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d2a1064
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507fffd
Create app.py
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app.py
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| 1 |
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import streamlit as st
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import backtrader as bt
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import yfinance as yf
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import matplotlib.pyplot as plt
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from datetime import datetime
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# Define the trading strategy
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class SmaCross(bt.Strategy):
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params = dict(
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pfast=10, # period for the fast moving average
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pslow=30 # period for the slow moving average
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)
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def __init__(self):
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sma1 = bt.ind.SMA(period=self.p.pfast) # fast moving average
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sma2 = bt.ind.SMA(period=self.p.pslow) # slow moving average
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self.crossover = bt.ind.CrossOver(sma1, sma2) # crossover signal
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def next(self):
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if not self.position: # not in the market
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if self.crossover > 0: # if fast crosses slow to the upside
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self.buy() # enter long
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elif self.crossover < 0: # in the market & cross to the downside
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self.close() # close long position
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# Function to run backtest and return cerebro
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def run_backtest(data):
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cerebro = bt.Cerebro()
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cerebro.addstrategy(SmaCross)
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feed = bt.feeds.PandasData(dataname=data)
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cerebro.adddata(feed)
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cerebro.broker.setcash(10000)
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cerebro.addsizer(bt.sizers.AllInSizer, percents=95) # Use 95% of the portfolio for each trade
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cerebro.run()
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return cerebro
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# Initialize session state for running status
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if 'running' not in st.session_state:
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st.session_state.running = False
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# Streamlit app layout
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st.title('Cryptocurrency Trading Bot Simulation')
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# Sidebar for user input
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st.sidebar.header('User Input Parameters')
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selected_crypto = st.sidebar.selectbox('Select cryptocurrency', ('BTC-USD', 'ETH-USD', 'LTC-USD'))
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start_date = st.sidebar.date_input('Start date', datetime(2020, 1, 1))
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end_date = st.sidebar.date_input('End date', datetime(2021, 1, 1))
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# Function to handle start button
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def start_bot():
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st.session_state.running = True
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# Function to handle stop button
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def stop_bot():
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st.session_state.running = False
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# Buttons to start/stop the bot
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st.sidebar.button('Start Bot', on_click=start_bot)
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st.sidebar.button('Stop Bot', on_click=stop_bot)
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# Display bot status
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if st.session_state.running:
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st.success('Bot is running!')
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# Fetch historical data from yfinance
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data = yf.download(selected_crypto, start=start_date, end=end_date)
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# Check if data was successfully fetched
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if not data.empty:
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# Run backtest
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cerebro = run_backtest(data)
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# Show results
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st.header('Simulation Results')
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st.write(f'Final Portfolio Value: ${cerebro.broker.getvalue():,.2f}')
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# Plot the results manually using matplotlib
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fig, ax = plt.subplots()
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for data in cerebro.datas:
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ax.plot(data.datetime.array, data.close.array, label='Close')
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ax.legend()
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# Show the plot
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st.pyplot(fig)
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else:
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st.error('Bot is stopped!')
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