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License: GNU General Public License v3.0
Backtesting for sleepless cryptocurrency markets
License: GNU General Public License v3.0
Why Logic is function, not class?
What is you need to set init options, like self.invested (true/false), self.sma_frame, self.ticker, etc?
Hi,
thanks for the code. I am missing an example of the getSignals function.
As it stand, the current code is not working.
AttributeError: 'module' object has no attribute 'getSignals'
Thanks for your help.
Hey,
Cloned your Gemini git repo, tried running example.py but getting errors, like name gemini is not defined, so I put it in the same folder as gemini, imported gemini, now helpers has no attribute "getSignals".
Google Chrome: 87.0.4280.88 (Official Build) (x86_64)
Revision | 89e2380a3e36c3464b5dd1302349b1382549290d-refs/branch-heads/4280@{#1761}
OS | macOS Version 10.15.7 (Build 19H2)
JavaScript | V8 8.7.220.29
Flash | 32.0.0.465 /Users/douglasrudolph/Library/Application Support/Google/Chrome/PepperFlash/32.0.0.465/PepperFlashPlayer.plugin
No lines were rendered inside chart.html
after running backtest.chart()
on your example backtest algorithm and BTCUSD
data
Here's a screenshot of the chart:
This was the guide I was following:
https://gemini-docs.readthedocs.io/en/latest/using-gemini.html#basic
This was the data I used:
https://github.com/anfederico/gemini/blob/master/examples/data/BTC_USD.csv
This is the HTML that was generated into chart.html:
https://gist.github.com/11/159820cdf0a7b8dd69bd928add991acd
PS: Thanks for the amazing API -- loving everything about this project
Into logic function
the helpers.py file does not contain the getSignals method , it raise the exeption
Tried on:
Mac M1 w/ Big Sur and Windows 10, both gave the same error.
Installed via:
pip3 install git+git://github.com/anfederico/gemini.git
Running from gemini_core import data, engine, helpers
results in:
from gemini_core import data, engine, helpers
ModuleNotFoundError: No module named 'gemini_core'
When I run pip3 list
I can see:
gemini 1.0.6
If I try to import from just gemini
I get the error:
cannot import name 'data' from 'gemini' (/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/gemini/__init__.py)
Edit:
I fixed this by looking through the commits by importing like this instead:
from gemini.gemini_core import data, engine, helpers
Maybe the readme is incorrect? Also I see the last commit updated the example, and just fyi the link to that on the readme is a 404. Excited to use Gemini, thanks!
AttributeError Traceback (most recent call last)
in
----> 1 output = backtest.start(100000, logic)
~/opt/anaconda3/lib/python3.8/site-packages/gemini/gemini_core/engine.py in start(self, initial_capital, logic)
41 """
42 self.tracker = []
---> 43 self.account = exchange.account(initial_capital)
44
45 # Enter backtest ---------------------------------------------
AttributeError: module 'gemini_core.exchange' has no attribute 'account'
Hey.
im getting this error when trying to install :
fatal: remote error:
The unauthenticated git protocol on port 9418 is no longer supported.
Please see https://github.blog/2021-09-01-improving-git-protocol-security-github/ for more information.
First off this project has been very helpful in me finally getting into backtesting different strategies. I am pretty new to writing my own code and am having issues figuring out how to backtest through a list of different variables and also compile the results into some kind of heatmap. For example if the strategy is based on some kind of moving average, I want to be able to have a list of different lead-lag combinations, and have the script cycle through all different combination, generating results for each and also showing a heatmap with the final return. If anyone has an idea of how to go about doing that, it would be much appreciated!
https://github.com/anfederico/gemini/blob/master/examples/mean_reversion.ipynb
Could you reupload the repository for the sample strategy please?
Implement maximization algorithms for performance
Pip exits with error code 128 when installing using git protocol. Changing it to https solves the problem.
Hi, We see that your project did not update for a long time , will you update the project and add some new features for this project ?
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