def run(start_date: str,
finish_date: str,
candles=None,
chart=False,
tradingview=False):
# clear the screen
if not jh.should_execute_silently():
click.clear()
# validate routes
validate_routes(router)
# initiate candle store
store.candles.init_storage(5000)
# load historical candles
if candles is None:
print('loading candles...')
candles = _load_candles(start_date, finish_date)
click.clear()
if not jh.should_execute_silently():
# print candles table
key = '{}-{}'.format(config['app']['trading_exchanges'][0],
config['app']['trading_symbols'][0])
table.key_value(stats.candles(candles[key]['candles']),
'candles',
alignments=('left', 'right'))
print('\n')
# print routes table
table.multi_value(stats.routes(router.routes))
print('\n')
# print guidance for debugging candles
if jh.is_debuggable('trading_candles') or jh.is_debuggable(
'shorter_period_candles'):
print(
' Symbol | timestamp | open | close | high | low | volume'
)
# run backtest simulation
simulator(candles)
if not jh.should_execute_silently():
# print trades statistics
if store.completed_trades.count > 0:
print('\n')
table.key_value(report.portfolio_metrics(),
'Metrics',
alignments=('left', 'right'))
print('\n')
# save logs
store_logs(tradingview)
if chart:
charts.portfolio_vs_asset_returns()
else:
print(jh.color('No trades were made.', 'yellow'))
def generate_signal(start_date: str,
finish_date: str,
candles=None,
chart=False,
tradingview=False,
csv=False,
json=False):
# clear the screen
if not jh.should_execute_silently():
click.clear()
# validate routes
validate_routes(router)
# initiate candle store
store.candles.init_storage(5000)
# load historical candles
if candles is None:
print('loading candles...')
candles = load_candles(start_date, finish_date)
click.clear()
if not jh.should_execute_silently():
# print candles table
key = '{}-{}'.format(config['app']['considering_candles'][0][0],
config['app']['considering_candles'][0][1])
table.key_value(stats.candles(candles[key]['candles']),
'candles',
alignments=('left', 'right'))
print('\n')
# print routes table
table.multi_value(stats.routes(router.routes))
print('\n')
# print guidance for debugging candles
if jh.is_debuggable('trading_candles') or jh.is_debuggable(
'shorter_period_candles'):
print(
' Symbol | timestamp | open | close | high | low | volume'
)
# run backtest simulation
signal_simulator(candles)
if not jh.should_execute_silently():
# print trades statistics
if store.completed_trades.count > 0:
print('\n')
table.key_value(report.portfolio_metrics(),
'Metrics',
alignments=('left', 'right'))
print('\n')
# save logs
store_logs(json, tradingview, csv)
if chart:
charts.portfolio_vs_asset_returns()
# # clone the trades so that the original is not mutated
# completed_trades = copy.deepcopy(store.completed_trades.trades)
#
# for trade in completed_trades:
# print(trade.to_dict())
#
# # filter trades which were generated for current day
# completed_trades = filter(lambda x: x.opened_at == jh.get_current_time_in_epoch(), completed_trades)
#
# # TODO: add a slack notification here instead of print to notify the user
# print("Trades to execute today: ")
# for trade in completed_trades:
# print(trade.to_dict())
else:
print(jh.color('No trades were completed/closed.', 'yellow'))
open_positions = store.positions.get_open_positions()
open_orders = store.orders.get_all_active_orders()
current_report = jh.generate_signals_report(open_positions,
open_orders)
return current_report
def run(start_date: str,
finish_date: str,
candles=None,
chart=False,
tradingview=False,
csv=False,
json=False):
# clear the screen
if not jh.should_execute_silently():
click.clear()
# validate routes
validate_routes(router)
# initiate candle store
store.candles.init_storage(5000)
# load historical candles
if candles is None:
print('loading candles...')
candles = load_candles(start_date, finish_date)
click.clear()
if not jh.should_execute_silently():
# print candles table
key = '{}-{}'.format(config['app']['considering_candles'][0][0],
config['app']['considering_candles'][0][1])
table.key_value(stats.candles(candles[key]['candles']),
'candles',
alignments=('left', 'right'))
print('\n')
# print routes table
table.multi_value(stats.routes(router.routes))
print('\n')
# print guidance for debugging candles
if jh.is_debuggable('trading_candles') or jh.is_debuggable(
'shorter_period_candles'):
print(
' Symbol | timestamp | open | close | high | low | volume'
)
# run backtest simulation
simulator(candles)
if not jh.should_execute_silently():
# print trades statistics
if store.completed_trades.count > 0:
change = []
# calcualte market change
for e in router.routes:
if e.strategy is None:
return
first = Candle.select(Candle.close).where(
Candle.timestamp == jh.date_to_timestamp(start_date),
Candle.exchange == e.exchange,
Candle.symbol == e.symbol).first()
last = Candle.select(Candle.close).where(
Candle.timestamp == jh.date_to_timestamp(finish_date) -
60000, Candle.exchange == e.exchange,
Candle.symbol == e.symbol).first()
change.append(
((last.close - first.close) / first.close) * 100.0)
data = report.portfolio_metrics()
data.append(
['Market Change',
str(round(np.average(change), 2)) + "%"])
print('\n')
table.key_value(data, 'Metrics', alignments=('left', 'right'))
print('\n')
# save logs
store_logs(json, tradingview, csv)
if chart:
charts.portfolio_vs_asset_returns()
else:
print(jh.color('No trades were made.', 'yellow'))