def __init__(self, config: dict):
self.exchange = 'binance_spot'
self.balance = {}
super().__init__(spotify_config(config))
self.spot = self.config['spot'] = True
self.inverse = self.config['inverse'] = False
self.hedge_mode = self.config['hedge_mode'] = False
self.do_shrt = self.config['do_shrt'] = self.config['shrt'][
'enabled'] = False
self.session = aiohttp.ClientSession()
self.headers = {'X-MBX-APIKEY': self.key}
self.base_endpoint = ''
self.force_update_interval = 40
async def main():
parser = argparse.ArgumentParser(prog='Backtest', description='Backtest given passivbot config.')
parser.add_argument('live_config_path', type=str, help='path to live config to test')
parser = add_argparse_args(parser)
parser.add_argument(
"-lw",
"--long_wallet_exposure_limit",
"--long-wallet-exposure-limit",
type=float,
required=False,
dest="long_wallet_exposure_limit",
default=None,
help="specify long wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-sw",
"--short_wallet_exposure_limit",
"--short-wallet-exposure-limit",
type=float,
required=False,
dest="short_wallet_exposure_limit",
default=None,
help="specify short wallet exposure limit, overriding value from live config",
)
args = parser.parse_args()
config = await prepare_backtest_config(args)
live_config = load_live_config(args.live_config_path)
config.update(live_config)
if args.long_wallet_exposure_limit is not None:
print(
f"overriding long wallet exposure limit ({config['long']['pbr_limit']}) "
f"with new value: {args.long_wallet_exposure_limit}"
)
config["long"]["pbr_limit"] = args.long_wallet_exposure_limit
if args.short_wallet_exposure_limit is not None:
print(
f"overriding short wallet exposure limit ({config['shrt']['pbr_limit']}) "
f"with new value: {args.short_wallet_exposure_limit}"
)
config["shrt"]["pbr_limit"] = args.short_wallet_exposure_limit
if 'spot' in config['market_type']:
live_config = spotify_config(live_config)
downloader = Downloader(config)
print()
for k in (keys := ['exchange', 'spot', 'symbol', 'market_type', 'config_type', 'starting_balance', 'start_date', 'end_date',
'latency_simulation_ms']):
if k in config:
print(f"{k: <{max(map(len, keys)) + 2}} {config[k]}")
def __init__(self, config: dict):
if config["exchange"] == "binance_us":
self.exchange = "binance_us"
else:
self.exchange = "binance_spot"
self.balance = {}
super().__init__(spotify_config(config))
self.spot = self.config["spot"] = True
self.inverse = self.config["inverse"] = False
self.hedge_mode = self.config["hedge_mode"] = False
self.do_short = self.config["do_short"] = self.config["short"][
"enabled"] = False
self.session = aiohttp.ClientSession()
self.headers = {"X-MBX-APIKEY": self.key}
self.base_endpoint = ""
self.force_update_interval = 40
async def main() -> None:
parser = argparse.ArgumentParser(prog='passivbot',
description='run passivbot')
parser.add_argument('user',
type=str,
help='user/account_name defined in api-keys.json')
parser.add_argument('symbol', type=str, help='symbol to trade')
parser.add_argument('live_config_path',
type=str,
help='live config to use')
parser.add_argument(
'-m',
'--market_type',
type=str,
required=False,
dest='market_type',
default=None,
help=
'specify whether spot or futures (default), overriding value from backtest config'
)
parser.add_argument('-gs',
'--graceful_stop',
action='store_true',
help='if true, disable long and short')
parser.add_argument(
"-lw",
"--long_wallet_exposure_limit",
"--long-wallet-exposure-limit",
type=float,
required=False,
dest="long_wallet_exposure_limit",
default=None,
help=
"specify long wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-sw",
"--short_wallet_exposure_limit",
"--short-wallet-exposure-limit",
type=float,
required=False,
dest="short_wallet_exposure_limit",
default=None,
help=
"specify short wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-sm",
"--short_mode",
"--short-mode",
type=str,
required=False,
dest="short_mode",
default=None,
help=
"specify one of following short modes: [n (normal), m (manual), gs (graceful_stop), p (panic), t (tp_only)]"
)
parser.add_argument(
"-lm",
"--long_mode",
"--long-mode",
type=str,
required=False,
dest="long_mode",
default=None,
help=
"specify one of following long modes: [n (normal), m (manual), gs (graceful_stop), p (panic), t (tp_only)]"
)
parser.add_argument('-ab',
'--assigned_balance',
type=float,
required=False,
dest='assigned_balance',
default=None,
help='add assigned_balance to live config')
args = parser.parse_args()
try:
accounts = json.load(open('api-keys.json'))
except Exception as e:
print(e, 'failed to load api-keys.json file')
return
try:
account = accounts[args.user]
except Exception as e:
print('unrecognized account name', args.user, e)
return
try:
config = load_live_config(args.live_config_path)
except Exception as e:
print(e, 'failed to load config', args.live_config_path)
return
config['user'] = args.user
config['exchange'] = account['exchange']
config['symbol'] = args.symbol
config['live_config_path'] = args.live_config_path
config[
'market_type'] = args.market_type if args.market_type is not None else 'futures'
if args.assigned_balance is not None:
print(f'\nassigned balance set to {args.assigned_balance}\n')
config['assigned_balance'] = args.assigned_balance
if args.long_mode is not None:
if args.long_mode in ['gs', 'graceful_stop', 'graceful-stop']:
print(
'\n\nlong graceful stop enabled; will not make new entries once existing positions are closed\n'
)
config['long']['enabled'] = config['do_long'] = False
elif args.long_mode in ['m', 'manual']:
print(
'\n\nlong manual mode enabled; will neither cancel nor create long orders'
)
config['long_mode'] = 'manual'
elif args.long_mode in ['n', 'normal']:
print('\n\nlong normal mode')
config['long']['enabled'] = config['do_long'] = True
elif args.long_mode in ['p', 'panic']:
print('\nlong panic mode enabled')
config['long_mode'] = 'panic'
config['long']['enabled'] = config['do_long'] = False
elif args.long_mode.lower() in ['t', 'tp_only', 'tp-only']:
print('\nlong tp only mode enabled')
config['long_mode'] = 'tp_only'
if args.short_mode is not None:
if args.short_mode in ['gs', 'graceful_stop', 'graceful-stop']:
print(
'\n\nshrt graceful stop enabled; will not make new entries once existing positions are closed\n'
)
config['shrt']['enabled'] = config['do_shrt'] = False
elif args.short_mode in ['m', 'manual']:
print(
'\n\nshrt manual mode enabled; will neither cancel nor create shrt orders'
)
config['shrt_mode'] = 'manual'
elif args.short_mode in ['n', 'normal']:
print('\n\nshrt normal mode')
config['shrt']['enabled'] = config['do_shrt'] = True
elif args.short_mode in ['p', 'panic']:
print('\nshort panic mode enabled')
config['shrt_mode'] = 'panic'
config['shrt']['enabled'] = config['do_shrt'] = False
elif args.short_mode.lower() in ['t', 'tp_only', 'tp-only']:
print('\nshort tp only mode enabled')
config['shrt_mode'] = 'tp_only'
if args.graceful_stop:
print(
'\n\ngraceful stop enabled for both long and short; will not make new entries once existing positions are closed\n'
)
config['long']['enabled'] = config['do_long'] = False
config['shrt']['enabled'] = config['do_shrt'] = False
if args.long_wallet_exposure_limit is not None:
print(
f"overriding long wallet exposure limit ({config['long']['pbr_limit']}) "
f"with new value: {args.long_wallet_exposure_limit}")
config["long"]["pbr_limit"] = args.long_wallet_exposure_limit
if args.short_wallet_exposure_limit is not None:
print(
f"overriding short wallet exposure limit ({config['shrt']['pbr_limit']}) "
f"with new value: {args.short_wallet_exposure_limit}")
config["shrt"]["pbr_limit"] = args.short_wallet_exposure_limit
if 'spot' in config['market_type']:
config = spotify_config(config)
if account['exchange'] == 'binance':
if 'spot' in config['market_type']:
from procedures import create_binance_bot_spot
bot = await create_binance_bot_spot(config)
else:
from procedures import create_binance_bot
bot = await create_binance_bot(config)
elif account['exchange'] == 'bybit':
from procedures import create_bybit_bot
bot = await create_bybit_bot(config)
else:
raise Exception('unknown exchange', account['exchange'])
print('using config')
pprint.pprint(denumpyize(config))
signal.signal(signal.SIGINT, bot.stop)
signal.signal(signal.SIGTERM, bot.stop)
await start_bot(bot)
await bot.session.close()
async def main():
parser = argparse.ArgumentParser(
prog="Backtest", description="Backtest given passivbot config.")
parser.add_argument("live_config_path",
type=str,
help="path to live config to test")
parser = add_argparse_args(parser)
parser.add_argument(
"-lw",
"--long_wallet_exposure_limit",
"--long-wallet-exposure-limit",
type=float,
required=False,
dest="long_wallet_exposure_limit",
default=None,
help=
"specify long wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-sw",
"--short_wallet_exposure_limit",
"--short-wallet-exposure-limit",
type=float,
required=False,
dest="short_wallet_exposure_limit",
default=None,
help=
"specify short wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-le",
"--long_enabled",
"--long-enabled",
type=str,
required=False,
dest="long_enabled",
default=None,
help="specify long enabled [y/n], overriding value from live config",
)
parser.add_argument(
"-se",
"--short_enabled",
"--short-enabled",
type=str,
required=False,
dest="short_enabled",
default=None,
help="specify short enabled [y/n], overriding value from live config",
)
parser.add_argument(
"-np",
"--n_parts",
"--n-parts",
type=int,
required=False,
dest="n_parts",
default=None,
help="set n backtest slices to plot",
)
parser.add_argument(
"-oh",
"--ohlcv",
help="use 1m ohlcv instead of 1s ticks",
action="store_true",
)
args = parser.parse_args()
if args.symbol is None:
tmp_cfg = load_hjson_config(args.backtest_config_path)
symbols = (tmp_cfg["symbol"] if type(tmp_cfg["symbol"]) == list else
tmp_cfg["symbol"].split(","))
else:
symbols = args.symbol.split(",")
for symbol in symbols:
args = parser.parse_args()
args.symbol = symbol
config = await prepare_backtest_config(args)
config["n_parts"] = args.n_parts
live_config = load_live_config(args.live_config_path)
config.update(live_config)
if args.long_wallet_exposure_limit is not None:
print(
f"overriding long wallet exposure limit ({config['long']['wallet_exposure_limit']}) "
f"with new value: {args.long_wallet_exposure_limit}")
config["long"][
"wallet_exposure_limit"] = args.long_wallet_exposure_limit
if args.short_wallet_exposure_limit is not None:
print(
f"overriding short wallet exposure limit ({config['short']['wallet_exposure_limit']}) "
f"with new value: {args.short_wallet_exposure_limit}")
config["short"][
"wallet_exposure_limit"] = args.short_wallet_exposure_limit
if args.long_enabled is not None:
config["long"]["enabled"] = "y" in args.long_enabled.lower()
if args.short_enabled is not None:
config["short"]["enabled"] = "y" in args.short_enabled.lower()
if "spot" in config["market_type"]:
live_config = spotify_config(live_config)
config["ohlcv"] = args.ohlcv
print()
for k in (keys := [
"exchange",
"spot",
"symbol",
"market_type",
"passivbot_mode",
"config_type",
"starting_balance",
"start_date",
"end_date",
"latency_simulation_ms",
"base_dir",
]):
if k in config:
print(f"{k: <{max(map(len, keys)) + 2}} {config[k]}")
print()
if config["ohlcv"]:
data = load_hlc_cache(
symbol,
config["start_date"],
config["end_date"],
base_dir=config["base_dir"],
spot=config["spot"],
)
else:
downloader = Downloader(config)
data = await downloader.get_sampled_ticks()
config["n_days"] = round_(
(data[-1][0] - data[0][0]) / (1000 * 60 * 60 * 24), 0.1)
pprint.pprint(denumpyize(live_config))
plot_wrap(config, data)
async def main() -> None:
parser = argparse.ArgumentParser(prog="passivbot",
description="run passivbot")
parser.add_argument("user",
type=str,
help="user/account_name defined in api-keys.json")
parser.add_argument("symbol", type=str, help="symbol to trade")
parser.add_argument("live_config_path",
type=str,
help="live config to use")
parser.add_argument(
"-m",
"--market_type",
type=str,
required=False,
dest="market_type",
default=None,
help=
"specify whether spot or futures (default), overriding value from backtest config",
)
parser.add_argument(
"-gs",
"--graceful_stop",
action="store_true",
help="if true, disable long and short",
)
parser.add_argument(
"-lw",
"--long_wallet_exposure_limit",
"--long-wallet-exposure-limit",
type=float,
required=False,
dest="long_wallet_exposure_limit",
default=None,
help=
"specify long wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-sw",
"--short_wallet_exposure_limit",
"--short-wallet-exposure-limit",
type=float,
required=False,
dest="short_wallet_exposure_limit",
default=None,
help=
"specify short wallet exposure limit, overriding value from live config",
)
parser.add_argument(
"-sm",
"--short_mode",
"--short-mode",
type=str,
required=False,
dest="short_mode",
default=None,
help=
"specify one of following short modes: [n (normal), m (manual), gs (graceful_stop), p (panic), t (tp_only)]",
)
parser.add_argument(
"-lm",
"--long_mode",
"--long-mode",
type=str,
required=False,
dest="long_mode",
default=None,
help=
"specify one of following long modes: [n (normal), m (manual), gs (graceful_stop), p (panic), t (tp_only)]",
)
parser.add_argument(
"-ab",
"--assigned_balance",
type=float,
required=False,
dest="assigned_balance",
default=None,
help="add assigned_balance to live config",
)
args = parser.parse_args()
try:
accounts = json.load(open("api-keys.json"))
except Exception as e:
print(e, "failed to load api-keys.json file")
return
try:
account = accounts[args.user]
except Exception as e:
print("unrecognized account name", args.user, e)
return
try:
config = load_live_config(args.live_config_path)
except Exception as e:
print(e, "failed to load config", args.live_config_path)
return
config["user"] = args.user
config["exchange"] = account["exchange"]
config["symbol"] = args.symbol
config[
"market_type"] = args.market_type if args.market_type is not None else "futures"
config["passivbot_mode"] = determine_passivbot_mode(config)
if args.assigned_balance is not None:
print(f"\nassigned balance set to {args.assigned_balance}\n")
config["assigned_balance"] = args.assigned_balance
if args.long_mode is None:
if not config["long"]["enabled"]:
config["long_mode"] = "manual"
else:
if args.long_mode in ["gs", "graceful_stop", "graceful-stop"]:
print(
"\n\nlong graceful stop enabled; will not make new entries once existing positions are closed\n"
)
config["long"]["enabled"] = config["do_long"] = False
elif args.long_mode in ["m", "manual"]:
print(
"\n\nlong manual mode enabled; will neither cancel nor create long orders"
)
config["long_mode"] = "manual"
elif args.long_mode in ["n", "normal"]:
print("\n\nlong normal mode")
config["long"]["enabled"] = config["do_long"] = True
elif args.long_mode in ["p", "panic"]:
print("\nlong panic mode enabled")
config["long_mode"] = "panic"
config["long"]["enabled"] = config["do_long"] = False
elif args.long_mode.lower() in ["t", "tp_only", "tp-only"]:
print("\nlong tp only mode enabled")
config["long_mode"] = "tp_only"
if args.short_mode is None:
if not config["short"]["enabled"]:
config["short_mode"] = "manual"
else:
if args.short_mode in ["gs", "graceful_stop", "graceful-stop"]:
print(
"\n\nshort graceful stop enabled; will not make new entries once existing positions are closed\n"
)
config["short"]["enabled"] = config["do_short"] = False
elif args.short_mode in ["m", "manual"]:
print(
"\n\nshort manual mode enabled; will neither cancel nor create short orders"
)
config["short_mode"] = "manual"
elif args.short_mode in ["n", "normal"]:
print("\n\nshort normal mode")
config["short"]["enabled"] = config["do_short"] = True
elif args.short_mode in ["p", "panic"]:
print("\nshort panic mode enabled")
config["short_mode"] = "panic"
config["short"]["enabled"] = config["do_short"] = False
elif args.short_mode.lower() in ["t", "tp_only", "tp-only"]:
print("\nshort tp only mode enabled")
config["short_mode"] = "tp_only"
if args.graceful_stop:
print(
"\n\ngraceful stop enabled for both long and short; will not make new entries once existing positions are closed\n"
)
config["long"]["enabled"] = config["do_long"] = False
config["short"]["enabled"] = config["do_short"] = False
config["long_mode"] = None
config["short_mode"] = None
if args.long_wallet_exposure_limit is not None:
print(
f"overriding long wallet exposure limit ({config['long']['wallet_exposure_limit']}) "
f"with new value: {args.long_wallet_exposure_limit}")
config["long"][
"wallet_exposure_limit"] = args.long_wallet_exposure_limit
if args.short_wallet_exposure_limit is not None:
print(
f"overriding short wallet exposure limit ({config['short']['wallet_exposure_limit']}) "
f"with new value: {args.short_wallet_exposure_limit}")
config["short"][
"wallet_exposure_limit"] = args.short_wallet_exposure_limit
if "spot" in config["market_type"]:
config = spotify_config(config)
if account["exchange"] == "binance":
if "spot" in config["market_type"]:
from procedures import create_binance_bot_spot
bot = await create_binance_bot_spot(config)
else:
from procedures import create_binance_bot
bot = await create_binance_bot(config)
elif account["exchange"] == "binance_us":
from procedures import create_binance_bot_spot
bot = await create_binance_bot_spot(config)
elif account["exchange"] == "bybit":
from procedures import create_bybit_bot
bot = await create_bybit_bot(config)
else:
raise Exception("unknown exchange", account["exchange"])
print("using config")
pprint.pprint(denumpyize(config))
signal.signal(signal.SIGINT, bot.stop)
signal.signal(signal.SIGTERM, bot.stop)
await start_bot(bot)
await bot.session.close()