Metadata-Version: 2.1
Name: btrccts
Version: 0.1.1
Summary: BackTest and Run CryptoCurrency Trading Strategies
Home-page: https://github.com/btrccts/btrccts/
Author: Simon Brand
Author-email: simon.brand@postadigitale.de
License: UNKNOWN
Description: # btrccts
        ## BackTest and Run CryptoCurrency Trading Strategies
        
        ### [Install](#install) - [Usage](#usage) - [Manual](#manual) - [Development](#development)
        
        This library provides an easy way to backtest trading strategies and run them live with ccxt.
        The purpose of this library is to provide a framework and an backtest exchange with the same
        interface than ccxt - nothing less and nothing more.
        If you want an library to compute performance metrics out of trades/orders,
        you need an additional library.
        
        ## Install
        
        The easiest way to install the BTRCCTS library is to use a package manager:
        
        - https://pypi.org/project/btrccts/
        
        The python package hashes can be found in the `version_hashes.txt`.
        
        You can also clone the repository, see [Development](development)
        
        ## Usage
        
        For example algorithms see in [Examples](examples/)
        ```python
        from btrccts import parse_params_and_execute_algorithm, AlgorithmBase
        
        
        class Algorithm(AlgorithmBase):
        
            @staticmethod
            def configure_argparser(argparser):
                # Here you can add additional arguments to the argparser
                argparser.add_argument('--pyramiding', default=1, type=int)
        
            def __init__(self, context, args):
                # Context is used to create exchanges or get the current time
                self._context = context
                self._args = args
        
                # This will create a kraken exchange instance
                # The interface in backtesting and live mode is identical to CCXT.
                # See: [CCXT](https://github.com/ccxt/ccxt/wiki)
                # In live mode, this will be a plain ccxt instance of the exchange
                # The exchange keys will be read from the config directory (see --help)
                # You can create sync or async versions of the exchange.
                # If ccxtpro is available in your python environment, the async
                # call will create a ccxtpro instance.
                self._kraken = context.create_exchange('kraken', async_ccxt=True)
        
                # You can access your own defined parameters
                print('Pyramiding:', args.pyramiding)
        
                # You can access predefined parameters like exchanges and symbols
                print('Exchanges:', args.exchanges)
                print('Symbols:', args.symbols)
        
            async def next_iteration(self):
                # This method is executed each time interval
                # This method can be async or a normal method.
        
                # This is the current context date:
                print('context date', self._context.date())
        
                # In live mode, markets are not loaded by the library
                # If you need access to the exchanges market object, you need
                # to load them first
                await self._kraken.load_markets()
                # Use the exchange to load OHLCV data
                ohlcv_len = 10
                ohlcv_offset = ohlcv_len * 60 * 1000
                ohlcv_start = int(self._context.date().value / 1000000 - ohlcv_offset)
                print(await self._kraken.fetch_ohlcv(
                    'BTC/USD', '1m', ohlcv_start, ohlcv_len))
        
                # Use the exchange to create a market order
                self._order_id = self._kraken.create_order(
                    type='market', side='buy', symbol='BTC/USD', amount=0.1)
        
                # If you want to stop the algorithm in context or live mode, you can
                # do this:
                self._context.stop('stop message')
        
            async def handle_exception(self, e):
                # This method is called, when next_iteration raises an exception, e.g.
                # because of an exchange error or a programming error.
                # If this method raises an exception, the algorith will stop with
                # reason EXCEPTION
                # This method can be async or a normal method.
                # If you are not in live mode, it is advicable to rethrow the
                # exception to fix the programming error.
                print(e)
                if not self._args.live:
                    raise e
        
            async def exit(self, reason):
                # This method is called, when the algorithm exits and should be used
                # to cleanup (e.g. cancel open orders).
                # This method can be async or a normal method.
                # reason contains information on why the algorithm exits.
                # e.g. STOPPED, EXCEPTION, FINISHED
                print("Done", reason)
                self.closed_orders = await self._kraken.fetch_closed_orders()
                # Async versions of an exchange needs to be closed, because
                # btrccts will close the asyncio loop after the run.
                await self._kraken.close()
        
        
        # This method parses commandline parameters (see --help)
        # and runs the Algorithm according to the parameters
        result = parse_params_and_execute_algorithm(Algorithm)
        # The result is an instance of Algorithm, you can now use saved
        # information. If you used a sync version of the exchange you can
        # still use them. For async exchages the asyncio loop is already
        # destroyed.
        print(result.orders)
        ```
        
        To run this algorithm, just execute the file with python.
        e.g. `.venv/bin/python examples/algo_readme.py --start-date 2017-12-01 --end-date 2017-12-02 --timedelta 1h --exchanges kraken --symbols BTC/USD --start-balances '{"kraken": {"USD": 10000}}'`
        
        If you dont want the function to parse commandline parameters for you, you can use
        ```python
        from btrccts.run import execute_algorithm
        execute_algorithm(...)
        ```
        
        
        ## Manual
        
        ### Data and directories
        
        Run your algorithm with `--help` to see the path to your config and data directories.
        
        The data directory contains the ohlcv data:
        `data_directory/ohlcv/EXCHANGE/BASE/QUOTE.csv`
        e.g.
        `data_directory/ohlcv/binance/BTC/USD.csv`
        
        Data files are in the following format (readable with `pandas.read_csv`)
        ```csv
        ,open,high,low,close,volume
        2019-10-01 10:10:00+00:00,200,300,100,300,1000
        2019-10-01 10:11:00+00:00,300,400,200,400,2000
        2019-10-01 10:12:00+00:00,400,500,300,500,3000
        ```
        The data files are not yet provided with this library. You have to provide them yourself.
        The data file needs to cover the complete period (you want to run the bot) in 1 minute interval.
        You can specify the period with `--start-date` and `--end-date`.
        
        
        The config directory contains exchange keys.
        e.g. `config_directory/binance.json`:
        ```json
        {
            "apiKey": "key material",
            "secret": "secret stuff"
        }
        ```
        If an alias is provided (e.g. `--auth-aliases '{"kraken": "kraken_wma"}'`,
        the file `config_directory/kraken_wma.json` is used.
        
        
        ### Differences between live and backtesting mode
        
        - In backtesting mode the markets from the exchanges are loaded upon exchange creation.
        This needs to be done, because market information is needed for order handling.
        In live mode, the markets are not loaded via the library, because the library does not
        know how you want to handle e.g. errors or reloading the market.
        
        
        ### How orders get filled
        
        - Market order
        
        Market orders are executed immediatly with a price a little worse than current low/high.
        Since we only have ohlcv data, we cannot use the next data, because this would introduce
        a look-ahead bias
        Some other backtesting libraries would wait until the next round to fill market orders,
        but this is not what is happening in the real world (executing market orders immediatly).
        
        - Limit order
        
        Limit orders are filled, when the price is reached. Limit orders get filled
        all at once, there is no volume calculation yet. If your bot uses huge limit orders,
        keep in mind that the behavior on the exchange can be a partiall fill and leaving the
        order open until filled.
        
        
        ### When next round is initiated in live mode / How interval is handled in live mode
        
        When the algorithm is started, it will immediatly execute `next_iteration`.
        Now the library waits until the next time interval and executes `next_iteration`.
        If the `next_iteration` call takes longer than the interval, `next_iteration` is
        called immediatly again. If `next_iteration` takes longer than multiple intervals,
        only the last interval is rescheduled.
        
        ## Development
        
        Setup a virtualenv:
        
        ```shell
        git clone git@github.com:btrccts/btrccts.git
        python3 -m venv .venv
        .venv/bin/pip install -r requirements.txt
        .venv/bin/pip install -e . --no-deps
        ```
        
        ### Run tests
        
        Install the dev dependencies:
        ```shell
        .venv/bin/pip install -e .[dev]
        ```
        Run the tests:
        ```shell
        .venv/bin/python -m unittest tests/unit/tests.py
        .venv/bin/python -m unittest tests/integration/tests.py
        ```
        
        ## Contact us
        
        btrccts@gmail.com
        
Keywords: btrccts
Platform: UNKNOWN
Classifier: Programming Language :: Python
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Software Development :: Build Tools
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Operating System :: OS Independent
Classifier: Environment :: Console
Description-Content-Type: text/markdown
Provides-Extra: ccxt-websockets
Provides-Extra: dev
