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example with gold

pull/14/head
QuentinN42 1 year ago
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9e014f805f
Signed by: number42 GPG Key ID: 2CD7D563712B3A50
  1. 14
      main.py

14
main.py

@ -4,20 +4,22 @@ 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.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:]
csv = "data/gold.csv"
pred = MeanAggregator([NormalizedPredictor(),SelectorPredictor({"Tether": 0.7})])
start = {"USD":10_000, "Gold": 0}
pred = MeanAggregator([NormalizedPredictor(), SelectorPredictor({"USD": -0.1}), RandomPredictor()])
bot = Bot(
ptf=InMemoryPortfolio({k:1 for k in head}),
ptf=InMemoryPortfolio(start.copy()),
strategy=AllIn(),
broker=Backtest(csv, index_col=0, skiprows=1600, names=head),
broker=Backtest(csv, index_col=0),
predictor=pred
)

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