3comma done with real Chart Data

MyExperiments/DCA_bot.py

@@ -59,9 +59,8 @@ def update_and_run(self, rranges, start_base_size, safety_order_size, max_active
         # DCABot.s_result.put((result["uPNL"].sum(), result['Profit'].iloc[-1]))
 
         try:
-            result["sum_profit"] = result["Profit"].cumsum()
-            win = result['Profit'].iloc[-1] - result["uPNL"].sum()
+            win = result['Profit'].sum() - result["uPNL"].sum()
         except:
             print("empty")
             return -10000
-        return win
+        return -win

MyExperiments/Run_backtest.py

@@ -54,7 +54,7 @@ def fake_data_test():
 
 
 def backtest():
-    data = get_data_from_file('2019-10-04', '2022-01-06', "Binance_BTCUSDT_1h_format.csv")
+    data = get_data_from_file('2019-03-04', '2022-01-06', "Binance_BTCUSDT_1h_format.csv")
     btc_test = DCABot(data, 0.01)
     btc_test.get_signals()
     kwargs = {"start_base_size": 10,
@@ -73,10 +73,10 @@ def backtest():
 
 
 def back_overfitting():
-    #data = get_data_from_file('2021-10-04', '2022-01-06', "Binance_BTCUSDT_1h_format.csv")
-    data = generate_simpel_sample_momentum()
+    data = get_data_from_file('2021-03-04', '2022-01-06', "Binance_BTCUSDT_1h_format.csv")
+    #data = generate_simpel_sample_momentum()
     btc_test = DCABot(data, 0.01)
-    #btc_test.get_signals()
+    btc_test.get_signals()
     # args
 
     start_base_size = 10
@@ -96,17 +96,20 @@ def back_overfitting():
 
 
 def test_back_overfitting():
-    data = generate_simpel_sample_momentum()
-    lala = SaftyOrder(data, 0.01)
+    data = get_data_from_file('2021-03-04', '2022-01-06', "Binance_BTCUSDT_1h_format.csv")
+    #data = generate_simpel_sample_momentum()
+    btc_test = DCABot(data, 0.01)
+    btc_test.get_signals()
     kwargs = {"start_base_size": 10,
               "safety_order_size": 20,
               "max_active_safety_trades_count": 10,  # uninteresting
               "safety_order_volume_scale": 1.4,
-              "price_deviation": 1,
-              "max_safety_trades_count": 2,
-              "safety_order_step_scale": 1.1}
-    result = lala.calc_times_for_each_signal(kwargs)
-    print(result)
+              "price_deviation": 1.8,
+              "max_safety_trades_count": 13,
+              "safety_order_step_scale": 1}
+    result = btc_test.calc_times_for_each_signal(kwargs)
+    print("Profit Total: " + str(result["Profit"].sum()))
+    print("Deals Total: " + str(len(result)))
     print("End")
 
 
@@ -115,8 +118,8 @@ def test_back_overfitting():
         # fake_data_test()
         # real_data_test()
         # backtest()
-        back_overfitting()
-        # test_back_overfitting()
+        #back_overfitting()
+        test_back_overfitting()
     except:
         print("Error")
         raise

MyExperiments/Three_commasDCA_safety_order_calc.py

@@ -68,6 +68,7 @@ def calc_safety_orders(self,
                                              take_profit_price,
                                              max_safety_trades_counter,
                                              self.take_profit_percent,
+                                             safety_buys["payed_Sum"].iloc[-1],
                                              profit=profit)
 
             if max_safety_trades_counter >= max_safety_trades_count:
@@ -100,6 +101,7 @@ def calc_safety_orders(self,
                                      take_profit_price,
                                      max_safety_trades_counter,
                                      self.take_profit_percent,
+                                     safety_buys["payed_Sum"].iloc[-1],
                                      uPNL=uPNL,)
 
     def calc_times_for_each_signal(self, args):
@@ -136,7 +138,7 @@ def plot_results(self):
         plt.show()
 
 
-def prepare_return_values(signal_enter_df, exit_index, price_exit, max_safety_trades_counter, percent,
+def prepare_return_values(signal_enter_df, exit_index, price_exit, max_safety_trades_counter, percent, payed,
                           profit=0,
                           uPNL=0, ):
     return {"Created": signal_enter_df.index[0],
@@ -147,4 +149,5 @@ def prepare_return_values(signal_enter_df, exit_index, price_exit, max_safety_tr
             "max_safety_trades_counter": max_safety_trades_counter,
             "in_Percent": percent,
             "uPNL": uPNL,
-            "Profit": profit}
+            "Profit": profit,
+            "Payed Deal Sum": payed}