suggestions

crypto/gogo/.vscode/launch.json

@@ -0,0 +1,31 @@
+{
+  "version": "0.2.0",
+  "configurations": [
+    {
+      "name": "Train (Live Data)",
+      "type": "python",
+      "request": "launch",
+      "program": "${workspaceFolder}/main.py",
+      "console": "integratedTerminal",
+      "justMyCode": false,
+      "args": ["--mode", "train"]
+    },
+    {
+      "name": "Backtest (Historical Data)",
+      "type": "python",
+      "request": "launch",
+      "program": "${workspaceFolder}/main.py",
+      "console": "integratedTerminal",
+      "justMyCode": false,
+      "args": ["--mode", "backtest"]
+    },
+    {
+      "name": "Unit Tests",
+      "type": "python",
+      "request": "launch",
+      "program": "${workspaceFolder}/tests/test_data.py",
+      "console": "integratedTerminal",
+      "justMyCode": false
+    }
+  ]
+}

crypto/gogo/.vscode/settings.json

@@ -0,0 +1,11 @@
+{
+    "python.testing.unittestArgs": [
+        "-v",
+        "-s",
+        "./tests",
+        "-p",
+        "test_*.py"
+    ],
+    "python.testing.pytestEnabled": false,
+    "python.testing.unittestEnabled": true
+}

crypto/gogo/candles_cache.json

@@ -0,0 +1 @@
+{"1m": [], "5m": [], "15m": [], "1h": [], "1d": []}

crypto/gogo/main.py

@@ -1,5 +1,3 @@
-# main.py
-
 import asyncio
 import torch
 import torch.nn as nn
@@ -17,8 +15,9 @@ from model.trading_model import TradingModel
 from training.rl_agent import ContinuousRLAgent, ReplayBuffer
 from training.train_historical import train_on_historical_data, load_best_checkpoint, save_candles_cache, CACHE_FILE, BEST_DIR
 from data.data_utils import get_aligned_candle_with_index, get_features_for_tf
+import argparse
 
-async def main():
+async def main_training():
     symbol = 'BTC/USDT'
     data_manager = LiveDataManager(symbol)
 
@@ -293,4 +292,11 @@ def plot_trade_history(candles, trade_history):
     plt.show()
 
 if __name__ == '__main__':
+    parser = argparse.ArgumentParser(description='Trading Bot Modes')
+    parser.add_argument('--mode', type=str, default='backtest', choices=['train', 'backtest'], help='Choose mode: train or backtest')
+    args = parser.parse_args()
+
+    if args.mode == 'train':
+        asyncio.run(main_training())
+    elif args.mode == 'backtest':
         asyncio.run(main_backtest())

crypto/gogo/readme.md

@@ -1,4 +1,3 @@
-
 To run this code:
 
 Install Dependencies: pip install -r requirements.txt

crypto/gogo/tests/test_data.py

@@ -0,0 +1,51 @@
+import asyncio
+import unittest
+from unittest.mock import patch, AsyncMock
+from data.live_data import LiveDataManager
+import ccxt.async_support as ccxt
+
+class TestLiveData(unittest.IsolatedAsyncioTestCase):
+
+    async def asyncSetUp(self):
+        self.symbol = 'BTC/USDT'
+        self.data_manager = LiveDataManager(self.symbol)
+        self.exchange = self.data_manager.exchange
+
+    async def asyncTearDown(self):
+        await self.data_manager.close()
+
+    @patch('data.live_data.ccxt.mexc.fetch_trades', new_callable=AsyncMock)
+    async def test_fetch_and_process_ticks(self, mock_fetch_trades):
+        # Mock the exchange response
+        mock_fetch_trades.return_value = [
+            {'timestamp': 1678886400000, 'symbol': 'BTC/USDT', 'price': 25000.0, 'quantity': 1.0},
+            {'timestamp': 1678886460000, 'symbol': 'BTC/USDT', 'price': 25050.0, 'quantity': 0.5}
+        ]
+
+        # Call the method
+        await self.data_manager.fetch_and_process_ticks()
+
+        # Assert that the ticks are processed
+        candles, ticks = await self.data_manager.get_data()
+        self.assertEqual(len(ticks), 2)
+        self.assertEqual(len(candles), 1)
+
+    @patch('data.live_data.ccxt.mexc.fetch_ohlcv', new_callable=AsyncMock)
+    async def test_fetch_initial_candles(self, mock_fetch_ohlcv):
+        # Mock the exchange response
+        mock_fetch_ohlcv.return_value = [
+            [1678886400000, 25000.0, 25050.0, 24950.0, 25025.0, 100.0],
+            [1678886460000, 25025.0, 25100.0, 25000.0, 25075.0, 120.0]
+        ]
+
+        # Call the method
+        await self.data_manager._fetch_initial_candles()
+
+        # Assert that the candles are fetched and formatted
+        candles, _ = await self.data_manager.get_data()
+        self.assertEqual(len(candles), 2)
+        self.assertEqual(candles[0]['open'], 25000.0)
+        self.assertEqual(candles[0]['close'], 25025.0)
+
+if __name__ == '__main__':
+    unittest.main()