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icyhot-traderbot

Clone it:

git clone https://github.com/mahaekoh/icyhot-traderbot

Install it:

python icyhot-traderbot/setup.py install

Running the backtester

Download some data:

You can download and extract historical price CSV files from http://api.bitcoincharts.com/v1/csv/

Update the config:

The file config/backtester.cfg if provided for you to modify.

[BackTesting]
# updated data files can be retrieved and extracted from http://api.bitcoincharts.com/v1/csv/
data-path: /Users/mahaekoh/Downloads/coinbaseUSD.csv
start-datetime: 2017-10-01T00:00:00
end-datetime: 2017-11-01T00:00:00
tick-period: 5
budget-usd: 2000

[BackTesting-Trader]
trader-class: SillyTrader
# trader-class: AlwaysBuyTrader

Configure the tester

  • data-path: You must update the data-path to point towards your local copy of the dataset you selected.
  • start-datetime: Start timestamp to begin backtesting
  • end-datetime: End timestamp to end backtesting
  • tick-period: Traders receive a periodic tick and make decisions on every tick. This parameter sets the tick period in seconds.
  • budget-usd: The starting budget in USD

Configure the trader

  • trader-class: Name of trader module to load. Currently built-in are: NoopTrader, AlwaysBuyTrader, and SillyTrader

Test the trader

python -m icyhot_traderbot.backtester config/backtester.cfg

Running the API tester

Create a key config:

[GDAXKeys]
key: 8541070b9this0is0my0gdax0keybcef
secret: TEbOG2SEQ3EmySecretsAreVerySecureYouSeeQu7xUIBt7ZSreiqufdshbjfnqiurD/oxWtldqYZaE7nQdEQ==
passphrase: 92j48pass1g

Run it:

python -m icyhot_traderbot config/YOUR_KEY_CONFIG.cfg

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