def __init__(self):
self.args = self.arg_parser.parse_known_args()[0]
self.parse_config()
strategy_class = common.load_module('strategies.', self.args.strategy)
self.wallet = Wallet()
self.history = pd.DataFrame()
trade_columns = ['date', 'pair', 'close_price', 'action']
self.trades = pd.DataFrame(columns=trade_columns, index=None)
if self.args.backtest:
self.bot = Backtest(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.backtest
elif self.args.paper:
self.bot = Paper(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.paper
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
elif self.args.live:
self.bot = Live()
self.trade_mode = TradeMode.live
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
self.strategy = strategy_class()
self.pairs = self.bot.get_pairs()
self.look_back = pd.DataFrame()
self.max_lookback_size = int(self.buffer_size*(1440/self.interval)*len(self.pairs))
self.initialize()
def __init__(self):
args = self.arg_parser.parse_known_args()[0]
self.blueprint_days = args.days
self.ticker_size = int(args.ticker_size)
self.blueprint_end_time = int(time.time())
self.start_time = self.blueprint_end_time - int(
self.blueprint_days) * 86400
self.ticker_epoch = self.start_time
self.exchange = Exchange(None)
self.pairs = common.parse_pairs(self.exchange, args.pairs)
blueprints_module = common.load_module('ai.blueprints.', args.features)
self.blueprint = blueprints_module(self.pairs)
self.max_buffer_size = int(
int(args.buffer_size) * (1440 / self.ticker_size) *
len(self.pairs))
self.df_buffer = pd.DataFrame()
self.df_blueprint = pd.DataFrame()
self.output_dir = args.output_dir
self.export_file_name = self.get_output_file_path(
self.output_dir, self.blueprint.name)
self.export_file_initialized = False
# Crete output dir
if not os.path.exists(self.out_dir):
os.makedirs(self.out_dir)
def __init__(self, trade_mode_input=None, plot_input=None, strategy='ema'):
self.args = self.arg_parser.parse_known_args()[0]
self.args.strategy = strategy
# handle debugging initialization
if trade_mode_input:
if trade_mode_input == 'backtest':
self.args.backtest = True
elif trade_mode_input == 'paper':
self.args.backtest = True
elif trade_mode_input == 'live':
self.args.live = True
else:
self.args.backtest = True
if plot_input:
self.args.plot = plot_input
self.parse_config()
strategy_class = common.load_module('strategies.', self.args.strategy)
self.wallet = Wallet()
self.history = pd.DataFrame()
trade_columns = ['date', 'pair', 'close_price', 'action']
self.trades = pd.DataFrame(columns=trade_columns, index=None)
if self.args.backtest:
self.bot = Backtest(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.backtest
elif self.args.paper:
self.bot = Paper(self.wallet.initial_balance.copy())
self.trade_mode = TradeMode.paper
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
elif self.args.live:
self.bot = Live()
self.trade_mode = TradeMode.live
self.wallet.initial_balance = self.bot.get_balance()
self.wallet.current_balance = self.bot.get_balance()
self.strategy = strategy_class(
) #chiama il costruttore della strategie avendone preso il nome!molto oscuro!
self.pairs = self.bot.get_pairs()
self.look_back = pd.DataFrame()
self.max_lookback_size = int(self.buffer_size *
(1440 / self.interval) * len(self.pairs))
self.initialize()
