Built Crypto Backtesting & Trading Bot

Project Description

# Trading Strategy Logic

def trading_strategy():
    global trades_df, allocation_percentages, top_n_symbols, top_n, account_df, last_rebalance_time

    # Counters
    coins_sold_counter = 0
    coins_bought_counter = 0 

    try:
        print("Starting Strategy Execution...")
        update_top_n_symbols()
        # print(f"Top {top_n} @ {(datetime.utcnow() + timedelta(hours=5.5)).strftime('%d/%m %H:%M')} IST : {top_n_symbols}")

        # Get current active positions and symbols
        current_positions = get_active_positions()
        current_symbols = [pos['symbol'] for pos in current_positions]
        # print(f"Current Positions Symbols: {current_symbols}")

        # Sell non-top_n positions
        for position in tqdm(current_positions, desc="Selling non-top_n coins"):
            if position['symbol'] not in top_n_symbols:
                sell_non_top_n_position(position, coins_sold_counter)
        print("Sells Completed~!")

        # Buy new top_n positions
        for symbol in tqdm(top_n_symbols, desc="Buying new top_n coins"):
            if symbol not in current_symbols:
                buy_new_top_n_position(symbol, coins_bought_counter)
        print("Buys Completed~!")

        # Check for changes in the top_n list every 5 minutes
        current_time = time.time()
        if current_time - last_rebalance_time >= 300:
            symbols_added, symbols_removed = check_top_n_changes(current_symbols)
            print(f"symbols_added: {symbols_added} | symbols_removed: {symbols_removed}")

            if symbols_added or symbols_removed:
                print(f"Top N list has changed. Rebalancing...")
                rebalance_allocations()
                last_rebalance_time = current_time

    except Exception as e:
        handle_error(e)

    print("Strategy Execution Completed!")