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Jun 24th, 2020
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  1. import numpy as np
  2.  
  3. path = 'set.csv'
  4. types = ['U10', 'f8']
  5. data = np.genfromtxt(path, dtype=types, delimiter=',', names=True)
  6.  
  7. def trade(p1, p2):
  8. idx = 2
  9. start_btc = 10
  10. last_d = data[-idx][0]
  11. start_p = data[-idx][1]
  12. start_val = round(start_btc * start_p, 4)
  13. wsk = 's'
  14. p1 = p1
  15. p2 = p2
  16. # print(f' {last_d} {start_p}$ 0% {start_val}$ {start_btc}BTC')
  17.  
  18. for i, x in enumerate(data[-idx+1::-1]):
  19. diff = round(((x[1] - start_p) / start_p) * 100, 0)
  20.  
  21. if wsk == 's' and diff > p1:
  22. start_val = round(start_btc * x[1], 4)
  23. # print(f's {x[0]} {x[1]} {diff:.0f}% {start_val}$')
  24. start_p = x[1]
  25. last_d = x[0]
  26. wsk = 'b'
  27.  
  28. if wsk == 'b' and diff < -p2:
  29. start_btc = round(start_val / x[1], 8)
  30. # print(f'b {x[0]} {x[1]} {diff:.0f}% {start_val}$ {start_btc} BTC')
  31. start_p = x[1]
  32. last_d = x[0]
  33. wsk = 's'
  34. return start_val, start_btc, start_p, last_d
  35.  
  36.  
  37. if __name__ == '__main__':
  38. c = 0
  39. counter = 0
  40. for i in range(1, 200):
  41. for j in range(1,100):
  42. counter += 1
  43. result = trade(i, j)
  44. if result[0] > 87532.5:
  45. c += 1
  46. print(c, i, j, result)
  47. print(counter)
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