def test_enabled(self):
config, _, trader_inst = self.init_default()
self.stop(trader_inst)
config[CONFIG_TRADER][CONFIG_ENABLED_OPTION] = True
assert Trader.enabled(config)
config[CONFIG_TRADER][CONFIG_ENABLED_OPTION] = False
assert not Trader.enabled(config)
def test_enabled(self):
config, _, trader_inst = self.init_default()
self.stop(trader_inst)
config[CONFIG_TRADER][CONFIG_ENABLED_OPTION] = True
assert Trader.enabled(config)
config[CONFIG_TRADER][CONFIG_ENABLED_OPTION] = False
assert not Trader.enabled(config)
def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config,
ccxt.binance,
is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = Trader(config, exchange_inst, 1)
order_manager_inst = trader_inst.get_order_manager()
return config, exchange_inst, trader_inst, order_manager_inst
async def init_default():
config = load_test_config()
config[CONFIG_TRADER][CONFIG_ENABLED_OPTION] = True
exchange_manager = ExchangeManager(config,
ccxt.binance,
is_simulated=True)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
trader_real_inst = Trader(config, exchange_inst, 1)
trader_simulator_inst = TraderSimulator(config, exchange_inst, 1)
order_manager_inst = trader_real_inst.get_order_manager()
order_manager_simulator_inst = trader_simulator_inst.get_order_manager(
)
return config, exchange_inst, trader_real_inst, order_manager_inst, trader_simulator_inst, \
order_manager_simulator_inst
def create_exchange_traders(self):
self.backtesting_enabled = Backtesting.enabled(self.config)
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# True Exchange
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False)
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
else:
self.logger.error(
"{0} exchange not found".format(exchange_class_string))
def test_get_risk(self):
config, exchange_inst, trader_inst = self.init_default()
self.stop(trader_inst)
config[CONFIG_TRADER][CONFIG_TRADER_RISK] = 0
trader_1 = Trader(config, exchange_inst)
assert trader_1.get_risk() == CONFIG_TRADER_RISK_MIN
self.stop(trader_1)
config[CONFIG_TRADER][CONFIG_TRADER_RISK] = 2
trader_2 = Trader(config, exchange_inst)
assert trader_2.get_risk() == CONFIG_TRADER_RISK_MAX
self.stop(trader_2)
config[CONFIG_TRADER][CONFIG_TRADER_RISK] = 0.5
trader_2 = Trader(config, exchange_inst)
assert trader_2.get_risk() == 0.5
self.stop(trader_2)
def create_exchange_traders(self):
for exchange_type in self.exchanges:
exchange_inst = Exchange(self.config, exchange_type)
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchanges_list[exchange_type.__name__] = exchange_inst
self.exchange_traders[exchange_type.__name__] = exchange_trader
self.exchange_trader_simulators[
exchange_type.__name__] = exchange_trader_simulator
def create_exchange_traders(self):
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=False)
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(
self.config)(self.config, exchange_inst)
self.exchange_trading_modes[
exchange_inst.get_name()] = self.trading_mode
self.logger.debug(
f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
else:
self.logger.error(
f"{exchange_class_string} exchange not found")
def init_default():
config = load_test_config()
exchange_inst = ExchangeSimulator(config, ccxt.binance)
trader_inst = Trader(config, exchange_inst)
order_manager_inst = trader_inst.get_order_manager()
return config, exchange_inst, trader_inst, order_manager_inst
async def create_exchange_traders(self, ignore_config=False):
self.async_loop = asyncio.get_running_loop()
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config,
exchange_type,
is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(
self.config,
exchange_type,
is_simulated=False,
ignore_config=ignore_config)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
self.global_updaters_by_exchange[exchange_inst.get_name(
)] = GlobalPriceUpdater(exchange_inst)
# create trader instance for this exchange
exchange_trader = Trader(self.config, exchange_inst)
await exchange_trader.initialize()
self.exchange_traders[
exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = TraderSimulator(
self.config, exchange_inst)
await exchange_trader_simulator.initialize()
self.exchange_trader_simulators[
exchange_inst.get_name()] = exchange_trader_simulator
if not (exchange_trader_simulator.enabled(self.config)
or exchange_trader.enabled(self.config)):
self.logger.error(
f"No trader simulator nor real trader activated on {exchange_inst.get_name()}"
)
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(
self.config)(self.config, exchange_inst)
self.exchange_trading_modes[
exchange_inst.get_name()] = self.trading_mode
self.logger.debug(
f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
# register trading modes on traders
exchange_trader.register_trading_mode(self.trading_mode)
exchange_trader_simulator.register_trading_mode(
self.trading_mode)
else:
self.logger.error(
f"{exchange_class_string} exchange not found")
def init_default():
config = load_test_config()
exchange_inst = ExchangeSimulator(config, ccxt.binance)
trader_inst = Trader(config, exchange_inst)
trades_manager_inst = trader_inst.get_trades_manager()
return config, exchange_inst, trader_inst, trades_manager_inst