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AzulinhoAzulinho
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Merge pull request #115 from Azulinho/next_release
load_klines_for_coin() as a service and new best_run.py tool
2 parents 6cf13d8 + 1bc97fe commit 31523ee

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+698
-603
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‎.github/workflows/next_release.yaml

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@@ -24,10 +24,15 @@ jobs:
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username: ${{ github.actor }}
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password: ${{ secrets.GITHUB_TOKEN }}
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- name: pull latest next_release tag
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run: |
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set -e
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docker pull ghcr.io/azulinho/cryptobot:next_release || true
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- name: Push to GitHub Packages
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uses: docker/build-push-action@v2
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with:
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tags: ghcr.io/azulinho/cryptobot:next_release
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push: true
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no-cache: true
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no-cache: false
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‎.github/workflows/pr.yaml

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This file was deleted.

‎.github/workflows/pr_docker_compose_tests.yaml

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name: Run PR docker-compose based tests
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on: pull_request
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jobs:
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pr_tests:
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name: Run PR tests
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runs-on: ubuntu-latest
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env:
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ACTIONS_ALLOW_UNSECURE_COMMANDS: true
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IMAGE: ghcr.io/azulinho/cryptobot
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TAG: pr
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steps:
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- name: Check out the repo
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uses: actions/checkout@v2
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- name: local docker-compose build
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run: |
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set -e
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pip install docker-compose
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docker-compose build --no-cache
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- name: Login to GitHub Container Registry
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uses: docker/login-action@v1
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with:
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registry: ghcr.io
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username: ${{ github.actor }}
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password: ${{ secrets.GITHUB_TOKEN }}
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- name: run backtesting strategies BuyMoonSellRecoveryStrategy.yaml
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run: |
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set -e
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echo BuyMoonSellRecoveryStrategy.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyMoonSellRecoveryStrategy.yaml \
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-m backtesting -s tests/fake.yaml |tail | tee result.txt
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grep ' wins:385 losses:97 stales:107 holds:1' result.txt
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- name: run backtesting strategies BuyOnGrowthTrendAfterDropStrategy.yaml
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run: |
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set -e
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echo BuyOnGrowthTrendAfterDropStrategy.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyOnGrowthTrendAfterDropStrategy.yaml \
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-m backtesting -s tests/fake.yaml | tail | tee result.txt
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grep 'wins:19 losses:1 stales:77 holds:2' result.txt
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- name: run backtesting strategies BuyDropSellRecoveryStrategy.yaml
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run: |
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set -e
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echo BuyDropSellRecoveryStrategy.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyDropSellRecoveryStrategy.yaml \
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-m backtesting -s tests/fake.yaml | tail | tee result.txt
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grep 'wins:4 losses:9 stales:1 holds:0' result.txt
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- name: run backtesting strategies BuyDropSellRecoveryStrategyWhenBTCisUp.yaml
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run: |
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set -e
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echo BuyDropSellRecoveryStrategyWhenBTCisUp.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyDropSellRecoveryStrategyWhenBTCisUp.yaml \
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-m backtesting -s tests/fake.yaml | tail |tee result.txt
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grep 'wins:207 losses:1 stales:648 holds:0' result.txt
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- name: run backtesting strategies BuyDropSellRecoveryStrategyWhenBTCisDown.yaml
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run: |
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set -e
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echo BuyDropSellRecoveryStrategyWhenBTCisDown.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyDropSellRecoveryStrategyWhenBTCisDown.yaml \
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-m backtesting -s tests/fake.yaml | tail | tee result.txt
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grep 'wins:9 losses:0 stales:97 holds:0' result.txt
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- name: run backtesting strategies BuyOnRecoveryAfterDropDuringGrowthTrendStrategy.yaml
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run: |
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set -e
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echo BuyOnRecoveryAfterDropDuringGrowthTrendStrategy.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyOnRecoveryAfterDropDuringGrowthTrendStrategy.yaml \
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-m backtesting -s tests/fake.yaml | tail | tee result.txt
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grep 'wins:116 losses:0 stales:358 holds:0' result.txt
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- name: run backtesting strategies BuyOnRecoveryAfterDropFromAverageStrategy.yaml
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run: |
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set -e
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echo BuyOnRecoveryAfterDropFromAverageStrategy.yaml
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/app.py" \
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cryptobot \
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-c tests/BuyOnRecoveryAfterDropFromAverageStrategy.yaml \
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-m backtesting -s tests/fake.yaml | tail | tee result.txt
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grep 'wins:187 losses:4 stales:598 holds:0' result.txt
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- name: run automated-backtesting
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run: |
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set -ex
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echo automated-tests
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LOGFILE=tests/price.log.gz
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CONFIG=tests/automated-backtesting.yaml
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MIN=1
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FILTER=""
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docker compose run \
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--name cryptobot.automated-backtesting.$(whoami) --rm \
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--entrypoint="/cryptobot/.venv/bin/python /cryptobot/utils/automated-backtesting.py" \
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cryptobot \
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-l ${LOGFILE} -c ${CONFIG} -m ${MIN} \
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-f "${FILTER}" -s "profit"| tail

‎.github/workflows/pr_lint.yaml

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name: Run PR lint tests
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on: pull_request
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jobs:
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pr_tests:
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name: Run PR tests
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runs-on: ubuntu-latest
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env:
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ACTIONS_ALLOW_UNSECURE_COMMANDS: true
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steps:
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- name: Check out the repo
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uses: actions/checkout@v2
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- name: install build-essentials
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run: sudo apt-get -y install build-essential
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- name: install ta-lib
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run: |
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cd /tmp \
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&& wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz \
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&& tar xf ta-lib-0.4.0-src.tar.gz \
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&& cd ta-lib \
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&& ./configure --prefix=/usr \
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&& make \
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&& sudo make install
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- name: pyenv install
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uses: "gabrielfalcao/pyenv-action@v5"
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with:
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command: pyenv install
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- name: pip install
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run: |
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set -e
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pip install --upgrade pip
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pip install wheel
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pip install -r requirements.txt
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pip install -r requirements-dev.txt
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- name: pytest
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run: |
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pytest tests/
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- name: mypy
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run: |
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mypy app.py
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mypy strategies/*.py
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mypy lib/*.py
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- name: pylint
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run: |
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pylint app.py
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pylint lib/*.py
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pylint strategies/*.py

‎Dockerfile

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@@ -68,5 +68,7 @@ ADD utils/automated-backtesting.sh utils/automated-backtesting.sh
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ADD utils/prove-backtesting.py utils/prove-backtesting.py
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ADD utils/prove-backtesting.sh utils/prove-backtesting.sh
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ADD utils/pull_klines.py utils/pull_klines.py
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ADD load_klines_for_coin.py .
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EXPOSE 5555
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ENTRYPOINT ["/cryptobot/.venv/bin/python", "-u", "app.py"]

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