.logger.error(
f"No trader simulator nor real trader activated on {exchange_inst.get_name()}"
)
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(
self.config)(self.config, exchange_inst)
self.exchange_trading_modes[
exchange_inst.get_name()] = self.trading_mode
self.logger.debug(
f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
else:
self.logger.error(
f"{exchange_class_string} exchange not found")
def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 1)
portfolio_inst = Portfolio(config, trader_inst)
trader_inst.stop_order_manager()
sub_portfolio_inst = SubPortfolio(config, trader_inst, portfolio_inst, TestSubPortfolio.DEFAULT_PERCENT)
return config, portfolio_inst, exchange_inst, trader_inst, sub_portfolio_inst
async def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 1)
await trader_inst.portfolio.initialize()
trades_manager_inst = trader_inst.get_trades_manager()
await trades_manager_inst.initialize()
return config, exchange_inst, trader_inst, trades_manager_inst
async def _get_tools():
symbol = "BTC/USDT"
exchange_traders = {}
exchange_traders2 = {}
config = load_test_config()
AdvancedManager.create_class_list(config)
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
await trader_inst.initialize()
trader_inst.stop_order_manager()
trader_inst2 = TraderSimulator(config, exchange_inst, 0.3)
await trader_inst2.initialize()
trader_inst2.stop_order_manager()
crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
symbol_evaluator = SymbolEvaluator(config, symbol,
crypto_currency_evaluator)
exchange_traders[exchange_inst.get_name()] = trader_inst
exchange_traders2[exchange_inst.get_name()] = trader_inst2
symbol_evaluator.set_trader_simulators(exchange_traders)
symbol_evaluator.set_traders(exchange_traders2)
symbol_evaluator.strategies_eval_lists[exchange_inst.get_name()] = \
EvaluatorCreator.create_strategies_eval_list(config)
trading_mode = DailyTradingMode(config, exchange_inst)
trading_mode.add_symbol_evaluator(symbol_evaluator)
final_evaluator = trading_mode.get_only_decider_key(symbol)
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
return final_evaluator, trader_inst
async def _get_tools(event_loop):
symbol = "BTC/USDT"
exchange_traders = {}
exchange_traders2 = {}
config = load_test_config()
time_frame = TimeFrames.ONE_HOUR
AdvancedManager.create_class_list(config)
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
global_price_updater = GlobalPriceUpdater(exchange_inst)
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
trader_inst.stop_order_manager()
trader_inst2 = TraderSimulator(config, exchange_inst, 0.3)
trader_inst2.stop_order_manager()
crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
symbol_evaluator = SymbolEvaluator(config, symbol, crypto_currency_evaluator)
exchange_traders[exchange_inst.get_name()] = trader_inst
exchange_traders2[exchange_inst.get_name()] = trader_inst2
symbol_evaluator.set_trader_simulators(exchange_traders)
symbol_evaluator.set_traders(exchange_traders2)
symbol_evaluator.strategies_eval_lists[exchange_inst.get_name()] = \
EvaluatorCreator.create_strategies_eval_list(config)
trading_mode_inst = get_activated_trading_mode(config)(config, exchange_inst)
evaluator_task_manager = EvaluatorTaskManager(config, time_frame, global_price_updater,
symbol_evaluator, exchange_inst, trading_mode_inst, [],
event_loop)
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
return evaluator_task_manager, time_frame, global_price_updater, symbol_evaluator, symbol
def _get_tools():
symbol = "BTC/USDT"
exchange_traders = {}
exchange_traders2 = {}
config = load_test_config()
time_frame = TimeFrames.ONE_HOUR
AdvancedManager.create_class_list(config)
symbol_time_frame_updater_thread = SymbolTimeFramesDataUpdaterThread()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
trader_inst.stop_order_manager()
trader_inst2 = TraderSimulator(config, exchange_inst, 0.3)
trader_inst2.stop_order_manager()
crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
symbol_evaluator = SymbolEvaluator(config, symbol,
crypto_currency_evaluator)
exchange_traders[exchange_inst.get_name()] = trader_inst
exchange_traders2[exchange_inst.get_name()] = trader_inst2
symbol_evaluator.set_trader_simulators(exchange_traders)
symbol_evaluator.set_traders(exchange_traders2)
symbol_evaluator.strategies_eval_lists[exchange_inst.get_name(
)] = EvaluatorCreator.create_strategies_eval_list(config)
evaluator_thread_manager = EvaluatorThreadsManager(
config, time_frame, symbol_time_frame_updater_thread, symbol_evaluator,
exchange_inst, [])
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
symbol_evaluator.add_evaluator_thread_manager(exchange_inst, time_frame,
evaluator_thread_manager)
return symbol_evaluator, exchange_inst, time_frame, evaluator_thread_manager
async def _get_tools(event_loop):
config = load_test_config()
symbol = "BTC/USDT"
exchange_traders = {}
exchange_traders2 = {}
time_frame = TimeFrames.FIVE_MINUTES
AdvancedManager.create_class_list(config)
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
symbol_time_frame_updater_thread = GlobalPriceUpdater(exchange_inst)
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
await trader_inst.initialize()
trader_inst.stop_order_manager()
trader_inst2 = TraderSimulator(config, exchange_inst, 0.3)
await trader_inst2.initialize()
trader_inst2.stop_order_manager()
trader_inst2.set_enabled(False)
trader_inst.portfolio.portfolio["SUB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["BNB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
symbol_evaluator = SymbolEvaluator(config, symbol,
crypto_currency_evaluator)
exchange_traders[exchange_inst.get_name()] = trader_inst
exchange_traders2[exchange_inst.get_name()] = trader_inst2
symbol_evaluator.set_trader_simulators(exchange_traders)
symbol_evaluator.set_traders(exchange_traders2)
trading_mode_inst = get_activated_trading_mode(config)(config,
exchange_inst)
_ = EvaluatorTaskManager(config, time_frame,
symbol_time_frame_updater_thread,
symbol_evaluator, exchange_inst,
trading_mode_inst, [], event_loop)
trading_mode = HighFrequencyMode(config, exchange_inst)
trading_mode.add_symbol_evaluator(symbol_evaluator)
decider = trading_mode.get_only_decider_key(symbol)
await decider.initialize()
return config, exchange_inst, trader_inst, symbol, trading_mode
async def init_default():
config = load_test_config()
config[CONFIG_TRADER][CONFIG_ENABLED_OPTION] = True
exchange_manager = ExchangeManager(config,
ccxt.binance,
is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_real_inst = Trader(config, exchange_inst, 1)
trader_simulator_inst = TraderSimulator(config, exchange_inst, 1)
order_manager_inst = trader_real_inst.get_order_manager()
order_manager_simulator_inst = trader_simulator_inst.get_order_manager(
)
return config, exchange_inst, trader_real_inst, order_manager_inst, trader_simulator_inst, \
order_manager_simulator_inst
def create_exchange_traders(self):
self.backtesting_enabled = Backtesting.enabled(self.config)
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# True Exchange
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False)
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
else:
self.logger.error(
"{0} exchange not found".format(exchange_class_string))
async def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 2)
order_inst = Order(trader_inst)
return config, order_inst, trader_inst, exchange_inst
def _get_tools():
config = load_test_config()
symbol = "BTC/USDT"
exchange_traders = {}
exchange_traders2 = {}
time_frame = TimeFrames.FIVE_MINUTES
AdvancedManager.create_class_list(config)
symbol_time_frame_updater_thread = SymbolTimeFramesDataUpdaterThread()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
trader_inst.stop_order_manager()
trader_inst2 = TraderSimulator(config, exchange_inst, 0.3)
trader_inst2.stop_order_manager()
trader_inst2.set_enabled(False)
trader_inst.portfolio.portfolio["SUB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["BNB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
symbol_evaluator = SymbolEvaluator(config, symbol,
crypto_currency_evaluator)
exchange_traders[exchange_inst.get_name()] = trader_inst
exchange_traders2[exchange_inst.get_name()] = trader_inst2
symbol_evaluator.set_trader_simulators(exchange_traders)
symbol_evaluator.set_traders(exchange_traders2)
trading_mode_inst = OctoBot.get_trading_mode_class(config)(config,
exchange_inst)
_ = EvaluatorThreadsManager(config, time_frame,
symbol_time_frame_updater_thread,
symbol_evaluator, exchange_inst,
trading_mode_inst, [])
trading_mode = HighFrequencyMode(config, exchange_inst)
trading_mode.add_symbol_evaluator(symbol_evaluator)
return config, exchange_inst, trader_inst, symbol, trading_mode
def init_default():
config = load_test_config()
config[CONFIG_BACKTESTING][CONFIG_ENABLED_OPTION] = True
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
exchange_simulator = exchange_inst.get_exchange()
exchange_simulator.init_candles_offset([TimeFrames.ONE_HOUR, TimeFrames.FOUR_HOURS, TimeFrames.ONE_DAY],
TestExchangeSimulator.DEFAULT_SYMBOL)
trader_inst = TraderSimulator(config, exchange_inst, 1)
return config, exchange_inst, exchange_simulator, trader_inst
def init_default():
config = load_test_config()
config[CONFIG_BACKTESTING][CONFIG_ENABLED_OPTION] = True
exchange_manager = ExchangeManager(config,
ccxt.binance,
is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
exchange_simulator = exchange_inst.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 1)
return config, exchange_inst, exchange_simulator, trader_inst
def _get_tools():
config = load_test_config()
symbol = "BTC/USDT"
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
trader_inst.stop_order_manager()
trader_inst.portfolio.portfolio["SUB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["BNB"] = {
Portfolio.TOTAL: 0.000000000000000000005,
Portfolio.AVAILABLE: 0.000000000000000000005
}
trader_inst.portfolio.portfolio["USDT"] = {
Portfolio.TOTAL: 2000,
Portfolio.AVAILABLE: 2000
}
return config, exchange_inst, trader_inst, symbol
async def test_get_risk(self):
config, exchange_inst, trader_inst = await self.init_default()
self.stop(trader_inst)
config[CONFIG_TRADING][CONFIG_TRADER_RISK] = 0
trader_1 = TraderSimulator(config, exchange_inst)
assert trader_1.get_risk() == CONFIG_TRADER_RISK_MIN
self.stop(trader_1)
config[CONFIG_TRADING][CONFIG_TRADER_RISK] = 2
trader_2 = TraderSimulator(config, exchange_inst)
assert trader_2.get_risk() == CONFIG_TRADER_RISK_MAX
self.stop(trader_2)
config[CONFIG_TRADING][CONFIG_TRADER_RISK] = 0.5
trader_2 = TraderSimulator(config, exchange_inst)
assert trader_2.get_risk() == 0.5
self.stop(trader_2)
async def test_new(self):
config, order_inst, trader_inst, exchange_inst = await self.init_default(
)
# with real trader
order_inst.new(
OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/USDT",
10000,
1,
price=None,
stop_price=None,
order_notifier=None)
assert order_inst.get_order_type(
) == OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET]
assert order_inst.get_order_symbol() == "BTC/USDT"
assert order_inst.get_create_last_price() == 10000
assert order_inst.get_origin_quantity() == 1
assert order_inst.get_creation_time() != 0
assert order_inst.get_currency_and_market() == ('BTC', 'USDT')
assert order_inst.get_side() is None
assert order_inst.get_status() == OrderStatus.OPEN
order_inst.new(OrderConstants.TraderOrderTypeClasses[
TraderOrderType.STOP_LOSS_LIMIT],
"ETH/BTC",
0.1,
5.2,
price=0.12,
stop_price=0.9,
order_notifier=None)
assert order_inst.origin_stop_price == 0.9
assert order_inst.last_prices is None
assert order_inst.origin_price == 0.12
# with simulated trader
trader_sim_inst = TraderSimulator(config, exchange_inst, 1)
order_sim_inst = Order(trader_sim_inst)
order_sim_inst.new(
OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_MARKET],
"LTC/USDT",
100,
3.22,
price=None,
stop_price=None,
order_notifier=None)
assert order_sim_inst.get_status() == OrderStatus.OPEN
self.stop(trader_inst)
self.stop(trader_sim_inst)
def create_exchange_traders(self):
for exchange_type in self.exchanges:
exchange_inst = Exchange(self.config, exchange_type)
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchanges_list[exchange_type.__name__] = exchange_inst
self.exchange_traders[exchange_type.__name__] = exchange_trader
self.exchange_trader_simulators[
exchange_type.__name__] = exchange_trader_simulator
def create_exchange_traders(self):
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False)
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(
self.config)(self.config, exchange_inst)
self.exchange_trading_modes[
exchange_inst.get_name()] = self.trading_mode
self.logger.debug(
f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
else:
self.logger.error(
f"{exchange_class_string} exchange not found")
async def _get_tools():
symbol = "BTC/USD"
exchange_traders = {}
exchange_traders2 = {}
config = load_test_config()
config[CONFIG_EVALUATOR]["FullMixedStrategiesEvaluator"] = False
config[CONFIG_EVALUATOR]["StaggeredStrategiesEvaluator"] = True
config[CONFIG_TRADING_TENTACLES]["DailyTradingMode"] = False
config[CONFIG_TRADING_TENTACLES]["StaggeredOrdersTradingMode"] = True
AdvancedManager.create_class_list(config)
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 0.3)
await trader_inst.initialize()
trader_inst.stop_order_manager()
crypto_currency_evaluator = CryptocurrencyEvaluator(config, "Bitcoin", [])
symbol_evaluator = SymbolEvaluator(config, symbol,
crypto_currency_evaluator)
exchange_traders[exchange_inst.get_name()] = trader_inst
symbol_evaluator.set_trader_simulators(exchange_traders)
symbol_evaluator.set_traders(exchange_traders2)
symbol_evaluator.strategies_eval_lists[exchange_inst.get_name()] = \
EvaluatorCreator.create_strategies_eval_list(config)
trading_mode = StaggeredOrdersTradingMode(config, exchange_inst)
trading_mode.add_symbol_evaluator(symbol_evaluator)
final_evaluator = trading_mode.get_only_decider_key(symbol)
trader_inst.register_trading_mode(trading_mode)
staggered_strategy_evaluator = symbol_evaluator.strategies_eval_lists[
exchange_inst.get_name()][0]
trader_inst.portfolio.portfolio["USD"] = {
Portfolio.TOTAL: 1000,
Portfolio.AVAILABLE: 1000
}
trader_inst.portfolio.portfolio["BTC"] = {
Portfolio.TOTAL: 10,
Portfolio.AVAILABLE: 10
}
final_evaluator.lowest_buy = 1
final_evaluator.highest_sell = 10000
final_evaluator.operational_depth = 50
final_evaluator.spread = 0.06
final_evaluator.increment = 0.04
return final_evaluator, trader_inst, staggered_strategy_evaluator
def init_default():
config = load_test_config()
exchange_inst = ExchangeSimulator(config, ccxt.binance)
trader_inst = TraderSimulator(config, exchange_inst)
return config, exchange_inst, trader_inst
