QuantiPy

QuantiPy is a Python crypto and securities trading bot with various trading patterns and strategies using Blankly as the backend.

Strategies are written using the Blankly Model API and then run on the command line. In using Blankly, the strategies can easily be backtested before use.

These are my personal strategies and are categorically and unequivocally unfit for use in real markets.

As the saying goes: "A fool and his money are soon parted"

Currently supported Strategies

• Stochastic

  • AdvancedHarmonicOscillators (uses AdvancedStrategy)
    • A complex strategy that can detect swings in momentum before the regular indicators. Buy positions are taken up when all of the following criteria are met:
      • The Stochastic RSI %K and %D must have been below 20 in the last 2 periods
        • This volatile RSI indicates the symbol is oversold (even when the regular RSI does not)
      • The RSI must be above 50
        • This indicates that the symbol is still bullish (despite the earlier Stochastic RSI)
      • The MACD must cross the signal line to confirm the uptrend
      • The Stochastic RSI %K and %D must not currently be oversold (above 20)
    • With all these criteria being met, a buy position is taken up. The reverse is true for a selling position
      • I.e The Stochastic RSI %K and %D must have been above 80, the RSI below 50, MACD crossing down etc.

• RSI

  • Oversold (Uses SimpleStrategy)
    • A simple strategy where buy positions are taken up when the RSI is less than 30 (indicating the symbol is oversold) and sell positions are taken up when the RSI is above 70 (indicating the symbol is overbought)

Installation

To get started with QuantiPy, follow these steps

Prerequisites

• Python 3.9 or higher
• Poetry for dependency management
  • If you don't (or can't) have poetry installed, just use the pyproject.toml file and install all dependencies from the [tool.poetry.dependencies] section

Setup

1. Clone the repository:

   git clone ...
   cd QuantiPy

2. Install the dependencies:

   poetry install

3. Run a strategy backtest:

   poetry run python run.py <strategy> <exchange> --symbol BTC-USDT --backtest

   • By default --live is false to prevent accidental losses
   • Default starting cash for the backtest is:
     • $1000 USD if using regular securities through Alpaca
     • $1000 USDT if using crypto through Binance

Usage

Simple backtest of Bitcoin on Binance using the Stochastic + RSI + MACD strategy

$ poetry run python run.py AdvancedHarmonicOscillators Binance --symbol BTC-USDT --backtest

Strategies are currently built with a "multi-symbol-multi-position" sub-strategy

Example strategy backtesting graph

Backtest of AdvancedHarmonicOscillators with Ethereum and Bitcoin

Contributing

Contributions are welcome! Please read the contributing guidelines for more details.

License

This project is licensed under the GNU General Public License v3.0 - see the LICENSE file for details.

Acknowledgments

Special thanks to the Blankly project for building the backend that makes these strategies so simple to implement. It really takes the headache out of it!

@ToDo:

• Add simple conversion to screener via CLI switch
• Tests
  • I wrote these pretty quick, will make them much easier to understand later
• Add more strategies
• Much better logging and/or csv output
• Add stop loss and take profit handlers
• Improve open position detection