60 lines
2.2 KiB
Python
60 lines
2.2 KiB
Python
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import logging
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import typer
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from pathlib import Path
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from typing import List
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from datetime import datetime, timezone
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from storage import Storage
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from strategies import DefaultStrategy
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from visualizer import Visualizer
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databases_path = Path("../data/OKX")
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storage = None
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def main(instrument: str = typer.Argument(..., help="Instrument to backtest, e.g. BTC-USDT"),
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start_date: str = typer.Argument(..., help="Start date, e.g. 2025-07-01"),
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end_date: str = typer.Argument(..., help="End date, e.g. 2025-08-01")):
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start_date = datetime.strptime(start_date, "%Y-%m-%d").replace(tzinfo=timezone.utc)
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end_date = datetime.strptime(end_date, "%Y-%m-%d").replace(tzinfo=timezone.utc)
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db_paths = list(databases_path.glob(f"{instrument}*.db"))
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db_paths.sort()
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storage = Storage(instrument)
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strategy = DefaultStrategy(instrument)
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visualizer = Visualizer(window_seconds=60, max_bars=500)
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logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
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for db_path in db_paths:
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db_name = db_path.name.split(".")[0].split("-")[2:5]
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db_date = datetime.strptime("".join(db_name), "%y%m%d").replace(tzinfo=timezone.utc)
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if db_date < start_date or db_date >= end_date:
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continue
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logging.info(f"Processing database: {db_path.name}")
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# Set database path for strategy and visualizer to access stored metrics
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strategy.set_db_path(db_path)
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visualizer.set_db_path(db_path)
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# Build snapshots and calculate metrics
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storage.build_booktick_from_db(db_path, db_date)
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logging.info(f"Processed {len(storage.book.snapshots)} snapshots with metrics")
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# Strategy analyzes metrics from the database
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strategy.on_booktick(storage.book)
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# Update visualization after processing each database
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logging.info(f"Updating visualization for {db_path.name}")
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visualizer.update_from_book(storage.book)
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# Show final visualization
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logging.info("Processing complete. Displaying final visualization...")
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if db_paths: # Ensure we have processed at least one database
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visualizer.show()
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if __name__ == "__main__":
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typer.run(main)
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