def test_on_fill(mock_trade_class, mock_exchange_class, fill_listener): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) order.attach(fill_listener) order.execute(exchange) trade = mock_trade_class.return_value trade.size = 3997.00 trade.commission = 3.00 * USD assert not fill_listener.listened order.fill(exchange, trade) assert fill_listener.listened
def test_on_cancel(mock_exchange_class, cancel_listener): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 exchange.quote_price = mock.Mock(return_value=Decimal(7000.00)) wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5200.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) order.attach(cancel_listener) assert not cancel_listener.listened order.cancel() assert cancel_listener.listened
def test_properties(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.LIMIT, quantity=5000.00 * USD, portfolio=portfolio, price=7000.00) assert order assert order.step == 0 assert order.base_instrument == USD assert order.quote_instrument == BTC assert order.size == 5000.00 * USD assert order.price == 7000.00 assert order.trades == [] assert order.is_buy assert not order.is_sell assert not order.is_market_order assert order.is_limit_order
def test_on_fill(mock_trade_class, mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" broker = Broker(exchange) wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) order.attach(broker) order.execute(exchange) broker._executed[order.id] = order trade = mock_trade_class.return_value trade.size = 5197.00 trade.commission = 3.00 * USD trade.order_id = order.id assert order.status == OrderStatus.OPEN order.fill(exchange, trade) assert order.status == OrderStatus.FILLED assert order.remaining_size == 0 assert trade in broker.trades[order.id]
def test_on_complete(mock_trade_class, mock_exchange_class, complete_listener): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 exchange.quote_price = mock.Mock(return_value=Decimal(7000.00)) wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5200.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) order.attach(complete_listener) order.execute() trade = mock_trade_class.return_value trade.size = Decimal(5197.00) trade.quantity = trade.size * USD trade.commission = 3.00 * USD order.fill(trade) assert not complete_listener.listened order.complete() assert complete_listener.listened
def test_release(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) order.execute(exchange) wallet_usd = portfolio.get_wallet(exchange.id, USD) assert wallet_usd.balance == 4800 * USD assert wallet_usd.locked_balance == 5200 * USD assert order.path_id in wallet_usd.locked.keys() order.release() assert wallet_usd.balance == 10000 * USD assert wallet_usd.locked_balance == 0 * USD assert order.path_id not in wallet_usd.locked.keys()
def test_fill(mock_order_listener_class, mock_trade_class, mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) listener = mock_order_listener_class.return_value listener.on_fill = mock.Mock(return_value=None) order.attach(listener) order.execute(exchange) trade = mock_trade_class.return_value trade.size = 3997.00 trade.commission = 3.00 * USD assert order.status == OrderStatus.OPEN order.fill(exchange, trade) assert order.status == OrderStatus.PARTIALLY_FILLED assert order.remaining_size == 1200.00 listener.on_fill.assert_called_once_with(order, exchange, trade)
def test_str(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 exchange.quote_price = mock.Mock(return_value=Decimal(7000.00)) wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5200.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) pattern = re.compile("<[A-Z][a-zA-Z]*:\\s(\\w+=.*,\\s)*(\\w+=.*)>") string = str(order) assert string assert string == pattern.fullmatch(string).string
def test_init(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5000 * USD, price=7000, portfolio=portfolio) assert order assert order.id assert order.path_id assert order.step == 0 assert order.quantity.instrument == USD assert order.remaining == order.quantity assert isinstance(order.pair, TradingPair) assert order.pair.base == USD assert order.pair.quote == BTC
def test_execute(mock_order_listener_class, mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) listener = mock_order_listener_class.return_value listener.on_execute = mock.Mock(return_value=None) order.attach(listener) assert order.status == OrderStatus.PENDING order.execute(exchange) assert order.status == OrderStatus.OPEN wallet_usd = portfolio.get_wallet(exchange.id, USD) wallet_btc = portfolio.get_wallet(exchange.id, BTC) assert wallet_usd.balance == 4800 * USD assert wallet_usd.locked_balance == 5200 * USD assert order.path_id in wallet_usd.locked.keys() assert wallet_btc.balance == 0 * BTC listener.on_execute.assert_called_once_with(order, exchange)
def test_invalid_deposit(): # Add to free unlocked balance with different instrument wallet = Wallet(exchange, 10000 * USD) with pytest.raises(IncompatibleInstrumentOperation): wallet.deposit(500 * BTC, reason="test")
def test_iadd(mock_exchange_class, mock_order_spec_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 exchange.quote_price = mock.Mock(return_value=Decimal(7000.00)) wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) # Market order order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5000.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) order_spec = mock_order_spec_class.return_value assert len(order._specs) == 0 order += order_spec assert len(order._specs) == 1 assert order_spec in order._specs
def test_release(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 exchange.quote_price = mock.Mock(return_value=Decimal(7000.00)) wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5200.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) order.execute() wallet_usd = portfolio.get_wallet(exchange.id, USD) assert wallet_usd.balance == 4800 * USD assert wallet_usd.locked_balance == 5200 * USD assert order.path_id in wallet_usd.locked.keys() order.release() assert wallet_usd.balance == 10000 * USD assert wallet_usd.locked_balance == 0 * USD assert order.path_id not in wallet_usd.locked.keys()
def test_is_complete(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) # Market order order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5000.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) assert not order.is_complete() order.remaining = 0 * USD assert order.is_complete()
def test_sell_on_exchange(): wallets = [Wallet(exchange, 0 * USD), Wallet(exchange, 10 * BTC)] portfolio = Portfolio(base_instrument=USD, wallets=wallets) base_wallet = portfolio.get_wallet(exchange.id, USD) quote_wallet = portfolio.get_wallet(exchange.id, BTC) quantity = (1 / 10) * quote_wallet.balance order = Order(side=TradeSide.SELL, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=quantity, portfolio=portfolio) current_price = 12390.90 quote_wallet -= quantity.size * order.pair.quote quote_wallet += order.quantity trade = exchange._execute_sell_order(order, base_wallet, quote_wallet, current_price) assert trade assert trade.size == 0.997 * BTC assert trade.commission == 0.003 * BTC
def test_exchange_with_wallets_feed(): ex1 = Exchange("coinbase", service=execute_order)(Array("USD-BTC", [7000, 7500, 8300]), Array("USD-ETH", [200, 212, 400])) ex2 = Exchange("binance", service=execute_order)(Array("USD-BTC", [7005, 7600, 8200]), Array("USD-ETH", [201, 208, 402]), Array("USD-LTC", [56, 52, 60])) wallet_btc = Wallet(ex1, 10 * BTC) wallet_btc_ds = create_wallet_source(wallet_btc) wallet_usd = Wallet(ex2, 1000 * USD) wallet_usd -= 400 * USD wallet_usd += Quantity(USD, 400, path_id="fake_id") wallet_usd_ds = create_wallet_source(wallet_usd, include_worth=False) feed = DataFeed([ex1, ex2, wallet_btc_ds, wallet_usd_ds]) assert feed.next() == { "coinbase:/USD-BTC": 7000, "coinbase:/USD-ETH": 200, "coinbase:/BTC:/free": 10, "coinbase:/BTC:/locked": 0, "coinbase:/BTC:/total": 10, "coinbase:/BTC:/worth": 70000, "binance:/USD-BTC": 7005, "binance:/USD-ETH": 201, "binance:/USD-LTC": 56, "binance:/USD:/free": 600, "binance:/USD:/locked": 400, "binance:/USD:/total": 1000 }
def test_path_order_runs_though_broker(): wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(base_instrument=USD, wallets=wallets) exchange.reset() portfolio.reset() broker.reset() base_wallet = portfolio.get_wallet(exchange.id, USD) quantity = (1 / 10) * base_wallet.balance order = Order(side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=quantity, portfolio=portfolio) order = order.add_recipe( Recipe(side=TradeSide.SELL, trade_type=TradeType.MARKET, pair=USD / BTC, criteria=StopLoss(direction=StopDirection.EITHER, up_percent=0.02, down_percent=0.10))) broker.submit(order) while len(broker.unexecuted) > 0: broker.update() portfolio.update() obs = exchange.next_observation(1) pytest.fail("Failed.")
def test_on_complete(mock_trade_class, mock_exchange_class, complete_listener): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" exchange.name = "coinbase" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_name="coinbase", side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) order.attach(complete_listener) order.execute(exchange) trade = mock_trade_class.return_value trade.size = 5217.00 trade.commission = 3.00 * USD order.fill(exchange, trade) assert not complete_listener.listened order.complete(exchange) assert complete_listener.listened
def test_detach(mock_exchange_class, mock_order_listener_class): exchange = mock_exchange_class.return_value exchange.options = ExchangeOptions() exchange.id = "fake_exchange_id" exchange.name = "coinbase" exchange.clock = mock.Mock() exchange.clock.step = 0 wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_pair=ExchangePair(exchange, USD / BTC), side=TradeSide.BUY, trade_type=TradeType.MARKET, quantity=5000.00 * USD, portfolio=portfolio, price=Decimal(7000.00)) listener = mock_order_listener_class.return_value order.attach(listener) assert len(order._listeners) == 1 assert listener in order._listeners order.detach(listener) assert len(order._listeners) == 0 assert listener not in order._listeners
def test_cancel(mock_order_listener_class, mock_trade_class, mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_name="coinbase", side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) listener = mock_order_listener_class.return_value listener.on_cancel = mock.Mock(return_value=None) order.attach(listener) order.execute(exchange) # Execute fake trade price = 7010.00 scale = order.price / price commission = 3.00 * USD trade = mock_trade_class.return_value trade.size = scale * order.size - commission.size trade.price = price trade.commission = commission base_wallet = portfolio.get_wallet(exchange.id, USD) quote_wallet = portfolio.get_wallet(exchange.id, BTC) base_size = trade.size + commission.size quote_size = (order.price / trade.price) * (trade.size / trade.price) base_wallet -= Quantity(USD, size=base_size, path_id=order.path_id) quote_wallet += Quantity(BTC, size=quote_size, path_id=order.path_id) order.fill(exchange, trade) assert order.status == OrderStatus.PARTIALLY_FILLED assert base_wallet.balance == 4800.00 * USD assert round(base_wallet.locked[order.path_id].size, 2) == 7.42 assert quote_wallet.balance == 0 * BTC assert round(quote_wallet.locked[order.path_id].size, 8) == 0.73925519 order.cancel() listener.on_cancel.assert_called_once_with(order) assert round(base_wallet.balance.size, 2) == 4807.42 assert order.path_id not in base_wallet.locked assert round(quote_wallet.balance.size, 8) == 0.73925519 assert order.path_id not in quote_wallet.locked
def test_init_from_wallets(exchange): portfolio = Portfolio(USD, wallets=[ Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC) ]) assert portfolio.base_instrument == USD assert portfolio.base_balance == 10000 * USD assert portfolio.initial_balance == 10000 * USD assert len(portfolio.wallets) == 2
def create_env(): def fetch_data(exchange_name, symbol, timeframe): url = "https://www.cryptodatadownload.com/cdd/" filename = "{}_{}USD_{}.csv".format(exchange_name, symbol, timeframe) volume_column = "Volume {}".format(symbol) new_volume_column = "Volume_{}".format(symbol) df = pd.read_csv(url + filename, skiprows=1) df = df[::-1] df = df.drop(["Symbol"], axis=1) df = df.rename( { "Volume USD": "volume", volume_column: new_volume_column }, axis=1) df = df.set_index("Date") df.columns = [symbol + ":" + name.lower() for name in df.columns] return df ssl._create_default_https_context = ssl._create_unverified_context # Only used if pandas gives a SSLError coinbase_data = pd.concat([ fetch_data("Coinbase", "BTC", "1h"), fetch_data("Coinbase", "ETH", "1h") ], axis=1) coinbase = Exchange("coinbase", service=execute_order)( Stream("USD-BTC", list(coinbase_data['BTC:close'])), Stream("USD-ETH", list(coinbase_data['ETH:close']))) with Module("coinbase") as coinbase_ns: nodes = [ Stream(name, list(coinbase_data[name])) for name in coinbase_data.columns ] feed = DataFeed([coinbase_ns]) portfolio = Portfolio(USD, [ Wallet(coinbase, 10000 * USD), Wallet(coinbase, 10 * BTC), Wallet(coinbase, 5 * ETH), ]) env = TradingEnvironment(feed=feed, portfolio=portfolio, action_scheme='managed-risk', reward_scheme='risk-adjusted', window_size=20) return env
def trading(agent_path, n_step = len(test),): from tensortrade.exchanges import Exchange from tensortrade.exchanges.services.execution.simulated import execute_order from tensortrade.data import Stream, DataFeed, Module from tensortrade.instruments import USD, BTC from tensortrade.wallets import Wallet, Portfolio coinbase = Exchange("coinbase", service=execute_order)( Stream("USD-BTC", price_history['close'].tolist()) ) portfolio = Portfolio(USD, [ Wallet(coinbase, 10000 * USD), Wallet(coinbase, 10 * BTC), ]) with Module("coinbase") as coinbase_ns: nodes = [Stream(name, test[name].tolist()) for name in test.columns] feed = DataFeed([coinbase_ns]) from tensortrade.environments import TradingEnvironment env = TradingEnvironment( feed=feed, portfolio=portfolio, action_scheme='managed-risk', reward_scheme='risk-adjusted', window_size=20 ) agent = DQNAgent(env) agent.restore() action = agent.env.action_space.sample() state, reward, done, info = agent.env.step(action) action = agent.get_action(state) action = agent.env.action_space.sample() step = 0 while not done and (step < n_steps): state, reward, done, info = agent.env.step(action) action = agent.get_action(state) print('step:', step, '-- action:', action) step += 1 env.portfolio.performance.plot(figsize=(16, 10)) env.portfolio.performance.net_worth.plot(figsize=(16, 10))
def test_update_on_single_exchange_with_multiple_orders(mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" exchange.name = "coinbase" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) broker = Broker(exchange) # Submit order 1 o1 = Order(step=0, exchange_name="coinbase", side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) o1.is_executable_on = mock.MagicMock(side_effect=[False, True]) broker.submit(o1) # Submit order 2 o2 = Order(step=0, exchange_name="coinbase", side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=230.00 * USD, portfolio=portfolio, price=7300.00) o2.is_executable_on = mock.MagicMock(side_effect=[True, False]) broker.submit(o2) # No updates have been made yet assert o1 in broker.unexecuted and o1 not in broker.executed assert o2 in broker.unexecuted and o2 not in broker.executed # First update broker.update() assert o1 in broker.unexecuted and o1.id not in broker.executed assert o2 not in broker.unexecuted and o2.id in broker.executed # Second update broker.update() assert o1 not in broker.unexecuted and o1.id in broker.executed assert o2 not in broker.unexecuted and o2.id in broker.executed
def test_add(portfolio, exchange): wallet_bch = Wallet(exchange, 1000 * BCH) portfolio.add(wallet_bch) assert wallet_bch in portfolio.wallets
def test_invalid_iadd(): # Add to free unlocked balance with different instrument wallet = Wallet(exchange, 10000 * USD) with pytest.raises(IncompatibleInstrumentOperation): wallet += 500 * BTC
def execute_sell_order(order: 'Order', base_wallet: 'Wallet', quote_wallet: 'Wallet', current_price: float, options: 'ExchangeOptions', clock: 'Clock') -> 'Trade': if order.type == TradeType.LIMIT and order.price > current_price: return None filled = order.remaining.contain(order.exchange_pair) commission = options.commission * filled quantity = filled - commission if commission.size < Decimal(10)**-quantity.instrument.precision: order.cancel("COMMISSION IS LESS THAN PRECISION.") return None # Transfer Funds from Quote Wallet to Base Wallet transfer = Wallet.transfer(source=quote_wallet, target=base_wallet, quantity=quantity, commission=commission, exchange_pair=order.exchange_pair, reason="SELL") trade = Trade(order_id=order.id, step=clock.step, exchange_pair=order.exchange_pair, side=TradeSide.SELL, trade_type=order.type, quantity=transfer.quantity, price=transfer.price, commission=transfer.commission) return trade
def test_total_balance(): wallet = Wallet(exchange, 10000 * USD) wallet += Quantity(USD, 500, path_id=path_id) wallet += Quantity(USD, 700, path_id=other_id) assert wallet.total_balance == 11200 * USD
def test_init(): wallet = Wallet(exchange, 10000 * USD) assert wallet.balance == 10000 * USD assert wallet.exchange == exchange assert wallet.instrument == USD assert len(wallet.locked) == 0
def portfolio(): df1 = pd.read_csv("tests/data/input/coinbase_(BTC,ETH)USD_d.csv").tail(100) df1 = df1.rename({"Unnamed: 0": "date"}, axis=1) df1 = df1.set_index("date") df2 = pd.read_csv("tests/data/input/bitstamp_(BTC,ETH,LTC)USD_d.csv").tail( 100) df2 = df2.rename({"Unnamed: 0": "date"}, axis=1) df2 = df2.set_index("date") ex1 = Exchange("coinbase", service=execute_order)(Stream("USD-BTC", list(df1['BTC:close'])), Stream("USD-ETH", list(df1['ETH:close']))) ex2 = Exchange("binance", service=execute_order)(Stream("USD-BTC", list(df2['BTC:close'])), Stream("USD-ETH", list(df2['ETH:close'])), Stream("USD-LTC", list(df2['LTC:close']))) p = Portfolio(USD, [ Wallet(ex1, 10000 * USD), Wallet(ex1, 10 * BTC), Wallet(ex1, 5 * ETH), Wallet(ex2, 1000 * USD), Wallet(ex2, 5 * BTC), Wallet(ex2, 20 * ETH), Wallet(ex2, 3 * LTC), ]) return p