From da15ef3ed6694804660d6e8dc1e557de8b9e2a27 Mon Sep 17 00:00:00 2001 From: "google-labs-jules[bot]" <161369871+google-labs-jules[bot]@users.noreply.github.com> Date: Mon, 2 Feb 2026 13:19:54 +0000 Subject: [PATCH 1/3] feat: add CLI arguments for accessibility and configuration - Implement `argparse` to allow configuration of simulation parameters (days, cash, price, volatility). - Add `--quiet` flag to suppress daily ledger output while keeping trade alerts. - Add `--no-color` flag to disable ANSI color codes for accessibility. - Update `Colors` class and `simulate_trading` to respect these flags. Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com> --- .Jules/palette.md | 4 ++++ bitcoin_trading_simulation.py | 35 ++++++++++++++++++++++++++++++----- 2 files changed, 34 insertions(+), 5 deletions(-) diff --git a/.Jules/palette.md b/.Jules/palette.md index 5de3a38..2758b20 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. + +## 2026-02-02 - CLI Accessibility & Verbosity +**Learning:** For CLI tools, allowing users to control verbosity (`--quiet`) and disable colors (`--no-color`) is a critical accessibility feature. It helps users who rely on screen readers or have specific terminal constraints, and prevents "wall of text" fatigue. +**Action:** Always wrap CLI entry points with `argparse` (or similar) and include standard flags for controlling output style and volume. diff --git a/bitcoin_trading_simulation.py b/bitcoin_trading_simulation.py index 82df43f..f150c0a 100644 --- a/bitcoin_trading_simulation.py +++ b/bitcoin_trading_simulation.py @@ -1,5 +1,6 @@ import numpy as np import pandas as pd +import argparse class Colors: HEADER = '\033[95m' @@ -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. """ @@ -81,13 +91,28 @@ def simulate_trading(signals, initial_cash=10000): 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='Bitcoin Trading Simulation') + parser.add_argument('--days', type=int, default=60, help='Number of days to simulate') + parser.add_argument('--initial-cash', type=float, default=10000, help='Initial cash in USD') + parser.add_argument('--initial-price', type=float, default=50000, help='Initial Bitcoin price in USD') + parser.add_argument('--volatility', type=float, default=0.02, help='Volatility of price simulation') + parser.add_argument('--quiet', action='store_true', help='Suppress daily portfolio value output') + 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 +121,11 @@ 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 From eeceb49acf88a29bcc1f53119be1400ffb1a97f2 Mon Sep 17 00:00:00 2001 From: "google-labs-jules[bot]" <161369871+google-labs-jules[bot]@users.noreply.github.com> Date: Mon, 2 Feb 2026 13:24:37 +0000 Subject: [PATCH 2/3] fix: resolve CI linting errors and pytest discovery - Fix flake8 errors in `bitcoin_trading_simulation.py` (E302, W293, E501). - Rename `test.py` to `test_simulation.py` so pytest can find it (resolving exit code 5). - Update README.md to use `pytest` command. Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com> --- README.md | 2 +- ...st_simulation.cpython-312-pytest-9.0.2.pyc | Bin 0 -> 1006 bytes bitcoin_trading_simulation.py | 26 ++++++++++++------ test.py => test_simulation.py | 0 4 files changed, 18 insertions(+), 10 deletions(-) create mode 100644 __pycache__/test_simulation.cpython-312-pytest-9.0.2.pyc rename test.py => test_simulation.py (100%) diff --git a/README.md b/README.md index be561ef..f917d88 100644 --- a/README.md +++ b/README.md @@ -31,5 +31,5 @@ python bitcoin_trading_simulation.py Run the test suite: ```bash -python test.py +pytest ``` diff --git a/__pycache__/test_simulation.cpython-312-pytest-9.0.2.pyc b/__pycache__/test_simulation.cpython-312-pytest-9.0.2.pyc new file mode 100644 index 0000000000000000000000000000000000000000..6025a27a14d4c807856aef6d319efd4408cdec15 GIT binary patch literal 1006 zcma)4F>ljA6u$G>Nodkm2$j+WWdJD_QrgglQq&+aFd_8^WU)-_AcGw{caEAwwiKZb z?Us!NF|eWj6cz+Rpj#PGHl%Ewcy|{Eiv^y1?|t99_rAM(^2hb{H3atV{nUE~@rNLp zX-lxU1K1r4SddI-X(aun(FvcdCiWCxM&(p%6X2FG52o1*XK$|rs6d>~xod~neOFl!6eoV70=ebcw# z`>LoSUqq#Xp8*b5aMo7vFArJ^I10fiO3#O$AA5bKp0Q#(mYR88jS1#fr|v2BVwm?T x#f!@vErXhT#|K1r1l|V6OUFUz41M=8tpXK42-^hri(rg@B6Nlp2;-Zw;Ww+f@9qEq literal 0 HcmV?d00001 diff --git a/bitcoin_trading_simulation.py b/bitcoin_trading_simulation.py index f150c0a..20a4204 100644 --- a/bitcoin_trading_simulation.py +++ b/bitcoin_trading_simulation.py @@ -2,6 +2,7 @@ import pandas as pd import argparse + class Colors: HEADER = '\033[95m' BLUE = '\033[94m' @@ -19,6 +20,7 @@ def disable(cls): 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. @@ -33,6 +35,7 @@ def simulate_bitcoin_prices(days=60, initial_price=50000, volatility=0.02): prices.append(prices[-1] + price_change) return pd.Series(prices, name='Price') + def calculate_moving_averages(prices, short_window=7, long_window=30): """ Calculates short and long moving averages for a given price series. @@ -43,6 +46,7 @@ def calculate_moving_averages(prices, short_window=7, long_window=30): signals['long_mavg'] = prices.rolling(window=long_window, min_periods=1, center=False).mean() return signals + def generate_trading_signals(signals): """ Generates trading signals based on the Golden Cross strategy. @@ -54,11 +58,12 @@ def generate_trading_signals(signals): signals.loc[signals['short_mavg'] > signals['long_mavg'], 'signal'] = 1.0 # A Death Cross (sell signal) signals.loc[signals['short_mavg'] < signals['long_mavg'], 'signal'] = -1.0 - + # We create 'positions' to represent the trading action: 1 for buy, -1 for sell, 0 for hold signals['positions'] = signals['signal'].diff().shift(1) return signals + def simulate_trading(signals, initial_cash=10000, quiet=False): """ Simulates trading based on signals and prints a daily ledger. @@ -93,10 +98,13 @@ def simulate_trading(signals, initial_cash=10000, quiet=False): portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price'] 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}") - + print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, " + f"Cash: ${portfolio.loc[i, 'cash']:.2f}, " + f"BTC: {portfolio.loc[i, 'btc']:.4f}") + return portfolio + if __name__ == "__main__": parser = argparse.ArgumentParser(description='Bitcoin Trading Simulation') parser.add_argument('--days', type=int, default=60, help='Number of days to simulate') @@ -113,25 +121,25 @@ def simulate_trading(signals, initial_cash=10000, quiet=False): # Simulate prices prices = simulate_bitcoin_prices(days=args.days, initial_price=args.initial_price, volatility=args.volatility) - + # Calculate moving averages signals = calculate_moving_averages(prices) - + # Generate trading signals signals = generate_trading_signals(signals) - + # Simulate trading portfolio = simulate_trading(signals, initial_cash=args.initial_cash, quiet=args.quiet) - + # Final portfolio performance final_value = portfolio['total_value'].iloc[-1] initial_cash = args.initial_cash profit = final_value - initial_cash - + # Compare with buy and hold strategy buy_and_hold_btc = initial_cash / prices.iloc[0] buy_and_hold_value = buy_and_hold_btc * prices.iloc[-1] - + print(f"\n{Colors.HEADER}{Colors.BOLD}------ Final Portfolio Performance ------{Colors.ENDC}") print(f"Initial Cash: ${initial_cash:.2f}") print(f"Final Portfolio Value: ${final_value:.2f}") diff --git a/test.py b/test_simulation.py similarity index 100% rename from test.py rename to test_simulation.py From 0a654624741a14ebe7787719173eb8388d43a735 Mon Sep 17 00:00:00 2001 From: "google-labs-jules[bot]" <161369871+google-labs-jules[bot]@users.noreply.github.com> Date: Sat, 14 Feb 2026 13:18:16 +0000 Subject: [PATCH 3/3] Refactor bitcoin_trading_simulation.py to fix crash and improve CLI output readability with formatted currency and aligned columns. Remove tracked .pyc files. Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com> --- .Jules/palette.md | 4 ++ ...bitcoin_trading_simulation.cpython-312.pyc | Bin 8406 -> 0 bytes .../test_bitcoin_trading.cpython-312.pyc | Bin 5175 -> 0 bytes bitcoin_trading_simulation.py | 57 +++++++----------- 4 files changed, 27 insertions(+), 34 deletions(-) delete mode 100644 __pycache__/bitcoin_trading_simulation.cpython-312.pyc delete mode 100644 __pycache__/test_bitcoin_trading.cpython-312.pyc diff --git a/.Jules/palette.md b/.Jules/palette.md index 1279bd2..95f0441 100644 --- a/.Jules/palette.md +++ b/.Jules/palette.md @@ -5,3 +5,7 @@ ## 2024-05-23 - CLI Accessibility and Control **Learning:** While color and emojis enhance UX, they can be inaccessible (color blindness) or intrusive (automation logs). Providing `--no-color` and `--quiet` flags is essential for a robust CLI tool that respects user context and accessibility needs. **Action:** Always include flags to disable visual enhancements and suppress verbose output in CLI tools. + +## 2024-05-24 - Readable Data Formatting in CLI +**Learning:** Large numbers without separators (e.g., 1000000) are hard to parse at a glance. Fixed-width alignment and thousands separators ($1,000,000) create a tabular layout that drastically improves data readability and scanability. +**Action:** Always format monetary/large values with separators and use f-string alignment for tabular data in CLI output. diff --git a/__pycache__/bitcoin_trading_simulation.cpython-312.pyc b/__pycache__/bitcoin_trading_simulation.cpython-312.pyc deleted file mode 100644 index 52abfc2edcf23a102e58b9d12c1192ee1c250d1b..0000000000000000000000000000000000000000 GIT binary patch literal 0 HcmV?d00001 literal 8406 zcmbt3TWlLiazk?Xeu#QYCgmN=vMkDyWqEz;$J$<7PrsygFxJZEY-F=*c1jx)v3vy@u;Y9*m{HKiK+ay>)~~BEwFpKy1Kf$y1J^m^e=Y1g@7{n;YY#0ttN1JlA7KGb-POe13TuDO2_anB{<3!BoBhW))!Snd&#dtYK=I9gkg~=zf4pH{jK6z}v0NSzmur=y=Q6 zvQXpt5#^hAvWAdnGhCggAwcRznA^M=2cRumLicZmKHjPB$Xf#xO>9l^#A=~$W@}&R zTi9BlerPitfWEUC`uMFPbvNr~s9Hb?9ovk@>_Q{no$Su7smDRny>D$j#@1{}kw6sV zR+vYz)HXPH)wmvTcEMijnR<|U&t~rK5dc546`a`(Bj>gn`B<;Y4WCp!)37!7%$|GX 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-import argparse class Colors: @@ -89,7 +88,7 @@ def simulate_trading(signals, initial_cash=10000, quiet=False): portfolio.loc[i, 'btc'] += btc_to_buy portfolio.loc[i, 'cash'] -= btc_to_buy * row['price'] if not quiet: - print(f"{Colors.GREEN}Day {i}: 💰 Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") + print(f"{Colors.GREEN}Day {i:<3}: 💰 Buy {btc_to_buy:.4f} BTC at ${row['price']:,.2f}{Colors.ENDC}") # Sell signal elif row['positions'] == -2.0: @@ -97,34 +96,24 @@ def simulate_trading(signals, initial_cash=10000, quiet=False): cash_received = portfolio.loc[i, 'btc'] * row['price'] portfolio.loc[i, 'cash'] += cash_received if not quiet: - print(f"{Colors.RED}Day {i}: 📉 Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") + print(f"{Colors.RED}Day {i:<3}: 📉 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'] if not quiet: - print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, " - f"Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}") + print(f"Day {i:<3}: Portfolio Value: ${portfolio.loc[i, 'total_value']:,.2f}, " + f"Cash: ${portfolio.loc[i, 'cash']:,.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}") return portfolio -if __name__ == "__main__": - parser = argparse.ArgumentParser(description="Bitcoin Trading Simulation") - parser.add_argument("--days", type=int, default=60, help="Number of days to simulate") - parser.add_argument("--initial-cash", type=float, default=10000, help="Initial cash amount") - parser.add_argument("--initial-price", type=float, default=50000, help="Initial Bitcoin price") - parser.add_argument("--volatility", type=float, default=0.02, help="Price volatility") - parser.add_argument("--quiet", action="store_true", help="Suppress daily portfolio log") - parser.add_argument("--no-color", action="store_true", help="Disable colored output") - - args = parser.parse_args() - - if args.no_color: +def main(days=60, initial_cash=10000, initial_price=50000, volatility=0.02, quiet=False, no_color=False): + if no_color: Colors.disable() # Simulate prices - prices = simulate_bitcoin_prices(days=args.days, initial_price=args.initial_price, volatility=args.volatility) + prices = simulate_bitcoin_prices(days=days, initial_price=initial_price, volatility=volatility) # Calculate moving averages signals = calculate_moving_averages(prices) @@ -133,45 +122,45 @@ def simulate_trading(signals, initial_cash=10000, quiet=False): signals = generate_trading_signals(signals) # Simulate trading - portfolio = simulate_trading(signals, initial_cash=args.initial_cash, quiet=args.quiet) + portfolio = simulate_trading(signals, initial_cash=initial_cash, quiet=quiet) # Final portfolio performance final_value = portfolio['total_value'].iloc[-1] - initial_cash = args.initial_cash profit = final_value - initial_cash # Compare with buy and hold strategy - buy_and_hold_btc = args.initial_cash / prices.iloc[0] + buy_and_hold_btc = initial_cash / prices.iloc[0] buy_and_hold_value = buy_and_hold_btc * prices.iloc[-1] print(f"\n{Colors.HEADER}{Colors.BOLD}------ Final Portfolio Performance ------{Colors.ENDC}") - print(f"Initial Cash: ${args.initial_cash:.2f}") - print(f"Final Portfolio Value: ${final_value:.2f}") + print(f"Initial Cash: ${initial_cash:,.2f}") + print(f"Final Portfolio Value: ${final_value:,.2f}") if profit >= 0: - print(f"Profit/Loss: {Colors.GREEN}📈 ${profit:.2f}{Colors.ENDC}") + print(f"Profit/Loss: {Colors.GREEN}📈 ${profit:,.2f}{Colors.ENDC}") else: - print(f"Profit/Loss: {Colors.RED}📉 ${profit:.2f}{Colors.ENDC}") + print(f"Profit/Loss: {Colors.RED}📉 ${profit:,.2f}{Colors.ENDC}") - print(f"Buy and Hold Strategy Value: ${buy_and_hold_value:.2f}") + print(f"Buy and Hold Strategy Value: ${buy_and_hold_value:,.2f}") print(f"{Colors.HEADER}-----------------------------------------{Colors.ENDC}") + if __name__ == "__main__": - parser = argparse.ArgumentParser(description='Bitcoin Trading Simulation') - parser.add_argument('--days', type=int, default=60, help='Number of days to simulate') - parser.add_argument('--initial-cash', type=float, default=10000, help='Initial cash amount') - parser.add_argument('--initial-price', type=float, default=50000, help='Initial Bitcoin price') - parser.add_argument('--volatility', type=float, default=0.02, help='Volatility factor') - parser.add_argument('--quiet', action='store_true', help='Suppress daily output') - parser.add_argument('--no-color', action='store_true', help='Disable colored output') + parser = argparse.ArgumentParser(description="Bitcoin Trading Simulation") + parser.add_argument("--days", type=int, default=60, help="Number of days to simulate") + parser.add_argument("--initial-cash", type=float, default=10000, help="Initial cash amount") + parser.add_argument("--initial-price", type=float, default=50000, help="Initial Bitcoin price") + parser.add_argument("--volatility", type=float, default=0.02, help="Price volatility") + parser.add_argument("--quiet", action="store_true", help="Suppress daily portfolio log") + parser.add_argument("--no-color", action="store_true", help="Disable colored output") args = parser.parse_args() main( days=args.days, + initial_cash=args.initial_cash, initial_price=args.initial_price, volatility=args.volatility, - initial_cash=args.initial_cash, quiet=args.quiet, no_color=args.no_color )