offset=offset,
start_dt=start_dt,
end_dt=end_dt)
# use previously calculated data to save initialization time
if data_by_coin is None:
bci.set_input_data(input_data)
else:
bci.data = data
bci.dates = dates
bci.data_by_coin = data_by_coin
[
dates, baseline_values,
index_values, fees
] = bci.run()
results.append([
index, rebalancing,
primary_volume_filter,
secondary_volume_filter,
max_allocation,
running_avg_volume_period,
primary_candidate, offset, dates,
index_values, fees, baseline_values
])
if data_by_coin is None:
data = bci.data
dates = bci.dates
data_by_coin = bci.data_by_coin
except Exception as e:
primary_candidate_size=primary_candidate,
secondary_candidate_size=secondary_candidate,
initial_funds=1000,
offset=offset,
start_dt=start_dt,
end_dt=end_dt)
# use previously calculated data to save initialization time
if data_by_coin is None:
bci.set_input_data(input_data)
else:
bci.data = data
bci.dates = dates
bci.data_by_coin = data_by_coin
[dates, baseline_values, index_values, fees] = bci.run()
results.append([dates, index_values, fees, baseline_values, label])
if data_by_coin is None:
data = bci.data
dates = bci.dates
data_by_coin = bci.data_by_coin
except Exception as e:
LOG.debug(e)
LOG.info(f"Best performing index configurations:")
for data in sorted(results, key=lambda x: x[1][-1], reverse=True):
LOG.info(
f"{data[4]}:{data[1][-1]:.2f}:{data[3][-1]:.2f}:{data[2]:.2f}")
LOG.info(f"Best performing baseline configurations:")
return vars(parser.parse_args())
if __name__ == "__main__":
LOG.info("Bitpanda Crypto Index Simulator")
args = parse_args()
bci = BCI(
index_size = args['index'],
rebalancing_period = args['rebalancing'],
primary_usd_filtering = args['primary_volume_filter'],
secondary_usd_filtering = args['secondary_volume_filter'],
max_asset_allocation = args['max_allocation'],
fee = args['fee'],
running_avg_volume_period = args['volume_period'],
index_candidate_size = args['candidates'],
primary_candidate_size = args['primary_candidates'],
secondary_candidate_size = args['secondary_candidates'],
initial_funds = args['funds'],
offset = args['offset'],
bypass_validation = args['bypass_validation'],
input_file_name = args['input_file'],
start_dt = args['start_date'],
end_dt = args['end_date'],
show_graph = args['show_graph'],
save_graph = args['save_graph']
)
bci.run()
