def test_reset(stream):
stream.add_record(entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)) \
.add_record(entry("ETH_SALT", 1.2, 0.5, 6.7, 0.3, 0.9)).finish()
multi = ShapeShiftRates(stream)
move_to_end(multi)
multi.reset()
assert next(iter(multi))["ETH_SALT"] == entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)
def test_filter_exchange(stream):
stream.add_record(entry("ETH_BTC", "1.1", 0.7, 6.2, 0.1, "0.5"),
entry("ETH_1ST", "1.5", 0.1, 4.1, 1.1, "1.9")).finish()
filtered = ShapeShiftRates(io.StringIO(rates_filter(ShapeShiftRates(stream), ["ETH_1ST"])))
pairs = next(iter(filtered))
assert pairs["ETH_1ST"] == entry("ETH_1ST", "1.5", 0.1, 4.1, 1.1, "1.9")
assert "ETH_BTC" not in pairs
def test_multiple_pair_entries(stream):
stream.add_record(entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5),
entry("RCN_1ST", 1.52, 0.1, 4.1, 1.1, 1.9)).finish()
single = ShapeShiftRates(stream)
pairs = next(iter(single))
assert pairs["ETH_SALT"] == entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)
assert pairs["RCN_1ST"] == entry("RCN_1ST", 1.52, 0.1, 4.1, 1.1, 1.9)
def test_filter_exchange_of_multiple_records(stream):
stream.add_record(entry("ETH_BTC", "1.1", 0.7, 6.2, 0.1, "0.5"),
entry("ETH_1ST", "1.5", 0.1, 4.1, 1.1, "1.9"))\
.add_record(entry("ETH_BTC", "1.2", 0.7, 6.2, 0.1, "0.4"),
entry("BTC_ETH", "1.0", 0.7, 6.2, 0.1, "0.4"),
entry("ETH_1ST", "1.4", 0.1, 4.1, 1.1, "1.8"))\
.add_record(entry("ETH_BTC", "1.3", 0.7, 6.2, 0.1, "0.3"),
entry("BTC_ETH", "1.1", 0.7, 6.2, 0.1, "0.5")).finish()
filtered = ShapeShiftRates(io.StringIO(rates_filter(ShapeShiftRates(stream), ["ETH_1ST"])))
pairs = next(iter(filtered))
assert pairs["ETH_1ST"] == entry("ETH_1ST", "1.5", 0.1, 4.1, 1.1, "1.9")
assert "ETH_BTC" not in pairs
pairs = next(iter(filtered))
assert pairs["ETH_1ST"] == entry("ETH_1ST", "1.4", 0.1, 4.1, 1.1, "1.8")
assert "ETH_BTC" not in pairs
assert "BTC_ETH" not in pairs
with pytest.raises(StopIteration):
next(iter(filtered))
def env():
dir = os.path.dirname(
os.path.abspath(inspect.getfile(inspect.currentframe())))
path = os.path.join(
dir,
"test_data/2018-02-28-shapeshift-BTC_ETH.json".format(COIN_A, COIN_B))
with open(path) as stream:
rates = ShapeShiftRates(stream, preload=True)
yield ExchangeTradingAiEnvironment(rates, COIN_A, 10, 1, {
1: COIN_A,
2: COIN_B
}, TotalBalanceReward())
def test_interim_look_ahead(stream, should_preload):
stream.add_record(entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5))\
.add_record(entry("ETH_SALT", 1.2, 0.5, 6.7, 0.3, 0.9))\
.add_record(entry("ETH_SALT", 1.3, 0.6, 6.3, 0.2, 0.7)).finish()
rates = ShapeShiftRates(stream, preload=should_preload)
next(rates)
with interim_lookahead(rates):
assert next(rates)["ETH_SALT"] == entry("ETH_SALT", 1.2, 0.5, 6.7, 0.3, 0.9)
assert next(rates)["ETH_SALT"] == entry("ETH_SALT", 1.3, 0.6, 6.3, 0.2, 0.7)
assert next(rates)["ETH_SALT"] == entry("ETH_SALT", 1.2, 0.5, 6.7, 0.3, 0.9)
assert next(rates)["ETH_SALT"] == entry("ETH_SALT", 1.3, 0.6, 6.3, 0.2, 0.7)
def test_preloaded(stream):
stream.add_record(entry("ETH_BTC", "1.1", 0.7, 6.2, 0.1, "0.5"),
entry("ETH_1ST", "1.5", 0.1, 4.1, 1.1, "1.9"))\
.add_record(entry("ETH_BTC", "1.2", 0.7, 6.2, 0.1, "0.4"),
entry("ETH_1ST", "1.4", 0.1, 4.1, 1.1, "1.8"))\
.add_record(entry("ETH_BTC", "1.3", 0.7, 6.2, 0.1, "0.3"),
entry("ETH_1ST", "1.1", 0.1, 4.1, 1.1, "0.5")).finish()
rates = ShapeShiftRates(stream, preload=True)
pairs = next(iter(rates))
assert pairs["ETH_BTC"] == entry("ETH_BTC", "1.1", 0.7, 6.2, 0.1, "0.5")
assert pairs["ETH_1ST"] == entry("ETH_1ST", "1.5", 0.1, 4.1, 1.1, "1.9")
pairs = next(iter(rates))
assert pairs["ETH_BTC"] == entry("ETH_BTC", "1.2", 0.7, 6.2, 0.1, "0.4")
assert pairs["ETH_1ST"] == entry("ETH_1ST", "1.4", 0.1, 4.1, 1.1, "1.8")
pairs = next(iter(rates))
assert pairs["ETH_BTC"] == entry("ETH_BTC", "1.3", 0.7, 6.2, 0.1, "0.3")
assert pairs["ETH_1ST"] == entry("ETH_1ST", "1.1", 0.1, 4.1, 1.1, "0.5")
with pytest.raises(StopIteration):
next(iter(rates))
import sys
import os
from pythia.core.streams.shape_shift_rates import ShapeShiftRates
from pythia.core.streams.rates_calculators import rates_filter
if __name__ == "__main__":
in_path = "../data/recordings/2018-02-28-shapeshift-exchange-records.json" if len(
sys.argv) == 1 else sys.argv[1]
out_path = "../data/recordings/filtered/2018-02-28-shapeshift-RLC_WINGS.json" if len(
sys.argv) == 1 else sys.argv[2]
os.makedirs(os.path.dirname(out_path), exist_ok=True)
with open(in_path, 'r') as in_stream, open(out_path, 'w') as out_stream:
out_stream.write(
rates_filter(ShapeShiftRates(in_stream),
["RLC_WINGS", "WINGS_RLC"]))
from pythia.core.environment.exchange_trading_environment import ExchangeTradingEnvironment
from pythia.core.sessions.rates_exchange_session import RatesExchangeSession
from pythia.core.streams.shape_shift_rates import ShapeShiftRates, SUPPORTED_COINS
from pythia.core.utils.profiling import clock_block
from pythia.core.visualization.coin_exchange_visualizer import CoinExchangeVisualizer
targets = list(SUPPORTED_COINS)
targets.remove("BTC")
agent = AnalyticalAgent('0.1', '0', 2, targets)
if __name__ == '__main__':
path = "../data/recordings/2018-02-28-shapeshift-exchange-records.json" if len(
sys.argv) == 1 else sys.argv[0]
with open(path) as stream:
with clock_block("Initialization"):
rates = ShapeShiftRates(stream, preload=True)
vis = CoinExchangeVisualizer(rates)
env = ExchangeTradingEnvironment(rates, "BTC", "0.1")
env.register_listener(vis.record_exchange)
sess = RatesExchangeSession(env, agent)
with clock_block("Running"):
sess.run()
print("The analytical agent crated a token difference of: {0}".format(
sess.difference()))
print("Current balance: {0} {1}".format(env.amount, env.token))
print("Exchange actions: {0}".format(vis.actions))
rates.reset()
vis.render("BTC_GAME")
def empty():
stream = io.StringIO("")
yield ShapeShiftRates(stream)
stream.close()
return all
if __name__ == "__main__":
in_path = "../data/recordings/2018-02-28-shapeshift-exchange-records.json" if len(
sys.argv) == 1 else sys.argv[1]
#out_path = "../data/recordings/analysis/2018-02-28-shapeshift.csv" if len(sys.argv) == 1 else sys.argv[2]
#os.makedirs(os.path.dirname(out_path), exist_ok=True)
#with open(in_path, 'r') as in_stream, open(out_path, 'w') as out_stream:
# out_stream.write(analyze(ShapeShiftRates(in_stream)).to_csv())
max_profit = float("-inf")
max_profit_exchange = None
for l_ex, r_ex in all_combinations():
with open(in_path, 'r') as in_stream:
stream = StringIO((rates_filter(ShapeShiftRates(in_stream),
[l_ex, r_ex])))
rates = ShapeShiftRates(stream, preload=True)
coin_a = l_ex.split('_')[0]
coin_b = l_ex.split('_')[1]
env = ExchangeTradingAiEnvironment(rates, coin_a, "10", 1, {
1: coin_a,
2: coin_b
}, TotalBalanceReward())
policy = RiggedPolicy(env,
PolicyDummy(),
1.0,
rigging_distance=STOP_AT_THRESHOLD,
threshold=0.1)
s = env.reset()
start_balance = env.balance_in(coin_a)
def test_multiple_records(stream):
stream.add_record(entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)) \
.add_record(entry("ETH_SALT", 1.2, 0.5, 6.7, 0.3, 0.9)).finish()
multi = ShapeShiftRates(stream)
assert next(iter(multi))["ETH_SALT"] == entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)
assert next(iter(multi))["ETH_SALT"] == entry("ETH_SALT", 1.2, 0.5, 6.7, 0.3, 0.9)
def test_one_pair_entry(stream):
stream.add_record(entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)).finish()
single = ShapeShiftRates(stream)
assert next(iter(single))["ETH_SALT"] == entry("ETH_SALT", 1.1, 0.7, 6.2, 0.1, 0.5)