معرفی شرکت ها
crypto-strategy-0.1.9
تبلیغات ما
مشتریان به طور فزاینده ای آنلاین هستند. تبلیغات می تواند به آنها کمک کند تا کسب و کار شما را پیدا کنند.
مشاهده بیشتر
تبلیغات ما
مشتریان به طور فزاینده ای آنلاین هستند. تبلیغات می تواند به آنها کمک کند تا کسب و کار شما را پیدا کنند.
مشاهده بیشتر
تبلیغات ما
مشتریان به طور فزاینده ای آنلاین هستند. تبلیغات می تواند به آنها کمک کند تا کسب و کار شما را پیدا کنند.
مشاهده بیشتر
تبلیغات ما
مشتریان به طور فزاینده ای آنلاین هستند. تبلیغات می تواند به آنها کمک کند تا کسب و کار شما را پیدا کنند.
مشاهده بیشتر
تبلیغات ما
مشتریان به طور فزاینده ای آنلاین هستند. تبلیغات می تواند به آنها کمک کند تا کسب و کار شما را پیدا کنند.
مشاهده بیشترتوضیحات
Repo to create crypto strategies
| ویژگی | مقدار |
|---|---|
| سیستم عامل | - |
| نام فایل | crypto-strategy-0.1.9 |
| نام | crypto-strategy |
| نسخه کتابخانه | 0.1.9 |
| نگهدارنده | [] |
| ایمیل نگهدارنده | [] |
| نویسنده | Ming Gao |
| ایمیل نویسنده | ming_gao@outlook.com |
| آدرس صفحه اصلی | https://github.com/minggnim/crypto-strategy |
| آدرس اینترنتی | https://pypi.org/project/crypto-strategy/ |
| مجوز | - |
# crypto-strategy
A repository to perform backtests and create trading strategies for cryptocurrencies.
[](https://github.com/minggnim/crypto-strategy/actions/workflows/dependency-review.yml)
[](https://github.com/minggnim/crypto-strategy/actions/workflows/python-package.yml)
[](https://github.com/minggnim/crypto-strategy/actions/workflows/python-publish.yml)
## Install
```
pip install crypto-strategy[full]
```
## Usage
### Backtest Strategy
1. Moving Average Strategy
- Description
```
BestMaStrategy(symbols, freq, res_dir, flag_filter, flag_stop)
```
- symbols: asset name, e.g., BTCUSDT
- freq: data frequency to use, 1h | 4h
- res_dir: results directory
- flag_filter: filter to use, [mmi | ang]
- mmi: Market Meanness Index filter
- ang: Linear Regression Angle filter
- flag_stop: early stop flag, [ts_stop | sl_stop | tp_stop]
- ts_stop: trailing stop
- sl_stop: stop loss
- tp_stop: take profit
- Example: Find the best params using 1h data with mmi filter and ts_stop
```
BestMaStrategy(
symbols=['BTCUSDT', 'ETHUSDT'],
freq='1h',
res_dir='results/best-1h-ma-mmi-filter',
flag_filters='mmi',
flag_stop='ts_stop'
)
```
2. Breakout Strategy
- Description: A method to optimize the BO strategy
- symbols: a list of symbols to be optimzied on, e.g., 'BTCUSDT'
- freq: currently supported values: '1h' or '4h'
- res_dir: the output directory
- flag_filter: currently supported filters: 'vol', 'ang', default: None
- flag_stop: early stop flag, [ts_stop | sl_stop | tp_stop]
- ts_stop: trailing stop
- sl_stop: stop loss
- tp_stop: take profit
- Example: Find the best params for bo strategy with vol filter using BTCUSDT 4h data and sl_stop
```
BestBoStrategy(
symbols = 'BTCUSDT',
freq = '4h',
res_dir = 'results/best-4h-bo_rev-vol-filter',
flag_filters = 'vol',
flag_stop = 'sl_stop',
)
3. MACD Strategy
```
BestMacdStrategy(symbols, freq, res_dir, flag_filter)
```
- symbols: asset name, e.g., BTCUSDT
- freq: data frequency to use, 1h | 4h
- res_dir: results directory
- flag_filter: filter to use, [mmi | ang | stoch | sma]
- vol: Volume filter
- ang: Linear Regression Angle filter
### Inspect Strategy
1. MA Strategy
- Description: A method to inspect the MA strategy with given params
```
InspectMaStrategy(symbols, freq, name, n1, n2, timeperiod, threshold, flag_filter, stop_vars)
```
- symbol: the name of the crypto, e.g., 'BTCUSDT'
- freq: currently supported values are '1h' or '4h'
- name, n1, n2: the name and the params of the ma strategy, e.g., 'sma', 100, 50
- timeperiod: param used in either mmi or ang filter
- threshold: param used in ang filter
- flag_filter: currently supported fitlers: 'mmi', 'ang', default: None
- stop_vars: dictionary of stop vars, currently support 'ts_stop', 'sl_stop', 'tp_stop', default None
- Example: Inspect MA strategy `linear_reg` with `n1=30 & n2=280` and `sl_stop=0.1 & tp_stop=0.1`
```
InspectMaStrategy(
symbols,
freq='4h',
name='linear_reg', n1=30, n2=280,
stop_vars={'sl_stop':0.1, 'tp_stop':0.1})
```
2. BO Strategy
- Description: A method to inspect the BO strategy
```
InspectBoStrategy(symbol, freq, long_window, short_window, ts_stop, timeperiod, multiplier, threshold, flag_filter, flag_ts_stop)
```
- symbols: a list of symbols to be optimzied on, e.g., 'BTCUSDT'
- freq: currently supported values: '1h' or '4h'
- long_window, short_window: breakout params
- flag_filter: currently supported fitlers: 'vol', 'ang', default: None
- timeperiod, multiplier: volume filter params
- timeperiod, threshold: angle filter params
- stop_vars: dictionary of stop vars, currently support 'ts_stop', 'sl_stop', 'tp_stop', default None
- Example: Inspect 4h BTCUSDT breakout strategy with volume filter and trailing stop
```
InspectBoStrategy(
'BTCUSDT',
freq='4h',
long_window=100, short_window=50,
flag_filter='vol', timeperiod=20, multiplier=2,
stop_vars={'ts_stop':0.1})
```
## CLI
Backtests can also be carried out in command line. To find out more
```
crypto --help
```
Example 1: Find the best params for BO strategy with vol filter using 4h data
```
crypto best-bo-strategy -f 4h -r results/best-4h-bo-vol-filter -g vol -e bo
```
Example 2: Find the best params for MA strategy with mmi filter and ts_stop using 1h data
```
crypto best-ma-strategy -f 1h -r results/best-1h-ma-mmi-filter -g mmi -t ts_stop
```
## Tests
pytest
نیازمندی
| مقدار | نام |
|---|---|
| - | numba |
| - | numpy |
| - | pandas |
| - | vectorbt |
| - | ta-lib-bin |
| - | python-binance |
| - | tqdm |
| - | click |
| - | statsmodels |
| - | pyecharts |
| - | seaborn |
زبان مورد نیاز
| مقدار | نام |
|---|---|
| >=3.6 | Python |
نحوه نصب
نصب پکیج whl crypto-strategy-0.1.9:
pip install crypto-strategy-0.1.9.whl
نصب پکیج tar.gz crypto-strategy-0.1.9:
pip install crypto-strategy-0.1.9.tar.gz