feat: updated strategy format

Author: kieran-mackle

README.md

@@ -49,8 +49,3 @@ The following is a list of demo strategies provided in this repository. The conf
 - `macd.yaml` MACD Crossover Trend Strategy (from the website [tutorials](https://kieran-mackle.github.io/AutoTrader/tutorials/strategy))
 - `ema_crossover.yaml`/`long_ema_crossover.yaml` EMA Crossover Strategy (long only example plus long/short Forex example)
 - `supertrend.yaml` SuperTrend Trend Detector ([AutoScan demo](https://kieran-mackle.github.io/AutoTrader/2021/09/27/developing-scanner.html))
-- `MTF_ema_crossover.yaml` Multiple timeframe EMA Crossover example
-- `rebalance.yaml` Portfolio rebalancing example
-
-### Requesting a Strategy
-Have a strategy you would like to be automated? Request it [here](https://github.com/kieran-mackle/autotrader-demo/issues/new?assignees=&labels=&template=strategy-request.md&title=%5BSTRATEGY+REQUEST%5D).

config/MTF_ema_crossover.yaml

@@ -2,9 +2,6 @@ NAME: 'EMA Crossover'
 MODULE: 'ema_crossover'
 CLASS: 'EMAcrossOver'
 INTERVAL: '1h'
-PERIOD: 300
-RISK_PC: 2
-SIZING: 'risk'
 PARAMETERS:
   slow_ema: 50
   fast_ema: 21

config/ema_crossover.yaml

@@ -2,10 +2,6 @@ NAME: 'EMA Crossover'
 MODULE: 'long_ema_crossover'
 CLASS: 'LongEMAcrossOver'
 INTERVAL: '1h'
-PERIOD: 300
-RISK_PC: 90
-SIZING: 'risk'
-INCLUDE_BROKER: True
 PARAMETERS:
   slow_ema: 20
   fast_ema: 10

config/long_ema_crossover.yaml

@@ -2,9 +2,6 @@ NAME: 'MACD Trend Strategy'
 MODULE: 'macd'
 CLASS: 'SimpleMACD'
 INTERVAL: '1h'
-PERIOD: 300
-RISK_PC: 1
-SIZING: 'risk'
 PARAMETERS:
   ema_period: 200
   MACD_fast: 12

config/macd.yaml

@@ -1,11 +1,9 @@
 NAME: 'SuperTrend Scanner'
-MODULE: 'alt_supertrend'
+MODULE: 'supertrend'
 CLASS: 'SuperTrendScan'
 INTERVAL: '1d'
-PERIOD: 200
-RISK_PC: 1.5
-SIZING: 'risk'
 PARAMETERS:
   ema_period: 200
   candle_tol: 10
+  RR: 2.0
 WATCHLIST: ['EURUSD=X']

config/rebalance.yaml

@@ -1,17 +1,22 @@
+# """This is an example of using AutoTraders plotting module."""
 from datetime import datetime
-from autotrader import AutoData, AutoPlot, indicators
+from autotrader import AutoTrader, AutoPlot, indicators
 
 
-# Instantiate GetData class
-get_data = AutoData(data_source="yahoo")
+# Instantiate AutoTrader and configure the exchange to trade on/immitate
+at = AutoTrader()
+at.configure(broker="ccxt:bybit")
 
-# Get price data for EUR/USD
-instrument = "EURUSD=X"
-data = get_data.fetch(
+# Run AutoTrader to get the broker connection(s)
+broker = at.run()
+
+# Get candles
+instrument = "ETH/USDT"
+data = broker.get_candles(
     instrument=instrument,
-    granularity="1h",
-    start_time=datetime(2021, 1, 1),
-    end_time=datetime(2021, 3, 1),
+    granularity="1d",
+    start_time=datetime(2023, 1, 1),
+    end_time=datetime(2024, 2, 1),
 )
 
 # Construct indicators dictionary

config/sma_momentum.yaml

@@ -0,0 +1,38 @@
+"""Example script to use AutoTrader for manual trading via API.
+
+It is recommeded that you run this in an interactive environment, such 
+as IPython. Otherwise, you must copy and paste these commands in a 
+Python terminal, rather than just running the script.
+
+This is a good way to play around and test things before automating them
+in a strategy.
+"""
+
+from autotrader import AutoTrader, Order
+
+
+# Instantiate AutoTrader and configure the exchange to trade on/immitate
+at = AutoTrader()
+at.configure(broker="ccxt:bybit")
+
+# If you want to simulate trading on the exchange (but use real data from it),
+# configure a virtual account:
+at.virtual_account_config(verbosity=1, exchange="ccxt:bybit", leverage=10)
+
+# Note that if you exclude the line above, you will connect to the real
+# exchange specified.
+
+# Run AutoTrader to get the broker connection(s)
+broker = at.run()
+
+# If you configured a virtual account above, the broker here will be an instance
+# of the Virtual broker. Otherwise, it will be a real exchange connection (eg.
+# bybit above), assuming you have provided valid keys.
+
+# Now you can interact with the broker
+book = broker.get_orderbook("BTC/USDT:USDT")
+print(book.midprice)
+
+# Create an order:
+# o = Order("MAGIC/USDT:USDT", direction=1, size=1)
+# broker.place_order(o)

config/supertrend.yaml

@@ -0,0 +1,11 @@
+from autotrader import AutoTrader
+
+# Create AutoTrader instance, configure it, and run backtest
+at = AutoTrader()
+at.configure(verbosity=1, show_plot=True, feed="yahoo")
+# at.add_strategy("long_ema_crossover")
+# at.add_strategy("ema_crossover")
+at.add_strategy("macd")
+at.backtest(start="1/6/2023", end="1/2/2024", localize_to_utc=True)
+at.virtual_account_config(initial_balance=1000, leverage=30)
+at.run()

indiview.py

@@ -3,7 +3,8 @@
 # Create AutoTrader instance, configure it, and run backtest
 at = AutoTrader()
 at.configure(verbosity=1, show_plot=True, feed="yahoo")
-at.add_strategy("ema_crossover")
-at.backtest(start="1/1/2021", end="1/5/2022")
+at.add_strategy("sma_momentum")
+# at.add_strategy("ema_crossover")
+at.backtest(start="1/6/2023", end="1/2/2024", localize_to_utc=True)
 at.virtual_account_config(initial_balance=1000, leverage=30)
 at.run()