def get_private(cls) -> PoloniexPrivateAPI:
if cls._private is None:
cls._private = PoloniexPrivateAPI(
key=config.read_string('poloniex.key'),
secret=config.read_string('poloniex.secret'),
)
return cls._private
def get_client(cls):
if cls._client is None:
cls._client = _Poloniex(
config.read_string('poloniex.key', default=None),
config.read_string('poloniex.secret', default=None),
)
return cls._client
def get_client(cls):
if cls._client is None:
host = config.read_string('postgres.host')
port = config.read_int('postgres.port')
user = config.read_string('postgres.username')
pswd = config.read_string('postgres.password')
dbname = config.read_string('postgres.dbname')
cls._client = psycopg2.connect(
host=host,
port=port,
dbname=dbname,
user=user,
password=pswd,
)
return cls._client
def main(args):
load_config(args.config)
fiat = config.read_string('trading.fiat')
strategy = strategies[args.strategy](
fiat,
config.read_int('trading.interval'),
)
adapter = LiveMarketAdapter(MarketHistory(), fiat)
fund = Fund(strategy, adapter)
fund.run_live()
def test_strategies(expected_results):
'''
Strategies should produce their expected values
'''
# The start and end of our test period
start = '2017-05-01'
end = '2017-06-01'
fiat = config.read_string('trading.fiat')
interval = config.read_int('trading.interval')
for expected in expected_results:
strategy = expected['strategy'](fiat, interval)
adapter = BacktestMarketAdapter(
MarketHistoryMock(),
{'BTC': 1.0},
fiat,
)
fund = Fund(strategy, adapter)
res = list(fund.begin_backtest(start, end))
# print(res)
assert res == expected['values']
def main(args):
load_config(args.config)
fiat = config.read_string('trading.fiat')
strategy = strategies[args.strategy](
fiat,
config.read_int('trading.interval'),
)
# TODO: Shouldn't be necessary to provide initial balances for live trading
adapter = PoloniexMarketAdapter(
fiat,
MarketHistory(),
{}, # Actual balances will be fetched from Poloniex
)
fund = Fund(strategy, adapter)
if args.force_rebalance is True:
confirm = input('Are you sure you want to rebalance your fund? [y/N] ')
if confirm.strip().lower() == 'y':
fund.force_rebalance_next_step = True
fund.run_live()
def main(args):
load_config(args.config)
fiat = config.read_string('trading.fiat')
strategy = strategies[args.strategy](
fiat,
config.read_int('trading.interval'),
)
adapter = BacktestMarketAdapter(
fiat,
MarketHistory(),
{'BTC': 1.0},
)
fund = Fund(strategy, adapter)
summary = evaluate(
fund,
'2017-01-01',
'2017-06-29',
duration_days=30,
window_distance_days=14,
)
print(summary)