def backtest(start_date: str, finish_date: str, debug: bool, csv: bool,
json: bool, fee: bool, chart: bool, tradingview: bool,
full_reports: bool) -> None:
"""
backtest mode. Enter in "YYYY-MM-DD" "YYYY-MM-DD"
"""
validate_cwd()
from jesse.config import config
config['app']['trading_mode'] = 'backtest'
register_custom_exception_handler()
from jesse.services import db
from jesse.modes import backtest_mode
from jesse.services.selectors import get_exchange
# debug flag
config['app']['debug_mode'] = debug
# fee flag
if not fee:
for e in config['app']['trading_exchanges']:
config['env']['exchanges'][e]['fee'] = 0
get_exchange(e).fee = 0
backtest_mode.run(start_date,
finish_date,
chart=chart,
tradingview=tradingview,
csv=csv,
json=json,
full_reports=full_reports)
db.close_connection()
def terminate_app():
"""
"""
# close the database
from jesse.services.db import close_connection
close_connection()
# disconnect python from the OS
os._exit(1)
def generate_signal(start_date, finish_date, reports_folder, debug, csv, json,
fee, chart, tradingview):
"""
backtest mode. Enter in "YYYY-MM-DD" "YYYY-MM-DD"
"""
validate_cwd()
from jesse.config import config
config['app']['trading_mode'] = 'backtest'
register_custom_exception_handler()
from jesse.services import db
from jesse.modes import backtest_mode
from jesse.services.selectors import get_exchange
# debug flag
config['app']['debug_mode'] = debug
# fee flag
if not fee:
for e in config['app']['trading_exchanges']:
config['env']['exchanges'][e]['fee'] = 0
get_exchange(e).fee = 0
print(f"Generating report for {finish_date}")
todays_signal_report = backtest_mode.generate_signal(
start_date,
finish_date,
chart=chart,
tradingview=tradingview,
csv=csv,
json=json)
previous_report_file = Path(
reports_folder) / f"{jh.get_previous_reports_file_name()}.json"
print(f"Loading {previous_report_file} for comparison")
previous_signal_report = jh.load_report(
previous_report_file) if os.path.exists(previous_report_file) else None
is_report_different = jh.are_reports_different(previous_signal_report,
todays_signal_report)
if is_report_different:
print("Posting to slack")
slack_report = jh.construct_slack_report(previous_signal_report,
todays_signal_report)
print(slack_report)
jh.post_slack_notification(slack_report)
current_report_file_name = Path(
reports_folder) / f"{jh.get_current_report_file_name()}.json"
print(f"Dumping to {current_report_file_name}")
jh.dump_report(todays_signal_report, current_report_file_name)
db.close_connection()
def import_candles(exchange, symbol, start_date):
"""
imports historical candles from exchange
"""
validate_cwd()
from jesse.config import config
config['app']['trading_mode'] = 'import-candles'
register_custom_exception_handler()
from jesse.services import db
from jesse.modes import import_candles_mode
import_candles_mode.run(exchange, symbol, start_date)
db.close_connection()
from jesse.config import config
from jesse.services import db
from jesse.modes import import_candles_mode
config['app']['trading_mode'] = 'import-candles'
exchange = 'Binance'
start_date = '2019-01-01'
pairs = ['BTC-USDT', 'LTC-USDT', 'XMR-USDT', 'ETC-USDT']
for pair in pairs:
import_candles_mode.run(exchange, pair, start_date, skip_confirmation=True)
db.close_connection()