sudo apt-get install -y r-base r-base-dev sqlite3 libxml2-dev libmysqlclient-dev libssl-dev libssh2-1-dev libcurl4-openssl-dev
Clone the git repository.
git clone https://github.com/palencar/TraderBot
cd TraderBot
Create the database using the schema file mysql-schema.sql. Uncomment the following lines o the file config.yml. Set the values for host, database, user and password.
engine: "mysql"
host: "db_hostname"
database: "db_name"
user: "db_username"
password: "db_password"Create the database from the schema file.
sqlite3 db.sqlite < sqlite3-schema.sql
Uncoment the following lines on the file config.yml:
engine: "sqlite"
database: "db.sqlite"Start a R session.
R
Install devtools Package.
install.packages("devtools")Install TraderBot and dependencies.
library(devtools)
install_git(".")library(TraderBot)Download daily data from google.
saveSymbolsDaily("BVMF3")Download last 15 days of intraday data from google.
saveSymbolsIntraday("BVMF3")updateAdjust("BVMF3")The data is automatically updated only on live trading. If there's not enough data, the operation (trade, simulation or backtest) will be skipped.
Test strategy for minSamples random parameters. The parameter limits are defined on config.yml.
computeBacktest(Symbols = "BVMF3", minSamples = 1000, timeFrame="1D")Test strategy using the values on the tradeParameters.csv file. Every line defines the parameters for a given time frame.
computeSimulation(Symbols = "BVMF3", timeFrame="1D")Update assets on database and execute the strategy. The parameter timeFrame can be one of the following: 1D, 1H, 30M, 15M, 10M and 5M.
computeStream(Symbols = "BVMF3", timeFrames = c("5M", "10M", "15M", "30M", "1H", "1D"))If an alert is triggered, the results ar shown on the terminal like below. The chart is written on charts directory.
[1] "Chart [RPMG3] [15M] [2018-01-03 16:40:00]: buy"
[1] "Chart [EMBR3] [30M] [2018-01-03 13:00:00]: sell"
[1] "Chart [CTKA4] [15M] [2018-01-02 14:18:00]: buy"
[1] "Chart [SPXI11] [30M] [2018-01-02 11:16:00]: sell"
symbol timeframe datetime alert price
1 RPMG3 15M 2018-01-03 16:40:00 buy 8.19
2 EMBR3 30M 2018-01-03 13:00:00 sell 21.02
3 CTKA4 15M 2018-01-02 14:18:00 buy 3.05
8 SPXI11 30M 2018-01-02 11:16:00 sell 90.47
It is possible to send to email with mutt or copy to aws s3 bucket using the alert options on config.yml.
A simple Shiny App showing charts of the wallet symbols, alerts triggered, etc.
runShinyApp()
There are some shell scripts calling various module functions on sh directory.
Live trading for all the symbols included on database.
sh/live.sh