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Binary file removed __pycache__/test_bitcoin_trading.cpython-312.pyc
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99 changes: 74 additions & 25 deletions bitcoin_trading_simulation.py
Original file line number Diff line number Diff line change
@@ -1,38 +1,35 @@
import argparse
import numpy as np
import pandas as pd
import argparse
import sys


class Colors:
HEADER = '\033[95m'
BLUE = '\033[94m'
CYAN = '\033[96m'
GREEN = '\033[92m'
RED = '\033[91m'
WARNING = '\033[93m'
FAIL = '\033[91m'
RED = '\033[91m' # Alias for compatibility
ENDC = '\033[0m'
BOLD = '\033[1m'
UNDERLINE = '\033[4m'

@classmethod
def disable(cls):
cls.HEADER = ''
cls.BLUE = ''
cls.CYAN = ''
cls.GREEN = ''
cls.WARNING = ''
cls.FAIL = ''
cls.RED = ''
cls.ENDC = ''
cls.BOLD = ''
cls.UNDERLINE = ''


class Colors:
HEADER = '\033[95m'
BLUE = '\033[94m'
CYAN = '\033[96m'
GREEN = '\033[92m'
WARNING = '\033[93m'
FAIL = '\033[91m'
ENDC = '\033[0m'
BOLD = '\033[1m'
UNDERLINE = '\033[4m'

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.
Expand Down Expand Up @@ -87,9 +84,8 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
portfolio['total_value'] = float(initial_cash)

if not quiet:
print(f"{Colors.HEADER}{Colors.BOLD}------ Daily Trading Ledger ------{Colors.ENDC}")
print(f"\n{Colors.HEADER}{Colors.BOLD}------ Daily Trading Ledger ------{Colors.ENDC}")

print(f"\n{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']
Expand All @@ -100,14 +96,18 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
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.FAIL}πŸ”΄ Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
if not quiet:
print(
f"{Colors.FAIL}πŸ”΄ 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']
Expand All @@ -130,6 +130,20 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):

args = parser.parse_args()

# Input Validation
if args.days <= 0:
print(f"{Colors.FAIL}Error: --days must be a positive integer.{Colors.ENDC}")
sys.exit(1)
if args.initial_cash < 0:
print(f"{Colors.FAIL}Error: --initial-cash must be non-negative.{Colors.ENDC}")
sys.exit(1)
if args.initial_price <= 0:
print(f"{Colors.FAIL}Error: --initial-price must be positive.{Colors.ENDC}")
sys.exit(1)
if args.volatility < 0:
print(f"{Colors.FAIL}Error: --volatility must be non-negative.{Colors.ENDC}")
sys.exit(1)

if args.no_color:
Colors.disable()

Expand All @@ -149,17 +163,52 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
final_value = portfolio['total_value'].iloc[-1]
initial_cash = args.initial_cash
profit = final_value - initial_cash
roi = (profit / initial_cash) * 100

# Trade statistics
# Calculate actual trades based on portfolio changes
btc_diff = portfolio['btc'].diff().fillna(0)
total_buys = len(btc_diff[btc_diff > 0])
total_sells = len(btc_diff[btc_diff < 0])
total_trades = total_buys + total_sells

# Compare with buy and hold strategy
buy_and_hold_btc = args.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}")
buy_and_hold_roi = ((buy_and_hold_value - initial_cash) / initial_cash) * 100

comparison = ((final_value - buy_and_hold_value) / buy_and_hold_value) * 100

print(f"\n{Colors.HEADER}{Colors.BOLD}╔══════════════════════════════════════════════════════════╗{Colors.ENDC}")
print(f"{Colors.HEADER}{Colors.BOLD}β•‘ FINAL PORTFOLIO PERFORMANCE β•‘{Colors.ENDC}")
print(f"{Colors.HEADER}{Colors.BOLD}╠══════════════════════════════════════════════════════════╣{Colors.ENDC}")
print(f"β•‘ {Colors.BOLD}Initial Cash:{Colors.ENDC} ${initial_cash:,.2f}")
print(f"β•‘ {Colors.BOLD}Final Portfolio Value:{Colors.ENDC} ${final_value:,.2f}")

if profit >= 0:
print(f"{Colors.GREEN}πŸ’° Profit/Loss: ${profit:.2f}{Colors.ENDC}")
print(
f"β•‘ {Colors.BOLD}Profit/Loss:{Colors.ENDC} "
f"{Colors.GREEN}πŸ’° ${profit:,.2f} ({roi:+.2f}%){Colors.ENDC}"
)
else:
print(
f"β•‘ {Colors.BOLD}Profit/Loss:{Colors.ENDC} "
f"{Colors.FAIL}πŸ“‰ ${profit:,.2f} ({roi:+.2f}%){Colors.ENDC}"
)

print(f"{Colors.HEADER}{Colors.BOLD}╠══════════════════════════════════════════════════════════╣{Colors.ENDC}")
print(f"β•‘ {Colors.BOLD}Strategy vs. Buy & Hold:{Colors.ENDC}")
print(f"β•‘ Strategy ROI: {roi:+.2f}%")
print(f"β•‘ Buy & Hold ROI: {buy_and_hold_roi:+.2f}%")

if comparison >= 0:
print(f"β•‘ Performance vs B&H: {Colors.GREEN}{comparison:+.2f}% (Better){Colors.ENDC}")
else:
print(f"{Colors.FAIL}πŸ“‰ Profit/Loss: ${profit:.2f}{Colors.ENDC}")
print(f"Buy and Hold Strategy Value: ${buy_and_hold_value:.2f}")
print(f"{Colors.HEADER}-----------------------------------------{Colors.ENDC}")
print(f"β•‘ Performance vs B&H: {Colors.FAIL}{comparison:+.2f}% (Worse){Colors.ENDC}")

print(f"{Colors.HEADER}{Colors.BOLD}╠══════════════════════════════════════════════════════════╣{Colors.ENDC}")
print(f"β•‘ {Colors.BOLD}Trade Statistics:{Colors.ENDC}")
print(f"β•‘ Total Trades: {total_trades}")
print(f"β•‘ Buys: {Colors.GREEN}{total_buys}{Colors.ENDC}")
print(f"β•‘ Sells: {Colors.FAIL}{total_sells}{Colors.ENDC}")
print(f"{Colors.HEADER}{Colors.BOLD}β•šβ•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•β•{Colors.ENDC}")
35 changes: 0 additions & 35 deletions test_bitcoin.py

This file was deleted.

4 changes: 3 additions & 1 deletion test_simulation.py
Original file line number Diff line number Diff line change
@@ -1,22 +1,24 @@
import pytest
import pandas as pd
import numpy as np
from bitcoin_trading_simulation import simulate_bitcoin_prices, calculate_moving_averages, generate_trading_signals


def test_simulate_bitcoin_prices():
days = 10
prices = simulate_bitcoin_prices(days=days, initial_price=50000)
assert len(prices) == days
assert isinstance(prices, pd.Series)
assert prices.name == 'Price'


def test_calculate_moving_averages():
prices = pd.Series([100, 101, 102, 103, 104, 105, 106, 107, 108, 109], name='Price')
signals = calculate_moving_averages(prices, short_window=3, long_window=5)
assert 'short_mavg' in signals.columns
assert 'long_mavg' in signals.columns
assert not signals['short_mavg'].isnull().all()


def test_generate_trading_signals():
# Create dummy signals DataFrame
data = {
Expand Down