def test_get_trend(trader: Trader):
"""
Test trader get trend functionality.
:param trader: Trader object.
"""
assert trader.get_trend() is None
bullish_strategy1 = Strategy(name='b1', parent=None)
bullish_strategy1.trend = BULLISH
trader.strategies['b1'] = bullish_strategy1
assert trader.get_trend() == BULLISH
bullish_strategy2 = Strategy(name='b2', parent=None)
bullish_strategy2.trend = BULLISH
trader.strategies['b2'] = bullish_strategy2
assert trader.get_trend() == BULLISH
bearish_strategy = Strategy(name='b3', parent=None)
bearish_strategy.trend = BEARISH
trader.strategies['b3'] = bearish_strategy
assert trader.get_trend() is None
for strategy in trader.strategies.values():
strategy.trend = BEARISH
assert trader.get_trend() == BEARISH
def test_get_trend(self):
self.assertEqual(self.trader.get_trend(), None)
bullish_strategy1 = Strategy(name='b1', parent=None)
bullish_strategy1.trend = BULLISH
self.trader.strategies['b1'] = bullish_strategy1
self.assertEqual(self.trader.get_trend(), BULLISH)
bullish_strategy2 = Strategy(name='b2', parent=None)
bullish_strategy2.trend = BULLISH
self.trader.strategies['b2'] = bullish_strategy2
self.assertEqual(self.trader.get_trend(), BULLISH)
bearish_strategy = Strategy(name='b3', parent=None)
bearish_strategy.trend = BEARISH
self.trader.strategies['b3'] = bearish_strategy
self.assertEqual(self.trader.get_trend(), None)
for strategy in self.trader.strategies:
self.trader.strategies[strategy].trend = BEARISH
self.assertEqual(self.trader.get_trend(), BEARISH)
def test_get_strategy_inputs(self):
dummy_strategy = Strategy(name="dummy", parent=None)
def temp():
return 3, 4, 5
dummy_strategy.get_params = temp
self.assertEqual(dummy_strategy.get_params(), (3, 4, 5))
self.trader.strategies = {'dummy': dummy_strategy}
self.assertEqual(self.trader.get_strategy_inputs('dummy'), '3, 4, 5')
def test_get_strategy_inputs(trader: Trader):
"""
Test trader get strategy inputs functionality.
:param trader: Trader object.
"""
dummy_strategy = Strategy(name="dummy", parent=None)
def temp():
return 3, 4, 5
dummy_strategy.get_params = temp
assert dummy_strategy.get_params() == (3, 4, 5)
trader.strategies = {'dummy': dummy_strategy}
assert trader.get_strategy_inputs('dummy') == '3, 4, 5'
def __init__(self, parent, logger=None):
super(Configuration, self).__init__(parent) # Initializing object
uic.loadUi(configurationUi, self) # Loading the main UI
self.parent = parent
self.threadPool = QThreadPool()
self.logger = logger
self.data = None
self.dataType = None
self.downloadThread = None
self.tokenPass = False
self.chatPass = False
self.credentialsFolder = "Credentials"
self.configFolder = 'Configuration'
self.basicFilePath = os.path.join(helpers.ROOT_DIR, 'state.json')
self.categoryTabs = [
self.mainConfigurationTabWidget,
self.simulationConfigurationTabWidget,
self.backtestConfigurationTabWidget,
]
self.strategies = get_strategies_dictionary(Strategy.__subclasses__())
self.strategyDict = {} # We will store all the strategy slot information in this dictionary.
self.lossDict = {} # We will store stop loss settings here.
self.takeProfitDict = {} # We will store take profit settings here.
self.load_combo_boxes() # Primarily used for backtest interval changer logic.
self.load_slots() # Loads stop loss, take profit, and strategies slots.
self.load_credentials() # Load credentials if they exist.
def __init__(self,
startingBalance: float,
data: list,
strategies: list,
strategyInterval: Union[str, None] = None,
symbol: str = None,
marginEnabled: bool = True,
startDate: datetime = None,
endDate: datetime = None,
drawdownPercentage: int = 100,
precision: int = 4,
outputTrades: bool = True,
logger: Logger = None):
super().__init__(symbol=symbol,
precision=precision,
startingBalance=startingBalance,
marginEnabled=marginEnabled)
convert_all_dates_to_datetime(data)
self.data = data
self.check_data()
self.outputTrades: bool = outputTrades # Boolean that'll determine whether trades are outputted to file or not.
self.interval = self.get_interval()
self.intervalMinutes = get_interval_minutes(self.interval)
self.pastActivity = [
] # We'll add previous data here when hovering through graph in GUI.
self.drawdownPercentageDecimal = drawdownPercentage / 100 # Percentage of loss at which bot exits backtest.
self.optimizerRows = []
self.logger = logger
if len(strategyInterval.split()) == 1:
strategyInterval = convert_small_interval(strategyInterval)
self.allStrategies = get_strategies_dictionary(
Strategy.__subclasses__())
self.strategyInterval = self.interval if strategyInterval is None else strategyInterval
self.strategyIntervalMinutes = get_interval_minutes(
self.strategyInterval)
self.intervalGapMinutes = self.strategyIntervalMinutes - self.intervalMinutes
self.intervalGapMultiplier = self.strategyIntervalMinutes // self.intervalMinutes
if self.intervalMinutes > self.strategyIntervalMinutes:
raise RuntimeError(
f"Your strategy interval ({self.strategyIntervalMinutes} minute(s)) can't be smaller "
f"than the data interval ({self.intervalMinutes} minute(s)).")
self.ema_dict = {}
self.rsi_dictionary = {}
self.setup_strategies(strategies)
self.startDateIndex = self.get_start_index(startDate)
self.endDateIndex = self.get_end_index(endDate)
def __init__(self,
startingBalance: float,
data: list,
strategies: list,
strategyInterval: Union[str, None] = None,
symbol: str = None,
marginEnabled: bool = True,
startDate: datetime = None,
endDate: datetime = None,
precision: int = 4,
outputTrades: bool = True):
super().__init__(symbol=symbol,
precision=precision,
startingBalance=startingBalance)
self.marginEnabled = marginEnabled
self.outputTrades: bool = outputTrades # Boolean that'll determine whether trades are outputted to file or not.
convert_all_dates_to_datetime(data)
self.data = data
self.check_data()
self.interval = self.get_interval()
self.intervalMinutes = get_interval_minutes(self.interval)
self.pastActivity = [
] # We'll add previous data here when hovering through graph in GUI.
if len(strategyInterval.split()) == 1:
strategyInterval = convert_small_interval(strategyInterval)
self.allStrategies = get_strategies_dictionary(
Strategy.__subclasses__())
self.strategyInterval = self.interval if strategyInterval is None else strategyInterval
self.strategyIntervalMinutes = get_interval_minutes(
self.strategyInterval)
self.intervalGapMinutes = self.strategyIntervalMinutes - self.intervalMinutes
self.intervalGapMultiplier = self.strategyIntervalMinutes // self.intervalMinutes
if self.intervalMinutes > self.strategyIntervalMinutes:
raise RuntimeError(
"Your strategy interval can't be smaller than the data interval."
)
self.ema_dict = {}
self.rsi_dictionary = {}
self.setup_strategies(strategies)
self.startDateIndex = self.get_start_index(startDate)
self.endDateIndex = self.get_end_index(endDate)
def test_get_strategies_info_string(self):
dummy_strategy = Strategy(name="dummy", parent=None)
dummy_strategy2 = Strategy(name='dummy2', parent=None)
def temp():
return 3, 4, 5
def temp2():
return 5, 6, 7, 8, 9, 10
dummy_strategy.get_params = temp
dummy_strategy2.get_params = temp2
expected_string = '\nStrategies:\n\tDummy: 3, 4, 5\n\tDummy2: 5, 6, 7, 8, 9, 10'
self.trader.strategies = {'dummy': dummy_strategy, 'dummy2': dummy_strategy2}
self.assertEqual(self.trader.get_strategies_info_string(), expected_string)
def test_get_strategies_info_string(trader: Trader):
"""
Test trader get strategies info string functionality.
:param trader: Trader object.
"""
dummy_strategy = Strategy(name="dummy", parent=None)
dummy_strategy2 = Strategy(name='dummy2', parent=None)
def temp():
return 3, 4, 5
def temp2():
return 5, 6, 7, 8, 9, 10
dummy_strategy.get_params = temp
dummy_strategy2.get_params = temp2
expected_string = 'Strategies:\n\tDummy: 3, 4, 5\n\tDummy2: 5, 6, 7, 8, 9, 10'
trader.strategies = {'dummy': dummy_strategy, 'dummy2': dummy_strategy2}
assert trader.get_strategies_info_string() == expected_string
def __init__(self, parent: QMainWindow, logger: Logger = None):
super(Configuration, self).__init__(parent) # Initializing object
uic.loadUi(configurationUi, self) # Loading the main UI
self.parent = parent
self.threadPool = QThreadPool()
self.logger = logger
self.optimizer_backtest_dict = {
BACKTEST: {
'startDate': self.backtestStartDate,
'endDate': self.backtestEndDate,
'tickers': self.backtestTickerLineEdit,
'intervals': self.backtestIntervalComboBox,
'data': None,
'dataIntervalComboBox': self.backtestIntervalComboBox,
'dataInterval': None,
'dataType': None,
'infoLabel': self.backtestInfoLabel,
'dataLabel': self.backtestDataLabel,
'downloadThread': None,
'downloadLabel': self.backtestDownloadLabel,
'downloadButton': self.backtestDownloadDataButton,
'stopDownloadButton': self.backtestStopDownloadButton,
'importButton': self.backtestImportDataButton,
'downloadProgress': self.backtestDownloadProgressBar
},
OPTIMIZER: {
'startDate': self.optimizerStartDate,
'endDate': self.optimizerEndDate,
'tickers': self.optimizerTickerLineEdit,
'intervals': self.optimizerIntervalComboBox,
'data': None,
'dataIntervalComboBox': self.optimizerIntervalComboBox,
'dataInterval': None,
'dataType': None,
'infoLabel': self.optimizerInfoLabel,
'dataLabel': self.optimizerDataLabel,
'downloadThread': None,
'downloadLabel': self.optimizerDownloadLabel,
'downloadButton': self.optimizerDownloadDataButton,
'stopDownloadButton': self.optimizerStopDownloadButton,
'importButton': self.optimizerImportDataButton,
'downloadProgress': self.optimizerDownloadProgressBar
}
}
self.lossTypes = ("Trailing", "Stop")
self.takeProfitTypes = ('Stop',)
self.lossOptimizerTypes = ('lossPercentage', 'stopLossCounter')
self.takeProfitOptimizerTypes = ('takeProfitPercentage',)
# Telegram
self.tokenPass = False
self.chatPass = False
# Folders and files
self.credentialsFolder = "Credentials"
self.configFolder = 'Configuration'
self.stateFilePath = os.path.join(helpers.ROOT_DIR, 'state.json')
self.categoryTabs = [
self.mainConfigurationTabWidget,
self.simulationConfigurationTabWidget,
self.backtestConfigurationTabWidget,
self.optimizerConfigurationTabWidget
]
self.strategies = get_strategies_dictionary(Strategy.__subclasses__())
self.strategyDict = {} # We will store all the strategy slot information in this dictionary.
self.lossDict = {} # We will store stop loss settings here.
self.takeProfitDict = {} # We will store take profit settings here.
load_slots(self) # Loads stop loss, take profit, and strategies slots.
load_credentials(self) # Load credentials if they exist.