def simulateEMA(self):
start_id = self.ema2_n
initial_sma_1 = sma(self.prices[:start_id], self.ema1_n)
initial_sma_2 = sma(self.prices[:start_id], self.ema2_n)
prev_ema1 = initial_sma_1
prev_ema2 = initial_sma_2
last_signal = Signal.HODL
last_price = None
for closing_price in self.prices[start_id:]:
ema1 = ema(self.ema1_n, closing_price, prev_ema1)
ema2 = ema(self.ema2_n, closing_price, prev_ema2)
if ema1 > ema2:
signal = Signal.BUY
else:
signal = Signal.SELL
if last_signal != signal:
order_completed = False
if signal == Signal.BUY:
self.coins, self.fiat, order_completed = trading.place_buy_order(
price=closing_price, coins=self.coins, fiat=self.fiat)
elif signal == Signal.SELL:
self.coins, self.fiat, order_completed = trading.place_sell_order(
price=closing_price, coins=self.coins, fiat=self.fiat)
if order_completed and self.display_orders:
print('%s,%f,%f,%f,%f' %
(signal, closing_price, self.coins, self.fiat,
self.get_balance(self.prices[start_id])))
prev_ema1 = ema1
prev_ema2 = ema2
last_signal = signal
last_price = closing_price
remaining_coins = trading.buy(last_price, self.fiat)
print('=' * 80)
print('[-] %-20s: %f' % ('Coin amount', self.coins))
print('[-] %-20s: %f (%f coins)' %
('Fiat amount', self.fiat, remaining_coins))
print('-' * 80)
print('[-] %-20s: %f [!]' %
('Final coin amount', self.get_balance(last_price)))
print('[-] %-20s: %f' %
('Final value', self.get_fiat_balance(last_price)))
print('=' * 80)
def test_sma_basic():
assert sma([0, 1, 0], 2) == 0.5
assert sma([1, 2, 3], 1) == 3
assert sma([0, 3], 2) == 1.5
assert sma([1, 2, 3], 1) == 3
assert sma([1, 2, 3], 2) == 2.5
assert sma([1, 2, 3], 3) == 2
def test_sma_advanced():
assert sma([
7.14, 6.95, 6.8, 6.6, 7.15, 6.2, 6.5, 6.0, 5.52, 6.28, 6.3, 6.79, 6.5,
6.52, 6.26
], 8) != 6
def test_sma_corner_cases():
assert sma(None, None) is None
assert sma([], None) is None
assert sma([], 0) is None
assert sma([], 1) is None
assert sma([0], 1) == 0
assert sma([1], 1) == 1
assert sma([0, 0], 1) == 0
assert sma([0, 0], 2) == 0
assert sma([0, 1], 1) == 1
assert sma([0, 0, 1], 1) == 1
assert sma([0, 1, 0], 1) == 0
def test_sma():
assert sma([11, 12, 13, 14, 15], 5) == 13
assert sma([12, 13, 14, 15, 16], 5) == 14
assert sma([13, 14, 15, 16, 17], 5) == 15