Given a matrix of currency pair exchange rates, a Python 3.10 algorithm is built that either finds a profitable risk-free trading strategy and presents it, or prints "no risk-free opportunities" in case there is no profitable risk-free currency trading strategy.
To run the script, use the command in terminal:
$ python trading.py PATH
Where PATH is the path to your .csv file
Matrix of n currency exchange rates similar to:
| Curr.1 | Curr.2 | Curr.3 | |
|---|---|---|---|
| Curr.1 | 1.00 | 1.20 | 0.89 |
| Curr.2 | 0.88 | 1.00 | 5.10 |
| Curr.3 | 1.10 | 0.15 | 1.00 |
Example file currency_matrix.csv
,Curr.1,Curr.2,Curr.3
Curr.1,1.00,1.20,0.89
Curr.2,0.88,1.00,5.10
Curr.3,1.10,0.15,1.00
Curr.1 Curr.2 Curr.1 conversion rate 5.6
Install Docker
https://docs.docker.com/desktop/
To create an image from a Dockerfile, you need to run:
$ docker build . --tag trading
you only need to specify the directory in which this file is located (and . means that the file is located in the directory from which the console was launched)
Now, let's run the container from our image with the docker run pyramid command:
$ docker run -v PATH:/matrix:ro -it trading /matrix
Where PATH is the path to your .csv file in local host