static void Main(string[] args)
{
//parameters
int MaxNoTrades = 0; // Max number of concurrent trades
int MaxTradeNo = 1; //Max number of trades to execute before exiting
int PollTime = 1; // How often to poll for price updates.
decimal TradeAmount = 0.001m; //trading amount in BTC.
TradingAlgorthm TradingAlgorthm = TradingAlgorthm.SimpleSMA;
BinanceClient binanceClient = new BinanceClient(new ApiClient(ConfigurationManager.AppSettings["ApiKey"],
ConfigurationManager.AppSettings["ApiSecret"]), false);
//binanceClient.ListenKlineEndpoint("ethbtc", TimeInterval.Minutes_1, KlineHandler);
//get trading pairs, filter for BTC. Order by Volume if possible.
var technicalAnalysis = new TechnicalAnalysis(binanceClient, new BackTestRequest());
technicalAnalysis.AddTradingPair("eosbtc", TimeInterval.Minutes_1);
var results = technicalAnalysis.GetTradingOpportunities("Buy");
foreach (var result in results)
{
Console.WriteLine(result);
}
Console.ReadKey();
}
public BackTest(IRequest request) : base(request)
{
technicalAnalysis = new TechnicalAnalysis(BinanceClient, _request);
tradingStrategy = new TradingStrategy(BinanceClient, _request);
LastPrices = new Dictionary <string, decimal>();
CandleSticks = new Queue <Dictionary <string, Candlestick> >();
IsLastCandleStick = false;
foreach (var item in _request.TradingPairs)
{
LastPrices.Add(item, 0m);
}
}
private static void SaveRateToFileTrainData(string currency)
{
var rates = Utils.ReadExchangeRatesForPeriod("PLN", currency, DateTime.Today.AddYears(-4),
DateTime.Today.AddDays(-365)).Result.OrderBy(x => x.Date).ToList();
var ma5 = TechnicalAnalysis.MovingAverage(rates, 5).ToList();
var ma10 = TechnicalAnalysis.MovingAverage(rates, 10).ToList();
var ma15 = TechnicalAnalysis.MovingAverage(rates, 15).ToList();
var ma20 = TechnicalAnalysis.MovingAverage(rates, 20).ToList();
var ma50 = TechnicalAnalysis.MovingAverage(rates, 50).ToList();
var macd = TechnicalAnalysis.Macd(rates).ToList();
var nextDayRate = new List <ExchangeRate>();
for (int i = 0; i < rates.Count - 1; i++)
{
nextDayRate.Add(rates.ElementAt(i + 1));
}
rates = rates.Skip(50).ToList();
ma5 = ma5.Skip(50).ToList();
ma10 = ma10.Skip(50).ToList();
ma15 = ma15.Skip(50).ToList();
ma20 = ma20.Skip(50).ToList();
ma50 = ma50.Skip(50).ToList();
macd = macd.Skip(50).ToList();
nextDayRate = nextDayRate.Skip(50).ToList();
List <InputOutputData> inputOutputDatas = new List <InputOutputData>();
for (int i = 0; i < rates.Count - 1; i++)
{
inputOutputDatas.Add(new InputOutputData
{
ExchangeRate = rates.ElementAt(i),
Ma5 = ma5.ElementAt(i).Rate,
Ma10 = ma10.ElementAt(i).Rate,
Ma15 = ma15.ElementAt(i).Rate,
Ma20 = ma20.ElementAt(i).Rate,
Ma50 = ma50.ElementAt(i).Rate,
Macd = macd.ElementAt(i).Rate,
NextDayRate = nextDayRate.ElementAt(i).Rate
});
}
string projectDirectory = System.IO.Path.GetFullPath(@"..\..\..\");
PreparingExchangeRateData.SaveToFile(inputOutputDatas, projectDirectory + $"/Data/{inputOutputDatas.First().ExchangeRate.Currency}RateTrain.csv");
}
static void Main(string[] args)
{
Console.WriteLine("Hello World!");
Asset vix = new Asset();
vix.readPricesFromJson(@"C:\Users\lchan1\Downloads\vixcurrent.json");
Console.WriteLine(vix.getPrice().ToString());
Asset gold = new Asset();
gold.readPricesFromJson(@"C:\Users\lchan1\Downloads\goldcurrent.json");
Console.WriteLine(gold.getPrice().ToString());
DateTime start = vix.getEarliestDate() > gold.getEarliestDate() ? vix.getEarliestDate() : gold.getEarliestDate();
List <Tick> vixMACD = vix.getMACD();
List <Tick> vixSignal = TechnicalAnalysis.GetEMA(9, vixMACD);
List <Tick> goldMACD = gold.getMACD();
List <Tick> goldSignal = TechnicalAnalysis.GetEMA(9, goldMACD);
Console.ReadLine();
}
private double GetValue(TechnicalAnalysis dataSet)
{
return(dataSet.DataPoints[dataSet.DataPoints.Count() - 1][1]);
}
