def __init__(self, bitmex, symbol=None, start_time=None, end_time=None):
self.bitmex = bitmex
db_exisiting = False
db = DBClient("mysql")
self.db_client = db.client
self.db_cursor = db.cursor
self.symbol = symbol
self.continuity_valuation_min = [20]
self.initialize_duration(start_time, end_time)
if db_exisiting:
self.ohlcv = self.df_all_records()
else:
self.fetch_data()
self.setting_db()
from datetime import datetime, timedelta
from pathlib import Path
from lib.dataset import Dataset
from client.db_client import DBClient
from client.exchange_client import ExchangeClient
bitmex_exchange_client = ExchangeClient("bitmex", "config.ini")
mysql_client = DBClient("mysql", "config.ini")
dataset_manager = Dataset(mysql_client, bitmex_exchange_client, True)
start_time = datetime.now() - timedelta(days=200)
end_time = datetime.now()
dataset_manager.update_ohlcv("bitmex", start_time)
from technical_analysis.obv import TechnicalAnalysisOBV
from technical_analysis.roc import TechnicalAnalysisROC
from technical_analysis.rsi import TechnicalAnalysisRSI
from technical_analysis.so import TechnicalAnalysisSTOCH
from technical_analysis.williamsr import TechnicalAnalysisWilliamsR
from technical_analysis.wma import TechnicalAnalysisWMA
# option settings
pd.set_option("display.max_columns", 250)
pd.set_option("display.max_rows", 250)
import warnings
warnings.filterwarnings('ignore')
plt.rcParams['figure.figsize'] = (10.0, 20.0)
bitmex_exchange_client = ExchangeClient("bitmex", Path(config_ini))
mysql_client = DBClient("mysql", Path(config_ini))
dataset_manager = Dataset(mysql_client, bitmex_exchange_client, True)
dataset_manager.update_ohlcv("bitmex",
start_time=datetime.now() - timedelta(days=365),
with_ta=True)
# manually added
def get_joined_params_and_summary():
bot = BottomTrendFollow(db_client=mysql_client,
exchange_client=bitmex_exchange_client,
is_backtest=True)
backtest_management = bot.trading_bot_backtest.trading_bot_backtest_db.backtest_management_table(
)
backtest_summary = BacktestSummary()
from client.exchange_client import ExchangeClient
from client.db_client import DBClient
from client.exchange_ws_client import WSClient
from lib.pandamex import PandaMex
from lib.time_ms import TimeMS
from lib.dataset import Dataset
from hypothesis_test.fetch_high_frequency_data_test import FetchHighFrequencyData
from hypothesis_test.h_price_move_probability import HPriceMovePlobability
from hypothesis_test.volatility_dependent_offset_test import VolatilityDependentOffsetTest
from bot.bottom_trend_follower import BottomTrendFollow
bitmex_exchange_client = ExchangeClient("bitmex",
Path("tradingbot/config.ini"))
# influx_client = DBClient("influxdb")
# print(influx_client.connector.get_list_database())
mysql_client = DBClient("mysql", Path("tradingbot/config.ini"))
# update database
dataset_manager = Dataset(mysql_client, bitmex_exchange_client)
download_start_time = datetime.now() - timedelta(days=1000)
dataset_manager.update_ohlcv("bitmex", download_start_time)
bot_bot = BottomTrendFollow(db_client=mysql_client,
exchange_client=bitmex_exchange_client,
is_backtest=True)
bot_bot.run()
from datetime import datetime, timedelta
from bot.bottom_trend_follower import BottomTrendFollow
from client.db_client import DBClient
from client.exchange_client import ExchangeClient
bitmex_client = ExchangeClient("bitmex", "config.ini")
influx_client = DBClient("influxdb", "config.ini")
bot_name = "bottom_trend_follow"
version = "v1.0.0"
timeframe = 1
bottom_trend_tick = 5
middle_trend_tick = 3
top_trend_tick = 1
close_position_on_do_nothing = True
inverse_trading = True
random_leverage = False
random_forest_leverage_adjust = False
default_params = {
"bot_name": bot_name,
"version": version,
"timeframe": timeframe,
"close_position_on_do_nothing": close_position_on_do_nothing,
"inverse_trading": inverse_trading,
"random_leverage": random_leverage,
"random_forest_leverage_adjust": random_forest_leverage_adjust
}