Initial release: TradeMind crypto trading bot with paper/live modes and strategy training
This commit is contained in:
Tobias Zimmermann
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"""Command-line-Schnittstelle (click)."""
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from __future__ import annotations
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import json
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import logging
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import sys
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import click
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from . import __version__
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from .config import Config, load as load_config
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from .engine import save_state
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from .exchange import MockBroker, build_exchange
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from .strategy import Strategy
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from .trader import Trader
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from .trainer import Trainer, apply_params
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log = logging.getLogger("trademind.cli")
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def _setup_logging(verbose: bool) -> None:
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logging.basicConfig(
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level=logging.DEBUG if verbose else logging.INFO,
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format="%(asctime)s %(levelname)-7s %(name)s %(message)s",
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stream=sys.stderr,
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)
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def get_strategy(cfg: Config, weights_path: str | None = None) -> Strategy:
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import os
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st = Strategy(cfg.strategy)
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if weights_path and os.path.exists(weights_path):
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with open(weights_path, "r", encoding="utf-8") as fh:
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wp = json.load(fh)
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st.weights = {**st.weights, **{k: float(v) for k, v in wp.get("weights", {}).items()}}
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return st
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@click.group()
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@click.version_option(__version__)
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def cli() -> None:
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"""TradeMind – Krypto-Tradingbot (Paper/Sim + Live + Training)."""
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@cli.command("paper")
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@click.option("--config", "cfg_path", default="config.yaml", show_default=True)
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@click.option("--symbol", default=None, help="zB. BTC/USDT")
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@click.option("--candles", type=int, default=None)
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@click.option("--data", type=click.Choice(["auto", "live", "mock"]), default="auto",
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show_default=True, help="Kursdatenquelle: echte (live) oder generierte (mock)")
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@click.option("--exchange", default=None, help="Exchange für Kursdaten (zB. binance, kraken)")
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@click.option("--seed", type=int, default=None, help="Seed für deterministische Simulationsdaten")
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@click.option("--state", default="state/paper.json")
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def paper(cfg_path, symbol, candles, data, exchange, seed, state) -> None:
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"""Paper-/Simulationslauf: nutzt ECHTE Marktkurse (Standard), Orders bleiben simuliert.
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Falls keine Kursdaten abrufbar sind (Offline), wird automatisch auf
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generierte mock-Daten zurückgefallen.
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"""
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cfg = load_config(cfg_path)
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if symbol:
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base, _, quote = symbol.partition("/")
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cfg.trading.base_currency = base
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cfg.trading.quote_currency = quote or "USDT"
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if candles:
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cfg.trading.candles = candles
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broker = _data_broker(cfg, data, exchange, seed)
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log.info("Paper-Modus: Kursdaten-Quelle = %s", broker.name)
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strat = get_strategy(cfg, cfg.training.state_file)
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trader = Trader(cfg, broker, strat)
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res = trader.simulate()
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save_state(state, res, strat.parameters())
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click.echo(f"\n=== Paper-/Simulationslauf (Daten: {broker.name}) ===")
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click.echo(json.dumps(res.summary(), indent=2))
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def _data_broker(cfg: Config, data: str, exchange: str | None, seed: int | None):
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"""Live-Marktdaten via ccxt (ohne Keys). Fallback auf MockBroker."""
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from .exchange import build_data_broker
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ex_name = exchange or (cfg.active_exchange().name if cfg.active_exchange() else "binance")
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if data != "mock":
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try:
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broker = build_data_broker(ex_name)
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broker.fetch_ticker(f"{cfg.trading.base_currency}/{cfg.trading.quote_currency}")
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return broker
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except Exception as e: # offline, Exchange down etc.
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if data == "live":
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raise SystemExit(f"Fehler beim Abruf der Live-Daten: {e}")
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click.echo(f"Warnung: Live-Daten nicht erreichbar ({e}). Fallback: mock-Daten.", err=True)
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return MockBroker(seed=seed if seed is not None else 7)
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@cli.command("live")
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@click.option("--config", "cfg_path", default="config.yaml", show_default=True)
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def live(cfg_path) -> None:
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"""Ein Live-Zyklus: Bewertung + echte Order über die konfigurierte Exchange."""
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cfg = load_config(cfg_path)
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ex = cfg.active_exchange()
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if not ex or not (ex.api_key and ex.api_secret):
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click.echo(
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"Keine Exchange mit API-Keys konfiguriert.\n"
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"Trage api_key/api_secret in config.yaml ein (oder über Env) und setze sandbox: false.",
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err=True,
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)
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sys.exit(2)
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try:
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broker = build_exchange(ex)
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except Exception as e: # pragma: no cover
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click.echo(f"Exchange-Init fehlgeschlagen: {e}", err=True)
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sys.exit(1)
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strat = get_strategy(cfg, cfg.training.state_file)
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trader = Trader(cfg, broker, strat)
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order = trader.live_cycle()
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if order:
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click.echo("Order: " + json.dumps(order, indent=2))
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else:
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click.echo("Kein Handels-Signal (HOLD).")
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@cli.command("train")
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@click.option("--config", "cfg_path", default="config.yaml", show_default=True)
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@click.option("--generations", type=int, default=None)
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@click.option("--population", type=int, default=None)
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@click.option("--data", type=click.Choice(["auto", "live", "mock"]), default="auto",
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show_default=True, help="Trainingsdatenquelle: echte (live) oder generierte (mock)")
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@click.option("--exchange", default=None, help="Exchange für Trainingsdaten (zB. binance, kraken)")
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def train(cfg_path, generations, population, data, exchange) -> None:
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"""Trainiert die Strategie-Parameter auf Kursdaten (Standard: echte Marktkurse)."""
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cfg = load_config(cfg_path)
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if generations:
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cfg.training.generations = generations
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if population:
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cfg.training.population = population
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broker = _data_broker(cfg, data, exchange, 42)
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base_strat = get_strategy(cfg, cfg.training.state_file)
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symbol = f"{cfg.trading.base_currency}/{cfg.trading.quote_currency}"
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candles = broker.fetch_ohlcv(symbol, cfg.trading.timeframe, max(cfg.trading.candles, 500))
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log.info("Trainingsdaten: %s (%d Candles)", broker.name, len(candles))
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def progress(gen: int, best: float) -> None:
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click.echo(f"Generation {gen:>3}: beste Fitness = {best:.4f}")
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trainer = Trainer(cfg.training, base_strat)
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params = trainer.train(candles, cfg.trading, base_strat, progress=progress)
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apply_params(cfg.strategy, params)
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import os
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os.makedirs(os.path.dirname(cfg.training.state_file) or ".", exist_ok=True)
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with open(cfg.training.state_file, "w", encoding="utf-8") as fh:
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json.dump(
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{
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"params": params,
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"weights": {
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"ema_cross": params["w_ema_cross"],
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"rsi_long": params["w_rsi_long"],
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"rsi_exit": params["w_rsi_exit"],
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},
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},
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fh,
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indent=2,
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)
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click.echo("\n=== Training abgeschlossen ===")
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click.echo("Optimierte Parameter: " + json.dumps(params, indent=2))
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click.echo(f"Gewichte gespeichert in: {cfg.training.state_file}")
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@cli.command("show")
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@click.argument("path", default="config.yaml")
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def show(path) -> None:
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"""Gibt die geladene Konfiguration aus (API-Keys werden maskiert)."""
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cfg = load_config(path)
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out = {
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"trading": cfg.trading.__dict__,
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"strategy": cfg.strategy.__dict__,
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"training": cfg.training.__dict__,
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"exchanges": {
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n: {
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"api_key": "***" if e.api_key else "",
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"api_secret": "***" if e.api_secret else "",
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"sandbox": e.sandbox,
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}
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for n, e in cfg.exchanges.items()
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},
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}
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click.echo(json.dumps(out, indent=2))
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def main() -> None:
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cli()
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if __name__ == "__main__":
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main()
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