def test_valid_init():
price = Price(7000, TradingPair(USD, BTC))
assert price
assert isinstance(price.rate, Number)
assert price.rate == 7000
assert isinstance(price.pair, TradingPair)
assert price.pair == TradingPair(USD, BTC)
price = Price(7000, USD/BTC)
assert price
assert isinstance(price.rate, Number)
assert price.rate == 7000
assert isinstance(price.pair, TradingPair)
assert price.pair == USD / BTC
def test_valid_init():
USD = Instrument("USD", 8, "U.S. Dollar")
BTC = Instrument("BTC", 8, "Bitcoin")
pair = TradingPair(USD, BTC)
assert pair
assert pair.base == USD
assert pair.quote == BTC
def main():
trading_pair = TradingPair(USD, BTC)
action = DynamicOrders(trading_pair)
exchange = CCXTExchange('bitmex', observation_pairs=[trading_pair],
timeframe='1m')
wallet = Wallet(exchange, .01 * BTC)
portfolio = Portfolio(USD, wallets=[wallet])
env = TradingEnvironment(portfolio, exchange, action, 'simple')
while True:
env.step(0)
env.render('human')
time.sleep(.02)
def test_valid_rmul():
pair = TradingPair(USD, BTC)
# int
price = 8 * pair
assert isinstance(price, Price)
assert price.rate == 8
assert price.pair == pair
# float
price = 8.0 * pair
assert isinstance(price, Price)
assert price.rate == 8
assert price.pair == pair
def net_worth(self) -> float:
"""Calculate the net worth of the active account on thenge.
Returns:
The total portfolio value of the active account on the exchange.
"""
net_worth = 0
if not self._wallets:
return net_worth
for wallet in self._wallets.values():
if wallet.instrument == self._base_instrument:
current_price = 1
else:
pair = TradingPair(self._base_instrument, wallet.instrument)
current_price = wallet.exchange.quote_price(pair)
wallet_balance = wallet.total_balance.size
net_worth += current_price * wallet_balance
return net_worth
def main():
df = load_dataframe()
exchange = SimulatedExchange(df)
wallet_usd = Wallet(exchange, 0 * USD)
wallet_btc = Wallet(exchange, .01 * BTC)
portfolio = Portfolio(BTC, wallets=[wallet_usd, wallet_btc])
trading_pair = TradingPair(USD, BTC)
action = DynamicOrders(trading_pair)
env = TradingEnvironment(portfolio, exchange, action, 'simple',
window_size=20)
times = []
for _ in range(300):
action = 0
if random.random() > .9:
action = int(random.uniform(1, 20))
env.step(action)
t1 = time.time()
env.render('human')
times.append(time.time() - t1)
if len(times) > 120:
times.pop(0)
print(f'FPS: {1 / np.mean(times):.1f}', end='\r')
# limitations under the License
import time
import ccxt
import numpy as np
import pandas as pd
from typing import Dict, List, Union
from gym.spaces import Space, Box
from ccxt import BadRequest
from tensortrade.trades import Trade, TradeType, TradeSide
from tensortrade.instruments import TradingPair, BTC, ETH
from tensortrade.exchanges import Exchange
BTC_ETH_PAIR = TradingPair(BTC, ETH)
class CCXTExchange(Exchange):
"""An exchange for trading on CCXT-supported cryptocurrency exchanges."""
def __init__(self,
exchange: Union[ccxt.Exchange, str] = 'coinbase',
**kwargs):
super(CCXTExchange, self).__init__(**kwargs)
exchange = self.default('exchange', exchange)
self._exchange = getattr(ccxt, exchange)() if \
isinstance(exchange, str) else exchange
self._credentials = self.default('credentials', None, kwargs)
def test_valid_init():
pair = TradingPair(USD, BTC)
assert pair
assert pair.base == USD
assert pair.quote == BTC
def test_str():
pair = TradingPair(USD, BTC)
assert str(pair) == "USD/BTC"
def test_invalid_rmul():
pair = TradingPair(USD, BTC)
with pytest.raises(IncompatibleTradingPairOperation):
"btc" * pair
def test_invalid_init():
with pytest.raises(InvalidTradingPair):
pair = TradingPair(BTC, BTC)
def test_str():
USD = Instrument("USD", 8, "U.S. Dollar")
BTC = Instrument("BTC", 8, "Bitcoin")
pair = TradingPair(USD, BTC)
assert str(pair) == "USD/BTC"
def test_invalid_init():
BTC = Instrument("BTC", 8, "Bitcoin")
with pytest.raises(InvalidTradingPair):
pair = TradingPair(BTC, BTC)