def backtest(args):
"""
Just a naive backtester
It will call the trained strategies on each test data point
"""
now = du.TIME_TRAVELER.getTime(force=True)
t = du.TIME_TRAVELER.getTime()
log.info("Test data: from", du.toStr(t), "to", du.toStr(now))
while t < now and not lm.gameOver() and not sig.EXIT:
t += du.secToNano(conf.TIME_INTERVAL * 60) # TODO
im.timeTravel(t)
mm.predictModelsMaybeTrade(since=du.TIME_TRAVELER.nowMinus(
days=ib.REAL_TIME_LOOKBACK_DAYS))
score = lm.getGlobalBalanceInQuote()
# hodl = price / big_fat_data_prices[0] * 100
log.info("Backtesting done! Score: " + str(round(float(score)))
# + "% vs HODL: " + str(round(hodl)) + "%"
)
if args.graph:
# TODO: exit if graph is closed
while not sig.EXIT:
time.sleep(0.1)
def trainModels(since):
"""Train all models and save the awesome result"""
for model in mb.MODELS:
if model.need_training:
score = model.train(since)
log.debug("Score:", score)
if score:
log.info("Saving model")
model.save()
def fetch(unused_args):
"""Fetch raw trade data since the beginning of times"""
while not sig.EXIT and not im.fetchInputs():
last_fetch = min((i.current_row.name for i in ib.INPUTS
if i.current_row is not None))
log.info("Fetched data till", du.toStr(last_fetch))
if not sig.EXIT:
log.debug("Fetching done, optimizing database...")
fu.maintenance()
log.info("Database up to date!")
def initGraph(log_lock, file_lock):
"""Launch an awesome matplotlib graph!"""
log.setLock(log_lock)
fu.setLock(file_lock)
du.TIME_TRAVELER.setTime(None)
sig.catchSignal()
try:
_getData()
_initGraph()
except Exception as e:
log.warning("Something's bjorked in your graph :/")
log.info("Try to run babao again with the env variable DEBUG_GRAPH set")
# traceback.print_exc()
raise e
sys.exit(0) # we exit explicitly in the subprocess, to avoid double clean
def withdraw(self, ledger, volume, timestamp=None):
fee = volume / 100 # 1% hardcoded fee
refid = str(du.TIME_TRAVELER.nowMinus(0))
if self.verbose:
log.info(
"Withdraw",
round(volume, 4),
"from",
ledger.asset.name,
"to",
self.asset.name,
)
ledger.logTransaction(typ=ActionEnum.WITHDRAW.value,
volume=volume,
refid=refid,
product=self.asset.value,
timestamp=timestamp)
self.logTransaction(typ=ActionEnum.DEPOSIT.value,
volume=volume,
refid=refid,
fee=fee,
product=ledger.asset.value,
timestamp=timestamp)
def buy(self, ledger, volume_spent, price, timestamp=None):
if self.balance < volume_spent:
return False
volume_bought = volume_spent / price
fee = volume_bought / 100 # 1% hardcoded fee
refid = str(du.TIME_TRAVELER.nowMinus(0))
if self.verbose:
log.info("Bought", round(volume_bought - fee,
4), ledger.asset.name, "for",
round(volume_spent, 4), self.asset.name, "@", int(price))
self.logTransaction(typ=ActionEnum.SELL.value,
volume=-volume_spent,
refid=refid,
product=ledger.asset.value,
timestamp=timestamp)
ledger.logTransaction(typ=ActionEnum.BUY.value,
volume=volume_bought,
refid=refid,
fee=fee,
product=self.asset.value,
timestamp=timestamp)
return True
def test_info():
log.info("info")