miohtama

/**
 * Render a text mode progress bar.
 * 
 * For characters see 
 * 
 * - https://en.wikipedia.org/wiki/Geometric_Shapes_(Unicode_block)
 * - https://en.wikipedia.org/wiki/Block_Elements
 * 
 * @param {number} width Width in characters
 * @param {number} progress Current progress as percent 0....1

miohtama

FROM jetbrains/datalore-agent:2024.1

USER root
ENV DEBIAN_FRONTEND noninteractive

# add deadsnakes ppa and install python 3.11
RUN add-apt-repository ppa:deadsnakes/ppa
RUN apt-get update && \
    apt-get install -y python3.11 python3.11-venv python3.11-dev && \
    rm -rf /var/lib/apt/lists/* && \

miohtama

# Does not create subshell
poetry-activate() {
    source $( poetry env list --full-path | grep Activated | cut -d' ' -f1 )/bin/activate
}

miohtama

This strategy is a momentum and breakout strategy.

- The strategy trades ETH and BTC over long term time horizon, doing only few trades per a year.
- The strategy delivers similar profits as buying and holding ETH and BTC, but with much less severe drawdowns.
- The strategy performs well in long-term Bitcoin [bull market](https://tradingstrategy.ai/glossary/bull-market).
- In [bear](https://tradingstrategy.ai/glossary/bear-market) and sideways markets the strategy does not perform well.
- It is based on [RSI technical indicator](https://tradingstrategy.ai/glossary/relative-strength-index-rsi), the strategy is buying when others are buying, and the strategy is selling when others are selling.
- The strategy deposits excess cash to Aave V3 USDC pool to gain interest on cash
- This is the second version of this strategy. [See the earlier version](https://tradingstrategy.ai/strategies/enzyme-polygon-eth-btc-usdc). 
  As the time-in-market os low, the Aave support was added to gain profits on the cash reserves.

miohtama

def calculate_signal_vs_profit(
    df, 
    signal_window: pd.Timedelta, 
    profit_window: pd.Timedelta,
    data_time_bucket: pd.Timedelta,        
) -> pd.DataFrame:
    """Calculate signals and profits for all incoming candles."""
    
    # Create entries for past price to be used for signal
    # and future price (used for the price correlation)

miohtama

#!/bin/sh
#
# Prints out the latest Cloudflare IP list.
#
# Note: Third party Cloudflare workers can still access your site even if you 
# block traffic from this range.
#

for i in `curl -s https://www.cloudflare.com/ips-v4`; do echo -n "$i "; done
for i in `curl -s https://www.cloudflare.com/ips-v6`; do echo -n "$i "; done

miohtama

<!--
Page to display the strategy backtest results.

- We are working hard to make iframe resize to work cross-domain,
  because trade-executor HTML report is being served from a different domain
  and the web browser policy prevents us to access iframe content to read its internal height

- We work around this using a postMessage hack
  https://stackoverflow.com/a/44547866/315168

miohtama

# Erigon modified compose.
#
# - Assumes data volume is mounted at /bsc
# - Txpool disabled
#
#
# Useful commands
# - logs: docker compose logs --follow erigon
#
# To start:

miohtama

#!/bin/bash
#
# Start backend using Gunicorn web server.
#
# - Run as a standalone UNIX daemon
# - Run inside a Docker container
# - Read config file for more settings that cannot be given on command line
#
# See https://docs.gunicorn.org/en/stable/settings.html
#

miohtama

"""Handle caching of continous aggregate views as SQLAlchemy Table objects.

Because reflecting on-spot is too slow: https://github.com/tradingstrategy-ai/backend/pull/63
"""

import logging
from typing import List, Optional, Dict

from sqlalchemy import inspect, MetaData, inspection
from sqlalchemy.engine import Engine, Inspector