b_trader.py

# seperate file for running and controlling the backtesting captial balances;
import math
from termcolor import colored
#print colored('RED TEXT', 'red'), colored('GREEN TEXT', 'green')


class trader:
    
    def __init__(self, bal):
        self.__bal = bal
        self._bal = bal
        self.bal_btc = bal
        self.open_contracts_usd = 0
        self.risk = 0.6 # risk 50% of capital, fee comes out of btc bal after trade comes out, therefore must be < 1.0
        self.long = False
        self.short = False
        self.leverage = 5
        self.fee = 0.0075 # 0.075%
        self.tot_fees = 0
        self.tot_profit = 0
    
    def buy(self, price):
        assert not self.long and self.open_contracts_usd == 0
        self.long = True
        self.open_price = price
        buying_power = math.floor(self.bal_btc * price * self.risk) * self.leverage  # num contracts can buy --> USD
        fee = round((buying_power * self.fee) / price, 8)
        self.bal_btc -= fee
        self.tot_fees += fee
        self.open_contracts_usd = buying_power
        print(f"[+] bought {buying_power} contracts with {self.leverage}x leverage, fee: {fee} BTC, at {price}")

    def sell(self, price):
        assert not self.short and self.open_contracts_usd == 0
        self.short = True
        self.open_price = price
        selling_power = math.floor(self.bal_btc * price * self.risk) * self.leverage
        fee = round((selling_power * self.fee) / price,8)
        self.bal_btc -= fee
        self.tot_fees += fee
        self.open_contracts_usd = selling_power
        print(f"[+] shorted {selling_power} contracts with {self.leverage}x leverage, fee: {fee} BTC, at {price}")

    def close(self, price, time):
        assert self.long or self.short
        if self.short:
            profit = (1/self.open_price)-(1/price)
            profit *= -self.open_contracts_usd
            self.short = False
        elif self.long:
            profit = (1 / self.open_price) - (1 / price)
            profit *= self.open_contracts_usd
            self.long = False
        fee = round((self.open_contracts_usd * self.fee) / price, 8)
        self.bal_btc -= abs(fee)
        self.bal_btc += round(profit,8)
        self.tot_fees += abs(fee)
        self.tot_profit += round(profit,8)
        self.bal_btc = round(self.bal_btc, 8)
        #self.bal_btc += round((self.open_contracts_usd/self.leverage) / price,8)
        self.open_contracts_usd = 0

        print(f"{colored('[-]', 'green' if profit > 0 else 'red')} closed trade at {price}, profit: {profit} BTC, bal after: {self.bal_btc}, fee: {fee} BTC at {time}")

    def end(self,price,time):
        if self.long or self.short:
            self.close(price,time=time)
        if self.bal_btc - self._bal > 0:
            col = 'green'
        else:
            col = 'red'
        pct = ((self.bal_btc - self._bal)/self._bal)*100
        print(f"{colored('[**]',col)} end, change: {self.bal_btc - self._bal} BTC, ending bal {self.bal_btc} BTC, total profit: {self.tot_profit}, total fees: {self.tot_fees}, net: {self.tot_profit-self.tot_fees}, pct: {pct}")