Pukeľ

import ccxt
import pandas as pd
import pandas_ta as ta
import matplotlib.pyplot as plt
# ====== 1. Připojení k Binance ======
exchange = ccxt.binance()
symbol = 'BTC/USDT'
timeframe = '1h'
limit = 1000 # 1000 hodin = cca 41 dnů
# ====== 2. Stažení historických dat ======
ohlcv = exchange.fetch_ohlcv(symbol, timeframe=timeframe, limit=limit)
df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
# ====== 3. Výpočet indikátorů ======
df['EMA20'] = ta.ema(df['close'], length=20)
df['EMA50'] = ta.ema(df['close'], length=50)
df['RSI'] = ta.rsi(df['close'], length=14)
# ====== 4. Generování signálů ======
def generate_signal(row):
if row['EMA20'] > row['EMA50'] and row['RSI'] < 30:
return 'BUY'
elif row['EMA20'] < row['EMA50'] and row['RSI'] > 70:
return 'SELL'
else:
return 'HOLD'
df['signal'] = df.apply(generate_signal, axis=1)
# ====== 5. Backtestování strategie ======
capital = 1000 # počáteční kapitál v USD
position = None
entry_price = 0
trade_results = []
stop_loss_pct = 0.02
take_profit_pct = 0.05
capital_per_trade = 200
for i in range(len(df)):
price = df['close'].iloc[i]
signal = df['signal'].iloc[i]
if position is None and signal in ['BUY', 'SELL']:
position = signal
entry_price = price
amount = capital_per_trade / price
elif position == 'BUY':
if price <= entry_price (1 - stop_loss_pct) or price >= entry_price (1 + take_profit_pct):
pl = (price - entry_price) * amount
trade_results.append(pl)
position = None
elif position == 'SELL':
if price >= entry_price (1 + stop_loss_pct) or price <= entry_price (1 - take_profit_pct):
pl = (entry_price - price) * amount
trade_results.append(pl)
position = None
# ====== 6. Výsledky ======
results_df = pd.DataFrame(trade_results, columns=['P/L_USD'])
results_df['cum_profit'] = results_df['P/L_USD'].cumsum()
print("📊 Počet obchodů:", len(results_df))
print("✅ Celkový profit (USD):", results_df['P/L_USD'].sum())
print("📈 Úspěšnost (% ziskových obchodů):", round((results_df['P/L_USD'] > 0).mean() * 100, 2))
# ====== 7. Graf kumulativního profitu ======
plt.figure(figsize=(8,5))
plt.plot(results_df['cum_profit'], marker='o')
plt.title("Backtest strategie (BTC/USDT)")
plt.xlabel("Obchod")
plt.ylabel("Kumulativní profit (USD)")
plt.grid(True)
plt.show()