def main():
barFeed = barfeed.LiveTradeFeed()
brk = broker.PaperTradingBroker(1000, barFeed)
strat = Strategy(barFeed, brk)
strat.run()
def main():
config = ConfigParser.ConfigParser()
config.read('bot.cfg')
# Create BitStamp feed
barFeed = barfeed.LiveTradeFeed()
# cash
# bars = BitStamp live feed
# fee = 0.5 % per order
cash = int(config.get('main', 'cash'))
brk = broker.PaperTradingBroker(cash, barFeed)
strat = Strategy(barFeed, brk)
# Attach the strategy analyzers
retAnalyzer = returns.Returns()
strat.attachAnalyzer(retAnalyzer)
tradesAnalyzer = trades.Trades()
strat.attachAnalyzer(tradesAnalyzer)
sharpeRatioAnalyzer = sharpe.SharpeRatio()
strat.attachAnalyzer(sharpeRatioAnalyzer)
drawDownAnalyzer = drawdown.DrawDown()
strat.attachAnalyzer(drawDownAnalyzer)
try:
strat.run()
#Cool down
time.sleep(5)
# Collect the analysis results
fin_port_val = strat.getResult()
cum_ret = retAnalyzer.getCumulativeReturns()[-1] * 100
stratReturns = tradesAnalyzer.getAllReturns()
return_avg = stratReturns.mean() * 100
return_std = stratReturns.std() * 100
return_min = stratReturns.min() * 100
return_max = stratReturns.max() * 100
sharpe_ratio = sharpeRatioAnalyzer.getSharpeRatio(0.05)
max_drawdown = drawDownAnalyzer.getMaxDrawDown() * 100
longest_drawdown_duration = drawDownAnalyzer.getLongestDrawDownDuration(
)
#fin_port_val = 0
#cum_ret = 0
#return_avg = 0
#return_std = 0
#return_min = 0
#return_max = 0
#sharpe_ratio = 0
#max_drawdown = 0
#longest_drawdown_duration = 0
params = urllib.urlencode({
'op':
'LOG_RETURNS',
'strategyid':
strat.getStrategyUUID(),
'fin_port_val':
fin_port_val,
'cum_returns':
cum_ret,
'return_avg':
return_avg,
'return_std':
return_std,
'return_min':
return_min,
'return_max':
return_max,
'sharpe_ratio':
sharpe_ratio,
'max_drawdown':
max_drawdown,
'longest_drawdown_duration':
longest_drawdown_duration
})
# Post the returns analysis results
strat.postRecord(params)
except:
strat.info("An exception has occurred during final shutdown.")
strat.info(traceback.print_exc())
params = urllib.urlencode({
'op':
'LOG_ENTRY',
'msg':
"An exception has occurred during final shutdown: " +
traceback.format_exc(),
'engine':
strat.getEngine(),
'strategyid':
strat.getStrategyUUID()
})
strat.postRecord(params)
pass
time.sleep(5)
command = "sudo /sbin/reboot"
subprocess.call(command, shell=True)