diff options
Diffstat (limited to 'simulate.py')
| -rw-r--r-- | simulate.py | 23 |
1 files changed, 12 insertions, 11 deletions
diff --git a/simulate.py b/simulate.py index 746405b..2e28959 100644 --- a/simulate.py +++ b/simulate.py @@ -5,6 +5,7 @@ import datetime import json import random import os +import pytz """ Function that takes in data and returns a buy, sell, or hold singal per interval @@ -69,8 +70,8 @@ def backtest_algo(algo : Algo, timestamps, prices, init_offset=5, starting_money # store all algo name, buy, sell, price data, timestamps, into a json so it can be viewed as a trial # caluclate some metrics (NOW: only how much money gained, how many trades, trades per day... etc) -ticker_bank = ['BTC-USD', 'ADA-USD', 'ETH-USD', 'ETC-USD', 'DOGE-USD'] -year_bank = [2020, 2021, 2022, 2023, 2024, 2025] +ticker_bank = ['BTC/USD', 'ETH/USD', 'XRP/USD'] +year_bank = [2024, 2025] # time_bank = [0] # max_seconds = 24 * 60 * 60 # timedelta(seconds=rand_second) + datetime(created with 0 time) @@ -101,14 +102,14 @@ def run_batch(batch_name, algo, num_trials=100): continue # pull chart data for these params and run the algo - data = fetch_chart_data_backtest(rand_ticker, '1m', rand_date) + data = fetch_chart_data_backtest(rand_ticker, '1Min', rand_date) results = backtest_algo(algo, data['timestamps'], data['prices'], 13) # TODO: make this generalized url_params = { "ticker" : rand_ticker, - "period" : '8d', - "interval" : '1m', + "period" : '5D', + "interval" : '1Min', } # store the results in into a file trial_data = { @@ -118,7 +119,7 @@ def run_batch(batch_name, algo, num_trials=100): } # make a new directory for the batch - path = f'batches_{algo.name}/{batch_name}' + path = f'batches/{batch_name}' if i == 1: print(path) try: @@ -131,8 +132,8 @@ def run_batch(batch_name, algo, num_trials=100): return percent_gain = results['percent_gain'] - date_format = datetime.datetime.isoformat(rand_date) - file_name = f'{path}/{percent_gain}_{rand_ticker}_{date_format}.json' + date_format = datetime.datetime.timestamp(rand_date) + file_name = f'{path}/{str(percent_gain).replace('-', 'neg').replace('.', 'd')}_{rand_ticker.replace('/', '')}_{date_format}.json' fd = open(file_name, 'w') fd.write(json.dumps(trial_data)) fd.close() @@ -155,7 +156,7 @@ def test(): # data = fetch_chart_data(ticker, period, interval) # period_end_date = datetime.datetime.now(tz=datetime.timezone.utc) - datetime.timedelta(days=7) # print(period_end_date) - data = fetch_chart_data_yahoo('XRP-USD', '1h', None, datetime.timedelta(weeks=52)) + data = fetch_chart_data_backtest('XRP/USD', '1D', None, datetime.timedelta(weeks=52)) print(data.keys()) url_params = { @@ -177,5 +178,5 @@ def test(): fd = open('bt-recent.json', 'w') fd.write(json.dumps(trial_data)) fd.close() - -test()
\ No newline at end of file +test() +# run_batch('test-1-ema', Ema_Algo(), 10)
\ No newline at end of file |