def exampleFronttesting():
logger = Logger()
logger.addTarget('log/fronttestlog.txt')
portfolio = Portfolio(1000)
portfolio.addAsset(Asset('ethereum', 'ETH'))
end_date = datetime.datetime(2019, 2, 15)
timeframe = datetime.timedelta(minutes=5)
apiKey = 'SOME BINANCE API KEY'
privKey = 'SOME BINANCE PRIV KEY'
trader = TestTrader(portfolio, logger, 0)
trader.fronttest(apiKey, privKey, end_date, timeframe)
def exampleBinance():
logger = Logger()
logger.addTarget('log/log.txt', 0)
portfolio = Portfolio()
portfolio.addAsset(Asset('ethereum', 'ETH'))
apiKey = 'insert api key here'
privKey = 'insert private key here'
market = BinanceMarket(apiKey, privKey)
end = datetime.datetime(2019, 1, 25)
tf = datetime.timedelta(minutes=5)
trader = TestTrader(portfolio, logger, 0)
trader.trade(market, end, tf)
def exampleBacktesting():
logger = Logger()
logger.addTarget('log/backtestlog.txt')
start = datetime.datetime(2019, 2, 10)
end = datetime.datetime(2019, 2, 25)
interval = datetime.timedelta(days=5)
portfolio = Portfolio(1000)
portfolio.addAsset(Asset('ethereum', 'ETH'))
asset = Asset('ethereum', 'ETH')
metrics_list = [
"burn_rate", "transaction_volume", "exchange_funds_flow", "price"
]
start_train = datetime.datetime(2018, 12, 1)
end_train = datetime.datetime(2019, 1, 30)
trader = LinearRegressionTrader(portfolio, logger, 0, metrics_list, asset)
trader.train(start_train, end_train, interval)
trader.backtest(start, end, interval)
