algo-trading-simulations

Python scripts for downloading historic cryptocurrency data and running backtests on them.

Used libraries:

• ccxt
• pandas_ta
• ta
• backtesting
• vectorbt

Init

Create and activate conda env

conda create --name ats python=3.10
conda activate ats

Install requirements

pip install -r requirements.txt

Usage

import ccxt

from OHLCV import OHLCV

exchange = ccxt.binance()
ohlcv = OHLCV(exchange, "BTC/USDT", "1m")

df = ohlcv.get_data(update=True)

Helpful snippets

pip install ipykernel numpy pandas ccxt tqdm pandas_ta ta backtesting vectorbt matplotlib plotly seaborn
pip list --format=freeze > requirements.txt