def main():
# Go to http://dev.twitter.com and create an app.
# The consumer key and secret will be generated for you after that.
consumer_key="gIRVUzcuPWdWo4pbAfaRqt0xM"
consumer_secret="1xJj33TrSQsKBt6Szh9PJz4AORvpwB69QWs4Ry8joRpu71a5tO"
# After the step above, you will be redirected to your app's page.
# Create an access token under the the "Your access token" section
access_token="2164180933-9VW0NbvTzeQ6hw7CdQYwVe1Sy4J6JYfpTdMxSAf"
access_token_secret="MXrstxWpW9fduwp4KaYr0L2fO79hbgVyiLaQlhQ9cwU3V"
# Create a twitter feed to track BitCoin related events.
track = ["bitcoin", "btc", "mtgox"]
follow = []
languages = ["en"]
twitterFeed = twitterfeed.TwitterFeed(consumer_key, consumer_secret, access_token, access_token_secret, track, follow, languages)
# Create a client responsible for all the interaction with MtGox
mtgoxClient = client.Client("USD", None, None)
mtgoxClient.setEnableReconnection(False)
# Create a real-time feed that will build bars from live trades.
feed = barfeed.LiveTradeFeed(mtgoxClient)
# Create a backtesting broker.
brk = broker.BacktestingBroker(200, feed)
# Run the strategy with the feed and the broker.
strat = Strategy("BTC", feed, brk, mtgoxClient, twitterFeed)
strat.run()
def main():
# Go to http://dev.twitter.com and create an app.
# The consumer key and secret will be generated for you after that.
consumer_key = "<YOUR-CONSUMER-KEY-HERE>"
consumer_secret = "<YOUR-CONSUMER-SECRET-HERE>"
# After the step above, you will be redirected to your app's page.
# Create an access token under the the "Your access token" section
access_token = "<YOUR-ACCESS-TOKEN-HERE>"
access_token_secret = "<YOUR-ACCESS-TOKEN-SECRET-HERE>"
# Create a twitter feed to track BitCoin related events.
track = ["bitcoin", "btc", "mtgox"]
follow = []
languages = ["en"]
twitterFeed = twitterfeed.TwitterFeed(consumer_key, consumer_secret,
access_token, access_token_secret,
track, follow, languages)
# Create a client responsible for all the interaction with MtGox
mtgoxClient = client.Client("USD", None, None)
mtgoxClient.setEnableReconnection(False)
# Create a real-time feed that will build bars from live trades.
feed = barfeed.LiveTradeFeed(mtgoxClient)
# Create a backtesting broker.
brk = broker.BacktestingBroker(200, feed)
# Run the strategy with the feed and the broker.
strat = Strategy("BTC", feed, brk, mtgoxClient, twitterFeed)
strat.run()
def main():
# Create a client responsible for all the interaction with MtGox
cl = client.Client("USD", None, None)
# Create a real-time feed that will build bars from live trades.
feed = barfeed.LiveTradeFeed(cl)
# Create a backtesting broker.
brk = broker.BacktestingBroker(200, feed)
# Run the strategy with the feed and the broker.
strat = mtgox_scalper.Strategy("BTC", feed, brk)
# It is VERY important to add the client to the event dispatch loop before running the strategy.
strat.getDispatcher().addSubject(cl)
# This is just to get each bar printed.
strat.setVerbosityLevel(0)
strat.run()
def main(plot):
# Load the trades from the CSV file
print "Loading bars"
feed = barfeed.CSVTradeFeed()
feed.addBarsFromCSV("trades-mtgox-usd-2013-03.csv")
# Create a backtesting broker.
brk = broker.BacktestingBroker(200, feed)
# Run the strategy with the feed and the broker.
print "Running strategy"
strat = mtgox_scalper.Strategy("BTC", feed, brk)
if plot:
plt = plotter.StrategyPlotter(strat, plotBuySell=False)
plt.getOrCreateSubplot("volatility").addDataSeries(
"Volatility", strat.returnsVolatility)
strat.run()
print "Result: %.2f" % strat.getResult()
if plot:
plt.plot()