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.predictor.random_predictor import RandomPredictor
from auto_trading.bot import Bot
from tqdm import tqdm  # type: ignore
import pandas as pd  # type: ignore

pd.options.plotting.backend = "plotly"


if __name__ == "__main__":
    csv = "data/gold.csv"

    bt = Backtest(csv, start=10)

    start = {name: 0 for name in bt.data.columns}
    start["USD"] = 10_000

    pred = MeanAggregator(
        [RandomPredictor(), SelectorPredictor({"USD": -0.1}), RandomPredictor()]
    )

    bot = Bot(
        ptf=InMemoryPortfolio(start.copy()), strategy=AllIn(), broker=bt, predictor=pred
    )

    data = pd.DataFrame(index=bt.data.index, columns=bt.data.columns)

    for date in tqdm(data.index):
        bot.run_once()
        current_investments = bot.ptf.content()
        converted_investments = {
            name: amount * bot.current_conversion_rate[name]
            for name, amount in current_investments.items()
        }
        data.loc[date] = converted_investments
    bot.print_results()

    # data.plot().show()  # faster plot
    data.plot.area().show()