https://github.com/bfortuner/punisher
Cryptocurrency trading library for machine learning research
https://github.com/bfortuner/punisher
algorithmic-trading bitcoin ccxt cryptocurrency deep-learning jupyter machine-learning numpy pandas python pytorch reinforcement-learning scikit-learn trading-bot
Last synced: 19 days ago
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Cryptocurrency trading library for machine learning research
- Host: GitHub
- URL: https://github.com/bfortuner/punisher
- Owner: bfortuner
- Created: 2017-12-30T17:20:54.000Z (about 8 years ago)
- Default Branch: master
- Last Pushed: 2018-03-12T05:09:49.000Z (almost 8 years ago)
- Last Synced: 2025-04-24T00:28:44.873Z (10 months ago)
- Topics: algorithmic-trading, bitcoin, ccxt, cryptocurrency, deep-learning, jupyter, machine-learning, numpy, pandas, python, pytorch, reinforcement-learning, scikit-learn, trading-bot
- Language: Jupyter Notebook
- Homepage:
- Size: 3.91 MB
- Stars: 6
- Watchers: 3
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# My, Man!
## Quickstart
1. Download price data from S3
```
python -m punisher.data.ohlcv_fetcher --exchange binance --symbol ETH/BTC --timeframe 30m --action download
```
2. 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
```
3. View the results (visit localhost:8000)
```
python -m punisher.charts.dash_charts.dash_record --name default_backtest
```
## Install
1. Install [Miniconda](https://conda.io/miniconda.html) with Python 3.6
2. Create conda environment
```
conda env create -f environment.yaml -n punisher
source activate punisher
```
3. Add your API keys to ```dotenv_example``` and 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.
4. Initialize [submodules](https://chrisjean.com/git-submodules-adding-using-removing-and-updating/)
```
git submodule init
git submodule update
```
4. 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/)
```
## Download data from S3
OHLCV
```
python -m punisher.data.ohlcv_fetcher --exchange gdax --symbol BTC/USD --timeframe 1d --action download
```
Reddit
```
python -m punisher.data.reddit_fetcher --subreddit bitcoin --action download
```
Twitter
```
python -m punisher.data.tweet_fetcher --query 'bitcoin OR btc' --lang en --action download
```
## Running Tests
```
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)
```
## How to commit (cleanly)
1. Before coding:
```
git pull master
git checkout -b feature
```
2. 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
```
3. Resolve conflicts
4. 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
```
## Resources
### Data
* https://www.quandl.com/collections/markets/bitcoin-data
* https://market.mashape.com/bravenewcoin/digital-currency-tickers
* https://bravenewcoin.com/
* https://coinmetrics.io/data-downloads/
### Exchanges
* https://www.coinigy.com
* https://poloniex.com
* https://www.gdax.com/
* https://gemini.com/
* https://www.binance.com/
* https://www.kraken.com/
### Research
* https://arxiv.org/archive/q-fin
### Tutorials
* [Buy/Sell/Short on Poloneix](https://www.youtube.com/watch?v=YwmoHfZ-qm8)
### Blogs/News
* TODO
### Tools / Charts
* https://zeroblock.com/
* https://www.tradingview.com/
### Repos
* https://github.com/Crypto-AI/Gemini
* https://github.com/quantopian/qgrid
### Known Issues
* [TODO](TODO.md)