dcamarcal 0.0.1

DCA Martingale strategy calculator.

dcamarcal

DCA Martingale strategy calculator.

Overview

dcamarcal is a Python library designed to support the analysis of martingale-based DCA strategies in the cryptocurrency market by calculating order tables.

Features

The library is developed with the following key features in mind:

• No dependencies: Does not use any external library.
• High precision: Uses decimal module enhance precision.
• Bidirectional: Support both long and short martingale-based DCA strategies.

Examples

Basic usage:

from dcamarcal.calculator import DCAMartingale, Direction, round_order_list, print_tabular

dca = DCAMartingale.from_float(
    direction=Direction.long, # or Direction.short
    base_order_size=20,       # initial order size 
    order_size=20,            # starting size for subsequent orders
    max_orders=8,             # max number of orders
    price_deviation=1.2,      # deviation required to trigger the next order
    target_profit=1.2,        # profit required to close the position
    order_scale=1.2,          # scaling factor for order deviation
    volume_scale=1.5,         # scaling factor for order size
    minimum_trade_decimals=5, # minimum number of decimals allowed in the market
)

result = dca.calculate_table(1) # starting price
result = round_order_list(result) # round to default 8 decimals
print_tabular(result) # display the table

Note: The minimum_trade_decimals parameter should match the requirements of your chosen exchange.

That generates the following order table:

Order	Deviation	Size	Volume	Price	Average Price	Required Price	Required Change	Total Size	Total Volume
0	0.000000000	20.000000000	20.000000000	1.00000000	1.00000000000	1.012000000000	1.2000000000000	20.0000000000	20.0000000000
1	1.200000000	20.242914980	20.000000000	0.98800000	0.99396378000	1.005800000000	1.8016194300000	40.2429149800	40.0000000000
2	2.640000000	30.813475760	30.000000000	0.97360000	0.98513307000	0.996900000000	2.3931799500000	71.0563907400	70.0000000000
3	4.368000000	47.055378950	45.000000000	0.95632000	0.97365403000	0.985300000000	3.0303664000000	118.111769690	115.000000000
4	6.441600000	72.147450150	67.500000000	0.93558400	0.95921764000	0.970700000000	3.7533775700000	190.259219840	182.500000000
5	8.929920000	111.17811690	101.25000000	0.91070080	0.94132334000	0.952600000000	4.6007646000000	301.437336740	283.750000000
6	11.91590400	172.42045602	151.87500000	0.88084096	0.91931589000	0.930300000000	5.6149795800000	473.857792750	435.625000000
7	15.49908480	269.59767177	227.81250000	0.84500915	0.89237020000	0.903000000000	6.8627479200000	743.455464520	663.437500000
8	19.79890176	426.07739482	341.71875000	0.80201098	0.85945106000	0.869700000000	8.4399115600000	1169.53285934	1005.15625000

Current issues

• The print_tabular function currently pads numbers with additional zeroes to align table columns, which might lead to visual inconsistency in decimal places.