async def _get_tools():
symbol = "BTC/USDT"
config = load_test_config()
config[CONFIG_SIMULATOR][CONFIG_STARTING_PORTFOLIO][
"SUB"] = 0.000000000000000000005
config[CONFIG_SIMULATOR][CONFIG_STARTING_PORTFOLIO][
"BNB"] = 0.000000000000000000005
config[CONFIG_SIMULATOR][CONFIG_STARTING_PORTFOLIO]["USDT"] = 2000
exchange_manager = ExchangeManager(config, "binance")
# use backtesting not to spam exchanges apis
exchange_manager.is_simulated = True
exchange_manager.is_backtesting = True
# no backtesting file provided, except ValueError from initialize
with pytest.raises(ValueError):
await exchange_manager.initialize()
trader = TraderSimulator(config, exchange_manager)
await trader.initialize()
mode = AbstractTradingMode(config, exchange_manager)
consumer = AbstractTradingModeConsumer(mode)
return exchange_manager, symbol, consumer
async def _get_tools():
symbol = "BTC/USDT"
config = load_test_config()
config[CONFIG_SIMULATOR][CONFIG_STARTING_PORTFOLIO][
"SUB"] = 0.000000000000000000005
config[CONFIG_SIMULATOR][CONFIG_STARTING_PORTFOLIO][
"BNB"] = 0.000000000000000000005
config[CONFIG_SIMULATOR][CONFIG_STARTING_PORTFOLIO]["USDT"] = 2000
exchange_manager = ExchangeManager(config, "binance")
# use backtesting not to spam exchanges apis
exchange_manager.is_simulated = True
exchange_manager.is_backtesting = True
exchange_manager.backtesting = Backtesting(None, [exchange_manager.id],
None, [])
await exchange_manager.initialize()
trader = TraderSimulator(config, exchange_manager)
await trader.initialize()
mode = AbstractTradingMode(config, exchange_manager)
consumer = AbstractTradingModeConsumer(mode)
return exchange_manager, symbol, consumer
async def test_get_risk(self):
config, exchange_manager, trader_inst = await self.init_default()
await self.stop(exchange_manager)
config[CONFIG_TRADING][CONFIG_TRADER_RISK] = 0
trader_1 = TraderSimulator(config, exchange_manager)
assert round(trader_1.risk, 2) == CONFIG_TRADER_RISK_MIN
await self.stop(exchange_manager)
config[CONFIG_TRADING][CONFIG_TRADER_RISK] = 2
trader_2 = TraderSimulator(config, exchange_manager)
assert trader_2.risk == CONFIG_TRADER_RISK_MAX
await self.stop(exchange_manager)
config[CONFIG_TRADING][CONFIG_TRADER_RISK] = 0.5
trader_2 = TraderSimulator(config, exchange_manager)
assert trader_2.risk == 0.5
await self.stop(exchange_manager)
async def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, TestTradeFactory.EXCHANGE_MANAGER_CLASS_STRING)
await exchange_manager.initialize()
trader = TraderSimulator(config, exchange_manager)
await trader.initialize()
return config, exchange_manager, trader
async def init_default():
config = load_test_config()
config[CONFIG_BACKTESTING][CONFIG_ENABLED_OPTION] = True
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
await exchange_manager.initialize()
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
async def init_default(simulated=True):
config = load_test_config()
exchange_manager = ExchangeManager(config, TestTrader.EXCHANGE_MANAGER_CLASS_STRING)
exchange_manager.is_simulated = simulated
await exchange_manager.initialize()
trader = TraderSimulator(config, exchange_manager)
await trader.initialize()
# set afterwards backtesting attribute to force orders instant initialization
exchange_manager.is_backtesting = True
return config, exchange_manager, trader
async def create(self, trading_tentacles_path=CONFIG_TRADING_FILE_PATH):
await self.exchange_manager.initialize()
# set sandbox mode
if not self.is_backtesting:
self.exchange_manager.exchange.client.setSandboxMode(
self.is_sandboxed)
if not self.is_simulated:
self.trader = Trader(self.config, self.exchange_manager)
else:
self.trader = TraderSimulator(self.config, self.exchange_manager)
try:
# check traders activation
if not is_trader_enabled(
self.config) and not is_trader_simulator_enabled(
self.config):
raise ValueError(
f"No trader simulator nor real trader activated on {self.exchange_manager.exchange.name}"
)
# initialize trader
await self.trader.initialize()
self.exchange_manager.trader = self.trader
init_trading_mode_config(self.config, trading_tentacles_path)
await create_trading_mode(self.config, self.exchange_manager)
# add to global exchanges
Exchanges.instance().add_exchange(self.exchange_manager)
except Exception as e:
self.logger.error(
f"An error occurred when creating trader or initializing trading mode : "
)
raise e
def is_simulated(self):
self.exchange_manager.is_simulated = True
self.exchange_manager.trader = TraderSimulator(self.config,
self.exchange_manager)
return self
async def backtesting_trader(backtesting_config, backtesting_exchange_manager):
trader_instance = TraderSimulator(backtesting_config, backtesting_exchange_manager)
return backtesting_config, backtesting_exchange_manager, trader_instance
async def simulated_trader(simulated_exchange_manager):
config = load_test_config()
trader_instance = TraderSimulator(config, simulated_exchange_manager)
return config, simulated_exchange_manager, trader_instance
async def trader_simulator(exchange_manager):
config = load_test_config()
config[CONFIG_SIMULATOR][CONFIG_ENABLED_OPTION] = True
trader_inst = TraderSimulator(load_test_config(), exchange_manager)
await trader_inst.initialize()
return config, exchange_manager, trader_inst
