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prints a daily ledger. """ - portfolio = pd.DataFrame(index=signals.index).fillna(0.0) + portfolio = pd.DataFrame(index=signals.index) portfolio['price'] = signals['price'] - portfolio['cash'] = float(initial_cash) - portfolio['btc'] = 0.0 - portfolio['total_value'] = float(initial_cash) + + cash = float(initial_cash) + btc = 0.0 + + cash_list = [] + btc_list = [] + total_value_list = [] if not quiet: print(f"\n{Colors.HEADER}{Colors.BOLD}------ Daily Trading Ledger ------{Colors.ENDC}") - for i, row in signals.iterrows(): - if i > 0: - portfolio.loc[i, 'cash'] = portfolio.loc[i-1, 'cash'] - portfolio.loc[i, 'btc'] = portfolio.loc[i-1, 'btc'] + + # Optimizing by iterating over numpy arrays instead of pandas rows + prices = signals['price'].values + positions = signals['positions'].values + + for i in range(len(signals)): + price = prices[i] + pos = positions[i] # Buy signal - if row['positions'] == 2.0: - btc_to_buy = portfolio.loc[i, 'cash'] / row['price'] - portfolio.loc[i, 'btc'] += btc_to_buy - portfolio.loc[i, 'cash'] -= btc_to_buy * row['price'] - print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") + if pos == 2.0: + btc_to_buy = cash / price + btc += btc_to_buy + cash -= btc_to_buy * price + if not quiet: + print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${price:.2f}{Colors.ENDC}") # Sell signal - elif row['positions'] == -2.0: - if portfolio.loc[i, 'btc'] > 0: - cash_received = portfolio.loc[i, 'btc'] * row['price'] - portfolio.loc[i, 'cash'] += cash_received - print(f"{Colors.FAIL}🔴 Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}") - portfolio.loc[i, 'btc'] = 0 + elif pos == -2.0: + if btc > 0: + cash_received = btc * price + cash += cash_received + if not quiet: + print(f"{Colors.FAIL}🔴 Day {i}: Sell {btc:.4f} BTC at ${price:.2f}{Colors.ENDC}") + btc = 0.0 + + total_value = cash + btc * price - portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price'] + cash_list.append(cash) + btc_list.append(btc) + total_value_list.append(total_value) if not quiet: - print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, " - f"Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}") + print(f"Day {i}: Portfolio Value: ${total_value:.2f}, Cash: ${cash:.2f}, BTC: {btc:.4f}") + + portfolio['cash'] = cash_list + portfolio['btc'] = btc_list + portfolio['total_value'] = total_value_list return portfolio diff --git a/main.tf b/main.tf new file mode 100644 index 0000000..429c0b3 --- /dev/null +++ b/main.tf @@ -0,0 +1,3 @@ +terraform { + required_version = ">= 1.0.0" +} diff --git a/src/main.rs b/src/main.rs new file mode 100644 index 0000000..e7a11a9 --- /dev/null +++ b/src/main.rs @@ -0,0 +1,3 @@ +fn main() { + println!("Hello, world!"); +}