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samples Trading Bot One added
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‎samples/trading_bot_one

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‎samples/trading_bot_one.ipynb

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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"import pickle, pathlib, os\n",
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"import pandas as pd"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [],
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"source": [
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"file_name = 'TRXBTC_1h_EMA25.bin'\n",
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"home_path = str(pathlib.Path.home())\n",
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"data_path = os.path.join(home_path, file_name)\n",
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"\n",
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"df = pickle.load(open(data_path, 'rb'))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"metadata": {},
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"outputs": [],
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"source": [
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"pd.set_option('precision', 10) # output 10 decimal places\n",
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"\n",
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"# copy value from df\n",
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"ema_n_0 = df.iloc[-1].at['ema-25'] # latest ema value\n",
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"ema_n_1 = df.iloc[-2].at['ema-25'] # last ema value\n",
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"\n",
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"# trade_factor > 0 = price is rising / bullish trend\n",
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"# trade_factor < 0 = price is falling / bearish trend\n",
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"trade_factor = (ema_n_0 / ema_n_1) -1"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Profit so far: -0.23\n"
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]
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}
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],
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"source": [
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"# Validation Stage 2\n",
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"\n",
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"n_cnt = 0\n",
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"\n",
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"\n",
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"buy_price = 0.0\n",
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"sell_price = 0.0\n",
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"\n",
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"buy_factor = 0.004\n",
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"sell_factor = -0.002\n",
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"\n",
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"\n",
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"def validate(_buy_factor, _sell_factor):\n",
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" \n",
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" b_bought = False\n",
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" \n",
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" profit = 0.0\n",
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" \n",
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" for index, row in df[1:].iterrows(): # iterate over rows\n",
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" # start at second row and stop at penultimate row\n",
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"\n",
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" ema_n_1 = df.iloc[index][['ema-25']].values[0] # latest ema value\n",
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" ema_n_2 = df.iloc[index-1][['ema-25']].values[0] # latest ema value\n",
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" trade_factor = (ema_n_1 / ema_n_2) -1\n",
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"\n",
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" if trade_factor > _buy_factor and not b_bought: # ema-25 rises\n",
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" buy_price = df.iloc[index][['close']].values[0]\n",
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" b_bought = True\n",
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"\n",
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" elif trade_factor < _sell_factor and b_bought: # ema-25 is falling\n",
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" sell_price = df.iloc[index][['close']].values[0]\n",
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" b_bought = False\n",
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"\n",
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" profit += (sell_price / buy_price) -1\n",
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"\n",
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" \n",
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" return profit\n",
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"\n",
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"\n",
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"\n",
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" \n",
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"profit = validate(buy_factor, sell_factor)\n",
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"\n",
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"print(\"Profit so far: {:.2f}\".format(profit))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"metadata": {},
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"outputs": [],
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"source": [
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"trading_factors = []\n",
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"\n",
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"#iterate over buy factor from 0.001 to 0.009\n",
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"for buy_factor in range(1, 9, 1): \n",
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" buy_factor = buy_factor * 10**(-3)\n",
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" \n",
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" #iterate over buy factor from -0.001 to -0.009\n",
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" for sell_factor in range(1, 9, 1): \n",
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" sell_factor = sell_factor * -10**(-3) \n",
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" \n",
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" profit = validate(buy_factor, sell_factor)\n",
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" \n",
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" trading_factors.append((buy_factor, sell_factor, profit))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 10,
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"metadata": {
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"scrolled": true
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},
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"outputs": [],
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"source": [
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"def select_profit(record):\n",
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" return record[2]\n",
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"\n",
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"trading_factors.sort(key=select_profit, reverse=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 11,
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"metadata": {},
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