The platform is supposed for backtesting and running trading strategies.

First create global config:

cp config.example.yml config.yml

Strategies are located in strategy/ dir. There are some built-in strategies:

• buy-and-hold strategy. Can be configured to sell and hold also.
• levels-v1. Calculates price levels and makes trade when price jumps off the level.

Example config included for each strategy. See config.example.yml. To run strategy you need to create actual config:

cd strategy/<name>
cp config.example.yml config.yml

Download Binance kline (candle) data for given ticker and date:

./binance-download.sh BTCBUSD-5m-2022-02-26

Kline data is downloaded into market_data/ folder.

Run backtests for a strategy:

python app.py backtest --strategy buy-and-hold --from 2022-02-18 --to 2022-02-26

Run backtests with a custom window size:

python app.py backtest --strategy levels-v1 --from 2022-02-18 --to 2022-02-26 --window 100

Running tests

pytest .

For visualization purposes some xlsx charts are located in test_data/levels. There are price charts for small periods of time. Those charts help to understand existing tests and write new ones. Files are named the same as tests.

Note. The price in market_data/*.csv files may be a little different from the price you see on exchanges.