- Download price data from S3
python -m punisher.data.ohlcv_fetcher --exchange binance --symbol ETH/BTC --timeframe 30m --action download
- Run the strategy script in backtesting mode
python -m punisher.strategies.simple -ohlcv .data/binance_ETH_BTC_30m.csv -t 30m -m backtest -a ETH/BTC -ex binance
- View the results (visit localhost:8000)
python -m punisher.charts.dash_charts.dash_record --name default_backtest
-
Install Miniconda with Python 3.6
-
Create conda environment
conda env create -f environment.yaml -n punisher
source activate punisher
- Add your API keys to
dotenv_exampleand rename.env.
No API keys? You can still download data from our S3 bucket for backtesting. Or access the Exchange public APIs by emptying the dictionary we pass in as a config to the CCXTExchange class.
- Initialize submodules
git submodule init
git submodule update
- Install Extras (Optional)
conda install ipywidgets
jupyter nbextension enable --py --sys-prefix widgetsnbextension
conda install -c tim_shawver/label/dev qgrid==1.0.0b10
conda install -c conda-forge python.app
conda install pytorch torchvision -c pytorch (http://pytorch.org/)
OHLCV
python -m punisher.data.ohlcv_fetcher --exchange gdax --symbol BTC/USD --timeframe 1d --action download
python -m punisher.data.reddit_fetcher --subreddit bitcoin --action download
python -m punisher.data.tweet_fetcher --query 'bitcoin OR btc' --lang en --action download
python -m pytest tests/ (all tests)
python -m pytest -k filenamekeyword (tests matching keyword)
python -m pytest tests/utils/test_sample.py (single test file)
python -m pytest tests/utils/test_sample.py::test_answer_correct (single test method)
python -m pytest --resultlog=testlog.log tests/ (log output to file)
python -m pytest -s tests/ (print output to console)
- Before coding:
git pull master
git checkout -b feature
- After coding, when you're ready to merge
# Pull latest changes from repo
git checkout master
git pull
# Merge master into feature branch.
git checkout feature
git merge master
-
Resolve conflicts
-
Merge feature into master and squash all your commits
git checkout master
git merge feature --squash
git commit -m 'Detailed Commit message describing your changes'
git push
- https://www.quandl.com/collections/markets/bitcoin-data
- https://market.mashape.com/bravenewcoin/digital-currency-tickers
- https://bravenewcoin.com/
- https://coinmetrics.io/data-downloads/
- https://www.coinigy.com
- https://poloniex.com
- https://www.gdax.com/
- https://gemini.com/
- https://www.binance.com/
- https://www.kraken.com/
- TODO