def main():
data = GetData('poloniex', newdata=True)
tickers = [
'LTC/USDT'
] #,'BTC/USDT'] #tickers = data.tickers()
## tickers = ['OMG/BTC']#,'ETH/BTC','XMR/BTC','ZEC/BTC','BTC/USDT']
periods = ['5m', '15m', '30m', '1h'] #periods = ['5m','15m','30m','1h']
maximum_parameters = []
proportion_test = 0.1
graph_results = True
data.fetch('BTC/USDT') # use if list length error'ETH/USDT','XRP/USDT',
type_coin = 'USDT'
for tick in tickers:
if tick[-len(type_coin):] == type_coin:
data.fetch(tick)
temp_results = []
for numsimul in [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]:
for period in periods:
'''formats the bitcoin and current coin data to the right period'''
tick_data = data.periodFormatter(tick, period)
startDate = tick_data.index[0]
btc_data = data.periodFormatter('BTC/USDT', period,
startDate)
'''formats the raw data to the proportion of data chosen'''
startDate = tick_data.index[int(
(1 - proportion_test) * len(tick_data))]
endDate = tick_data.index[-1]
btc_prices = btc_data.loc[startDate:endDate]['Close']
tick_prices = tick_data.loc[startDate:endDate]['Close']
if len(tick_prices) != len(btc_prices):
tick_prices.drop(tick_prices.index[0], inplace=True)
if len(tick_prices) == len(
btc_prices) or tick[-len(type_coin):] == type_coin:
strategy = Strategy(len(tick_prices), numsimul)
for count, price in enumerate(tick_prices.values):
if type_coin == 'BTC':
strategy.tick(price, btc_prices.values[count])
elif type_coin == 'USDT':
strategy.tick(price)
strategy.macd(26, 12, 9, count, len(tick_prices))
temp_results.append([
tick, period, strategy.profit, strategy.balance,
tick_prices, strategy.numtrades,
min(strategy.balanceList), strategy
])
else:
print('length error')
break
optimumParam = None
for result in temp_results:
if optimumParam == None:
optimumParam = result
optimum = result
elif result[3] > optimumParam[3]:
optimumParam = result
else:
pass
print(optimumParam[0], optimumParam[1],
'\nProfit on one coin per trade:', optimumParam[2],
'\nBalance on', optimumParam[-1].USDpertrade,
'USD per trade:', optimumParam[3],
'\nNumber of simeltaneuos trades:',
optimumParam[-1].numSimul, '\nNumber of trades:',
optimumParam[-1].numtrades)
maximum_parameters.append(optimumParam)
for param in maximum_parameters:
plot = Graphics(param[4],
bal=param[-1].balanceList,
buylist=param[-1].buylist,
selllist=param[-1].selllist,
MACD=param[-1].MACD,
signal=param[-1].signal,
EMAfast=param[-1].EMAfast,
EMAslow=param[-1].EMAslow)
plot.MACD_plot(26)
