justin/Python
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add configurable BAR_TIMEFRAME setting (default 5Min)

Browse Source
This commit is contained in:
Justin Oros
2026-01-28 14:44:33 -07:00
parent 87f75c5471
commit 4ca5ed48b0
1 changed files with 8 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
daytrader.py
+8 -5
View File
@@ -23,6 +23,7 @@ ENV_PATH = SCRIPT_DIR / ".env"
DEFAULT_CONFIG = { DEFAULT_CONFIG = {
"DEBUG_MODE": True, "DEBUG_MODE": True,
"SYMBOL": "SPY", "SYMBOL": "SPY",
"BAR_TIMEFRAME": "5Min",
"RISK_PER_TRADE": 0.005, "RISK_PER_TRADE": 0.005,
"SHORT_WINDOW": 20, "SHORT_WINDOW": 20,
"LONG_WINDOW": 50, "LONG_WINDOW": 50,
@@ -86,6 +87,7 @@ else:
DEBUG_MODE = bool(config.get("DEBUG_MODE", False)) DEBUG_MODE = bool(config.get("DEBUG_MODE", False))
SYMBOL = config["SYMBOL"] SYMBOL = config["SYMBOL"]
BAR_TIMEFRAME = config.get("BAR_TIMEFRAME", "5Min")
RISK_PER_TRADE = float(config["RISK_PER_TRADE"]) RISK_PER_TRADE = float(config["RISK_PER_TRADE"])
SHORT_WINDOW = int(config["SHORT_WINDOW"]) SHORT_WINDOW = int(config["SHORT_WINDOW"])
LONG_WINDOW = int(config["LONG_WINDOW"]) LONG_WINDOW = int(config["LONG_WINDOW"])
@@ -536,6 +538,7 @@ def apply_slippage(price, is_buy=True):
debug_print(f"Adjusted price: {adjusted_price:.2f}") debug_print(f"Adjusted price: {adjusted_price:.2f}")
return adjusted_price return adjusted_price
def advanced_backtest_strategy(): def advanced_backtest_strategy():
logger.info("📊 Running advanced backtest with all filters...") logger.info("📊 Running advanced backtest with all filters...")
debug_print("=== STARTING BACKTEST ===") debug_print("=== STARTING BACKTEST ===")
@@ -545,9 +548,9 @@ def advanced_backtest_strategy():
start_date = end_date - timedelta(days=BACKTEST_DAYS) start_date = end_date - timedelta(days=BACKTEST_DAYS)
debug_print(f"Backtest period: {start_date.date()} to {end_date.date()}") debug_print(f"Backtest period: {start_date.date()} to {end_date.date()}")
debug_print(f"Fetching {BACKTEST_DAYS} days of 15min bars for {SYMBOL}...") debug_print(f"Fetching {BACKTEST_DAYS} days of {BAR_TIMEFRAME} bars for {SYMBOL}...")
bars = api.get_bars(SYMBOL, "15Min", start=start_date.strftime('%Y-%m-%d'), bars = api.get_bars(SYMBOL, BAR_TIMEFRAME, start=start_date.strftime('%Y-%m-%d'),
end=end_date.strftime('%Y-%m-%d')).df end=end_date.strftime('%Y-%m-%d')).df
debug_print(f"Received {len(bars)} bars") debug_print(f"Received {len(bars)} bars")
@@ -1260,10 +1263,9 @@ def close_all_positions():
debug_print(f"Failed to close positions: {e}") debug_print(f"Failed to close positions: {e}")
def get_recent_bars(symbol, limit=100): def get_recent_bars(symbol, limit=100):
debug_print(f"Fetching {limit} recent bars for {symbol}...") debug_print(f"Fetching {limit} recent {BAR_TIMEFRAME} bars for {symbol}...")
try: try:
timeframe = "15Min" bars = api.get_bars(symbol, BAR_TIMEFRAME, limit=limit).df
bars = api.get_bars(symbol, timeframe, limit=limit).df
debug_print(f"Received {len(bars)} bars") debug_print(f"Received {len(bars)} bars")
return bars return bars
except Exception as e: except Exception as e:
@@ -1523,6 +1525,7 @@ def get_bid_ask(symbol):
debug_print(f"Failed to get bid/ask: {e}, using current price") debug_print(f"Failed to get bid/ask: {e}, using current price")
current_price = get_current_price(symbol) current_price = get_current_price(symbol)
return current_price, current_price return current_price, current_price
def main(): def main():
logger.info("🚀 Starting daytrader.py - continuous operation") logger.info("🚀 Starting daytrader.py - continuous operation")
if DEBUG_MODE: if DEBUG_MODE: