Kiwano Portfolio

The purpose of this project is to provide an interface with Binance now, and more exchanges to come, to be able to backtest, livetest and livetrade your trading algorithms on crypto-currencies. We thought we could let you focus all your creativity and effort on your trading strategies, and let us handle the rest, since this part is simpler but necessary.

The code is composed of two classes, a portfolio manager that tracks the progress over time and provides useful statistics on the performance of the trading algorithm. And the inheriting class strategy that plays the trading algo.

Functionalities

To understand how to use this repository, have a look at the main.py file. The typical way to use the code is the following:

1. Create portfolio;
2. Add a strategy;
3. Run in one of the three modes (see below);
4. Obtain log and plots displaying the performance of your trading strategy.

The three modes are:

• Backtesting (or FastBacktesting if the strategy loops already in time): will run your algorithm on historical data, and will provide the performance that your algorithm would have had if it was trading in the past.
• Livetesting: will run your algorithm on real-time data, and will provide the performance that your algorithm would have had if it was trading live, but without actually trading with real money.
• Livetrading: will run your algorithm on real-time data, and will provide the performance that your algorithm is having while trading live, with real money.

The workflow of strategy is:

1. Compute the metrics on data
2. Compute the first layer strategy to create order
3. Compute the second layer strategy to make the order effective in the portfolio

Requirements

Install the content of the requirements.txt file with pip install -r requirements.txt. You will then need to create an API key and secret on Binance to be able to use the code. Go to API Management in Settings on Binance, and click on Create API. Select System generated API key, name the API, and once you pass the authentication, you have to edit restriction and tick Enable Spot and Margin Trading if you want to livetrade with your algorithm. This is not necessary if you only want to backtest or livetest. You can then copy the API key and secret in a config.py file and define the variables as strings with the following names:

api_key = 'your key as a string'
api_secret = 'your secret as a string'

For an example check the config_template.py in the API/binance/ folder. You can finally save the file in the API/binance folder or pass the filepath as the api_keys_location argument when creating the portfolio. Then you are ready to go!

ToDo

• [CLEAN] Code + simplify strategy class [DONE]
• [CODE] Add multiple crypto input [DONE]
• [CODE] multiple crypto in output

Social media

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