def main(): # Go to http://dev.twitter.com and create an app. # The consumer key and secret will be generated for you after that. consumer_key="gIRVUzcuPWdWo4pbAfaRqt0xM" consumer_secret="1xJj33TrSQsKBt6Szh9PJz4AORvpwB69QWs4Ry8joRpu71a5tO" # After the step above, you will be redirected to your app's page. # Create an access token under the the "Your access token" section access_token="2164180933-9VW0NbvTzeQ6hw7CdQYwVe1Sy4J6JYfpTdMxSAf" access_token_secret="MXrstxWpW9fduwp4KaYr0L2fO79hbgVyiLaQlhQ9cwU3V" # Create a twitter feed to track BitCoin related events. track = ["bitcoin", "btc", "mtgox"] follow = [] languages = ["en"] twitterFeed = twitterfeed.TwitterFeed(consumer_key, consumer_secret, access_token, access_token_secret, track, follow, languages) # Create a client responsible for all the interaction with MtGox mtgoxClient = client.Client("USD", None, None) mtgoxClient.setEnableReconnection(False) # Create a real-time feed that will build bars from live trades. feed = barfeed.LiveTradeFeed(mtgoxClient) # Create a backtesting broker. brk = broker.BacktestingBroker(200, feed) # Run the strategy with the feed and the broker. strat = Strategy("BTC", feed, brk, mtgoxClient, twitterFeed) strat.run()
def main(): # Go to http://dev.twitter.com and create an app. # The consumer key and secret will be generated for you after that. consumer_key = "<YOUR-CONSUMER-KEY-HERE>" consumer_secret = "<YOUR-CONSUMER-SECRET-HERE>" # After the step above, you will be redirected to your app's page. # Create an access token under the the "Your access token" section access_token = "<YOUR-ACCESS-TOKEN-HERE>" access_token_secret = "<YOUR-ACCESS-TOKEN-SECRET-HERE>" # Create a twitter feed to track BitCoin related events. track = ["bitcoin", "btc", "mtgox"] follow = [] languages = ["en"] twitterFeed = twitterfeed.TwitterFeed(consumer_key, consumer_secret, access_token, access_token_secret, track, follow, languages) # Create a client responsible for all the interaction with MtGox mtgoxClient = client.Client("USD", None, None) mtgoxClient.setEnableReconnection(False) # Create a real-time feed that will build bars from live trades. feed = barfeed.LiveTradeFeed(mtgoxClient) # Create a backtesting broker. brk = broker.BacktestingBroker(200, feed) # Run the strategy with the feed and the broker. strat = Strategy("BTC", feed, brk, mtgoxClient, twitterFeed) strat.run()
def main(): # Create a client responsible for all the interaction with MtGox cl = client.Client("USD", None, None) # Create a real-time feed that will build bars from live trades. feed = barfeed.LiveTradeFeed(cl) # Create a backtesting broker. brk = broker.BacktestingBroker(200, feed) # Run the strategy with the feed and the broker. strat = mtgox_scalper.Strategy("BTC", feed, brk) # It is VERY important to add the client to the event dispatch loop before running the strategy. strat.getDispatcher().addSubject(cl) # This is just to get each bar printed. strat.setVerbosityLevel(0) strat.run()