From 08c61ad4fb51b377e0f5e4490ceeef4f41414177 Mon Sep 17 00:00:00 2001 From: "google-labs-jules[bot]" <161369871+google-labs-jules[bot]@users.noreply.github.com> Date: Wed, 28 Jan 2026 13:13:42 +0000 Subject: [PATCH] feat: add CLI arguments for simulation control and accessibility features Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com> --- .Jules/palette.md | 4 ++++ bitcoin_trading_simulation.py | 43 ++++++++++++++++++++++++++++------- 2 files changed, 39 insertions(+), 8 deletions(-) diff --git a/.Jules/palette.md b/.Jules/palette.md index 5de3a38..51ea766 100644 --- a/.Jules/palette.md +++ b/.Jules/palette.md @@ -1,3 +1,7 @@ ## 2024-05-22 - Visual Hierarchy in CLI Output **Learning:** Adding color-coded indicators (Green/Red) and emojis (💰, 📉) in CLI tools significantly reduces cognitive load when parsing financial data streams. It transforms a wall of text into a scannable narrative. **Action:** For data-heavy CLI applications, always implement a semantic color system and visual anchors (icons/emojis) for key events. + +## 2024-05-24 - Accessibility and Control in CLI Tools +**Learning:** While rich CLI output (colors, emojis) is helpful, it can become "spammy" or inaccessible. Providing control via flags like `--quiet` (for focus) and `--no-color` (for accessibility/compatibility) is crucial for a complete UX. +**Action:** Always include flags to suppress verbose output and disable ANSI colors in CLI tools. diff --git a/bitcoin_trading_simulation.py b/bitcoin_trading_simulation.py index 82df43f..41773bc 100644 --- a/bitcoin_trading_simulation.py +++ b/bitcoin_trading_simulation.py @@ -1,3 +1,4 @@ +import argparse import numpy as np import pandas as pd @@ -9,6 +10,15 @@ class Colors: ENDC = '\033[0m' BOLD = '\033[1m' + @classmethod + def disable(cls): + cls.HEADER = '' + cls.BLUE = '' + cls.GREEN = '' + cls.RED = '' + cls.ENDC = '' + cls.BOLD = '' + def simulate_bitcoin_prices(days=60, initial_price=50000, volatility=0.02): """ Simulates Bitcoin prices for a given number of days using Geometric Brownian Motion. @@ -49,7 +59,7 @@ def generate_trading_signals(signals): signals['positions'] = signals['signal'].diff().shift(1) return signals -def simulate_trading(signals, initial_cash=10000): +def simulate_trading(signals, initial_cash=10000, quiet=False): """ Simulates trading based on signals and prints a daily ledger. """ @@ -59,7 +69,8 @@ def simulate_trading(signals, initial_cash=10000): portfolio['btc'] = 0.0 portfolio['total_value'] = float(initial_cash) - print(f"{Colors.HEADER}{Colors.BOLD}------ Daily Trading Ledger ------{Colors.ENDC}") + if not quiet: + print(f"{Colors.HEADER}{Colors.BOLD}------ Daily Trading Ledger ------{Colors.ENDC}") for i, row in signals.iterrows(): if i > 0: portfolio.loc[i, 'cash'] = portfolio.loc[i-1, 'cash'] @@ -70,24 +81,40 @@ def simulate_trading(signals, initial_cash=10000): btc_to_buy = portfolio.loc[i, 'cash'] / row['price'] portfolio.loc[i, 'btc'] += btc_to_buy portfolio.loc[i, 'cash'] -= btc_to_buy * row['price'] - print(f"{Colors.GREEN}Day {i}: 💰 Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") + if not quiet: + print(f"{Colors.GREEN}Day {i}: 💰 Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") # Sell signal elif row['positions'] == -2.0: if portfolio.loc[i, 'btc'] > 0: cash_received = portfolio.loc[i, 'btc'] * row['price'] portfolio.loc[i, 'cash'] += cash_received - print(f"{Colors.RED}Day {i}: 📉 Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") + if not quiet: + print(f"{Colors.RED}Day {i}: 📉 Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") portfolio.loc[i, 'btc'] = 0 portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price'] - print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}") + if not quiet: + print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}") return portfolio if __name__ == "__main__": + parser = argparse.ArgumentParser(description='Simulate Bitcoin trading using a Golden Cross strategy.') + parser.add_argument('--days', type=int, default=60, help='Number of days to simulate (default: 60)') + parser.add_argument('--initial-cash', type=float, default=10000, help='Initial cash in portfolio (default: 10000)') + parser.add_argument('--initial-price', type=float, default=50000, help='Initial Bitcoin price (default: 50000)') + parser.add_argument('--volatility', type=float, default=0.02, help='Volatility of price changes (default: 0.02)') + parser.add_argument('--quiet', '-q', action='store_true', help='Suppress daily trading logs') + parser.add_argument('--no-color', action='store_true', help='Disable colored output') + + args = parser.parse_args() + + if args.no_color: + Colors.disable() + # Simulate prices - prices = simulate_bitcoin_prices() + prices = simulate_bitcoin_prices(days=args.days, initial_price=args.initial_price, volatility=args.volatility) # Calculate moving averages signals = calculate_moving_averages(prices) @@ -96,11 +123,11 @@ def simulate_trading(signals, initial_cash=10000): signals = generate_trading_signals(signals) # Simulate trading - portfolio = simulate_trading(signals) + portfolio = simulate_trading(signals, initial_cash=args.initial_cash, quiet=args.quiet) # Final portfolio performance final_value = portfolio['total_value'].iloc[-1] - initial_cash = 10000 + initial_cash = args.initial_cash profit = final_value - initial_cash # Compare with buy and hold strategy