Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 5 additions & 0 deletions .Jules/palette.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,5 @@
# Palette's Journal

## 2024-05-22 - Initial Setup
**Learning:** This is a CLI-based Python application, not a web app. UX principles apply to text interfaces too (readability, feedback, scannability).
**Action:** Focus on ANSI colors, spacing, and emojis to improve the CLI experience.
34 changes: 26 additions & 8 deletions bitcoin_trading_simulation.py
Original file line number Diff line number Diff line change
@@ -1,6 +1,14 @@
import numpy as np
import pandas as pd

class Colors:
HEADER = '\033[95m'
BLUE = '\033[94m'
GREEN = '\033[92m'
RED = '\033[91m'
ENDC = '\033[0m'
BOLD = '\033[1m'

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 @@ -38,20 +46,22 @@ def generate_trading_signals(signals):
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
# Using shift(1) to avoid lookahead bias (executing on the next day's open/close)
signals['positions'] = signals['signal'].diff().shift(1)
return signals

def simulate_trading(signals, initial_cash=10000):
"""
Simulates trading based on signals and prints a daily ledger.
"""
# Explicitly casting to float to avoid FutureWarning
portfolio = pd.DataFrame(index=signals.index).fillna(0.0)
portfolio['price'] = signals['price']
portfolio['cash'] = initial_cash
portfolio['cash'] = float(initial_cash)
portfolio['btc'] = 0.0
portfolio['total_value'] = portfolio['cash']
portfolio['total_value'] = float(initial_cash)

print("------ Daily Trading Ledger ------")
print(f"{Colors.HEADER}------ 📒 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 @@ -62,17 +72,20 @@ 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"Day {i}: Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}")
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"Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}")
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']
# Simplify daily output to only show action or summary periodically if we wanted,
# but for now, we'll keep the daily log but maybe make it less intrusive or just plain?
# Let's keep it as is but formatted.
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
Expand All @@ -99,9 +112,14 @@ def simulate_trading(signals, initial_cash=10000):
buy_and_hold_btc = initial_cash / prices.iloc[0]
buy_and_hold_value = buy_and_hold_btc * prices.iloc[-1]

print("\n------ Final Portfolio Performance ------")
print(f"\n{Colors.HEADER}------ 📊 Final Portfolio Performance ------{Colors.ENDC}")
print(f"Initial Cash: ${initial_cash:.2f}")
print(f"Final Portfolio Value: ${final_value:.2f}")
print(f"Profit/Loss: ${profit:.2f}")

if profit >= 0:
print(f"Profit/Loss: {Colors.GREEN}💰 ${profit:.2f}{Colors.ENDC}")
else:
print(f"Profit/Loss: {Colors.RED}🔻 ${profit:.2f}{Colors.ENDC}")

print(f"Buy and Hold Strategy Value: ${buy_and_hold_value:.2f}")
print("-----------------------------------------")
print(f"{Colors.HEADER}-----------------------------------------{Colors.ENDC}")
22 changes: 19 additions & 3 deletions test.py
Original file line number Diff line number Diff line change
@@ -1,3 +1,19 @@
# Filename: tests/test_sample.py
def test_example():
assert 1 + 1 == 2
import unittest
from bitcoin_trading_simulation import simulate_bitcoin_prices, calculate_moving_averages, generate_trading_signals, simulate_trading

class TestSimulation(unittest.TestCase):
def test_simulation_pipeline(self):
# Run the full pipeline with a smaller dataset to ensure no crashes
try:
prices = simulate_bitcoin_prices(days=20)
signals = calculate_moving_averages(prices, short_window=3, long_window=10)
signals = generate_trading_signals(signals)
portfolio = simulate_trading(signals)

self.assertFalse(portfolio.empty)
self.assertTrue('total_value' in portfolio.columns)
except Exception as e:
self.fail(f"Simulation failed with exception: {e}")

if __name__ == '__main__':
unittest.main()
Loading