use strategy code instead number with StrategyFactory

integration_tests/data/mass_simulation_config.json

@@ -1,7 +1,7 @@
 {
     "title": "SMA-1Hour",
     "budget": 50000,
-    "strategy": 1,
+    "strategy": "BNH",
     "interval": 0.5,
     "currency": "BTC",
     "description": "mass-simulation-integration-test",

integration_tests/simulator_ITG_test.py

@@ -20,7 +20,7 @@ def test_ITG_run_single_simulation(self, mock_print):
         simulator = Simulator(
             budget=1000000,
             interval=interval,
-            strategy=0,
+            strategy="BNH",
             from_dash_to=from_dash_to,
             currency="BTC",
         )
@@ -38,7 +38,7 @@ def test_ITG_run_simulation(self, mock_print, mock_input):
             "200430.073000",  # 시뮬레이션 기간 종료점
             "0.1",  # interval
             "1000000",  # budget
-            "0",  # strategy
+            "BNH",  # strategy
             "ETH",  # currency
             "1",  # 상태 출력
             "r",  # 시뮬레이션 시작

smtm/__init__.py

@@ -11,6 +11,7 @@
 from .strategy_bnh import StrategyBuyAndHold
 from .strategy_sma_0 import StrategySma0
 from .strategy_rsi import StrategyRsi
+from .strategy_factory import StrategyFactory
 from .virtual_market import VirtualMarket
 from .worker import Worker
 from .simulator import Simulator
@@ -27,6 +28,7 @@
 from .mass_simulator import MassSimulator
 
 __all__ = [
+    "DateConverter",
     "Operator",
     "LogManager",
     "Analyzer",
@@ -36,13 +38,20 @@
     "StrategyBuyAndHold",
     "StrategySma0",
     "StrategyRsi",
+    "StrategyFactory",
     "VirtualMarket",
     "Worker",
     "Simulator",
     "UpbitTrader",
     "BithumbTrader",
+    "BithumbDataProvider",
     "DemoTrader",
     "UpbitDataProvider",
     "MassSimulator",
+    "Controller",
+    "JptController",
+    "TelegramController",
+    "DataRepository",
+    "Database",
 ]
 __version__ = "1.1.0"

smtm/__main__.py

@@ -10,13 +10,13 @@
 Example)
 python -m smtm --mode 0
 python -m smtm --mode 1
-python -m smtm --mode 1 --budget 500 --from_dash_to 201220.170000-201221 --term 1 --strategy 0 --currency BTC
-python -m smtm --mode 2 --budget 50000 --term 60 --strategy 0 --currency ETH
-python -m smtm --mode 2 --budget 50000 --term 60 --strategy 0 --currency ETH --demo 1
+python -m smtm --mode 1 --budget 500 --from_dash_to 201220.170000-201221 --term 1 --strategy BNH --currency BTC
+python -m smtm --mode 2 --budget 50000 --term 60 --strategy BNH --currency ETH
+python -m smtm --mode 2 --budget 50000 --term 60 --strategy BNH --currency ETH --demo 1
 python -m smtm --mode 3
 python -m smtm --mode 3 --demo 1
 python -m smtm --mode 4 --config /data/sma0_simulation.json
-python -m smtm --mode 5 --budget 50000 --title SMA_2H_week --strategy 1 --currency ETH --from_dash_to 210804.000000-210811.000000 --offset 120 --file generated_config.json
+python -m smtm --mode 5 --budget 50000 --title SMA_2H_week --strategy SMA --currency ETH --from_dash_to 210804.000000-210811.000000 --offset 120 --file generated_config.json
 """
 import argparse
 from argparse import RawTextHelpFormatter
@@ -38,18 +38,18 @@
 
 Example)
 python -m smtm --mode 0
-python -m smtm --mode 1 --budget 50000 --from_dash_to 201220.170000-201221 --term 0.1 --strategy 0 --currency BTC
-python -m smtm --mode 2 --budget 50000 --term 60 --strategy 0 --currency ETH
+python -m smtm --mode 1 --budget 50000 --from_dash_to 201220.170000-201221 --term 0.1 --strategy BNH --currency BTC
+python -m smtm --mode 2 --budget 50000 --term 60 --strategy BNH --currency ETH
 python -m smtm --mode 3
 python -m smtm --mode 3 --demo 1 --token <telegram chat-bot token> --chatid <chat id>
 python -m smtm --mode 4 --config /data/sma0_simulation.json
-python -m smtm --mode 5 --budget 50000 --title SMA_6H_week --strategy 1 --currency ETH --from_dash_to 210804.000000-210811.000000 --offset 360 --file generated_config.json
+python -m smtm --mode 5 --budget 50000 --title SMA_6H_week --strategy SMA --currency ETH --from_dash_to 210804.000000-210811.000000 --offset 360 --file generated_config.json
 """,
         formatter_class=RawTextHelpFormatter,
     )
     parser.add_argument("--budget", help="budget", type=int, default=10000)
     parser.add_argument("--term", help="trading tick interval (seconds)", type=float, default="60")
-    parser.add_argument("--strategy", help="strategy 0: buy and hold, 1: sma0, 2: rsi", default="0")
+    parser.add_argument("--strategy", help="BNH: buy and hold, SMA: sma, RSI: rsi", default="BNH")
     parser.add_argument("--trader", help="trader 0: Upbit, 1: Bithumb", default="0")
     parser.add_argument("--currency", help="trading currency e.g.BTC", default="BTC")
     parser.add_argument("--config", help="mass simulation config file", default="")

smtm/controller.py

@@ -8,9 +8,7 @@
     UpbitDataProvider,
     BithumbTrader,
     BithumbDataProvider,
-    StrategyBuyAndHold,
-    StrategySma0,
-    StrategyRsi,
+    StrategyFactory,
     Operator,
 )
 
@@ -23,7 +21,7 @@ class Controller:
     def __init__(
         self,
         interval=10,
-        strategy=0,
+        strategy="BNH",
         budget=50000,
         currency="BTC",
         is_bithumb=False,
@@ -41,15 +39,9 @@ def __init__(
         self.currency = currency
         LogManager.set_stream_level(30)
 
-        strategy_num = int(strategy)
-        if strategy_num == 0:
-            self.strategy = StrategyBuyAndHold()
-        elif strategy_num == 1:
-            self.strategy = StrategySma0()
-        elif strategy_num == 2:
-            self.strategy = StrategyRsi()
-        else:
-            raise UserWarning(f"Invalid Strategy! {self.strategy}")
+        self.strategy = StrategyFactory.create(strategy)
+        if self.strategy == None:
+            raise UserWarning(f"Invalid Strategy! {strategy}")
 
     def create_command(self):
         """명령어 정보를 생성한다"""

smtm/jpt_controller.py

@@ -10,8 +10,7 @@
     UpbitDataProvider,
     BithumbTrader,
     BithumbDataProvider,
-    StrategyBuyAndHold,
-    StrategySma0,
+    StrategyFactory,
     Operator,
 )
 
@@ -29,7 +28,7 @@ def __init__(
     ):
         self.interval = interval
         self.budget = budget
-        self.strategy_num = strategy
+        self.strategy_code = strategy
         self.strategy = None
         self.market = market
         self.commission_ratio = commission_ratio
@@ -40,9 +39,13 @@ def __init__(
     def initialize(self, interval=10, strategy=0, budget=50000, is_bithumb=False):
         """설정 값으로 초기화"""
         self.interval = interval
-        self.strategy_num = strategy
+        self.strategy_code = strategy
         self.budget = budget
-        self.strategy = StrategyBuyAndHold() if self.strategy_num == 0 else StrategySma0()
+
+        self.strategy = StrategyFactory.create(self.strategy_code)
+        if self.strategy == None:
+            raise UserWarning(f"Invalid Strategy! {self.strategy_code}")
+
         self.operator = Operator()
         if is_bithumb:
             data_provider = BithumbDataProvider(currency=self.market)

smtm/mass_simulator.py

@@ -17,9 +17,7 @@
     LogManager,
     DateConverter,
     SimulationDataProvider,
-    StrategyBuyAndHold,
-    StrategySma0,
-    StrategyRsi,
+    StrategyFactory,
     SimulationOperator,
     SimulationTrader,
     Analyzer,
@@ -119,7 +117,7 @@ def get_score_callback(report):
         return last_report
 
     @staticmethod
-    def get_initialized_operator(budget, strategy_num, interval, currency, start, end, tag):
+    def get_initialized_operator(budget, strategy_code, interval, currency, start, end, tag):
         """시뮬레이션 오퍼레이션 생성 후 주어진 설정 값으로 초기화 하여 반환"""
         dt = DateConverter.to_end_min(start_iso=start, end_iso=end)
         end = dt[0][1]
@@ -128,18 +126,11 @@ def get_initialized_operator(budget, strategy_num, interval, currency, start, en
         data_provider = SimulationDataProvider(currency=currency)
         data_provider.initialize_simulation(end=end, count=count)
 
-        strategy_number = int(strategy_num)
-        if strategy_number == 0:
-            strategy = StrategyBuyAndHold()
-        elif strategy_number == 1:
-            strategy = StrategySma0()
-        elif strategy_number == 2:
-            strategy = StrategyRsi()
-        else:
-            raise UserWarning(f"Invalid Strategy! {strategy_number}")
+        strategy = StrategyFactory.create(strategy_code)
+        if strategy == None:
+            raise UserWarning(f"Invalid Strategy! {strategy_code}")
 
         strategy.is_simulation = True
-
         trader = SimulationTrader(currency=currency)
         trader.initialize_simulation(end=end, count=count, budget=budget)
 
@@ -261,15 +252,10 @@ def analyze_result(self, result_list, config):
         title = config["title"]
         period_list = config["period_list"]
 
-        strategy_number = int(config["strategy"])
-        if strategy_number == 0:
-            strategy_name = StrategyBuyAndHold.NAME
-        elif strategy_number == 1:
-            strategy_name = StrategySma0.NAME
-        elif strategy_number == 2:
-            strategy_name = StrategyRsi.NAME
-        else:
-            raise UserWarning(f"Invalid Strategy! {strategy_number}")
+        strategy_code = config["strategy"]
+        strategy_name = StrategyFactory.get_name(strategy_code)
+        if strategy_name == None:
+            raise UserWarning(f"Invalid Strategy! {strategy_code}")
 
         final_return_list = []
         min_return_list = []

smtm/simulator.py

@@ -6,9 +6,7 @@
     Analyzer,
     SimulationTrader,
     SimulationDataProvider,
-    StrategyBuyAndHold,
-    StrategySma0,
-    StrategyRsi,
+    StrategyFactory,
     SimulationOperator,
     DateConverter,
 )
@@ -38,7 +36,7 @@ def __init__(
         self,
         budget=50000,
         interval=2,
-        strategy=0,
+        strategy="BNH",
         from_dash_to="201220.170000-201220.180000",
         currency="BTC",
     ):
@@ -48,7 +46,7 @@ def __init__(
         self.end_str = "200430.180000"
         self.interval = interval
         self.operator = None
-        self.strategy = int(strategy)
+        self.strategy = strategy
         self.budget = int(budget)
         self.need_init = True
         self.currency = currency
@@ -102,6 +100,12 @@ def __init__(
             },
         ]
 
+        all = StrategyFactory.get_all_strategy_info()
+        strategy_guide = []
+        for strategy in all:
+            strategy_guide.append(strategy["code"])
+        strategy_guide = ", ".join(strategy_guide)
+        strategy_guide = "전략 코드 입력. " + strategy_guide
         self.config_list = [
             {
                 "guide": "년월일.시분초 형식으로 시작 시점 입력. 예. 201220.162300",
@@ -124,7 +128,7 @@ def __init__(
                 "action": self._set_budget,
             },
             {
-                "guide": "전략 번호 입력. 0: Buy and Hold, 1: SMA-0, 2: RSI",
+                "guide": strategy_guide,
                 "value": self.strategy,
                 "action": self._set_strategy,
             },
@@ -142,13 +146,8 @@ def initialize(self):
         end = dt[0][1]
         count = dt[0][2]
 
-        if self.strategy == 0:
-            strategy = StrategyBuyAndHold()
-        elif self.strategy == 1:
-            strategy = StrategySma0()
-        elif self.strategy == 2:
-            strategy = StrategyRsi()
-        else:
+        strategy = StrategyFactory.create(self.strategy)
+        if strategy == None:
             raise UserWarning(f"Invalid Strategy! {self.strategy}")
 
         strategy.is_simulation = True
@@ -271,7 +270,7 @@ def _set_budget(self, value):
             self.budget = next_value
 
     def _set_strategy(self, value):
-        self.strategy = int(value)
+        self.strategy = value
 
     def _set_currency(self, value):
         self.currency = value

smtm/strategy.py

@@ -7,6 +7,9 @@ class Strategy(metaclass=ABCMeta):
     데이터를 받아서 매매 판단을 하고 결과를 받아서 다음 판단에 반영하는 전략 클래스
     """
 
+    CODE = "---"
+    NAME = "---"
+
     @abstractmethod
     def initialize(self, budget, min_price=100, add_spot_callback=None):
         """예산을 설정하고 초기화한다

smtm/strategy_bnh.py

@@ -24,6 +24,7 @@ class StrategyBuyAndHold(Strategy):
     ISO_DATEFORMAT = "%Y-%m-%dT%H:%M:%S"
     COMMISSION_RATIO = 0.0005
     NAME = "BnH"
+    CODE = "BNH"
 
     def __init__(self):
         self.is_intialized = False

smtm/strategy_factory.py

@@ -0,0 +1,28 @@
+"""Strategy 정보 조회 및 생성을 담당하는 Factory 클래스"""
+
+from . import StrategyBuyAndHold, StrategySma0, StrategyRsi
+
+
+class StrategyFactory:
+    """Strategy 정보 조회 및 생성을 담당하는 Factory 클래스"""
+
+    STRATEGY_LIST = [StrategyBuyAndHold, StrategySma0, StrategyRsi]
+
+    @staticmethod
+    def create(code):
+        for strategy in StrategyFactory.STRATEGY_LIST:
+            if strategy.CODE == code:
+                return strategy()
+
+    @staticmethod
+    def get_name(code):
+        for strategy in StrategyFactory.STRATEGY_LIST:
+            if strategy.CODE == code:
+                return strategy.NAME
+
+    @staticmethod
+    def get_all_strategy_info():
+        all = []
+        for strategy in StrategyFactory.STRATEGY_LIST:
+            all.append({"name": strategy.NAME, "code": strategy.CODE, "class": strategy})
+        return all

smtm/strategy_rsi.py

@@ -20,6 +20,7 @@ class StrategyRsi(Strategy):
     RSI_HIGH = 70
     RSI_COUNT = 14
     NAME = "RSI"
+    CODE = "RSI"
 
     def __init__(self):
         self.is_intialized = False

smtm/strategy_sma_0.py

@@ -32,6 +32,7 @@ class StrategySma0(Strategy):
     LONG = 60
     STEP = 1
     NAME = "SMA0-I"
+    CODE = "SMA"
     STD_K = 25
     STD_RATIO = 0.00015
     PREDICT_N = 3