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crypto-trading's Introduction

crypto-trading

A repository for my crypto-trading experimentation. This repository can be divided into four main areas of functionality; data collection and storage, data analysis, backtesting and strategy execution.

Data collection and storage

The current state of the price database is trivial; a folder of enormous csv files. It ought to be converted into an SQL database.

Data analysis

Current functionality:

  • display OHLC data
  • trend definition: the price extrema in intervals defined by derivatve of MA
  • display the distribution of trend price-changes, time-changes and their correlations
  • search for abitrage opportunities

Desired functionality:

  • analyse pair: applies all analyses and displays the results with matplotlib and outputs results file
  • analyse pairs: applies cross-pair analyses and displays the results with matplotlib and outputs results file
  • time analysis: search for predictability in price change and volatility at particular times of day, week, month and year
  • introduce alternate datapoints: sentiment and basic indicators such as RSI and bollinger bands
  • clean data: categorise datapoints where data is missing or exchange is offline

Backtesting

Current functionality:

Desired functionality:

  • to run strategy execution of historic OHLC data and output trades.json and stats.json
  • basic stats includes win/loss ratio, profit/loss ratio, average win, average loss, number of trades, variance of these numbers
  • also alpha, beta, information ratio, maximum adverse excursion, average true range, skewness, kurtosis, ulcer index and conditional value at risk

Strategy execution

Current functionality:

  • manage a simple algorithm buying and selling around a stable midpoint
  • mobile notifications
  • output trades.json Desired functionality:
  • analyse trades.json
  • execute algorithm with variable midpoint
  • risk management
  • execute arbitrage algorithm

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crypto-trading's Issues

great novel prompt

A list of things to include in prompts to produce the most high quality narrative, characters, style, themes, originality, emotional impact and universal appeal.

A great novel becomes great due to a combination of various elements, each contributing in its own way to the overall impact of the narrative. Here are a few key aspects that make a novel great:

  1. Storytelling: Great novel usually tell compelling stories that captivate readers, keeping them hooked from the first page to the last. The story unfolds in a way that is engaging, suspenseful, and satisfying. The best stories often contain unexpected twists and turns, but also pay off in a way that is emotionally satisfying and meaningful.
  2. Characters: Characters are the heart of any great novel. They need to be well-developed, relatable, and complex. Readers should care about what happens to them. Whether they are likable or not, they must be interesting and have depth.
  3. Writing Style: A great novel often has a unique writing style that is both beautiful and effective. This could involve poetic and descriptive language, a distinctive voice, crisp and clear prose, or a unique structure. The writing should evoke emotions and help the reader visualize the story. It is very important that the story is shown and not told.
  4. Themes: Great novels usually tackle important themes or ideas, giving readers something to think about long after they've finished reading. This could involve deep questions about human nature, society, philosophy, or morality.
  5. Originality/Novelty: A great novel brings something new to the table. It could be an original story concept, a unique setting, a fresh perspective, or an innovative structure or style. It is key that a novel presents the reader a deep and truthful narrative that provokes responses of curiosity, awe and humility.
  6. Emotional Impact: A great book makes the reader feel something. It could be joy, sadness, fear, anticipation, or any number of other emotions. The key is that it engages the reader on an emotional level.
  7. Universal Appeal: While not all great novels appeal to everyone, the best ones tend to have a certain universal quality. They contain truths or experiences that resonate with many different people, regardless of their background or life experiences. Think of canonical texts, such as the bible, as examples of this.

Update data function

Update data function to embed in other functions. I guess this requires a refactor of yahoo_finance function ?

Readability of scatter_chart()

The readability of scatter_chart() is very low with high data points. Consider using seaborn or another visualisation method.

chapter summary

retrieves a chapter summary from gpt3.5 to be used as long term memory

Store database details in json file

Existing JSON need to be refactored. It is useful to have different ticker names stored separately. Data retrieval log should be separated into respective 'data-source' logs.

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