Deion While backtesting golden_cross.py example in BInance w

Hey <a class="user-mention notranslate" data-hovercard-type="user" data-hovercard-url=

Binance: Issue in Golden Cross example about blankly HOT 1 CLOSED

blankly-finance commented on August 15, 2024

Binance: Issue in Golden Cross example

from blankly.

Comments (1)

bfan1256 commented on August 15, 2024

Hey @rohsat, this is indeed correct and we highlight this a little bit in here. The issue is because when you store the asset, the asset is stored as BTC and not stored as BTC-USDT, as a result, we do have to store it and utilize the interface.account[state.base_asset].available . You can also take a look at this sample RSI that's found here

def price_event(price, symbol, state: blankly.StrategyState):
    """ This function will give an updated price every 15 seconds from our definition below """
    state.variables['history'].append(price)
    rsi = blankly.indicators.rsi(state.variables['history'])
    if rsi[-1] < 40 and not state.variables['owns_position']:
        # Dollar cost average buy
        buy = blankly.trunc(state.interface.cash/price, 2)
        state.interface.market_order(symbol, side='buy', size=buy)
        state.variables['owns_position'] = True
    elif rsi[-1] > 60 and state.variables['owns_position']:
        # Dollar cost average sell
        curr_value = blankly.trunc(state.interface.account[state.base_asset].available, 2)
        state.interface.market_order(symbol, side='sell', size=curr_value)
        state.variables['owns_position'] = False


def init(symbol, state: blankly.StrategyState):
    # Download price data to give context to the algo
    state.variables['history'] = state.interface.history(symbol, to=150, return_as='deque',
                                                         resolution=state.resolution)['close']
    state.variables['owns_position'] = False