import time

import requests

import json

import csv

from requests.packages.urllib3 import disable_warnings

disable_warnings()

#BTC历史价格获取

if __name__ == '__main__':

    time_stamp = int(time.time())

    print(f"Now timestamp: {time_stamp}")

    # 1367107200

    request_link = f"https://web-api.coinmarketcap.com/v1/cryptocurrency/ohlcv/historical?convert=USD&slug=bitcoin&time_end={time_stamp}&time_start=1367107200"

    print("Request link: " + request_link)

    r = requests.get(url = request_link,timeout=120,verify=False)

    #print(r.content)

    # 返回的数据是 JSON 格式，使用 json 模块解析

    content = json.loads(r.content)

    #print(type(content))

    quoteList = content['data']['quotes']

    #print(quoteList)

    with open('BTC.csv','w' ,encoding='utf8',newline='') as f:

        csv_write = csv.writer(f)

        csv_head = ["Date","Open","High","Low","Close","Volume"]

        csv_write.writerow(csv_head)

        for quote in quoteList:

            quote_date = quote["time_open"][:10]

            open_price = "{:.2f}".format(quote["quote"]["USD"]["open"])

            high_price = "{:.2f}".format(quote["quote"]["USD"]["high"])

            low_price = "{:.2f}".format(quote["quote"]["USD"]["low"])

            close_price = "{:.2f}".format(quote["quote"]["USD"]["close"])

            quote_volume = "{:.2f}".format(quote["quote"]["USD"]["volume"])

            csv_write.writerow([quote_date, open_price, high_price,low_price ,close_price ,quote_volume])

    print('over')

import backtrader as bt

import pandas as pd

import matplotlib.pyplot as plt

import datetime as dt

import numpy as np

#talib

class MyStrategy(bt.Strategy):

    def __init__(self):

        self.dataclose = self.data0.close

        self.order = None

        self.buyprice = None

        self.buycomm = None

        self.sma = bt.indicators.MovingAverageSimple(self.data0,period=15)

        # self.macd = bt.indicators.MACD(self.data0,period_me1=12,period_me2=26,period_signal=9)

        # self.boll = bt.indicators.BollingerBands(self.data0,period=21)

        # self.mcross = bt.indicators.CrossOver(self.macd.macd, self.macd.signal)

    def next(self):

        if not self.position:

            if self.dataclose[0] > self.sma[0]:

                self.buy()

        else:

            if self.dataclose[0] > self.sma[0]:

                self.close()

        # if not self.position:

        #     if self.mcross:

        #         if

    def notify_order(self, order):

        if order.status in [order.Submitted, order.Accepted]:

            return

        if order.status in [order.Completed]:

            if order.isbuy():

                self.log(

                    'BUY EXECUTED, Price: % .2f, Cost: % .2f, Comm % .2f' %

                    (order.executed.price,

                     order.executed.value,

                     order.executed.comm))

                self.buyprice = order.executed.price

                self.buycomm = order.executed.comm

            else:

                self.log(

                    'SELL EXECUTED, Price: % .2f, Cost: % .2f, Comm % .2f' %

                    (order.executed.price,

                     order.executed.value,

                     order.executed.comm))

                self.buyprice = order.executed.price

                self.buycomm = order.executed.comm

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:

            self.log('Order Canceled/Margin/Rejected')

        self.order = None

    def notify_trade(self, trade):

        if not trade.isclosed:

            return

        self.log(' OPERATION PROFIT, GROSS %.2f, NET %.2f' %

             (trade.pnl,trade.pnlcomm))

    def log(self,txt,dt=None,doprint=True):

        if doprint:

            dt = dt or self.datas[0].datetime.date(0)

            print('%s, %s' % (dt.isoformat(), txt))

if __name__ == '__main__':

    cerebro = bt.Cerebro()

    dataframe = pd.read_csv('BTC.csv')

    dataframe['Datetime'] = pd.to_datetime(dataframe['Date'])

    dataframe.set_index('Datetime',inplace=True)

    data_btc = bt.feeds.PandasData(dataname=dataframe,timeframe = bt.TimeFrame.Days)

    #timeframe = bt.TimeFrame.Days

    cerebro.adddata(data_btc)

    cerebro.addstrategy(MyStrategy)

    cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name= 'SharpeRatio')

    cerebro.addanalyzer(bt.analyzers.DrawDown ,_name= 'DrawDown')

    cerebro.broker.set_cash(10000)

    cerebro.broker.setcommission(0.001)

    cerebro.addsizer(bt.sizers.PercentSizer,percents = 90)

    result = cerebro.run()

    print('夏普比率:',result[0].analyzers.SharpeRatio.get_analysis()['sharperatio'])

    print('最大回撤:',result[0].analyzers.DrawDown.get_analysis()['max']['drawdown'])

    cerebro.plot()