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removed max account risk and now use max trades
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@quantfreedom
quantfreedom committed Mar 24, 2024
1 parent 34867fe commit 074e65d
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Showing 37 changed files with 14,169 additions and 895 deletions.
250 changes: 0 additions & 250 deletions clear_cache.ipynb
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Expand Up @@ -11,256 +11,6 @@
"\n",
"clear_cache()"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"'win32'"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import os, sys\n",
"sys.platform"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"'Windows'"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import platform\n",
"platform.system()"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
"thing = pd.read_csv('BTCUSDT-aggTrades-2022-05.csv', names=[\"agg_trade_id\", \"price\", \"asset_size\", \"first_trade_id\", \"last_trade_id\", \"timestamp\", \"is_buyer\"])"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [],
"source": [
"thing.to_csv('thing.csv', index=False)"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [
{
"data": {
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" <th></th>\n",
" <th>agg_trade_id</th>\n",
" <th>price</th>\n",
" <th>asset_size</th>\n",
" <th>first_trade_id</th>\n",
" <th>last_trade_id</th>\n",
" <th>timestamp</th>\n",
" <th>is_buyer</th>\n",
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"text/plain": [
" agg_trade_id price asset_size first_trade_id last_trade_id \\\n",
"0 1252548882 31797.9 2.017 2311175138 2311175148 \n",
"1 1252548883 31797.9 0.102 2311175149 2311175152 \n",
"2 1252548884 31797.8 0.062 2311175153 2311175154 \n",
"3 1252548885 31797.9 0.043 2311175155 2311175156 \n",
"4 1252548886 31797.8 0.186 2311175157 2311175161 \n",
"... ... ... ... ... ... \n",
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"74364397 1326913279 19923.5 0.202 2481684051 2481684051 \n",
"\n",
" timestamp is_buyer \n",
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"... ... ... \n",
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"74364397 1656633599992 False \n",
"\n",
"[74364398 rows x 7 columns]"
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"pd.read_csv('BTCUSDT-aggTrades-2022-06.csv', names=[\"agg_trade_id\", \"price\", \"asset_size\", \"first_trade_id\", \"last_trade_id\", \"timestamp\", \"is_buyer\"], header=0)"
]
}
],
"metadata": {
Expand Down
6 changes: 3 additions & 3 deletions math/math long.ipynb
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Expand Up @@ -162,9 +162,9 @@
"\n",
"exit_price = 37521\n",
"\n",
"possible_loss = -3\n",
"total_possible_loss = -3\n",
"\n",
"entry_size_usd = entry_price * -possible_loss / (-exit_price + entry_price + entry_price * market_fee_pct + exit_price * market_fee_pct)\n",
"entry_size_usd = entry_price * -total_possible_loss / (-exit_price + entry_price + entry_price * market_fee_pct + exit_price * market_fee_pct)\n",
"entry_size_usd/entry_price"
]
},
Expand Down Expand Up @@ -227,7 +227,7 @@
"round(\n",
" -(\n",
" (\n",
" entry_price * average_entry * possible_loss\n",
" entry_price * average_entry * total_possible_loss\n",
" - entry_price * sl_price * position_size_usd\n",
" + entry_price * sl_price * market_fee_pct * position_size_usd\n",
" + entry_price * average_entry * position_size_usd\n",
Expand Down
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