Skip to content

Latest commit

 

History

History
103 lines (64 loc) · 3.29 KB

README.md

File metadata and controls

103 lines (64 loc) · 3.29 KB
Raw

MK42 Binance Backtesting Tools

Fetch: download Binance public data

Use mk42-binance-backtesting fetch to easily download Binance public data 💪

Getting started

  1. Install and build mk42-binance-backtesting from source:
cargo install --git https://github.com/chr1gu/mk42-binance-backtesting
  1. Example usage:
mk42-binance-backtesting fetch --symbol ^BTC --interval 1m ./data

Visualize

Grafana

docker run --rm -it -p 3000:3000 --name=grafana
--user "$(id -u)"
-v "$PWD/grafana/data:/var/lib/grafana"
-v "$PWD/data:/data"
grafana/grafana-oss

Open http://localhost:3000/ admin / admin

InfluxDB

docker run --rm -it -p 8083:8083 -p 8086:8086
--user "$(id -u)"
-v "$PWD/influxdb/data:/var/lib/influxdb2"
influxdb

Open http://localhost:8086/ admin / admin123

Development

  • Update toolchain: Install Rust or update your installation with rustup update.
  • Build and fetch data: cargo r --release -- fetch --start-date 2021-03-01 --end-date 2022-01-01 --symbol USDT$ --interval 1m ./data
  • Build and test with data: cargo r --release -- test --start-date 2021-03-01 --end-date 2022-01-01 --symbol "BTCUSDT|XRPUSDT" ./data --verbose
  • Build and test with multiple variants: cargo r --release -- test-variants --start-date 2021-01-01 --end-date 2022-01-01 --symbol USDT$ ./data

Linting

Run cargo clippy or cargo clippy --fix --bin "mk42-binance-backtesting" to find and fix obvious issues.

New release

git tag -a v0.0.1
git push --tags

Performance

Highscores

cargo r --release -- test-variants --start-date 2021-01-01 --end-date 2022-01-01 --symbol USDT$ ./data

Average performance from 2021-01-01 to 2022-01-01 with 365 variations: 3069% Finished after 3221.323858917s

cargo r --release -- test-variants --start-date 2022-01-01 --end-date 2023-01-01 --symbol USDT$ ./data

Average performance from 2022-01-01 to 2023-01-01 with 365 variations: -2758% Finished after 3912.586872958s

Difficult scenarios

cargo r --release -- test-variants --start-date 2021-05-01 --end-date 2021-06-01 --symbol USDT$ ./data

Average performance from 2021-05-01 to 2021-06-01 with 31 variations: -5553%

cargo r --release -- test-variants --start-date 2021-06-01 --end-date 2021-07-01 --symbol USDT$ ./data

Average performance from 2021-06-01 to 2021-07-01 with 30 variations: -3525%

cargo r --release -- test-variants --start-date 2021-09-01 --end-date 2021-10-01 --symbol USDT$ ./data

Average performance from 2021-09-01 to 2021-10-01 with 30 variations: -1689%

cargo r --release -- test-variants --start-date 2021-11-01 --end-date 2021-12-01 --symbol USDT$ ./data

Average performance from 2021-11-01 to 2021-12-01 with 30 variations: -739%

cargo r --release -- test-variants --start-date 2021-01-01 --end-date 2022-01-01 --symbol USDT$ ./data

Average performance from 2021-01-01 to 2022-01-01 with 365 variations: -1465% Finished after 3897.686776459s

cargo r --release -- test-variants --start-date 2023-04-01 --end-date 2023-06-01 --symbol USDT$ ./data

Average performance from 2023-04-01 to 2023-06-01 with 61 variations: -1494% Performance from 2023-04-01 to 2023-06-01: -2526%, trades: 885 Finished after 52.31117825s