Adaptive Trading Strategies for Cryptocurrencies (Adaptivní obchodní strategie pro kryptoměny)
The main text of the thesis can be found in xfilip46-thesis.pdf of the root folder.
Installation
Multiple options are available.
Local install:
make installdeps
Virtual environment installation:
make create-venv
. venv/bin/activate
make installdeps
Containerized development:
make docker-build # docker-compose build
How to Run
There are a few ways to run the project.
Via Makefile:
make run
With arguments:
python -m backtester <your_arguments>
Via Docker:
make docker-up # docker-compose up
How to Develop New Strategies
To create new strategies, you can create any valid Python file and import the Strategy base class defined in strategy.py.
You can then include the created strategy inside the simulator.py file, where you can also define what shoudl the Plotter class plot.
There are several showcase functions inside the simulate() function for new devoleprs to play around with.
Finally, changing args.yaml may be necessarry to adjust the input variables if you plan on running the program by make run.