def main():
data = GetData('poloniex', newdata=False)
tickers = ['OMG/BTC'] #tickers = data.tickers()
periods = ['30m'] #periods = ['5m','15m','30m','1h']
maximum_parameters = []
proportion_test = 0.1
graph_results = True
#data.fetch('BTC/USDT') # use if list length error
for tick in tickers:
if tick[-3:] == 'BTC':
data.fetch(tick)
temp_results = []
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)
prices = [close for close in tick_data['Close']]
'''formats the raw data to the proportion of data chosen'''
startDate = tick_data.index[int(
(1 - proportion_test) * len(prices))]
endDate = tick_data.index[-1]
btc_prices = btc_data.loc[startDate:endDate]['Close']
tick_prices = tick_data.loc[startDate:endDate]['Close']
for MAlong in [10, 15, 30]:
for x in [2, 3, 4]:
MAshort = int(MAlong / x)
if len(tick_prices) == len(btc_prices):
strategy = Strategy(len(tick_prices))
for count, price in enumerate(tick_prices.values):
strategy.tick(price, btc_prices.values[count])
strategy.movingaverage(MAlong, MAshort, count)
profit, balance = strategy.returnParam()
temp_results.append([
tick, period, tick_prices, strategy, profit,
balance, MAlong, MAshort
])
else:
print('length error')
break
optimumParam = None
for result in temp_results:
if optimumParam == None:
optimumParam = result
optimum = result
elif result[5] > optimumParam[5]:
optimumParam = result
else:
pass
print(optimumParam[0], optimumParam[1], optimumParam[4],
optimumParam[5], optimumParam[6], optimumParam[7])
maximum_parameters.append(optimumParam)
for param in maximum_parameters:
plot = Graphics(param[2], param[3].MAlong, param[3].MAshort,
param[3].buylist, param[3].selllist,
param[3].balanceList)
plot.MA_plot()
