class PerformanceChecker:
def __init__(self, current_capital=None):
self.trader = Trader(db=False)
self.resp = self.trader.load_account()
self.current_capital = current_capital
self.live_capital = None
self.goal_limit_amount = None
def create_goal(self, goal_date, start_date=None):
start_date = datetime.now() if not start_date else start_date
current_capital = self.current_capital
df_bounds = pd.DataFrame(columns=[
'date', 'week number', 'lower limit', 'goal limit', 'med limit',
'upper limit'
])
df_bounds['date'] = pd.date_range(start_date, goal_date, freq='7D')
week_number = np.linspace(0,
len(df_bounds) - 1,
len(df_bounds)).astype('int64')
df_bounds['lower limit'] = current_capital * 1.005**week_number
df_bounds['goal limit'] = current_capital * 1.015**week_number
df_bounds['med limit'] = current_capital * 1.025**week_number
df_bounds['upper limit'] = current_capital * 1.035**week_number
df_bounds['week number'] = week_number
df_bounds.to_csv('trading_goal_limits.csv', index=False)
df_balances = pd.DataFrame()
df_balances = df_balances.append(
pd.DataFrame([[start_date, 0, current_capital]],
columns=['date', 'week_num', 'capital']))
df_balances.to_csv('trading_balance.csv', index=False)
goal_amount = df_bounds["goal limit"].iloc[-1]
print(f'Current_money: {self.current_capital:,}')
print(f'Goal by {goal_date}: {goal_amount:,}')
return df_bounds
def update_progress(self,
additional_balance=0,
commit=False,
datetime_adjust=None):
datetime_adjust = timedelta(
0) if not datetime_adjust else datetime_adjust
seconds_in_week = 604_800
df_balances = pd.read_csv('trading_balance.csv')
df_balances['date'] = df_balances['date'].astype('datetime64')
start_date = df_balances['date'].iloc[0].to_pydatetime()
self.live_capital = self.trader.get_capital(additional_balance)
live_date = datetime.now() + datetime_adjust
week_num = round(
(live_date - start_date).total_seconds() / seconds_in_week, 3)
df_balances = df_balances.append(
pd.DataFrame([[live_date, week_num, self.live_capital]],
columns=['date', 'week_num', 'capital']))
if commit:
df_balances.to_csv('trading_balance.csv', index=False)
self.check_progress(df_balances)
return df_balances
def check_progress(self, df_balances=None, close_up=False):
df_bounds = pd.read_csv('trading_goal_limits.csv')
df_bounds['date'] = df_bounds['date'].astype('datetime64')
df_balances = pd.read_csv('trading_balance.csv') if type(
df_balances) == type(None) else df_balances
self.df_balances = df_balances
x1 = df_bounds['week number']
plt.figure(figsize=(20, 10))
plt.plot(x1, df_bounds['lower limit'], color='red')
plt.plot(x1, df_bounds['goal limit'], color='gray')
plt.plot(x1, df_bounds['med limit'], color='gray')
plt.plot(x1, df_bounds['upper limit'], color='lime')
x2 = df_balances['week_num']
y2 = df_balances['capital']
if close_up:
plt.xlim(0, 2 *
x2.iloc[-1]) if x2.iloc[-1] != 0 else plt.xlim(0, 1)
plt.ylim(min(y2), max(y2))
else:
current_week = df_bounds[df_bounds['date'] <= datetime.now(
)]['week number'].iloc[-1] + 1
green_line = df_bounds.set_index(
'week number').loc[1]['upper limit']
y2_min = min(y2)
y2_max = max(y2)
plt.xlim(0, current_week)
plt.ylim(min(19350, y2_min), max(y2_max, green_line))
plt.scatter(x2, y2, color='black')
plt.plot(x2, y2, color='blue', linewidth=3)
return plt.show()
def monitor_progress(self, additional_balance=0):
self.update_progress(additional_balance, commit=False)
raw_input = input("Would you like to continue? ")
if raw_input in ['No', 'n', 'N', 'NO']:
return None
else:
while True:
time.sleep(5)
time.sleep(5)
time.sleep(3590)
clear_output(wait=True)
self.update_progress(additional_balance, commit=True)
from backtester import Backtester
from fab_strategy import FabStrategy
import os
if __name__ == "__main__":
# If you want to backtest, see below
# Instantiating
b = Backtester()
b.set_asset("BTCUSDT")
b.set_timeframe(77)
b.set_date_range("2018-01-01", "2019-01-01")
results = b.start_backtest
# If you want to trade live, see below
# Instantiating
t = Trader()
t.load_account()
# Setting Initial Conditions
t.set_timeframe(1)
t.set_leverage(1) # In case you want to trade for real
t.set_asset('BTCUSDT')
# Start Trading
strategy = FabStrategy()
t.start_trading()