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justplot.py
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justplot.py
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from backtester import *
from includes import *
import sys, getopt
variablesArr = []
settingsArr = []
btcDateArr = []
btcPriceArr = []
btcVolumeArr = []
def getData(whichExchange, tBegin, tEnd):
global btcDateArr
global btcPriceArr
global btcVolumeArr
if(whichExchange == 'Bitfinex' or whichExchange == 'data/bitfinex.csv'):
bitcoinDateArr, btcPA, btcVA = buildArrays(ifile="data/bitfinex.csv", beginTime=int(tBegin), endTime=int(tEnd))
else:
bitcoinDateArr, btcPA, btcVA = buildArrays(ifile="data/bitstamp.csv", beginTime=int(tBegin), endTime=int(tEnd))
def minitialize(minitfile):
global variablesArr
variablesArr = []
try:
rawData = open(minitfile, 'r').read()
try:
rawDataLines = rawData.split('\n'); del rawDataLines[-1]
singleLine = rawDataLines[-1]
values = singleLine.split(' ')
valIdx = 0
for topLevelVal in range(0,32):
if(topLevelVal < 24):
variablesArr.append([])
for bottomLevelVal in range(0,3):
if(topLevelVal in [0, 3, 4, 7, 8, 11, 12, 15, 18, 19, 21, 23]):
variablesArr[topLevelVal].append(int(values[valIdx]))
else:
variablesArr[topLevelVal].append(float(values[valIdx]))
valIdx += 1
else:
if(topLevelVal == 24):
variablesArr.append(str(values[valIdx])) #dataFile
if(topLevelVal == 25):
variablesArr.append(str2bool(values[valIdx])) #doWeReactBySelling
if(topLevelVal == 26):
variablesArr.append(str2bool(values[valIdx])) #doWeReactByBuying
if(topLevelVal == 27):
variablesArr.append(str2bool(values[valIdx])) #doWeCheatBTSR
if(topLevelVal == 28):
variablesArr.append(str2bool(values[valIdx])) #doWeCheatSTBR
if(topLevelVal == 29):
variablesArr.append(str2bool(values[valIdx])) #doWeCheatVioBuys
if(topLevelVal == 30):
variablesArr.append(str2bool(values[valIdx])) #doWeCheatVioSells
if(topLevelVal == 31):
variablesArr.append(str2bool(values[valIdx])) #doWeShort
valIdx += 1
if(len(variablesArr) > 0):
nonEmptiness = True
else:
print("Empty minitialize array - no data in array")
sys.exit()
except Exception as e:
print('failed raw minit', str(e))
sys.exit()
except Exception as e:
print('failed to even open the minit file...', str(e))
sys.exit()
def pinitialize(pinitfile):
global settingsArr
settingsArr = []
try:
rawData = open(pinitfile, 'r').read()
try:
rawDataLines = rawData.split('\n')
#print('rawD =', rawDataLines)
del rawDataLines[-1]
singleLine = rawDataLines[-1]
singleLine = singleLine.replace(',', '')
singleLine = singleLine.replace('[', '')
singleLine = singleLine.replace(']', '')
values = singleLine.split(' ')
valIdx = 0
for value in values:
settingsArr.append(value)
if(len(settingsArr) > 0):
nonEmptiness = True
else:
print("Empty pinitialize array - no data in array")
sys.exit()
except Exception as e:
print('failed raw pinit', str(e))
sys.exit()
except Exception as e:
print('failed to even open the pinit file...', str(e))
sys.exit()
def buildArrays(ifile="data/bitfinex.csv", howFarBack=0, beginTime=1392786050, endTime=1393414657):# beginTime=None, endTime=None):
global btcDateArr
global btcPriceArr
global btcVolumeArr
try:
howFarBack = int(howFarBack)
if(beginTime):
beginTime = int(beginTime)
if(endTime):
endTime = int(endTime)
except Exception as e:
print('non-integer passed as an argument to integer flag...', str(e))
sys.exit(2)
try:
rawData = open(ifile, 'r').read()
try:
rawDataLines = rawData.split('\n'); del rawDataLines[-1]
for singleLine in rawDataLines[-howFarBack:]:
if(beginTime):
if(int(singleLine[:10]) < int(beginTime)):
continue
if(endTime):
if(int(singleLine[:10]) > int(endTime)):
break
splitLine = singleLine.split(',')
btcDate = splitLine[0]
btcPrice = splitLine[1]
btcVolume = splitLine[2]
btcDateArr.append(int(btcDate))
btcPriceArr.append(float(btcPrice))
btcVolumeArr.append(float(btcVolume))
if(len(btcDateArr) > 0):
nonEmptiness = True
return (btcDateArr, btcPriceArr, btcVolumeArr)
else:
print("Empty array - no data in array")
sys.exit()
except Exception as e:
print('failed raw data', str(e))
sys.exit()
except Exception as e:
print('failed to even open the file...', str(e))
sys.exit()
def main(argv):
global variablesArr
global settingsArr
global btcDateArr
global btcPriceArr
global btcVolumeArr
inputfile = ''
outputfile = ''
lastntrades = 0
beginT = ''
endT = ''
usageString = 'justplot.py -i <inputfile> -o <outputfile> -l <lastntrades> -b <begintime> -e <endtime>'
try:
opts, args = getopt.getopt(argv, 'hi:o:l:b:e:',['ifile=','ofile=','lastntrades=','begintime=','endtime='])
except getopt.GetoptError:
print(usageString)
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print(usageString)
sys.exit()
elif opt in ('-i', '--ifile'):
inputfile = arg
elif opt in ('-o', '--ofile'):
outputfile = arg
elif opt in ('-l', '--lastntrades'):
lastntrades = arg
elif opt in ('-b', '--begintime'):
beginT = arg
elif opt in ('-e', '--endtime'):
endT = arg
minitialize('plotminitialization.txt')
pinitialize('plotsettings.txt')
#myPlot = Plotter()
if(inputfile):
getData(str(inputfile), tBegin=beginT, tEnd=endT)
else:
getData(str(variablesArr[24]), tBegin=beginT, tEnd=endT)
plotTester = Backtester(btcDA=btcDateArr, btcPA=btcPriceArr, btcVA=btcVolumeArr, whichVar=0, BTSRint=int(variablesArr[0][0]), BTSRcut=float(variablesArr[1][0]), BTSRret=float(variablesArr[2][0]), BTSRmoas=int(variablesArr[3][0]), STBRint=int(variablesArr[4][0]), STBRcut=float(variablesArr[5][0]), STBRret=float(variablesArr[6][0]), STBRmoas=int(variablesArr[7][0]), volInt=int(variablesArr[8][0]), volCut=float(variablesArr[9][0]), volRet=float(variablesArr[10][0]), volMOAS=int(variablesArr[11][0]), vioBuyInt=int(variablesArr[12][0]), vioBuyCut=float(variablesArr[13][0]), vioBuyRet=float(variablesArr[14][0]), vioSellInt=int(variablesArr[15][0]), vioSellCut=float(variablesArr[16][0]), vioSellRet=float(variablesArr[17][0]), BTSRwindowLenForward=int(variablesArr[18][0]), BTSRwindowLenBack=int(variablesArr[19][0]), reactToVioBuy=variablesArr[25], reactToVioSell=variablesArr[26], reactToVioBuyCut=float(variablesArr[20][0]), reactToVioSellCut=float(variablesArr[22][0]), reactToVioBuyForward=int(variablesArr[21][0]), reactToVioSellForward=int(variablesArr[23][0]), whichExchange=str(variablesArr[24]), cheatBTSR=variablesArr[27], cheatSTBR=variablesArr[28], cheatVioBuys=variablesArr[29], cheatVioSells=variablesArr[30], doWeShort=variablesArr[31])
multiString = ''
usingMultiString = False
multiPass = []
if(len(multiString) > 0):
multiString = multiString[0:-2]
if(usingMultiString):
multiPass.append('l')
multiPass.append(multiString)
plotTester.multiPlot(multiPass)
if __name__ == '__main__':
main(sys.argv[1:])