AutoTrading/main.py

from auto_trading.broker.backtest import Backtest
from auto_trading.strat.all_in import AllIn
from auto_trading.ptf.in_memory import InMemoryPortfolio
from auto_trading.predictor.mean_agg import MeanAggregator
from auto_trading.predictor.normalized import NormalizedPredictor
from auto_trading.predictor.selector import SelectorPredictor
from auto_trading.main import Bot
import matplotlib.pyplot as plt

if __name__ == '__main__':
    csv = "data/price_history.csv"
    with open(csv, 'r') as f:
        head = f.readline().replace("\n", "").split(",")[1:]
    
    pred = MeanAggregator([NormalizedPredictor(),SelectorPredictor({"Tether": 0.7})])
    
    bot = Bot(
        ptf=InMemoryPortfolio({k:1 for k in head}),
        strategy=AllIn(),
        broker=Backtest(csv, index_col=0, skiprows=1600, names=head),
        predictor=pred
    )
    
    bot.print_results()
    print("\n")

    TIME = range(400)
    B = []
    for _ in TIME:
        bot.run_once()
        #bot.print_results()
        assets = bot.ptf.content()
        spread=1/100
        for k in assets.keys():
            assets[k]=(1-spread)*assets[k]
        B.append( bot.balance() )
        print(B[-1])
        print("\n")
    plt.plot(TIME,B)
    plt.show()