Initial TradeBot implementation

2026-06-20 19:22:59 +03:00
commit de9de755f5
37 changed files with 6840 additions and 0 deletions
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+from __future__ import annotations
+
+from pathlib import Path
+
+import pytest
+
+from crypto_spot_bot.config import Settings
+
+
+@pytest.fixture
+def make_settings():
+    def factory(tmp_path: Path, **overrides) -> Settings:
+        values = dict(
+            trading_mode="paper",
+            host="127.0.0.1",
+            port=8787,
+            bybit_testnet=False,
+            bybit_api_key="",
+            bybit_api_secret="",
+            starting_balance_usdt=100.0,
+            auto_select_symbols=True,
+            top_symbols_count=6,
+            symbols=(),
+            base_interval="1",
+            kline_limit=240,
+            loop_interval_seconds=5,
+            fast_trading_enabled=False,
+            fast_loop_interval_seconds=1.0,
+            fast_entry_cooldown_seconds=20,
+            max_entries_per_minute=12,
+            websocket_enabled=False,
+            min_signal_confidence=0.64,
+            max_spread_percent=0.18,
+            min_24h_turnover_usdt=1_000_000.0,
+            pattern_analysis_enabled=True,
+            pattern_score_weight=0.18,
+            learning_enabled=True,
+            learning_lookback_trades=120,
+            learning_min_samples=3,
+            learning_max_adjustment=0.12,
+            llm_advisor_enabled=False,
+            ollama_base_url="http://192.168.0.210:11434",
+            ollama_model="gemma4:e4b",
+            llm_advisor_min_interval_seconds=180,
+            llm_advisor_timeout_seconds=45,
+            llm_advisor_max_adjustment=0.06,
+            min_position_usdt=1.0,
+            max_position_usdt=20.0,
+            max_symbol_exposure_usdt=20.0,
+            max_total_exposure_usdt=80.0,
+            max_open_positions=6,
+            max_positions_per_symbol=1,
+            grid_trading_enabled=True,
+            grid_entry_confidence=0.58,
+            grid_buy_zone=0.45,
+            grid_max_position_usdt=8.0,
+            rebound_trading_enabled=True,
+            rebound_entry_confidence=0.58,
+            rebound_min_probability=0.58,
+            rebound_max_position_usdt=6.0,
+            time_series_forecast_enabled=True,
+            time_series_min_candles=120,
+            time_series_validation_window=30,
+            time_series_forecast_horizon=3,
+            time_series_ewma_lambda=0.94,
+            time_series_min_edge_percent=0.04,
+            time_series_max_adjustment=0.08,
+            time_series_lstm_enabled=True,
+            time_series_lstm_lookback=32,
+            time_series_lstm_units=6,
+            time_series_lstm_ridge=0.0001,
+            time_series_lstm_model_path=tmp_path / "lstm_forecaster.json",
+            stop_loss_percent=0.02,
+            take_profit_percent=0.035,
+            trailing_stop_percent=0.015,
+            min_hold_seconds=180,
+            entry_cooldown_seconds=180,
+            max_daily_drawdown_usdt=6.0,
+            min_cash_reserve_usdt=5.0,
+            taker_fee_rate=0.001,
+            slippage_rate=0.0003,
+            enable_live_trading=False,
+            live_trading_confirm="",
+            live_order_max_usdt=10.0,
+            database_path=tmp_path / "tradebot.sqlite3",
+            log_path=tmp_path / "tradebot.log",
+            env_file_path=tmp_path / ".env",
+        )
+        values.update(overrides)
+        return Settings(**values)
+
+    return factory