Example Script

Example script showing how to run the store

example.py

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+from ccxtbt import CCXTStore
+import backtrader as bt
+from datetime import datetime, timedelta
+
+
+class TestStrategy(bt.Strategy):
+
+ def __init__(self):
+
+ self.sma = bt.indicators.SMA(self.data,period=21)
+
+ def next(self):
+
+ for data in self.datas:
+
+ print('{} - {} | O: {} H: {} L: {} C: {} V:{} SMA:{}'.format(data.datetime.datetime(),
+ data._name, data.open[0], data.high[0], data.low[0], data.close[0], data.volume[0],
+ self.sma[0]))
+
+ def notify_data(self, data, status, *args, **kwargs):
+ dn = data._name
+ dt = datetime.now()
+ msg= 'Data Status: {}'.format(data._getstatusname(status))
+ print(dt,dn,msg)
+
+ # This bit will allow you to backfill faster when starting the script
+ # Use with care as it is a hacky workaround and will stop making rest
+ # calls to get cash and value until a live notification is received.
+ if data._getstatusname(status) == 'DELAYED':
+ self.broker.balance_checks = False
+
+ if data._getstatusname(status) == 'LIVE':
+ self.broker.balance_checks = True
+
+
+
+apikey = 'Insert Your API Key'
+secret = 'Insert Your Secret'
+
+cerebro = bt.Cerebro(quicknotify=True)
+
+
+# Add the strategy
+cerebro.addstrategy(TestStrategy)
+
+# Create our store
+config = {'apiKey': apikey,
+ 'secret': secret,
+ 'enableRateLimit': True
+ }
+store = CCXTStore(exchange='kraken', currency='LTC', config=config, retries=5, debug=False)
+
+# Get the broker and pass any kwargs if needed.
+# ----------------------------------------------
+# Broker mappings have been added since some exchanges expect different values
+# to the defaults. Case in point, Kraken vs Bitmex. Broker mappings are not required
+# if the broker uses the same values as the defaults in CCXTBroker.
+broker_mapping = {
+ 'order_types': {
+ bt.Order.Market: 'market',
+ bt.Order.Limit: 'limit',
+ bt.Order.Stop: 'stop-loss', #stop-loss for kraken, stop for bitmex
+ bt.Order.StopLimit: 'stop limit'
+ },
+ 'mappings':{
+ 'closed_order':{
+ 'key': 'status',
+ 'value':'closed'
+ },
+ 'canceled_order':{
+ 'key': 'result',
+ 'value':1}
+ }
+ }
+
+broker = store.getbroker(broker_mapping=broker_mapping)
+cerebro.setbroker(broker)
+
+# Get our data
+hist_start_date = datetime.utcnow() - timedelta(minutes=50)
+data = store.getdata(dataname='LTC/USD', name="LTF",
+ timeframe=bt.TimeFrame.Minutes, fromdate=hist_start_date,
+ compression=1, ohlcv_limit=50) #, historical=True)
+
+# Add the feed
+cerebro.adddata(data)
+
+# Run the strategy
+cerebro.run()