from nibbler.trading import indicators
from nibbler import plot
import pandas as pd
if __name__ == "__main__":
from ta import momentum, trend
import pathlib as pt
cwd = pt.Path(__file__).parent
resources_folder = cwd.parent / "../resources"
csv_file = resources_folder / "BitcoinBinance1hr.csv"
df = pd.read_csv(csv_file)
indicator = indicators.Indicator(trend.ema_indicator)
indicator_values = indicator(df)
p = plot.candlesticks(df)
sg_filter = indicators.trend.SavitzkyGolayOpen()
sg_filter.plot(df, fig=p)
plot.show(indicator.plot(df, fig=p))
sg_filter = indicators.trend.SavitzkyGolayLow.random_initialization(
20, 100, 3, 7)
sg_filter.plot(df, fig=p)
plot.show(p)
leverage=3)
strategy_population = MarketStrategyInitialization(
DragonflyDoji,
SavitzkyGolayMaxFilteredGrads,
MarketLong,
buy_signal_kwargs,
sell_signal_kwargs,
strategy_kwargs,
n_population=500)
# this guard is necessary for enabling multiprocesssing
if __name__ == "__main__":
cwd = pt.Path(__file__).parent
resource_folder = cwd / "../../resources"
data_file = resource_folder / "BitcoinBinance1hr.csv"
dataframe = pd.read_csv(data_file)
optimizer = BruteForceSingleDataset(strategy_population)
optimizer.calculate_fitness(dataframe[0:5000], n_processors=8)
p = optimizer.population[-1].plot_trade_and_equity()
plot.show(p)
print(optimizer.population[-1].trade_log)
nd.save(pt.Path(__file__).parent / "best_lad", optimizer.population[-1])
import nibbler as nd
from nibbler.trading import signals
from nibbler.trading import strategy
from nibbler import plot
import pandas as pd
import pathlib as pt
cwd = pt.Path(__file__).parent
resource_folder = cwd/"../../resources"
data_file = resource_folder/"BitcoinBinance1hr.csv"
dataframe = pd.read_csv(data_file)
if __name__ == "__main__":
buy_signal = signals.buy.SavitzkyGolayMin()
sell_signal = signals.sell.SavitzkyGolayMax()
strategy = strategy.MarketLong(
buy_signal, sell_signal,
leverage = 1,
use_leverage = True
)
strategy.walk_dataset(dataframe.iloc[0:5000])
plot.show(
strategy.plot_trade_and_equity()
)
print(strategy.trade_log)
strategy.save("strat")
from nibbler import trading as td
from nibbler import plot
import pathlib as pt
import pandas as pd
if __name__ == "__main__":
cwd = pt.Path(__file__).parent
resources_folder = cwd / "../../resources"
corn_file = resources_folder / "BitcoinBinance1hr.csv"
p = plot.csv.candlesticks(corn_file, skip=20000)
plot.show(p)
df = pd.read_csv(corn_file)
plot.show(plot.candlesticks(df))