https://github.com/revmischa/crypto-trader

Automating crypto trading with python in a jupyter notebook
https://github.com/revmischa/crypto-trader

bot crypto jupyter notebook trading

Last synced: 1 day ago
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Automating crypto trading with python in a jupyter notebook

• Host: GitHub
• URL: https://github.com/revmischa/crypto-trader
• Owner: revmischa
• License: mit
• Created: 2021-09-12T17:22:27.000Z (over 3 years ago)
• Default Branch: master
• Last Pushed: 2021-12-12T14:48:59.000Z (about 3 years ago)
• Last Synced: 2024-10-18T07:54:27.079Z (3 months ago)
• Topics: bot, crypto, jupyter, notebook, trading
• Language: Jupyter Notebook
• Homepage:
• Size: 7.72 MB
• Stars: 40
• Watchers: 3
• Forks: 9
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Mischa's Crypto Trader

Automating crypto trading with python.

## What is this?

A jupyter notebook to demonstrate automating crypto trading. Includes defining a strategy with automated parameter tuning and backtesting.

Please [read my article describing how it works](https://spiegelmock.com/2021/11/09/how-to-trade-crypto-in-your-sleep-with-python/) for more details and how to use it yourself.

## How does it work?

Allows you to [pick a strategy](https://github.com/twopirllc/pandas-ta/blob/main/examples/PandasTA_Strategy_Examples.ipynb) and optimize the parameters to the trading bot and strategy automatically. Different parameters are tried and net profit calculated during backtesting.

* Uses [pyjuque](https://github.com/tudorelu/pyjuque) to perform backtesting and trading and bot framework.

* Technical analysis performed by [ta-lib](https://www.ta-lib.org/) and [pandas-ta](https://github.com/twopirllc/pandas-ta/) - generate buy and sell signals from time series exchange data.

* Crypto exchange abstraction provided by [CCXT](https://ccxt.readthedocs.io/en/latest/) - connects to any crypto exchange.

* Parameter tuning with [scikit-optimize](https://scikit-optimize.github.io/) - Minimizes objective function in trading bot and strategy parameter space.

## How do I test strategies? 

Load up [the notebook](strategize-skopt.ipynb) in [JupyterLab](https://jupyterlab.readthedocs.io/en/stable/).

## Screenshots



![backtesting](backtest.png)

## How do I run the bot?

Create a .env file with your exchange API key

```env

EXCHG_API_KEY=daJF91jf9soq01j9wwl

EXCHG_SECRET=8ABC9130181DEB9131

#EXCHG_SUBACCOUNT=trader

```

Run ./run-bot.py

For more details about building and running the bot see the Dockerfile.