Exemple #1
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async def _get_tools():
    symbol = "BTC/USDT"
    config = load_test_config()
    config[commons_constants.CONFIG_SIMULATOR][commons_constants.CONFIG_STARTING_PORTFOLIO]["SUB"] = \
        0.000000000000000000005
    config[commons_constants.CONFIG_SIMULATOR][commons_constants.CONFIG_STARTING_PORTFOLIO]["BNB"] = \
        0.000000000000000000005
    config[commons_constants.CONFIG_SIMULATOR][
        commons_constants.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
Exemple #2
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    async def test_get_risk(self):
        config, exchange_manager, trader_inst = await self.init_default()
        await self.stop(exchange_manager)

        config[commons_constants.CONFIG_TRADING][commons_constants.CONFIG_TRADER_RISK] = 0
        trader_1 = TraderSimulator(config, exchange_manager)
        assert round(trader_1.risk, 2) == decimal.Decimal(str(commons_constants.CONFIG_TRADER_RISK_MIN))
        await self.stop(exchange_manager)

        config[commons_constants.CONFIG_TRADING][commons_constants.CONFIG_TRADER_RISK] = 2
        trader_2 = TraderSimulator(config, exchange_manager)
        assert trader_2.risk == decimal.Decimal(str(commons_constants.CONFIG_TRADER_RISK_MAX))
        await self.stop(exchange_manager)

        config[commons_constants.CONFIG_TRADING][commons_constants.CONFIG_TRADER_RISK] = 0.5
        trader_2 = TraderSimulator(config, exchange_manager)
        assert trader_2.risk == decimal.Decimal(str(0.5))
        await self.stop(exchange_manager)
Exemple #3
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    async def init_default():
        config = load_test_config()
        exchange_manager = ExchangeManager(
            config, TestOrderFactory.EXCHANGE_MANAGER_CLASS_STRING)
        await exchange_manager.initialize()

        trader = TraderSimulator(config, exchange_manager)
        await trader.initialize()

        return config, exchange_manager, trader
Exemple #4
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    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
Exemple #5
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async def future_backtesting_trader(backtesting_config,
                                    backtesting_exchange_manager):
    trader_instance = TraderSimulator(backtesting_config,
                                      backtesting_exchange_manager)
    await trader_instance.initialize()
    return backtesting_config, backtesting_exchange_manager, trader_instance
Exemple #6
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async def simulated_trader(simulated_exchange_manager):
    config = load_test_config()
    trader_instance = TraderSimulator(config, simulated_exchange_manager)
    await trader_instance.initialize()
    return config, simulated_exchange_manager, trader_instance
Exemple #7
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async def trader_simulator(exchange_manager):
    config = load_test_config()
    config[commons_constants.CONFIG_SIMULATOR][commons_constants.CONFIG_ENABLED_OPTION] = True
    trader_inst = TraderSimulator(load_test_config(), exchange_manager)
    await trader_inst.initialize()
    return config, exchange_manager, trader_inst