Merge pull request #102 from VladKochetov007/dev

3.6.8: tuner rules and little backtest's info debug

README.md

@@ -1,5 +1,6 @@
 # quick_trade
-[![Downloads](https://pepy.tech/badge/quick-trade)](https://pepy.tech/project/quick-trade)
+[![Downloads](https://static.pepy.tech/personalized-badge/quick-trade?period=total&units=none&left_color=grey&right_color=brightgreen&left_text=PyPi%20downloads)](https://pepy.tech/project/quick-trade)
+[![Downloads](https://static.pepy.tech/personalized-badge/quick-trade?period=month&units=none&left_color=grey&right_color=brightgreen&left_text=PyPi%20downloads%20(month))](https://pepy.tech/project/quick-trade)
 
 View documentation: 🚧 https://vladkochetov007.github.io/quick_trade/#/ 🚧 in process
 
@@ -119,6 +120,23 @@ tuner = QuickTradeTuner(
 tuner.tune(Test)
 print(tuner.sort_tunes())
 tuner.save_tunes('quick-trade-tunes.json')  # save tunes as JSON
+
+```
+You can also set rules for arranging arguments for each strategy by using `_RULES_` and `kwargs` to access the values of the arguments:
+
+```python
+params = {
+    'strategy_3_sma':
+        [
+            dict(
+                plot=False,
+                slow=Choise([2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597]),
+                fast=Choise([2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597]),
+                mid=Choise([2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597]),
+                _RULES_='kwargs["slow"] > kwargs["mid"] > kwargs["fast"]'
+            )
+        ],
+}
 ```
 
 ## Installing:
@@ -128,6 +146,7 @@ $ git clone https://github.com/VladKochetov007/quick_trade.git
 $ pip3 install -r quick_trade/requirements.txt
 $ cd quick_trade
 $ python3 setup.py install
+$ cd ..
 ```
 
 or

quick_trade/quick_trade_tuner/tuner.py

@@ -30,7 +30,7 @@ def __init__(self,
         :param tickers: ticker
         :param intervals: list of intervals -> ['1m', '4h'...]
         :param limits: limits for client.get_data_historical ([1000, 700...])
-        :param strategies_kwargs: kwargs for strategies: {'strategy_supertrend': [{'multiplier': 10}]}, you can use Choice, Linspace, Arange as argument's value and recourse it
+        :param strategies_kwargs: kwargs for strategies: {'strategy_supertrend': [{'multiplier': 10}]}, you can use Choice, Linspace, Arange as argument's value and recourse it. You can also set rules for arranging arguments for each strategy by using _RULES_ and kwargs to access the values of the arguments.
 
         """
         strategies_kwargs = transform_all_tunable_values(strategies_kwargs)
@@ -45,7 +45,8 @@ def __init__(self,
         self.client = client
         for strategy in strategies:
             for kwargs in strategies_kwargs[strategy]:
-                self._strategies.append([strategy, kwargs])
+                if eval(kwargs.get('_RULES_', 'True')):
+                    self._strategies.append([strategy, kwargs])
 
     def tune(
             self,

quick_trade/trading_sys.py

@@ -8,8 +8,8 @@
 #   decimal
 #   3.9
 #   decorator for strategies without exit condition (not converted data)
-#   quick-trade-tuner arguments blacklist
 #   multi-backtest normal calculating(real multi-test, not sum of single tests)
+#   add meta-data in tuner's returns
 
 from copy import copy
 from datetime import datetime
@@ -336,18 +336,29 @@ def backtest(self,
                                          data_low[1:])):
 
             if converted_element is not nan:
+                # count the number of profitable and unprofitable trades.
+                if prev_sig != utils.EXIT:
+                    self.trades += 1
+                    if deposit > moneys_open_bet:
+                        self.profits += 1
+                    elif deposit < moneys_open_bet:
+                        self.losses += 1
+
+                # calculating commission
                 if prev_sig != utils.EXIT:
                     commission_reuse = 2
                 else:
                     commission_reuse = 1
                 bet = start_bet
                 if bet > deposit:
                     bet = deposit
-                open_price = data_column[e]
                 for i in range(commission_reuse):
                     deposit -= bet * (commission / 100) * credit_lev
                     if bet > deposit:
                         bet = deposit
+
+                # reset service variables
+                open_price = data_column[e]
                 moneys_open_bet = deposit
                 no_order = False
                 exit_take_stop = False
@@ -405,14 +416,6 @@ def backtest(self,
                 deposit += bet * credit_lev * diff / open_price
             self.deposit_history.append(deposit)
 
-            if converted_element is not nan:
-                if prev_sig != utils.EXIT:
-                    self.trades += 1
-                    if deposit > moneys_open_bet:
-                        self.profits += 1
-                    elif deposit < moneys_open_bet:
-                        self.losses += 1
-
             no_order = exit_take_stop
             prev_sig = sig
             ignore_breakout = False

quick_trade/utils.py

@@ -161,7 +161,7 @@
 mean year percentage profit: {}%
 winrate: {}%"""  # .format(Trader.losses, Trader.trades, Trader.profits, Trader.year_profit, Trader.winrate)
 
-__version__: str = "6.3.7"
+__version__: str = "6.3.8"
 __author__: str = 'Vlad Kochetov'
 __credits__: List[str] = [
     "Hemerson Tacon -- Stack overflow",
@@ -415,7 +415,7 @@ def checker(*args, **kwargs):
     return checker
 
 
-def root(x: float, pwr: float = 2) -> float:
+def root(x: float, pwr: float = 2.0) -> float:
     return x ** (1 / pwr)
 
 

setup.py

@@ -6,7 +6,7 @@
 with open('README.md') as file:
     long_desc = file.read()
 
-__version__ = "6.3.7"
+__version__ = "6.3.8"
 
 setup(
     name='quick_trade',
@@ -26,6 +26,7 @@
         'numpy==1.21.1',
         'pandas==1.3.1',
         'ta==0.7.0',
+        'tqdm==4.6.2'
         'ccxt==1.54.44'
     ],
     download_url=f'https://github.com/VladKochetov007/quick_trade/archive/{__version__}.tar.gz',