Experimenting with Cerebro

app.py

@@ -1,32 +1,46 @@
+import backtrader
+import krakenex
 import logging
 import os
 
-from kraken_bot.KrakenBot import KrakenBot
-from kraken_bot.LinearRegression import LinearRegression
-from kraken_bot.HighLowCutoff import HighLowCutoff
 from dotenv import load_dotenv
+from pykrakenapi import KrakenAPI
+from time import sleep
+
+from kraken_bot.MovingAverageCrossOver import MA_CrossOver
 
 load_dotenv()
+token = os.getenv('KRAKEN_API_TOKEN')
+secret = os.getenv('KRAKEN_API_SEC')
+tier = os.getenv('KRAKEN_API_TIER', 'Pro')
+asset_pair = os.getenv('KRAKEN_TRADABLE_ASSET_PAIR', 'XBTUSD')
+interval = int(os.getenv('KRAKEN_DATA_INTERVAL', 60))
+percents = float(os.getenv('CEREBRO_SIZER_PERCENTS', 50))
 
 logger = logging.getLogger(__name__)
+kraken = KrakenAPI(krakenex.API(token, secret), tier)
+cerebro = backtrader.Cerebro()
 
-model = LinearRegression(
+market = kraken.get_tradable_asset_pairs(pair=asset_pair).iloc[0]
-        r_value_target = float(os.getenv('R_VALUE_TARGET'))
+sleep(kraken.factor)
-        )
+cerebro.broker.setcommission(commission=market.fees[0][1]/100)
-strategy = HighLowCutoff(
+
-        investment_count = int(os.getenv('INVESTMENT_COUNT')),
+ohlc, last = kraken.get_ohlc_data(asset_pair, interval=interval, since=None, ascending=True)
-        investment_volume = float(os.getenv('INVESTMENT_VOLUME')),
+sleep(kraken.factor)
-        target_gain = float(os.getenv('TARGET_GAIN')),
+cerebro.adddata(backtrader.feeds.PandasData(dataname=ohlc))
-        max_loss = float(os.getenv('MAX_LOSS'))
+
-        )
+account_balance = kraken.get_trade_balance(asset='ZUSD').loc['eb'].ZUSD
-bot = KrakenBot(
+sleep(kraken.factor)
-        token = os.getenv('KRAKEN_API_TOKEN'),
+cerebro.broker.setcash(account_balance)
-        secret = os.getenv('KRAKEN_API_SEC'),
+cerebro.addsizer(backtrader.sizers.PercentSizer, percents=percents)
-        tier = 'Pro',
+
-        model = model,
+cerebro.addstrategy(MA_CrossOver)
-        trading_strategy = strategy
-        )
 
 if __name__ == '__main__':
-    bot.update(full=True)
+    start_balance = cerebro.broker.getvalue()
-    bot.execute()
+    print('Starting Portfolio Value: %.6f' % start_balance)
+    x = cerebro.run()
+    end_balance = cerebro.broker.getvalue()
+    print('Final Portfolio Value: %.6f' % end_balance)
+    print('Percent change: %.6f' % (((end_balance - start_balance)/start_balance) * 100))
+    cerebro.plot(style='candlestick')

btc.csv

@@ -0,0 +1,720 @@
+Date,Open,High,Low,Close,Volume
+2024-10-03 01:48:00,60941.7,60941.7,60941.6,60941.7,0.00192792
+2024-10-03 01:47:00,60941.6,60941.6,60941.6,60941.6,0.00036559
+2024-10-03 01:46:00,60964.8,60964.8,60956.1,60959.5,2.39082637
+2024-10-03 01:45:00,61054.9,61054.9,60947.5,60959.6,27.38128538
+2024-10-03 01:44:00,61111.4,61111.4,61054.9,61054.9,0.22586219
+2024-10-03 01:43:00,61111.4,61111.4,61111.4,61111.4,0.03045812
+2024-10-03 01:42:00,61111.5,61111.5,61111.4,61111.4,0.03083604
+2024-10-03 01:41:00,61128.9,61128.9,61111.4,61111.4,0.18863174
+2024-10-03 01:40:00,61121.9,61129.0,61121.9,61129.0,0.03936085
+2024-10-03 01:39:00,61122.0,61122.0,61121.9,61122.0,0.02317636
+2024-10-03 01:38:00,61111.5,61122.0,61111.5,61121.9,0.03609881
+2024-10-03 01:37:00,61111.4,61111.4,61111.4,61111.4,0.02991819
+2024-10-03 01:36:00,61111.4,61122.0,61111.4,61111.4,0.03419148
+2024-10-03 01:35:00,61137.5,61137.5,61111.4,61111.4,0.02703811
+2024-10-03 01:34:00,61121.9,61140.0,61121.9,61137.5,0.27738967
+2024-10-03 01:33:00,61111.5,61134.0,61111.5,61117.7,0.00972443
+2024-10-03 01:32:00,61111.5,61111.5,61111.5,61111.5,0.00792761
+2024-10-03 01:31:00,61150.6,61155.2,61111.4,61111.5,0.00398603
+2024-10-03 01:30:00,61150.4,61150.4,61150.3,61150.4,0.02354478
+2024-10-03 01:29:00,61088.0,61150.3,61088.0,61150.3,1.22109146
+2024-10-03 01:28:00,61084.7,61088.0,61080.7,61088.0,0.10412798
+2024-10-03 01:27:00,61084.7,61084.7,61084.7,61084.7,0.02980308
+2024-10-03 01:26:00,61084.7,61084.7,61084.7,61084.7,0.00420059
+2024-10-03 01:25:00,61070.2,61084.7,61070.1,61084.7,0.58768123
+2024-10-03 01:24:00,61070.2,61070.2,61070.1,61070.2,0.40155356
+2024-10-03 01:23:00,61084.7,61084.7,61068.2,61070.2,0.22824862
+2024-10-03 01:22:00,61084.7,61084.7,61084.7,61084.7,0.00747625
+2024-10-03 01:21:00,61053.9,61084.7,61053.8,61084.7,0.02826577
+2024-10-03 01:20:00,61027.7,61054.9,61027.6,61053.8,0.120136
+2024-10-03 01:19:00,61073.0,61073.0,60996.1,61012.6,17.70776187
+2024-10-03 01:18:00,61073.1,61078.5,61073.1,61078.5,0.03716132
+2024-10-03 01:17:00,61084.7,61084.7,61073.1,61073.1,0.00864107
+2024-10-03 01:16:00,61084.7,61084.7,61078.0,61084.7,0.08309725
+2024-10-03 01:15:00,61084.6,61084.7,61084.6,61084.6,0.01881328
+2024-10-03 01:14:00,61075.0,61084.7,61070.4,61084.7,0.10218718
+2024-10-03 01:13:00,61068.6,61071.0,61062.9,61062.9,0.00945853
+2024-10-03 01:12:00,61066.9,61066.9,61042.1,61056.2,0.02087038
+2024-10-03 01:11:00,60992.1,61034.6,60992.1,61034.6,0.07701177
+2024-10-03 01:10:00,61032.6,61032.6,60985.7,60997.3,0.02886873
+2024-10-03 01:09:00,61070.9,61070.9,61030.9,61030.9,0.01532724
+2024-10-03 01:08:00,61084.7,61084.7,61066.9,61066.9,0.10617208
+2024-10-03 01:07:00,61084.6,61084.6,61065.0,61065.0,0.12820765
+2024-10-03 01:06:00,61070.0,61084.7,61066.4,61084.7,0.14541381
+2024-10-03 01:05:00,61084.6,61084.7,61058.4,61058.4,0.02640964
+2024-10-03 01:04:00,61077.1,61084.7,61072.0,61084.7,0.30840065
+2024-10-03 01:03:00,61075.0,61077.1,61075.0,61077.0,0.03976611
+2024-10-03 01:02:00,61062.4,61075.0,61062.4,61075.0,0.05759083
+2024-10-03 01:01:00,61030.0,61062.3,61030.0,61062.3,0.26136118
+2024-10-03 01:00:00,60962.8,61030.1,60962.8,61030.0,0.87339951
+2024-10-03 00:59:00,60962.7,60962.8,60962.7,60962.8,0.05565003
+2024-10-03 00:58:00,60930.3,60962.8,60930.3,60962.8,0.02319628
+2024-10-03 00:57:00,60902.5,60914.8,60882.0,60900.8,0.03227045
+2024-10-03 00:56:00,60873.6,60884.4,60873.6,60884.4,0.01277223
+2024-10-03 00:55:00,60896.3,60896.3,60833.9,60866.9,5.81349821
+2024-10-03 00:54:00,60960.1,60960.1,60888.1,60888.1,0.80960395
+2024-10-03 00:53:00,60962.7,60962.7,60960.0,60960.0,0.06528149
+2024-10-03 00:52:00,60962.8,60962.8,60962.8,60962.8,0.02545886
+2024-10-03 00:51:00,60971.5,60999.4,60960.0,60960.0,0.03199203
+2024-10-03 00:50:00,60971.5,60971.5,60971.5,60971.5,0.02071592
+2024-10-03 00:49:00,61040.3,61040.3,60962.9,60962.9,0.00686643
+2024-10-03 00:48:00,60990.3,61040.3,60990.3,61040.3,0.02139681
+2024-10-03 00:47:00,60956.3,60978.0,60956.3,60978.0,0.01768778
+2024-10-03 00:46:00,60929.5,60990.3,60929.5,60956.2,0.07562597
+2024-10-03 00:45:00,60864.4,60864.4,60864.4,60864.4,0.50266485
+2024-10-03 00:44:00,60917.0,60917.0,60864.4,60864.4,0.22877433
+2024-10-03 00:43:00,60979.0,60979.0,60956.6,60956.6,1.70627764
+2024-10-03 00:42:00,61028.0,61028.0,60978.9,60979.0,0.05666772
+2024-10-03 00:41:00,61040.4,61040.4,61040.3,61040.3,0.05965864
+2024-10-03 00:40:00,61019.1,61040.3,61019.1,61033.1,0.21445694
+2024-10-03 00:39:00,61008.0,61019.1,61008.0,61019.1,0.37697061
+2024-10-03 00:38:00,60967.0,61006.7,60919.2,61006.7,0.39006281
+2024-10-03 00:37:00,60916.0,60988.9,60916.0,60967.0,2.67470324
+2024-10-03 00:36:00,60886.7,60886.8,60886.7,60886.8,0.01545281
+2024-10-03 00:35:00,60916.0,60916.0,60886.7,60886.8,0.05960182
+2024-10-03 00:34:00,60857.6,60916.0,60857.6,60915.9,1.44391437
+2024-10-03 00:33:00,60857.6,60857.6,60857.5,60857.5,0.11265412
+2024-10-03 00:32:00,60774.1,60857.6,60774.1,60857.5,1.77620111
+2024-10-03 00:31:00,60768.8,60774.2,60768.8,60774.2,0.31722191
+2024-10-03 00:30:00,60750.3,60765.0,60750.3,60765.0,0.04422446
+2024-10-03 00:29:00,60755.3,60755.3,60750.3,60750.3,5.02643754
+2024-10-03 00:28:00,60740.6,60755.3,60740.6,60755.3,0.10651164
+2024-10-03 00:27:00,60612.3,60745.6,60612.3,60745.5,0.51455105
+2024-10-03 00:26:00,60595.6,60602.3,60577.2,60602.3,0.15726288
+2024-10-03 00:25:00,60563.2,60595.7,60563.2,60595.7,0.13118561
+2024-10-03 00:24:00,60563.2,60563.2,60563.1,60563.1,0.02548689
+2024-10-03 00:23:00,60636.5,60636.5,60563.1,60563.1,4.33240305
+2024-10-03 00:22:00,60688.8,60688.8,60636.5,60636.5,5.02505381
+2024-10-03 00:21:00,60688.8,60688.8,60663.9,60688.8,0.0243193
+2024-10-03 00:20:00,60697.0,60697.0,60679.2,60688.9,0.02468987
+2024-10-03 00:19:00,60731.2,60731.2,60657.8,60657.8,35.40738259
+2024-10-03 00:18:00,60731.2,60737.9,60731.1,60731.1,0.30402558
+2024-10-03 00:17:00,60744.0,60768.0,60731.1,60731.1,2.03572373
+2024-10-03 00:16:00,60764.3,60774.1,60725.0,60725.0,12.65986645
+2024-10-03 00:15:00,60764.4,60764.4,60764.4,60764.4,0.01785678
+2024-10-03 00:14:00,60764.4,60764.4,60764.3,60764.3,0.0129612
+2024-10-03 00:13:00,60764.4,60804.2,60764.3,60764.3,50.00279641
+2024-10-03 00:12:00,60764.3,60764.4,60764.3,60764.3,0.10657399
+2024-10-03 00:11:00,60743.3,60764.4,60743.3,60764.3,0.08805361
+2024-10-03 00:10:00,60691.5,60743.2,60691.4,60743.2,0.01738532
+2024-10-03 00:09:00,60633.4,60633.4,60610.6,60618.7,0.01770073
+2024-10-03 00:08:00,60691.5,60691.5,60687.6,60687.6,0.00908901
+2024-10-03 00:07:00,60549.1,60678.1,60549.1,60678.1,3.48291505
+2024-10-03 00:06:00,60559.5,60559.5,60544.2,60549.1,0.06710788
+2024-10-03 00:05:00,60549.4,60556.3,60549.4,60556.3,0.00126318
+2024-10-03 00:04:00,60643.8,60651.3,60517.6,60517.6,1.05344494
+2024-10-03 00:03:00,60643.8,60643.8,60633.9,60643.8,0.58265957
+2024-10-03 00:02:00,60678.9,60692.7,60643.8,60643.8,0.0823466
+2024-10-03 00:01:00,60657.0,60678.9,60657.0,60678.9,0.04098681
+2024-10-03 00:00:00,60643.9,60655.5,60633.8,60655.5,0.10780241
+2024-10-02 23:59:00,60635.3,60635.3,60635.2,60635.3,0.06391448
+2024-10-02 23:58:00,60635.3,60635.3,60635.3,60635.3,0.01294311
+2024-10-02 23:57:00,60683.1,60683.1,60633.8,60635.2,0.13056324
+2024-10-02 23:56:00,60653.3,60683.0,60653.3,60683.0,1.17714463
+2024-10-02 23:55:00,60653.3,60653.3,60650.0,60653.3,0.01301144
+2024-10-02 23:54:00,60653.2,60653.3,60653.2,60653.3,0.02662025
+2024-10-02 23:53:00,60653.3,60653.3,60653.2,60653.3,0.07140614
+2024-10-02 23:52:00,60652.8,60652.8,60639.4,60646.7,0.0207362
+2024-10-02 23:51:00,60657.0,60657.0,60656.9,60656.9,0.01933319
+2024-10-02 23:50:00,60655.4,60657.0,60639.5,60657.0,0.1107943
+2024-10-02 23:49:00,60658.8,60658.8,60653.7,60653.8,0.0732675
+2024-10-02 23:48:00,60707.6,60707.6,60643.5,60643.5,0.10150296
+2024-10-02 23:47:00,60707.7,60707.7,60707.7,60707.7,0.03085072
+2024-10-02 23:46:00,60700.0,60707.7,60700.0,60707.7,0.02896155
+2024-10-02 23:45:00,60685.5,60697.8,60685.5,60687.1,0.17125773
+2024-10-02 23:44:00,60677.7,60684.1,60677.7,60682.6,0.17044277
+2024-10-02 23:43:00,60677.6,60677.7,60677.6,60677.7,0.5061796
+2024-10-02 23:42:00,60677.7,60677.7,60677.6,60677.6,0.02023703
+2024-10-02 23:41:00,60693.5,60693.5,60677.6,60677.7,0.2100438
+2024-10-02 23:40:00,60693.5,60693.5,60693.4,60693.5,0.00611539
+2024-10-02 23:39:00,60693.5,60693.5,60693.4,60693.5,1.00325603
+2024-10-02 23:38:00,60693.5,60693.5,60693.4,60693.4,0.02731249
+2024-10-02 23:37:00,60697.8,60697.8,60693.5,60693.5,0.25356346
+2024-10-02 23:36:00,60677.6,60697.9,60677.6,60697.9,0.01239113
+2024-10-02 23:35:00,60745.0,60745.0,60677.6,60677.6,2.29306338
+2024-10-02 23:34:00,60745.1,60745.1,60745.0,60745.0,0.15894719
+2024-10-02 23:33:00,60745.0,60745.1,60745.0,60745.1,0.13587685
+2024-10-02 23:32:00,60745.1,60745.1,60745.0,60745.1,0.03842484
+2024-10-02 23:31:00,60745.0,60745.1,60745.0,60745.1,0.02187855
+2024-10-02 23:30:00,60745.1,60745.1,60745.0,60745.0,0.23768455
+2024-10-02 23:29:00,60745.1,60745.1,60745.0,60745.1,0.0198978
+2024-10-02 23:28:00,60745.1,60745.1,60745.0,60745.1,0.02217905
+2024-10-02 23:27:00,60745.1,60745.1,60745.0,60745.1,0.02196307
+2024-10-02 23:26:00,60745.0,60745.1,60745.0,60745.0,0.0182034
+2024-10-02 23:25:00,60745.1,60745.1,60745.0,60745.0,1.62071742
+2024-10-02 23:24:00,60745.1,60745.1,60745.0,60745.0,0.01836969
+2024-10-02 23:23:00,60745.1,60745.1,60745.0,60745.1,0.686402
+2024-10-02 23:22:00,60810.2,60810.2,60745.0,60745.0,6.70849686
+2024-10-02 23:21:00,60810.3,60816.4,60810.2,60810.3,0.01977765
+2024-10-02 23:20:00,60777.9,60780.2,60770.0,60780.2,0.02476909
+2024-10-02 23:19:00,60812.0,60812.0,60776.7,60778.0,7.71482593
+2024-10-02 23:18:00,60815.8,60815.8,60812.1,60812.1,0.00071824
+2024-10-02 23:17:00,60812.1,60815.8,60812.1,60815.8,0.00341577
+2024-10-02 23:16:00,60812.1,60812.1,60812.0,60812.0,0.00513888
+2024-10-02 23:15:00,60812.0,60812.1,60812.0,60812.1,0.03004836
+2024-10-02 23:14:00,60812.0,60812.1,60812.0,60812.1,0.06522802
+2024-10-02 23:13:00,60822.5,60822.5,60812.0,60812.0,0.00357564
+2024-10-02 23:12:00,60812.1,60822.6,60812.1,60822.5,0.1458506
+2024-10-02 23:11:00,60812.1,60812.1,60812.1,60812.1,0.08745609
+2024-10-02 23:10:00,60812.1,60812.1,60812.0,60812.1,0.03225906
+2024-10-02 23:09:00,60812.1,60812.1,60812.0,60812.1,0.04360414
+2024-10-02 23:08:00,60812.1,60812.1,60812.0,60812.1,0.09944021
+2024-10-02 23:07:00,60812.1,60812.1,60812.0,60812.1,0.01124712
+2024-10-02 23:06:00,60816.0,60816.0,60812.0,60812.1,0.12335791
+2024-10-02 23:05:00,60816.0,60816.0,60815.9,60816.0,0.04155885
+2024-10-02 23:04:00,60787.0,60816.0,60787.0,60816.0,0.01836853
+2024-10-02 23:03:00,60770.4,60770.4,60770.3,60770.3,0.04480413
+2024-10-02 23:02:00,60843.5,60843.5,60770.3,60770.3,0.04591377
+2024-10-02 23:01:00,60835.7,60848.0,60835.6,60845.9,1.05704826
+2024-10-02 23:00:00,60835.7,60835.7,60828.9,60835.7,3.07011482
+2024-10-02 22:59:00,60821.0,60835.0,60821.0,60835.0,0.115301
+2024-10-02 22:58:00,60796.1,60811.0,60796.1,60811.0,1.54664731
+2024-10-02 22:57:00,60770.4,60805.9,60770.4,60796.1,0.03421597
+2024-10-02 22:56:00,60769.1,60770.4,60769.1,60770.3,0.01874257
+2024-10-02 22:55:00,60748.4,60769.0,60748.4,60769.0,1.21516947
+2024-10-02 22:54:00,60734.7,60748.4,60734.6,60748.4,0.03987535
+2024-10-02 22:53:00,60734.7,60734.7,60734.7,60734.7,0.02841966
+2024-10-02 22:52:00,60748.3,60748.3,60734.6,60734.7,0.05817045
+2024-10-02 22:51:00,60748.3,60748.4,60748.3,60748.4,0.06254682
+2024-10-02 22:50:00,60714.0,60748.4,60714.0,60748.3,1.99570228
+2024-10-02 22:49:00,60711.5,60714.0,60680.9,60714.0,0.43507213
+2024-10-02 22:48:00,60688.0,60711.5,60688.0,60711.5,0.00430301
+2024-10-02 22:47:00,60730.0,60730.1,60684.5,60684.5,0.16317337
+2024-10-02 22:46:00,60705.3,60730.1,60705.3,60730.1,0.24834251
+2024-10-02 22:45:00,60698.6,60705.5,60693.5,60705.5,0.00524334
+2024-10-02 22:44:00,60730.1,60730.3,60677.7,60691.9,5.40344138
+2024-10-02 22:43:00,60753.6,60753.6,60730.0,60730.1,0.16258395
+2024-10-02 22:42:00,60736.4,60753.6,60736.4,60753.5,0.14968858
+2024-10-02 22:41:00,60679.1,60735.2,60679.0,60735.2,5.78647337
+2024-10-02 22:40:00,60679.2,60679.2,60679.0,60679.1,9.26206367
+2024-10-02 22:39:00,60682.8,60682.8,60653.3,60679.2,0.02213714
+2024-10-02 22:38:00,60690.1,60690.1,60672.4,60682.8,0.02731751
+2024-10-02 22:37:00,60687.2,60690.1,60687.2,60690.1,0.09185541
+2024-10-02 22:36:00,60704.8,60714.6,60683.3,60683.4,0.08442517
+2024-10-02 22:35:00,60598.2,60682.8,60598.2,60682.8,4.53696029
+2024-10-02 22:34:00,60634.2,60634.2,60601.1,60601.1,0.35219631
+2024-10-02 22:33:00,60587.1,60634.2,60587.1,60634.2,0.24948982
+2024-10-02 22:32:00,60564.6,60587.1,60564.6,60587.1,0.006011
+2024-10-02 22:31:00,60561.0,60564.5,60549.8,60564.5,0.30344752
+2024-10-02 22:30:00,60548.7,60561.0,60528.0,60561.0,0.05665301
+2024-10-02 22:29:00,60515.8,60548.7,60515.8,60548.7,0.03255086
+2024-10-02 22:28:00,60548.6,60548.6,60515.7,60515.8,0.29012003
+2024-10-02 22:27:00,60471.9,60546.8,60471.9,60534.1,0.03340184
+2024-10-02 22:26:00,60471.9,60471.9,60471.8,60471.8,0.05160526
+2024-10-02 22:25:00,60471.8,60471.9,60471.8,60471.8,0.11004951
+2024-10-02 22:24:00,60492.4,60497.8,60471.8,60471.8,0.04974792
+2024-10-02 22:23:00,60540.1,60540.1,60492.2,60492.2,0.05998185
+2024-10-02 22:22:00,60495.1,60536.2,60495.1,60536.2,0.29983029
+2024-10-02 22:21:00,60502.5,60502.5,60495.1,60495.1,0.24858188
+2024-10-02 22:20:00,60592.0,60592.0,60502.5,60502.5,0.26939104
+2024-10-02 22:19:00,60578.6,60592.1,60578.6,60592.1,0.03175839
+2024-10-02 22:18:00,60613.4,60613.4,60555.2,60572.0,0.19259405
+2024-10-02 22:17:00,60572.9,60613.5,60572.9,60613.5,0.43444686
+2024-10-02 22:16:00,60540.1,60572.9,60540.1,60572.9,0.04172538
+2024-10-02 22:15:00,60540.1,60540.1,60516.1,60540.0,0.00710339
+2024-10-02 22:14:00,60549.7,60549.7,60531.4,60540.1,0.05576132
+2024-10-02 22:13:00,60529.2,60529.2,60500.0,60500.0,0.01376172
+2024-10-02 22:12:00,60486.3,60547.7,60479.0,60545.4,0.17488359
+2024-10-02 22:11:00,60588.1,60588.1,60486.3,60486.3,0.329617
+2024-10-02 22:10:00,60588.2,60588.2,60580.0,60588.2,0.58209391
+2024-10-02 22:09:00,60588.1,60593.7,60588.1,60588.2,0.55424446
+2024-10-02 22:08:00,60643.6,60643.6,60588.0,60588.1,0.6086597
+2024-10-02 22:07:00,60611.1,60643.7,60611.0,60643.7,0.07484411
+2024-10-02 22:06:00,60756.0,60756.0,60611.1,60611.1,0.522677
+2024-10-02 22:05:00,60726.8,60756.0,60726.8,60756.0,0.17161259
+2024-10-02 22:04:00,60726.0,60726.9,60725.9,60726.8,0.03891302
+2024-10-02 22:03:00,60729.3,60729.3,60700.0,60725.2,0.16257988
+2024-10-02 22:02:00,60770.4,60770.4,60729.2,60729.2,0.04952444
+2024-10-02 22:01:00,60775.3,60775.3,60770.3,60770.4,0.0034529
+2024-10-02 22:00:00,60818.0,60818.0,60812.9,60812.9,0.0292539
+2024-10-02 21:59:00,60862.7,60862.7,60816.0,60818.0,0.42818975
+2024-10-02 21:58:00,60862.8,60862.8,60862.7,60862.8,0.02892031
+2024-10-02 21:57:00,60848.4,60862.8,60848.4,60862.8,0.14872285
+2024-10-02 21:56:00,60780.4,60828.1,60780.4,60828.1,0.03141824
+2024-10-02 21:55:00,60780.4,60780.4,60780.3,60780.4,0.05201275
+2024-10-02 21:54:00,60780.4,60780.4,60780.4,60780.4,0.00267662
+2024-10-02 21:53:00,60821.0,60821.0,60786.2,60786.2,0.01791545
+2024-10-02 21:52:00,60852.5,60852.6,60821.9,60821.9,0.18208315
+2024-10-02 21:51:00,60857.4,60857.4,60852.6,60852.6,0.04493172
+2024-10-02 21:50:00,60862.7,60862.8,60857.4,60857.4,0.0081206
+2024-10-02 21:49:00,60862.7,60862.8,60862.7,60862.8,0.01652983
+2024-10-02 21:48:00,60862.4,60862.5,60862.4,60862.5,0.02108672
+2024-10-02 21:47:00,60857.5,60862.3,60857.5,60862.3,0.16953248
+2024-10-02 21:46:00,60852.0,60854.0,60850.3,60853.7,0.1245956
+2024-10-02 21:45:00,60747.5,60846.0,60747.4,60846.0,0.25720885
+2024-10-02 21:44:00,60732.5,60747.5,60732.5,60747.5,0.06901645
+2024-10-02 21:43:00,60732.4,60732.6,60732.4,60732.5,0.43829903
+2024-10-02 21:42:00,60747.4,60747.4,60732.1,60732.4,0.08688713
+2024-10-02 21:41:00,60747.4,60747.5,60747.4,60747.4,0.08078448
+2024-10-02 21:40:00,60747.5,60747.5,60747.4,60747.5,0.00367739
+2024-10-02 21:39:00,60770.8,60770.8,60747.4,60747.4,1.30530167
+2024-10-02 21:38:00,60770.9,60770.9,60770.8,60770.9,0.02998823
+2024-10-02 21:37:00,60766.8,60770.9,60752.4,60770.9,0.39925189
+2024-10-02 21:36:00,60774.3,60774.3,60763.8,60763.8,0.04088365
+2024-10-02 21:35:00,60821.9,60822.0,60752.7,60756.0,0.09566893
+2024-10-02 21:34:00,60857.8,60857.9,60830.6,60830.9,0.04993354
+2024-10-02 21:33:00,60909.0,60909.0,60857.8,60857.9,0.56541886
+2024-10-02 21:32:00,60909.0,60919.9,60909.0,60909.1,15.01122491
+2024-10-02 21:31:00,60887.9,60909.1,60887.8,60909.0,0.09334661
+2024-10-02 21:30:00,60866.2,60887.8,60866.2,60887.8,0.96495949
+2024-10-02 21:29:00,60752.5,60863.9,60752.5,60863.9,1.00808837
+2024-10-02 21:28:00,60752.5,60752.5,60752.5,60752.5,0.01068888
+2024-10-02 21:27:00,60752.5,60752.5,60752.4,60752.5,0.20423001
+2024-10-02 21:26:00,60752.4,60752.5,60752.4,60752.4,0.10443576
+2024-10-02 21:25:00,60752.4,60752.4,60752.4,60752.4,0.00151169
+2024-10-02 21:24:00,60752.4,60752.5,60752.4,60752.4,1.03866658
+2024-10-02 21:23:00,60752.5,60752.5,60752.4,60752.5,0.03556338
+2024-10-02 21:22:00,60752.4,60752.4,60752.4,60752.4,0.00882317
+2024-10-02 21:21:00,60746.0,60752.5,60746.0,60752.5,0.27824958
+2024-10-02 21:20:00,60699.5,60739.6,60699.5,60739.6,1.36047896
+2024-10-02 21:19:00,60706.8,60706.8,60675.0,60683.3,0.05811415
+2024-10-02 21:18:00,60724.4,60724.4,60687.1,60706.9,0.03940825
+2024-10-02 21:17:00,60729.5,60738.1,60724.5,60724.5,0.12349708
+2024-10-02 21:16:00,60693.0,60708.9,60675.0,60708.9,0.16362279
+2024-10-02 21:15:00,60720.3,60720.3,60693.0,60693.1,1.99035941
+2024-10-02 21:14:00,60735.5,60735.5,60704.7,60720.3,0.02129324
+2024-10-02 21:13:00,60754.5,60754.5,60730.8,60736.7,0.2415412
+2024-10-02 21:12:00,60739.2,60757.0,60739.2,60752.6,0.0910284
+2024-10-02 21:11:00,60739.3,60739.3,60727.0,60739.2,0.02370885
+2024-10-02 21:10:00,60683.7,60704.8,60683.7,60704.8,0.01520298
+2024-10-02 21:09:00,60777.4,60787.0,60700.0,60700.0,1.01134065
+2024-10-02 21:08:00,60727.0,60754.7,60722.0,60754.7,0.04334592
+2024-10-02 21:07:00,60796.1,60802.2,60713.4,60726.9,2.75706087
+2024-10-02 21:06:00,60801.8,60801.8,60780.0,60796.1,0.06625459
+2024-10-02 21:05:00,60862.1,60862.1,60783.5,60801.8,1.37315933
+2024-10-02 21:04:00,60909.0,60909.0,60863.6,60863.6,0.05889514
+2024-10-02 21:03:00,60891.6,60909.0,60891.5,60902.3,0.36268076
+2024-10-02 21:02:00,60891.5,60891.6,60891.5,60891.6,0.0093163
+2024-10-02 21:01:00,60867.1,60891.5,60867.1,60891.5,0.04179332
+2024-10-02 21:00:00,60891.5,60891.5,60867.1,60867.1,0.1320505
+2024-10-02 20:59:00,60954.2,60954.2,60886.3,60891.6,12.38486695
+2024-10-02 20:58:00,60955.9,60956.0,60925.0,60954.3,30.16004561
+2024-10-02 20:57:00,60938.0,60956.0,60938.0,60955.9,4.52388465
+2024-10-02 20:56:00,60830.4,60938.0,60830.4,60938.0,0.11487666
+2024-10-02 20:55:00,60870.9,60870.9,60814.1,60830.3,0.23337347
+2024-10-02 20:54:00,60930.7,60938.0,60873.3,60873.3,1.20867484
+2024-10-02 20:53:00,60859.6,60930.7,60859.6,60930.7,0.84754256
+2024-10-02 20:52:00,60855.6,60859.6,60855.6,60859.6,1.36468942
+2024-10-02 20:51:00,60843.0,60855.6,60843.0,60855.6,0.15282753
+2024-10-02 20:50:00,60828.4,60843.0,60828.4,60843.0,0.18006129
+2024-10-02 20:49:00,60828.4,60828.4,60828.3,60828.4,0.00474461
+2024-10-02 20:48:00,60765.0,60827.7,60765.0,60827.7,0.07374198
+2024-10-02 20:47:00,60793.7,60814.5,60793.7,60810.0,0.76316562
+2024-10-02 20:46:00,60821.0,60821.0,60750.0,60750.0,0.1330945
+2024-10-02 20:45:00,60750.0,60821.1,60750.0,60821.1,17.4881838
+2024-10-02 20:44:00,60683.7,60750.0,60683.7,60750.0,3.09153066
+2024-10-02 20:43:00,60631.3,60683.7,60631.3,60683.7,0.71353433
+2024-10-02 20:42:00,60631.3,60631.3,60621.8,60631.1,0.12344196
+2024-10-02 20:41:00,60595.2,60634.1,60595.2,60633.9,0.00891392
+2024-10-02 20:40:00,60683.6,60683.6,60595.2,60595.2,0.11063165
+2024-10-02 20:39:00,60653.4,60687.8,60651.9,60687.7,1.17784942
+2024-10-02 20:38:00,60580.7,60652.0,60580.6,60652.0,3.20587993
+2024-10-02 20:37:00,60600.2,60600.2,60580.7,60580.7,0.01147934
+2024-10-02 20:36:00,60580.7,60600.2,60580.7,60600.2,0.34344439
+2024-10-02 20:35:00,60572.0,60600.0,60572.0,60580.6,3.34436072
+2024-10-02 20:34:00,60566.2,60650.1,60566.2,60623.2,42.63006674
+2024-10-02 20:33:00,60500.7,60563.1,60500.7,60562.6,0.35410762
+2024-10-02 20:32:00,60361.4,60500.0,60361.4,60500.0,2.31689216
+2024-10-02 20:31:00,60413.0,60413.0,60361.5,60361.5,0.34550826
+2024-10-02 20:30:00,60366.5,60404.2,60366.5,60404.2,0.16790205
+2024-10-02 20:29:00,60340.5,60366.3,60321.2,60366.3,0.02500914
+2024-10-02 20:28:00,60275.6,60341.5,60258.0,60341.5,0.22353175
+2024-10-02 20:27:00,60222.4,60256.8,60216.0,60256.8,0.09282385
+2024-10-02 20:26:00,60211.6,60224.9,60211.5,60211.5,0.32771113
+2024-10-02 20:25:00,60295.2,60295.3,60211.5,60211.5,1.04046792
+2024-10-02 20:24:00,60267.4,60303.2,60267.4,60295.3,0.48594599
+2024-10-02 20:23:00,60327.8,60327.8,60267.4,60267.4,0.13951742
+2024-10-02 20:22:00,60329.1,60336.8,60307.7,60328.4,0.24865454
+2024-10-02 20:21:00,60307.7,60350.2,60307.7,60329.1,2.67561084
+2024-10-02 20:20:00,60312.7,60330.1,60307.7,60307.7,1.31161419
+2024-10-02 20:19:00,60300.0,60320.3,60267.3,60312.6,0.08104765
+2024-10-02 20:18:00,60322.6,60350.0,60300.0,60300.0,0.75569601
+2024-10-02 20:17:00,60322.7,60322.7,60322.6,60322.6,0.03942677
+2024-10-02 20:16:00,60267.4,60322.7,60267.4,60322.6,0.03854277
+2024-10-02 20:15:00,60309.3,60322.7,60285.2,60285.2,5.35532276
+2024-10-02 20:14:00,60251.4,60317.1,60251.4,60317.1,0.05096929
+2024-10-02 20:13:00,60355.3,60355.3,60251.4,60251.4,0.32774217
+2024-10-02 20:12:00,60276.9,60404.2,60276.9,60370.5,1.13894504
+2024-10-02 20:11:00,60426.1,60426.1,60250.1,60253.1,0.37488412
+2024-10-02 20:10:00,60406.5,60479.0,60406.5,60426.1,5.92948294
+2024-10-02 20:09:00,60325.0,60406.5,60325.0,60406.5,1.35310804
+2024-10-02 20:08:00,60312.1,60325.1,60280.3,60280.3,0.31189864
+2024-10-02 20:07:00,60270.9,60319.7,60270.9,60312.1,0.04167215
+2024-10-02 20:06:00,60280.0,60348.8,60224.2,60238.4,5.12775372
+2024-10-02 20:05:00,60277.5,60280.0,60226.3,60280.0,0.62135916
+2024-10-02 20:04:00,60183.3,60274.7,60183.2,60253.7,0.16985186
+2024-10-02 20:03:00,60269.3,60269.3,60137.0,60156.9,0.17107287
+2024-10-02 20:02:00,60255.1,60321.2,60255.1,60269.4,0.51430293
+2024-10-02 20:01:00,60283.2,60362.7,60239.0,60244.5,0.14389535
+2024-10-02 20:00:00,60202.3,60311.2,60202.3,60301.5,0.24904491
+2024-10-02 19:59:00,60344.6,60344.6,60139.2,60210.1,1.89854338
+2024-10-02 19:58:00,60365.0,60370.3,60344.6,60344.7,0.2102355
+2024-10-02 19:57:00,60324.6,60356.0,60317.9,60356.0,5.13417652
+2024-10-02 19:56:00,60330.1,60337.4,60311.6,60313.3,0.02924463
+2024-10-02 19:55:00,60300.1,60335.7,60269.7,60335.7,5.05219862
+2024-10-02 19:54:00,60258.1,60311.8,60240.1,60300.1,5.3133539
+2024-10-02 19:53:00,60156.4,60258.1,60156.4,60258.1,1.55070545
+2024-10-02 19:52:00,60158.6,60158.6,60112.9,60144.2,1.22488968
+2024-10-02 19:51:00,60063.8,60158.6,60033.7,60158.6,2.26959924
+2024-10-02 19:50:00,60033.7,60046.8,60033.7,60046.8,0.02743135
+2024-10-02 19:49:00,60121.1,60121.1,60033.7,60033.8,5.57092209
+2024-10-02 19:48:00,60227.7,60230.3,60104.0,60104.0,8.77620761
+2024-10-02 19:47:00,60000.1,60231.0,60000.1,60226.9,0.65031951
+2024-10-02 19:46:00,60000.0,60029.4,60000.0,60000.1,4.96701627
+2024-10-02 19:45:00,60080.7,60080.7,60000.0,60007.8,16.40541362
+2024-10-02 19:44:00,60120.6,60120.6,60037.7,60114.5,2.39173947
+2024-10-02 19:43:00,60180.0,60180.0,60037.1,60120.6,10.72967675
+2024-10-02 19:42:00,60199.2,60199.2,60180.0,60180.1,1.63914244
+2024-10-02 19:41:00,60330.0,60330.0,60199.2,60199.2,33.46050292
+2024-10-02 19:40:00,60301.1,60349.7,60301.0,60330.1,0.4222792
+2024-10-02 19:39:00,60191.7,60331.6,60191.7,60331.6,1.44265801
+2024-10-02 19:38:00,60128.6,60191.8,60128.6,60191.8,1.45268252
+2024-10-02 19:37:00,60122.3,60128.6,60113.1,60128.6,1.46548493
+2024-10-02 19:36:00,60229.2,60229.2,60122.3,60122.4,4.98475276
+2024-10-02 19:35:00,60257.0,60257.1,60229.1,60229.2,1.52016667
+2024-10-02 19:34:00,60310.8,60310.8,60257.1,60257.1,0.13446166
+2024-10-02 19:33:00,60314.7,60363.9,60303.4,60303.4,0.58488627
+2024-10-02 19:32:00,60392.9,60392.9,60307.6,60307.6,0.09441175
+2024-10-02 19:31:00,60286.0,60454.1,60254.8,60392.9,3.21817823
+2024-10-02 19:30:00,60266.4,60266.5,60210.0,60217.4,3.29812369
+2024-10-02 19:29:00,60287.4,60287.7,60255.6,60266.4,0.51148782
+2024-10-02 19:28:00,60329.4,60329.4,60250.0,60287.4,4.04240221
+2024-10-02 19:27:00,60363.3,60363.3,60329.5,60329.5,8.48078236
+2024-10-02 19:26:00,60377.6,60377.6,60363.3,60363.4,0.34585086
+2024-10-02 19:25:00,60453.1,60453.1,60377.6,60377.6,7.43736514
+2024-10-02 19:24:00,60555.2,60555.2,60453.1,60453.1,14.52790782
+2024-10-02 19:23:00,60466.1,60555.2,60450.1,60555.2,1.30201093
+2024-10-02 19:22:00,60350.1,60522.0,60350.1,60489.7,0.14685743
+2024-10-02 19:21:00,60400.0,60400.0,60350.0,60350.0,0.79219371
+2024-10-02 19:20:00,60376.3,60426.2,60376.3,60400.1,1.77902966
+2024-10-02 19:19:00,60435.7,60458.7,60376.4,60376.4,0.7235642
+2024-10-02 19:18:00,60555.9,60555.9,60435.5,60435.6,4.66261703
+2024-10-02 19:17:00,60701.9,60701.9,60552.8,60553.0,2.09988184
+2024-10-02 19:16:00,60777.8,60777.8,60700.1,60701.9,0.07809593
+2024-10-02 19:15:00,60836.8,60836.8,60777.9,60777.9,0.50835909
+2024-10-02 19:14:00,60769.8,60855.1,60769.8,60836.8,1.4063554
+2024-10-02 19:13:00,60738.8,60769.8,60721.9,60769.8,0.39465826
+2024-10-02 19:12:00,60706.0,60743.8,60680.4,60743.8,0.67875723
+2024-10-02 19:11:00,60808.0,60808.0,60685.7,60685.7,0.15945459
+2024-10-02 19:10:00,60788.9,60808.1,60788.9,60808.1,0.91072848
+2024-10-02 19:09:00,60781.2,60781.2,60657.9,60730.4,1.3613286
+2024-10-02 19:08:00,60551.7,60801.1,60551.7,60781.2,0.67527582
+2024-10-02 19:07:00,60644.1,60644.2,60551.7,60551.7,2.15539541
+2024-10-02 19:06:00,60704.4,60704.4,60644.1,60644.1,0.28941641
+2024-10-02 19:05:00,60711.4,60734.2,60704.4,60704.4,0.17709217
+2024-10-02 19:04:00,60856.2,60856.2,60706.5,60706.5,1.34190566
+2024-10-02 19:03:00,60894.0,60894.0,60847.8,60856.3,0.1185926
+2024-10-02 19:02:00,60866.9,60901.6,60866.9,60894.0,2.63069385
+2024-10-02 19:01:00,60741.0,60917.9,60741.0,60875.0,2.67257305
+2024-10-02 19:00:00,60794.5,60794.5,60748.2,60748.2,10.03369309
+2024-10-02 18:59:00,60813.1,60813.1,60784.7,60794.5,1.39228234
+2024-10-02 18:58:00,60920.1,60920.1,60800.1,60815.2,2.26334891
+2024-10-02 18:57:00,60937.0,60937.0,60920.0,60920.1,0.49670297
+2024-10-02 18:56:00,60916.2,60934.2,60901.5,60934.2,0.06222858
+2024-10-02 18:55:00,60930.8,60930.8,60879.6,60916.2,0.31267195
+2024-10-02 18:54:00,60893.0,60930.8,60893.0,60930.8,0.13375376
+2024-10-02 18:53:00,60927.3,60927.3,60879.5,60893.0,0.37414252
+2024-10-02 18:52:00,60968.7,60968.7,60926.2,60927.4,5.09658032
+2024-10-02 18:51:00,60995.1,60995.1,60968.7,60968.7,0.00843361
+2024-10-02 18:50:00,61000.4,61000.4,60995.0,60995.1,0.05926921
+2024-10-02 18:49:00,61019.0,61019.1,60989.8,61005.3,0.3861836
+2024-10-02 18:48:00,61000.1,61019.1,61000.1,61019.1,0.06903459
+2024-10-02 18:47:00,61101.0,61101.1,61000.0,61000.1,0.0337205
+2024-10-02 18:46:00,61165.9,61165.9,61101.0,61101.0,0.24618438
+2024-10-02 18:45:00,61175.0,61175.0,61166.0,61166.0,0.04456371
+2024-10-02 18:44:00,61168.5,61175.0,61168.4,61174.9,0.69954633
+2024-10-02 18:43:00,61152.8,61171.9,61152.8,61171.9,0.39155737
+2024-10-02 18:42:00,61111.1,61152.8,61111.1,61152.8,1.69185703
+2024-10-02 18:41:00,61094.3,61106.5,61072.7,61106.0,1.89135821
+2024-10-02 18:40:00,61149.4,61149.4,61094.4,61094.4,1.12278504
+2024-10-02 18:39:00,61100.5,61149.4,61093.0,61149.4,0.16575165
+2024-10-02 18:38:00,61140.2,61140.2,61100.5,61100.5,0.01820595
+2024-10-02 18:37:00,61125.3,61130.0,61099.9,61130.0,6.08598604
+2024-10-02 18:36:00,61113.3,61125.3,61113.3,61125.3,0.29062188
+2024-10-02 18:35:00,61152.7,61152.7,61098.0,61113.3,1.41323894
+2024-10-02 18:34:00,61152.8,61152.8,61152.7,61152.8,0.18934775
+2024-10-02 18:33:00,61131.4,61152.8,61131.3,61152.8,0.02307626
+2024-10-02 18:32:00,61055.6,61123.7,61055.6,61123.7,0.1155342
+2024-10-02 18:31:00,61100.1,61100.1,61040.0,61055.6,4.18614029
+2024-10-02 18:30:00,61166.7,61166.7,61100.0,61100.0,0.12742045
+2024-10-02 18:29:00,61133.4,61167.2,61133.4,61156.6,0.02611595
+2024-10-02 18:28:00,61186.4,61186.4,61100.0,61131.1,10.19433975
+2024-10-02 18:27:00,61105.8,61144.6,61100.0,61136.7,1.58625926
+2024-10-02 18:26:00,61238.5,61238.5,61105.7,61105.7,0.16607713
+2024-10-02 18:25:00,61223.9,61238.5,61223.8,61238.5,0.0680547
+2024-10-02 18:24:00,61138.2,61228.8,61138.2,61223.9,3.24779485
+2024-10-02 18:23:00,61105.8,61138.1,61105.8,61138.1,1.81514366
+2024-10-02 18:22:00,61014.5,61132.7,61014.5,61100.0,9.60579155
+2024-10-02 18:21:00,60895.1,61014.4,60880.9,61014.4,2.11249198
+2024-10-02 18:20:00,60932.7,60951.7,60895.1,60895.1,4.05461236
+2024-10-02 18:19:00,60947.8,61007.6,60937.6,60937.6,0.4162289
+2024-10-02 18:18:00,60901.4,60947.8,60871.4,60947.7,0.86514927
+2024-10-02 18:17:00,60935.1,60936.1,60901.5,60901.5,3.16223759
+2024-10-02 18:16:00,61099.9,61099.9,60935.1,60935.1,2.99130549
+2024-10-02 18:15:00,61100.1,61191.1,61099.0,61099.0,11.93844538
+2024-10-02 18:14:00,61313.8,61313.8,61100.0,61100.1,12.11406275
+2024-10-02 18:13:00,61374.0,61374.0,61311.5,61313.8,5.90360708
+2024-10-02 18:12:00,61441.9,61441.9,61374.0,61374.0,0.0431755
+2024-10-02 18:11:00,61449.1,61449.1,61442.0,61442.0,0.01106721
+2024-10-02 18:10:00,61463.8,61482.1,61458.7,61458.7,0.06610867
+2024-10-02 18:09:00,61449.1,61463.7,61439.4,61463.7,0.64401387
+2024-10-02 18:08:00,61504.4,61504.4,61463.9,61463.9,0.00474667
+2024-10-02 18:07:00,61506.5,61506.5,61468.9,61495.8,0.08307514
+2024-10-02 18:06:00,61466.5,61502.2,61456.5,61502.0,0.04419094
+2024-10-02 18:05:00,61533.7,61533.7,61466.4,61466.4,0.70520105
+2024-10-02 18:04:00,61664.4,61664.4,61549.9,61549.9,0.33742878
+2024-10-02 18:03:00,61666.1,61667.2,61664.5,61664.5,10.95605496
+2024-10-02 18:02:00,61623.2,61665.3,61623.2,61665.3,0.03200174
+2024-10-02 18:01:00,61652.0,61654.5,61623.1,61623.1,0.31612751
+2024-10-02 18:00:00,61656.9,61656.9,61652.0,61652.0,0.00147941
+2024-10-02 17:59:00,61636.8,61657.0,61631.9,61657.0,0.67111413
+2024-10-02 17:58:00,61619.8,61636.0,61619.8,61636.0,0.01684931
+2024-10-02 17:57:00,61619.8,61619.8,61619.7,61619.8,0.52835467
+2024-10-02 17:56:00,61602.0,61609.0,61601.9,61609.0,0.02741773
+2024-10-02 17:55:00,61622.1,61622.1,61602.0,61602.0,0.08092664
+2024-10-02 17:54:00,61572.9,61620.0,61572.9,61619.9,0.31865195
+2024-10-02 17:53:00,61572.9,61572.9,61572.8,61572.8,0.00511702
+2024-10-02 17:52:00,61561.1,61568.4,61561.1,61568.4,0.02605688
+2024-10-02 17:51:00,61578.9,61578.9,61560.9,61560.9,0.17691686
+2024-10-02 17:50:00,61578.0,61579.0,61578.0,61579.0,0.04945801
+2024-10-02 17:49:00,61525.4,61578.0,61525.3,61578.0,0.74777976
+2024-10-02 17:48:00,61512.0,61525.4,61512.0,61525.4,0.06135985
+2024-10-02 17:47:00,61499.2,61510.5,61499.2,61510.5,0.01499332
+2024-10-02 17:46:00,61475.3,61498.4,61475.3,61498.4,0.03231431
+2024-10-02 17:45:00,61465.2,61470.5,61465.2,61470.5,0.08039301
+2024-10-02 17:44:00,61458.0,61475.2,61458.0,61459.1,0.03049312
+2024-10-02 17:43:00,61491.9,61491.9,61452.0,61455.9,5.88419699
+2024-10-02 17:42:00,61460.0,61486.3,61460.0,61486.3,0.25514537
+2024-10-02 17:41:00,61459.4,61459.4,61459.3,61459.4,2.68527731
+2024-10-02 17:40:00,61459.4,61459.4,61459.4,61459.4,0.00103056
+2024-10-02 17:39:00,61459.3,61459.4,61459.3,61459.4,1.71323992
+2024-10-02 17:38:00,61459.4,61459.4,61459.3,61459.4,0.01264031
+2024-10-02 17:37:00,61399.9,61459.4,61399.9,61459.4,1.51767715
+2024-10-02 17:36:00,61381.9,61393.9,61370.8,61393.9,2.7823959
+2024-10-02 17:35:00,61334.2,61385.7,61292.4,61385.7,4.21550775
+2024-10-02 17:34:00,61500.0,61500.0,61334.2,61334.2,2.34572961
+2024-10-02 17:33:00,61604.8,61604.8,61500.0,61500.0,1.00947163
+2024-10-02 17:32:00,61607.7,61607.7,61607.7,61607.7,0.001
+2024-10-02 17:31:00,61609.7,61609.7,61604.8,61607.8,0.09820577
+2024-10-02 17:30:00,61691.4,61691.4,61632.2,61632.2,1.43747365
+2024-10-02 17:29:00,61656.2,61698.3,61656.2,61691.4,0.65720613
+2024-10-02 17:28:00,61652.2,61656.2,61648.5,61656.1,0.13076131
+2024-10-02 17:27:00,61609.8,61652.2,61609.8,61652.2,0.00024083
+2024-10-02 17:26:00,61646.1,61646.1,61609.8,61609.8,0.05068507
+2024-10-02 17:25:00,61700.0,61700.0,61640.8,61640.8,1.64777363
+2024-10-02 17:24:00,61700.0,61700.1,61700.0,61700.1,0.02456712
+2024-10-02 17:23:00,61727.1,61727.1,61720.0,61720.0,1.49863675
+2024-10-02 17:22:00,61738.9,61738.9,61720.7,61727.1,0.03103321
+2024-10-02 17:21:00,61725.9,61738.9,61725.9,61738.9,0.08095873
+2024-10-02 17:20:00,61745.8,61745.8,61708.5,61725.9,8.80762993
+2024-10-02 17:19:00,61757.4,61757.4,61740.1,61745.8,0.18789955
+2024-10-02 17:18:00,61757.4,61757.5,61757.4,61757.5,0.00159542
+2024-10-02 17:17:00,61760.5,61760.5,61729.7,61757.6,0.05845284
+2024-10-02 17:16:00,61715.1,61746.7,61715.1,61746.7,0.00069782
+2024-10-02 17:15:00,61750.4,61750.4,61715.0,61715.1,0.08709057
+2024-10-02 17:14:00,61731.8,61750.4,61731.8,61750.4,0.06203996
+2024-10-02 17:13:00,61700.0,61724.8,61695.0,61724.8,11.04355009
+2024-10-02 17:12:00,61685.6,61700.0,61685.6,61700.0,0.1358083
+2024-10-02 17:11:00,61730.7,61730.7,61685.5,61685.6,0.4836742
+2024-10-02 17:10:00,61728.4,61730.7,61704.2,61730.7,0.17159053
+2024-10-02 17:09:00,61704.2,61750.9,61704.2,61705.7,0.57111001
+2024-10-02 17:08:00,61725.3,61760.1,61704.2,61704.2,0.04649504
+2024-10-02 17:07:00,61708.5,61721.4,61708.5,61721.4,3.08699159
+2024-10-02 17:06:00,61680.0,61708.5,61680.0,61708.5,0.01347674
+2024-10-02 17:05:00,61636.9,61672.5,61567.0,61672.5,4.20344447
+2024-10-02 17:04:00,61671.3,61671.3,61643.3,61643.3,0.20006916
+2024-10-02 17:03:00,61742.5,61742.5,61664.9,61668.3,6.13865087
+2024-10-02 17:02:00,61821.8,61829.3,61742.6,61742.6,0.93217705
+2024-10-02 17:01:00,61822.3,61829.3,61821.8,61821.8,0.44941124
+2024-10-02 17:00:00,61821.8,61821.9,61821.8,61821.9,0.07151426
+2024-10-02 16:59:00,61824.8,61824.8,61821.8,61821.9,7.63382127
+2024-10-02 16:58:00,61821.9,61821.9,61821.8,61821.9,0.10945957
+2024-10-02 16:57:00,61840.4,61840.4,61821.8,61821.9,0.3977108
+2024-10-02 16:56:00,61951.9,61951.9,61837.4,61840.5,12.66620972
+2024-10-02 16:55:00,61940.9,61952.0,61940.9,61952.0,0.00985987
+2024-10-02 16:54:00,61962.3,61980.0,61959.9,61959.9,0.08824907
+2024-10-02 16:53:00,61965.0,61998.3,61965.0,61967.5,10.65857394
+2024-10-02 16:52:00,61970.1,61970.1,61964.1,61965.0,1.46550029
+2024-10-02 16:51:00,61929.3,61970.1,61929.3,61970.1,0.50706227
+2024-10-02 16:50:00,61919.9,61929.3,61919.9,61929.3,6.78548599
+2024-10-02 16:49:00,61920.0,61920.0,61920.0,61920.0,0.05353145
+2024-10-02 16:48:00,61865.4,61920.0,61865.3,61920.0,0.30951514
+2024-10-02 16:47:00,61911.8,61911.8,61865.4,61865.4,0.29824145
+2024-10-02 16:46:00,61916.8,61920.0,61911.8,61911.8,0.05807104
+2024-10-02 16:45:00,61910.6,61910.6,61889.3,61892.3,0.44334858
+2024-10-02 16:44:00,61929.2,61929.2,61904.3,61904.3,2.2070327
+2024-10-02 16:43:00,61929.3,61929.3,61929.2,61929.3,0.20856564
+2024-10-02 16:42:00,61929.2,61929.3,61929.2,61929.3,0.0561255
+2024-10-02 16:41:00,61939.2,61939.2,61929.3,61929.3,0.27150649
+2024-10-02 16:40:00,62028.0,62028.0,61939.0,61939.1,7.97922088
+2024-10-02 16:39:00,62040.0,62045.9,62018.1,62029.0,0.13518304
+2024-10-02 16:38:00,62071.4,62071.5,62022.0,62040.0,4.48279847
+2024-10-02 16:37:00,62075.0,62104.5,62070.0,62070.0,0.19061176
+2024-10-02 16:36:00,62065.3,62075.0,62020.3,62075.0,0.10216814
+2024-10-02 16:35:00,62054.6,62054.6,62054.6,62054.6,0.03886821
+2024-10-02 16:34:00,62081.9,62081.9,62054.5,62054.6,0.0165014
+2024-10-02 16:33:00,62047.9,62092.9,62047.9,62081.9,0.16345176
+2024-10-02 16:32:00,62044.9,62050.2,62044.8,62050.2,0.51756441
+2024-10-02 16:31:00,62018.4,62044.9,62018.4,62044.9,0.13705366
+2024-10-02 16:30:00,62054.5,62054.5,62016.5,62018.5,3.10839795
+2024-10-02 16:29:00,62128.7,62128.7,62050.5,62054.6,5.33668281
+2024-10-02 16:28:00,62224.8,62224.8,62128.8,62128.8,8.08663233
+2024-10-02 16:27:00,62248.2,62248.2,62220.2,62224.9,2.44277961
+2024-10-02 16:26:00,62242.8,62248.3,62242.8,62248.3,0.19975149
+2024-10-02 16:25:00,62227.2,62242.7,62227.2,62242.7,0.20055054
+2024-10-02 16:24:00,62241.0,62271.5,62228.5,62228.5,0.29311117
+2024-10-02 16:23:00,62150.0,62226.3,62150.0,62224.6,5.47992793
+2024-10-02 16:22:00,62094.3,62150.0,62094.3,62149.9,0.12074965
+2024-10-02 16:21:00,62094.2,62094.3,62094.2,62094.3,0.05077004
+2024-10-02 16:20:00,62149.9,62149.9,62094.2,62094.2,0.70376207
+2024-10-02 16:19:00,62137.5,62150.0,62137.5,62150.0,0.55117854
+2024-10-02 16:18:00,62149.9,62149.9,62091.5,62121.1,0.21322496
+2024-10-02 16:17:00,62097.5,62150.0,62097.4,62149.9,0.2162797
+2024-10-02 16:16:00,62096.5,62145.8,62096.5,62097.5,0.15456779
+2024-10-02 16:15:00,62167.8,62174.7,62096.5,62096.5,0.38804891
+2024-10-02 16:14:00,62180.0,62180.0,62162.3,62167.8,0.17432446
+2024-10-02 16:13:00,62146.7,62180.0,62146.7,62180.0,0.60863144
+2024-10-02 16:12:00,62134.9,62146.8,62134.8,62146.7,0.24308131
+2024-10-02 16:11:00,62145.5,62146.7,62103.2,62105.7,0.89127635
+2024-10-02 16:10:00,62224.3,62224.3,62145.5,62145.5,0.93564115
+2024-10-02 16:09:00,62310.0,62310.0,62224.2,62224.2,0.17510359
+2024-10-02 16:08:00,62347.7,62347.7,62310.0,62310.1,0.61823549
+2024-10-02 16:07:00,62315.3,62350.0,62309.9,62349.0,5.55075421
+2024-10-02 16:06:00,62349.8,62350.0,62281.6,62315.4,2.35121727
+2024-10-02 16:05:00,62165.0,62349.9,62165.0,62349.8,6.70430121
+2024-10-02 16:04:00,62022.4,62172.5,62022.4,62164.0,6.10637234
+2024-10-02 16:03:00,61999.6,62022.2,61999.6,62022.0,5.17555845
+2024-10-02 16:02:00,61924.3,62000.0,61924.3,61999.5,1.71148472
+2024-10-02 16:01:00,61885.0,61906.2,61885.0,61906.2,0.643898
+2024-10-02 16:00:00,61885.0,61885.0,61884.9,61884.9,0.07756712
+2024-10-02 15:59:00,61818.8,61885.3,61818.7,61885.0,5.94319156
+2024-10-02 15:58:00,61784.8,61818.8,61784.8,61818.8,0.58449864
+2024-10-02 15:57:00,61770.8,61784.8,61770.7,61784.8,0.02582768
+2024-10-02 15:56:00,61801.0,61801.0,61757.9,61770.8,0.02660092
+2024-10-02 15:55:00,61818.7,61818.7,61756.1,61810.6,0.03972678
+2024-10-02 15:54:00,61848.1,61848.1,61818.8,61818.8,0.04881646
+2024-10-02 15:53:00,61816.9,61833.1,61806.0,61818.1,2.94388464
+2024-10-02 15:52:00,61865.0,61902.0,61811.1,61816.4,5.11762087
+2024-10-02 15:51:00,61918.8,61918.8,61840.3,61864.9,1.92977352
+2024-10-02 15:50:00,61931.5,61931.5,61918.6,61920.0,2.74123502
+2024-10-02 15:49:00,61918.6,61927.3,61918.6,61927.3,0.58699758
+2024-10-02 15:48:00,61800.0,61918.6,61800.0,61918.6,4.20340654
+2024-10-02 15:47:00,61800.0,61800.0,61756.1,61763.7,0.10375767
+2024-10-02 15:46:00,61850.0,61855.8,61800.0,61800.0,1.38260989
+2024-10-02 15:45:00,61800.1,61850.0,61800.1,61850.0,4.36860396
+2024-10-02 15:44:00,61800.1,61800.1,61800.0,61800.0,0.02971047
+2024-10-02 15:43:00,61823.5,61823.6,61800.0,61800.0,0.11823879
+2024-10-02 15:42:00,61823.6,61823.7,61797.8,61819.1,0.13314224
+2024-10-02 15:41:00,61749.9,61823.7,61749.9,61823.6,0.21052626
+2024-10-02 15:40:00,61832.6,61832.6,61745.9,61745.9,0.10261926
+2024-10-02 15:39:00,61850.5,61859.9,61832.6,61832.7,3.98885059
+2024-10-02 15:38:00,61806.0,61849.0,61791.6,61849.0,2.33556961
+2024-10-02 15:37:00,61855.7,61855.7,61765.6,61805.9,4.56360977
+2024-10-02 15:36:00,61858.0,61862.0,61855.7,61855.7,1.22401175
+2024-10-02 15:35:00,61779.7,61861.5,61779.7,61859.9,3.28962533
+2024-10-02 15:34:00,61745.8,61779.7,61745.8,61779.7,1.35398896
+2024-10-02 15:33:00,61745.8,61745.8,61745.7,61745.8,0.09523501
+2024-10-02 15:32:00,61732.5,61745.8,61732.5,61745.8,0.15369084
+2024-10-02 15:31:00,61738.6,61738.7,61733.6,61733.6,0.05340493
+2024-10-02 15:30:00,61704.9,61732.8,61704.9,61728.4,4.68362558
+2024-10-02 15:29:00,61640.1,61704.9,61640.0,61704.9,9.02572779
+2024-10-02 15:28:00,61640.1,61640.1,61640.0,61640.1,0.03696868
+2024-10-02 15:27:00,61640.0,61640.1,61640.0,61640.0,0.15544542
+2024-10-02 15:26:00,61640.1,61641.4,61602.9,61640.1,0.97127754
+2024-10-02 15:25:00,61671.0,61671.0,61633.0,61643.9,2.17187932
+2024-10-02 15:24:00,61650.0,61671.0,61642.6,61671.0,5.65056357
+2024-10-02 15:23:00,61582.4,61659.8,61582.4,61631.6,0.52230902
+2024-10-02 15:22:00,61618.4,61627.8,61549.6,61560.0,1.04110117
+2024-10-02 15:21:00,61666.1,61666.1,61575.0,61618.3,4.57842445
+2024-10-02 15:20:00,61592.2,61666.2,61592.2,61666.2,5.38940773
+2024-10-02 15:19:00,61518.4,61592.2,61518.4,61592.1,1.17011668
+2024-10-02 15:18:00,61515.7,61518.4,61515.7,61518.4,0.51862853
+2024-10-02 15:17:00,61510.6,61515.5,61499.9,61515.5,0.18837718
+2024-10-02 15:16:00,61467.0,61510.7,61467.0,61510.7,0.06706941
+2024-10-02 15:15:00,61382.2,61447.0,61382.2,61447.0,0.01518716
+2024-10-02 15:14:00,61351.8,61375.9,61350.0,61375.8,0.8195847
+2024-10-02 15:13:00,61452.6,61452.6,61351.8,61351.8,11.72973794
+2024-10-02 15:12:00,61367.9,61456.5,61367.9,61452.7,0.04322153
+2024-10-02 15:11:00,61440.7,61440.7,61355.9,61361.8,0.04897539
+2024-10-02 15:10:00,61370.1,61440.8,61370.1,61440.8,0.30819049
+2024-10-02 15:09:00,61370.0,61370.1,61370.0,61370.1,0.00044668
+2024-10-02 15:08:00,61354.5,61390.8,61354.5,61370.0,10.02688188
+2024-10-02 15:07:00,61434.5,61436.5,61324.8,61349.4,0.1415675
+2024-10-02 15:06:00,61494.3,61494.3,61425.9,61430.5,0.94370658
+2024-10-02 15:05:00,61394.2,61494.4,61394.2,61494.3,0.82701346
+2024-10-02 15:04:00,61256.4,61417.5,61256.4,61394.2,14.52651928
+2024-10-02 15:03:00,61157.8,61241.8,61157.8,61241.8,0.05064106
+2024-10-02 15:02:00,61121.8,61157.8,61121.8,61157.8,1.19437643
+2024-10-02 15:01:00,61132.7,61143.0,61132.4,61140.0,0.13061356
+2024-10-02 15:00:00,61106.5,61117.6,61049.3,61117.6,2.04197239
+2024-10-02 14:59:00,61143.2,61143.2,61106.4,61106.5,0.53349173
+2024-10-02 14:58:00,61235.0,61235.0,61143.1,61143.1,0.19067754
+2024-10-02 14:57:00,61225.1,61256.3,61225.1,61239.9,0.00591948
+2024-10-02 14:56:00,61228.6,61229.5,61226.5,61226.5,0.51490968
+2024-10-02 14:55:00,61221.1,61228.1,61195.0,61226.2,0.2760012
+2024-10-02 14:54:00,61279.4,61279.4,61225.3,61225.3,3.89194183
+2024-10-02 14:53:00,61269.7,61303.0,61269.7,61288.7,0.09564884
+2024-10-02 14:52:00,61363.9,61363.9,61231.7,61239.0,0.49451196
+2024-10-02 14:51:00,61473.0,61473.0,61415.9,61415.9,0.43943184
+2024-10-02 14:50:00,61525.4,61525.4,61464.7,61464.7,0.18728849
+2024-10-02 14:49:00,61450.8,61520.0,61445.0,61520.0,0.14477827
+2024-10-02 14:48:00,61362.3,61428.3,61362.3,61428.3,0.42646637
+2024-10-02 14:47:00,61470.5,61470.5,61396.4,61396.4,0.80408823
+2024-10-02 14:46:00,61480.2,61513.4,61480.2,61508.4,0.04246959
+2024-10-02 14:45:00,61434.0,61480.2,61434.0,61480.2,0.05543234
+2024-10-02 14:44:00,61494.9,61494.9,61416.1,61422.8,0.15429302
+2024-10-02 14:43:00,61500.0,61513.4,61499.2,61499.2,3.39342917
+2024-10-02 14:42:00,61499.9,61500.0,61499.9,61500.0,0.00578297
+2024-10-02 14:41:00,61431.0,61470.6,61431.0,61470.5,0.05507669
+2024-10-02 14:40:00,61400.0,61470.2,61400.0,61465.1,0.99129952
+2024-10-02 14:39:00,61387.0,61400.0,61355.0,61400.0,0.07776789
+2024-10-02 14:38:00,61316.3,61387.1,61316.3,61387.1,0.52383688
+2024-10-02 14:37:00,61232.5,61292.8,61232.5,61261.2,3.11013663
+2024-10-02 14:36:00,61311.1,61315.6,61210.0,61227.6,0.44299424
+2024-10-02 14:35:00,61311.0,61311.1,61269.6,61311.1,0.74897356
+2024-10-02 14:34:00,61278.9,61349.8,61278.9,61311.1,5.36777919
+2024-10-02 14:33:00,61299.9,61299.9,61269.5,61278.8,3.15835598
+2024-10-02 14:32:00,61210.0,61293.6,61209.9,61293.6,3.08624315
+2024-10-02 14:31:00,61210.0,61210.0,61200.8,61210.0,0.16889021
+2024-10-02 14:30:00,61200.0,61210.0,61200.0,61209.9,0.27679976
+2024-10-02 14:29:00,61216.3,61216.3,61200.0,61200.0,0.2768586
+2024-10-02 14:28:00,61299.9,61299.9,61210.0,61214.3,1.46955184
+2024-10-02 14:27:00,61272.1,61300.0,61272.1,61300.0,0.31150589
+2024-10-02 14:26:00,61276.2,61279.6,61260.6,61272.0,0.61923883
+2024-10-02 14:25:00,61139.5,61234.7,61139.5,61229.1,0.16458732
+2024-10-02 14:24:00,61305.3,61305.3,61144.4,61144.4,7.68101884
+2024-10-02 14:23:00,61315.5,61325.5,61305.1,61305.3,0.1018679
+2024-10-02 14:22:00,61458.7,61458.7,61333.2,61333.2,1.93501328
+2024-10-02 14:21:00,61582.7,61582.7,61458.5,61458.5,0.53374984
+2024-10-02 14:20:00,61621.8,61646.5,61582.8,61582.8,2.67674867
+2024-10-02 14:19:00,61470.1,61617.7,61470.1,61617.7,2.50582563
+2024-10-02 14:18:00,61411.0,61459.7,61404.0,61459.7,3.24637617
+2024-10-02 14:17:00,61272.1,61411.0,61272.1,61411.0,3.35522336
+2024-10-02 14:16:00,61261.2,61275.0,61221.2,61270.9,0.07661606
+2024-10-02 14:15:00,61267.8,61267.8,61260.9,61261.3,0.28816498
+2024-10-02 14:14:00,61400.3,61400.3,61299.9,61299.9,1.21690814
+2024-10-02 14:13:00,61427.7,61427.7,61400.3,61400.3,0.29023132
+2024-10-02 14:12:00,61536.0,61536.0,61427.6,61427.7,0.60167551
+2024-10-02 14:11:00,61501.9,61528.0,61501.9,61528.0,1.11606646
+2024-10-02 14:10:00,61427.6,61501.9,61427.6,61501.9,1.67151785
+2024-10-02 14:09:00,61576.4,61576.4,61439.0,61439.0,7.82465741
+2024-10-02 14:08:00,61380.3,61576.8,61380.3,61576.5,5.85843779
+2024-10-02 14:07:00,61400.1,61400.2,61368.2,61380.3,2.42722072
+2024-10-02 14:06:00,61440.1,61440.1,61435.0,61435.0,0.6926342
+2024-10-02 14:05:00,61475.5,61475.5,61440.0,61440.1,7.23653597
+2024-10-02 14:04:00,61491.2,61502.8,61472.3,61475.5,0.09390417
+2024-10-02 14:03:00,61444.9,61525.4,61444.9,61493.8,3.99963896
+2024-10-02 14:02:00,61360.0,61445.0,61360.0,61445.0,1.40517548
+2024-10-02 14:01:00,61344.7,61360.0,61344.7,61360.0,0.23010041
+2024-10-02 14:00:00,61342.8,61349.4,61300.0,61344.7,0.02489111
+2024-10-02 13:59:00,61364.4,61364.4,61302.2,61336.8,1.42385768
+2024-10-02 13:58:00,61438.6,61438.6,61350.1,61350.1,1.43522338
+2024-10-02 13:57:00,61299.9,61438.6,61299.9,61438.6,5.6527717
+2024-10-02 13:56:00,61290.1,61300.0,61267.8,61300.0,5.14504602
+2024-10-02 13:55:00,61267.9,61297.3,61267.8,61282.8,12.09233024
+2024-10-02 13:54:00,61212.0,61267.9,61212.0,61267.9,0.91440063
+2024-10-02 13:53:00,61165.6,61200.0,61165.6,61200.0,0.7798256
+2024-10-02 13:52:00,61102.6,61180.1,61102.6,61180.1,0.03057016
+2024-10-02 13:51:00,61212.0,61223.8,61138.0,61138.0,4.19606046
+2024-10-02 13:50:00,61203.4,61221.1,61203.4,61212.0,3.2948605

kraken_bot/KrakenBot.py

@@ -77,28 +77,3 @@ class KrakenBot(KrakenAPI):
                 order.close_price, order.close_price2, order.deadline, order.validate, order.otp)
         self.log.info(order)
         self.update()
-
-    def update(self, full=False):
-        self.log.debug(f"update: full={full}")
-        self._update_tradable_asset_pairs()
-        self._filter_tradable_asset_pairs()
-        self._update_account_balance()
-        self._filter_account_balance()
-        self._update_trade_balance()
-        if full:
-            self._update_ohlc_data()
-            self.model.update(
-                    self.tradable_asset_pairs,
-                    self.ohlc_data
-                    )
-            self.trading_strategy.update(
-                    self.tradable_asset_pairs,
-                    self.ohlc_data,
-                    self.model.analysis,
-                    self.account_balance
-                    )
-
-    def execute(self):
-        self.log.debug(f"execute")
-        for order in self.trading_strategy.orders:
-            self._add_standard_order(order)

kraken_bot/MovingAverageCrossOver.py

@@ -0,0 +1,64 @@
+import backtrader
+
+class MA_CrossOver(backtrader.Strategy):
+    '''This is a long-only strategy which operates on a moving average cross
+
+    Note:
+      - Although the default
+
+    Buy Logic:
+      - No position is open on the data
+
+      - The ``fast`` moving averagecrosses over the ``slow`` strategy to the
+        upside.
+
+    Sell Logic:
+      - A position exists on the data
+
+      - The ``fast`` moving average crosses over the ``slow`` strategy to the
+        downside
+
+    Order Execution Type:
+      - Market
+
+    '''
+    alias = ('SMA_CrossOver',)
+
+    params = (
+        # period for the fast Moving Average
+        ('fast', 24),
+        # period for the slow moving average
+        ('slow', 72),
+        # moving average to use
+        ('_movav', backtrader.ind.MovAv.SMA)
+    )
+
+    def __init__(self):
+        sma_fast = self.p._movav(period=self.p.fast)
+        sma_slow = self.p._movav(period=self.p.slow)
+        self.buysig = backtrader.ind.CrossOver(sma_fast, sma_slow)
+
+    def log(self, txt, dt=None):
+        ''' Logging function fot this strategy'''
+        dt = dt or self.datas[0].datetime.date(0)
+        print('%s, %s' % (dt.isoformat(), txt))
+
+    def notify_order(self, order):
+        if order.status in [order.Submitted, order.Accepted]:
+            return
+        if order.status in [order.Completed]:
+            if order.isbuy():
+                self.log('BUY EXECUTED, %.6f' % order.executed.price)
+            elif order.issell():
+                self.log('SELL EXECUTED, %.6f' % order.executed.price)
+            self.bar_executed = len(self)
+        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
+            self.log('Order Canceled/Margin/Rejected')
+        self.order = None
+
+    def next(self):
+        if self.position.size:
+            if self.buysig < 0:
+                self.sell()
+        elif self.buysig > 0:
+            self.buy()

kraken_bot/SMAcross.py

@@ -0,0 +1,17 @@
+from backtesting import Strategy
+from backtesting.lib import crossover
+
+class SMAcross(Strategy):
+    n1 = 50
+    n2 = 100
+
+    def __init__(self):
+        close = self.data.Close
+        self.sma1 = self.I(ta.trend.sma_indicator, pd.Series(close), self.n1)
+        self.sma2 = self.I(ta.trend.sma_indicator, pd.Series(close), self.n2)
+
+    def next(self):
+        if crossover(self.sma1, self.sma2):
+            self.buy()
+        elif crossover(self.sma2, self.sma1):
+            self.sell()

kraken_bot/cerebro_bot.py

@@ -0,0 +1,10 @@
+
+
+
+
+
+
+
+
+
+class KrakenBot(KrakenAPI)

kraken_bot/test.py

@@ -0,0 +1,4 @@
+from backtesting import Backtest
+
+def main():
+    backtest = Backtest(data, strategy, cash, commission, exclusive_orders

requirements.txt

@@ -1,4 +1,5 @@
 krakenex
 pykrakenapi
 python-dotenv
-scipy
+backtrader
+matplotlib

test.py

@@ -0,0 +1,119 @@
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+
+import datetime  # For datetime objects
+import os.path  # To manage paths
+import sys  # To find out the script name (in argv[0])
+
+# Import the backtrader platform
+import backtrader as bt
+
+
+# Create a Stratey
+class TestStrategy(bt.Strategy):
+
+    def log(self, txt, dt=None):
+        ''' Logging function fot this strategy'''
+        dt = dt or self.datas[0].datetime.date(0)
+        print('%s, %s' % (dt.isoformat(), txt))
+
+    def __init__(self):
+        # Keep a reference to the "close" line in the data[0] dataseries
+        self.dataclose = self.datas[0].close
+
+        # To keep track of pending orders
+        self.order = None
+
+    def notify_order(self, order):
+        if order.status in [order.Submitted, order.Accepted]:
+            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
+            return
+
+        # Check if an order has been completed
+        # Attention: broker could reject order if not enough cash
+        if order.status in [order.Completed]:
+            if order.isbuy():
+                self.log('BUY EXECUTED, %.2f' % order.executed.price)
+            elif order.issell():
+                self.log('SELL EXECUTED, %.2f' % order.executed.price)
+
+            self.bar_executed = len(self)
+
+        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
+            self.log('Order Canceled/Margin/Rejected')
+
+        # Write down: no pending order
+        self.order = None
+
+    def next(self):
+        # Simply log the closing price of the series from the reference
+        self.log('Close, %.2f' % self.dataclose[0])
+
+        # Check if an order is pending ... if yes, we cannot send a 2nd one
+        if self.order:
+            return
+
+        # Check if we are in the market
+        if not self.position:
+
+            # Not yet ... we MIGHT BUY if ...
+            if self.dataclose[0] < self.dataclose[-1]:
+                    # current close less than previous close
+
+                    if self.dataclose[-1] < self.dataclose[-2]:
+                        # previous close less than the previous close
+
+                        # BUY, BUY, BUY!!! (with default parameters)
+                        self.log('BUY CREATE, %.2f' % self.dataclose[0])
+
+                        # Keep track of the created order to avoid a 2nd order
+                        self.order = self.buy()
+
+        else:
+
+            # Already in the market ... we might sell
+            if len(self) >= (self.bar_executed + 5):
+                # SELL, SELL, SELL!!! (with all possible default parameters)
+                self.log('SELL CREATE, %.2f' % self.dataclose[0])
+
+                # Keep track of the created order to avoid a 2nd order
+                self.order = self.sell()
+
+
+if __name__ == '__main__':
+    # Create a cerebro entity
+    cerebro = bt.Cerebro()
+
+    # Add a strategy
+    cerebro.addstrategy(TestStrategy)
+
+    # Datas are in a subfolder of the samples. Need to find where the script is
+    # because it could have been called from anywhere
+    modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
+    datapath = os.path.join(modpath, '../../Downloads/orcl-1995-2014.txt')
+
+    # Create a Data Feed
+    data = bt.feeds.YahooFinanceCSVData(
+        dataname=datapath,
+        # Do not pass values before this date
+        fromdate=datetime.datetime(2000, 1, 1),
+        # Do not pass values before this date
+        todate=datetime.datetime(2000, 12, 31),
+        # Do not pass values after this date
+        reverse=False)
+
+    # Add the Data Feed to Cerebro
+    cerebro.adddata(data)
+
+    # Set our desired cash start
+    cerebro.broker.setcash(1)
+
+    # Print out the starting conditions
+    print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
+
+    # Run over everything
+    cerebro.run()
+
+    # Print out the final result
+    print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
+    cerebro.plot()