class TestCBEPublic(unittest.TestCase):
def setUp(self):
self.cbe = CoinbaseExchange()
def test_getProducts(self):
with my_vcr.use_cassette('public-getProducts.json'):
correct = [{
u'quote_currency': u'USD',
u'display_name': u'BTC/USD',
u'quote_increment': 0.01,
u'base_max_size': 10000,
u'base_currency': u'BTC',
u'id': u'BTC-USD',
u'base_min_size': 0.01
}]
self.assertEqual(self.cbe.getProducts(), correct)
def test_getProductOrderBook_1(self):
with my_vcr.use_cassette('public-getProductOrderBook-1.json'):
correct = 10306972
self.assertEqual(
self.cbe.getProductOrderBook(level=1)['sequence'], correct)
def test_getProductOrderBook_2(self):
with my_vcr.use_cassette('public-getProductOrderBook-2.json'):
correct = 10306974
self.assertEqual(
self.cbe.getProductOrderBook(level=2)['sequence'], correct)
def test_getProductOrderBook_3(self):
with my_vcr.use_cassette('public-getProductOrderBook-3.json'):
correct = 10306989
self.assertEqual(
self.cbe.getProductOrderBook(level=3)['sequence'], correct)
def test_getProductTicker(self):
with my_vcr.use_cassette('public-getProductTicker.json'):
correct = 220334
self.assertEqual(self.cbe.getProductTicker()['trade_id'], correct)
def test_getProductTrades(self):
with my_vcr.use_cassette('public-getProductTrades.json'):
correct = u'2015-02-15 18:59:44.240795+00'
self.assertEqual(self.cbe.getProductTrades()[0]['time'], correct)
def test_getProductStats(self):
with my_vcr.use_cassette('public-getProductStats.json'):
correct = u'19382.09151854'
self.assertEqual(self.cbe.getProductStats()['volume'], correct)
def test_getCurrencies(self):
with my_vcr.use_cassette('public-getCurrencies.json'):
correct = "USD"
self.assertEqual(self.cbe.getCurrencies()[0]['id'], correct)
def test_getTime(self):
with my_vcr.use_cassette('public-getTime.json'):
correct = 1424034007.831
self.assertEqual(self.cbe.getTime()['epoch'], correct)
class TestCBEPublic(unittest.TestCase):
def setUp(self):
self.cbe = CoinbaseExchange()
def test_getProducts(self):
with my_vcr.use_cassette('public-getProducts.json'):
correct = [{u'quote_currency': u'USD', u'display_name': u'BTC/USD', u'quote_increment': 0.01, u'base_max_size': 10000, u'base_currency': u'BTC', u'id': u'BTC-USD', u'base_min_size': 0.01}]
self.assertEqual( self.cbe.getProducts(), correct )
def test_getProductOrderBook_1(self):
with my_vcr.use_cassette('public-getProductOrderBook-1.json'):
correct = 10306972
self.assertEqual( self.cbe.getProductOrderBook(level=1)['sequence'], correct )
def test_getProductOrderBook_2(self):
with my_vcr.use_cassette('public-getProductOrderBook-2.json'):
correct = 10306974
self.assertEqual( self.cbe.getProductOrderBook(level=2)['sequence'], correct )
def test_getProductOrderBook_3(self):
with my_vcr.use_cassette('public-getProductOrderBook-3.json'):
correct = 10306989
self.assertEqual( self.cbe.getProductOrderBook(level=3)['sequence'], correct )
def test_getProductTicker(self):
with my_vcr.use_cassette('public-getProductTicker.json'):
correct = 220334
self.assertEqual( self.cbe.getProductTicker()['trade_id'], correct )
def test_getProductTrades(self):
with my_vcr.use_cassette('public-getProductTrades.json'):
correct = u'2015-02-15 18:59:44.240795+00'
self.assertEqual( self.cbe.getProductTrades()[0]['time'], correct )
def test_getProductStats(self):
with my_vcr.use_cassette('public-getProductStats.json'):
correct = u'19382.09151854'
self.assertEqual( self.cbe.getProductStats()['volume'], correct)
def test_getCurrencies(self):
with my_vcr.use_cassette('public-getCurrencies.json'):
correct = "USD"
self.assertEqual( self.cbe.getCurrencies()[0]['id'], correct )
def test_getTime(self):
with my_vcr.use_cassette('public-getTime.json'):
correct = 1424034007.831
self.assertEqual( self.cbe.getTime()['epoch'], correct )
print "sell at %f" % price[360], prediction
buy = False
sell = True
hold = False
num_sell += 1
sold_at = price[360]
profit = sold_at - bought_at
total_profit += profit
print profit
print total_profit
timer.sleep(10.0 - ((timer.time() - starttime) % 10.0))
json_ticker = cb.getProductTicker()
actual = float(json_ticker['price'])
#print type(actual)
price.append(actual)
price.pop(0)
# this whole thing will need to be modified for classification - up or down
#is also not too useful, really, on a ten second basis. needs to be up or down
# by a certain amount.
# could possibly chain together different methods??
# get enough prices to make prediction, then keep making predictions,
#how does this work????
# if predicted price is x higher than current price, buy, if x lower than current
#naive program to test model
from cbe import CoinbaseExchange
import json
import numpy as np
import pandas as pd
import time as timer
from sklearn.externals import joblib
model = joblib.load('brr_simple.pkl')
cb = CoinbaseExchange()
json_ticker = cb.getProductTicker()
price = []
time = []
prediction = 0.0
starttime=timer.time()
buy = False
sell = False
hold = False
profit = 0
total_profit = 0
sell_price = 0
num_buy = 1
num_sell = 0
#this will need to be own subprocess or method
while True:
json_ticker = cb.getProductTicker()
actual = float(json_ticker['price'])
